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# Band offsets and stability of BeTe/ZnSe (100) heterojunctions
## Abstract
We present ab-initio studies of band offsets, formation energy, and stability of (100) heterojunctions between (Zn,Be)(Se,Te) zincblende compounds, and in particular of the lattice-matched BeTe/ZnSe interface. Equal band offsets are found at Be/Se and Zn/Te abrupt interfaces, as well as at mixed interfaces, in agreement with the established understanding of band offsets at isovalent heterojunctions. Thermodynamical arguments suggest that islands of non-nominal composition may form at the interface, causing offset variations over $``$ 0.8 eV depending on growth conditions. Our findings reconcile recent experiments on BeTe/ZnSe with the accepted theoretical description.
On the basis of experiments as well as theory, it is commonly accepted that at isovalent semiconductor interfaces the band offset is almost independent of the local atomic arrangement, except in the presence of heterovalent interlayers or antisites. This result was originally established for the common-ion systems, and later generalized to the whole class of isovalent heterojunctions. Investigations on no-common-ion systems such as InP/GaInAs and InAs/GaSb confirmed that the band offset is independent on the atomic-scale interface arrangement, despite the different interface composition and local strain. Remarkably, these findings have found a rationale within the linear response theory (LRT) of band offsets, which also accounts for the composition-dependent local strain effects.
Only at heterovalent junctions does the band offset depend crucially on interface morphology, due to the different chemical valence of the atomic constituents, and it is fully explained within LRT. So far, the maximum variation experimentally detected amounts to 0.6 eV, and it was observed at ZnSe/GaAs (100).
Controversial findings have been reported for the isovalent lattice-matched BeTe/ZnSe (100) interfaces. In a first paper, a valence band offset (VBO) of 0.9 eV was deduced from the luminescence spectra of BeTe/ZnSe quantum wells. In a subsequent work, thin BeTe films grown on ZnSe (100) were investigated by XPS: unexpectedly, two widely different values, 0.46 eV and 1.26 eV, were measured in different growth conditions, and interpreted as due to Se- and Zn-terminated substrates.
Should this interpretation be confirmed, this result would be a) the first case of morphology-dependent band offset at isovalent interfaces; b) the largest VBO variation (0.8 eV) ever observed at semiconductor heterojunctions; c) a clear violation of the LRT of offsets.
To help the interpretation of the experimental data, here we investigate the band alignment and the thermodynamical stability of BeTe/ZnSe(100), and other related junctions among (Zn,Be)(Se,Te) compounds, using first-principles density-functional-theory calculations. These have proven to be a highly reliable tool in predicting offsets at semiconductor-semiconductor interfaces.
Pseudopotential plane-waves calculations are performed using the VASP code, with ultrasoft pseudopotentials for Be and Zn (including Zn 3$`d`$ states in the valence). The generalized gradient approximation (GGA-PW91 ) to the exchange-correlation functional is used. All relevant properties of the binary (Zn,Be)(Se,Te) compounds are converged at a cutoff of 23 Ry. As shown in Table I, the experimental lattice parameters are reproduced within 1%. The abrupt interfaces were modeled in periodic boundary conditions by 24-atom slab supercells. For mixed or reconstructed interfaces, 48-atom supercells with a total of 24 atomic layers and 2 atoms per layer were used. Brillouin zone integration was performed on a 6$`\times `$6$`\times `$2 Monkhorst-Pack mesh. The in-plane (substrate) lattice parameter in the supercell calculation was chosen to be a<sub>sub</sub>=5.697 $`\mathrm{\AA }`$, i.e. the average of the theoretical bulk lattice parameters of BeTe and ZnSe.
For each interface, the supercell structure was fully optimized, as it is mandatory to obtain realistic results, since Zn-Te (Be-Se) bond lenghts differ by about $`\pm `$ 10% from those of bulk BeTe and ZnSe. We relax ionic positions and cell parameters until forces below 0.05 eV/$`\mathrm{\AA }`$ and stress along the (100) direction lower than 0.5 Kbar are obtained. The VBO is then computed following the approach described in Ref.. The comparison of the VBO calculated for the ideal unrelaxed and for the optimized structures confirm the importance of structural optimization, whose effects on VBO amount to about 0.4 eV.
Two kinds of abrupt interfaces are possible at BeTe/ZnSe(100) heterojunctions: the Zn/Te interface, characterized by the sequence of atomic planes โฆ-Be-Te-Be-Te-Zn-Se-Zn-Se- โฆ, and the complementary Be/Se interface, with the stacking sequence โฆ-Te-Be-Te-Be-Se-Zn-Se-Zn- โฆ . In supercells with periodic boundary conditions, interfaces are always present in pairs, and they may be chosen (for the present orientation) to be different or identical, depending on the atomic filling of the supercell. We consider supercells both with identical, symmetry-equivalent interfaces (the first two columns of Table II) and asymmetric supercells with different interfaces (the third column of the Table, marked โasymโ). The comparison of the results allows to reduce the numerical uncertainty in the estimate of the VBO. Supercells with symmetry-equivalent interfaces exhibit a non-ideal $`c/a`$ ratio due to local strain in the interface regions, whereas in supercells with different and complementary interfaces the local positive and negative strains nearly compensate, and $`c/a`$ is close to the ideal unstrained value. The average VBO for the abrupt relaxed (100) interfaces is 0.52 eV, and all values fall within a range of $``$ 30 meV, which is of the same order of magnitude of the numerical uncertainty of the calculations ($``$ 10 meV), in analogy to the results for other no-common ion heterojunctions. The equivalence of the two interfaces occurs also for the ideal unrelaxed cases. Therefore LRT is valid also for this system, despite the large chemical differences between the constituting compounds (e.g., BeTe and ZnSe bulks have a very different ionicity, 0.34 and 0.59 on the Garcia-Cohen scale). The validity of LRT is also confirmed by the fact that, for the unrelaxed case, the VBO for the abrupt (110) interface is close to the average of the two different (100) terminations. The VBOโs between differently oriented, relaxed interfaces shows larger differences; but this is not in contrast with the LRT picture, because local interface strains depend not only on composition but also on orientation. From all the above results, we definitely rule out the possibility that the difference of about 800 meV between the VBOโs measured at BeTe/ZnSe (100) interfaces can be simply ascribed to chemically different abrupt interfaces.
As a further check, we studied some prototypical (100) non-abrupt interfaces, restricting to either anion- or cation-intermixed cases (antisites are generally energetically unfavorable in II-VI compounds). In particular we consider c(2$`\times `$2) reconstructed interfaces with one mixed layer of either Be and Zn atoms (fourth column in Table II) or Se and Te atoms (fifth column in the Table). Again, the VBO is independent of the interface local atomic arrangement within 10 meV. Therefore, we conclude that the VBO at BeTe/ZnSe (100) heterojunction does not depend on the interface local atomic arrangement, thus confirming previous evidence for isovalent interfaces, and the general predictions of LRT.
The DFT-GGA VBO values are not directly comparable with experimental data, since spin-orbit coupling and self-energy effects on bulk bands are not taken into account in this type of electronic structure calculations. The spin orbit splitting is 0.96 eV for BeTe and 0.40 eV for ZnSe; including a posteriori the ensuing correction to the VBO reported in Table II, we obtain an estimate of about 0.7 eV. Many-body corrections to valence band top edges, still excluded from this estimate, are not available for these compounds to our knowledge. Typical values for these corrections are of order 0.1-0.2 eV, so that a final theoretical estimate could be close to the experimental value of 0.9 eV reported in Ref. and, incidentally, to the average of the two values of Ref. . However, we stress that the corrections to the DFT-GGA VBO values are bulk quantities, and thus they affect the absolute value of the VBO, but not at all the relative comparison among the values for different cases considered here. Therefore the main result of our calculations, i.e. the independence of the VBO on interface composition, is fully valid.
According to our calculations, the VBO of 0.9 eV reported in Ref. could correspond to several possible interface compositions, including either Zn/Te or Be/Se abrupt terminations or mixed interfaces. However, some suggestions about the actual structure of the interface comes from a thermodynamic investigation of interface stability. We find that in thermodynamic equilibrium abrupt interfaces of either kind are favored over the intermixed ones. We define the interface formation energy per unit of sectional area in the most general case as
$`2E_{\mathrm{form}}^{\mathrm{intf}}`$ $`=`$ $`E_{\mathrm{tot}}^{\mathrm{intf}}N_{\mathrm{Be}}\mu ^{\mathrm{Be}}N_{\mathrm{Zn}}\mu ^{\mathrm{Zn}}N_{\mathrm{Te}}\mu ^{\mathrm{Te}}N_{\mathrm{Se}}\mu ^{\mathrm{Se}}`$ (1)
where $`E_{\mathrm{tot}}^{\mathrm{intf}}`$ is the total energy of the supercell describing the interface, and the $`\mu `$โs and $`N`$โs are the chemical potentials and number of atoms of the various elements involved. At equilibrium the chemical potentials of the elements and total energies of the condensed phases are related by
$$\mu ^{\mathrm{BeTe}}=\mu ^{\mathrm{Be}}+\mu ^{\mathrm{Te}};\mu ^{\mathrm{ZnSe}}=\mu ^{\mathrm{Zn}}+\mu ^{\mathrm{Se}}.$$
(2)
The formation energy of abrupt interfaces is easily seen to be a function of the difference between Zn (or Se) and Be (or Te) chemical potentials. Indeed, using Eqs. 2, the formation energy for abrupt Zn/Te and Be/Se interfaces reads
$`2E_{\mathrm{form}}^{\mathrm{Zn}/\mathrm{Te}}`$ $`=`$ $`E_{\mathrm{tot}}^{\mathrm{Zn}/\mathrm{Te}}N_{\mathrm{Te}}\mu ^{\mathrm{BeTe}}N_{\mathrm{Se}}\mu ^{\mathrm{ZnSe}}(\mu ^{\mathrm{Zn}}\mu ^{\mathrm{Be}}),`$ (3)
$`2E_{\mathrm{form}}^{\mathrm{Be}/\mathrm{Se}}`$ $`=`$ $`E_{\mathrm{tot}}^{\mathrm{Be}/\mathrm{Se}}N_{\mathrm{Te}}\mu ^{\mathrm{BeTe}}N_{\mathrm{Se}}\mu ^{\mathrm{ZnSe}}+(\mu ^{\mathrm{Zn}}\mu ^{\mathrm{Be}}),`$ (4)
respectively. The range of variation of $`\mu ^{\mathrm{Zn}}\mu ^{\mathrm{Be}}`$ is
$`\mu `$ $`{}_{}{}^{\mathrm{Zn}}\mu ^{\mathrm{Be}}\mu ^{\mathrm{Zn}\mathrm{bulk}}\mu ^{\mathrm{Be}\mathrm{bulk}}\mathrm{\Delta }H^{\mathrm{BeTe}},`$ (5)
$`\mu `$ $`{}_{}{}^{\mathrm{Zn}}\mu ^{\mathrm{Be}}\mu ^{\mathrm{Zn}\mathrm{bulk}}\mu ^{\mathrm{Be}\mathrm{bulk}}+\mathrm{\Delta }H^{\mathrm{ZnSe}},`$ (6)
where $`\mathrm{\Delta }\mathrm{H}^\mathrm{X}`$ is the formation entalpy for compound X. Mixed-interface supercells are instead stoichiometric ($`N_{\mathrm{Se}}`$=$`N_{\mathrm{Zn}}`$=$`N_{\mathrm{ZnSe}}`$, and $`N_{\mathrm{Te}}`$=$`N_{\mathrm{Be}}`$=$`N_{\mathrm{BeTe}}`$), therefore the formation energy is independent of the chemical potentials. The previous expression becomes
$`2E_{\mathrm{form}}^{\mathrm{mixed}}=E_{\mathrm{tot}}^{\mathrm{mixed}}N_{\mathrm{BeTe}}\mu ^{\mathrm{BeTe}}N_{\mathrm{ZnSe}}\mu ^{\mathrm{ZnSe}}`$ (7)
where now $`N`$โs and $`\mu `$โs are referred to the bulk formula unit. The results, summarized in Figure 1, show that the Zn/Te abrupt interface is favored in high $`(\mu ^{\mathrm{Zn}}\mu ^{\mathrm{Be}})`$ conditions, and conversely the Be/Se abrupt interface is favored in low $`(\mu ^{\mathrm{Zn}}\mu ^{\mathrm{Be}})`$ conditions. Most interestingly we find that, unlike the case of heterovalent junctions, the present isovalent abrupt interfaces are always favored over the mixed ones for the whole range of admissible chemical potentials. This behavior was already predicted for the III-V isovalent GaInP/GaAs interface, so we suggest that this preference for abrupt interfaces may be generally valid for any isovalent heterojunction.
Thermodynamics further gives key indications (at least as far as equilibrium energetics is concerned) on the possible origin of different offsets measured in real samples in particular growth conditions. Islands of a priori unexpected composition, such as BeSe or ZnTe, may form during the deposition of BeTe on ZnSe: specifically one expects BeSe islands in Be-rich and Se-rich growth conditions, and ZnTe islands in Zn-rich and Te-rich conditions. In terms of band offsets, the idea is that these โhetero-islandsโ may in fact be the material effectively interfaced to ZnSe, and therefore largely determine the observed band offset.
The idea of islands formation is suggested by previous experience with dopant incorporation in semiconductors. It was shown theoretically that rising the chemical potential of the Li acceptor up to its bulk value, Li incorporation in ZnSe is preempted by the formation of a Li<sub>2</sub>Se surface phase. Indeed, heavy Li doping of ZnSe layers in MBE growth results in the formation of Li<sub>2</sub>Se islands on the ZnSe surface. In the present case the scenario is slightly more complex, as four chemical potentials are involved. We choose as reference the cation chemical potentials, both for convenience and because the cations are the mobile species; the phase diagram of the four-component interface system will thus be drawn in the {$`\mu ^{\mathrm{Zn}}`$, $`\mu ^{\mathrm{Be}}`$} plane. The reactions leading to the formation of an epitaxial compound on ZnSe at the expenses of BeTe are as follows: for ZnTe on ZnSe,
$`\mathrm{Zn}+\mathrm{BeTe}\mathrm{Be}+\mathrm{ZnTe},`$ (8)
and for BeSe on ZnSe
$`\mathrm{Be}+\mathrm{ZnSe}\mathrm{Zn}+\mathrm{BeSe}.`$ (9)
These reactions will occur exothermically if the reaction energy $`\mathrm{\Delta }\mathrm{E}`$ is negative; the latter energy is given for reactions 8 and 9 by
$`\mathrm{\Delta }\mathrm{E}^{\mathrm{ZnTe}}`$ $`=`$ $`\mu _\mathrm{s}^{\mathrm{ZnTe}}\mu ^{\mathrm{Be}}\mu ^{\mathrm{BeTe}}+\mu ^{\mathrm{Zn}},`$ (10)
$`\mathrm{\Delta }\mathrm{E}^{\mathrm{BeSe}}`$ $`=`$ $`\mu _\mathrm{s}^{\mathrm{BeSe}}\mu ^{\mathrm{Zn}}\mu ^{\mathrm{ZnSe}}+\mu ^{\mathrm{Be}},`$ (11)
respectively. In these relations, $`\mu _\mathrm{s}^{\mathrm{XY}}`$ is the total energy of bulk XY in the pseudomorphically strained geometry on ZnSe, as it results from the optimized XY/ZnSe interface supercell. Using these equations and the calculated values of the chemical potentials and compounds formation energies, we determine the regions in the {$`\mu ^{\mathrm{Zn}}`$,$`\mu ^{\mathrm{Be}}`$} plane where BeTe and ZnSe are unstable with respect to trasformation into ZnTe and BeSe. The phase diagram is represented in Fig 2. In region A, $`\mathrm{\Delta }\mathrm{E}^{\mathrm{BeSe}}`$ is negative and $`\mathrm{\Delta }\mathrm{E}^{\mathrm{ZnTe}}`$ is positive: therefore the formation of epitaxial BeSe through reaction 9 is energetically favored. In region B, $`\mathrm{\Delta }\mathrm{E}^{\mathrm{BeSe}}`$ is positive and $`\mathrm{\Delta }\mathrm{E}^{\mathrm{ZnTe}}`$ negative, hence epitaxial ZnTe is energetically favored over BeTe. In region C, both the $`\mathrm{\Delta }\mathrm{E}`$โs are negative, hence both BeTe and ZnSe are unstable respect to decomposition into BeSe and ZnTe. According to this picture, at thermodynamical equilibrium BeTe/ZnSe interfaces are never stable and the following interfaces may locally form instead: referring to Fig. 2, BeSe/ZnSe in region A, ZnTe/ZnSe in region B, and ZnTe/BeSe in the (very small) region C. Our present result indicates that interfaces established in real BeTe/ZnSe samples might be locally closer to ZnTe/ZnSe in Zn-rich conditions and BeSe/ZnSe in Be-rich conditions, than to the nominal BeTe/ZnSe composition. A direct consequence of this result which should be observable in experiment is the preferential formation of BeSe or ZnTe islands on ZnSe during the early stages of growth of a nominally BeTe-ZnSe interface. Our analysis does not include growth kinetics effects, which may cause the (unstable) nominally-BeTe/ZnSe interface to actually form for chemical potentials in region C of Fig. 2, where the thermodynamic driving force towards equilibrium (i.e. instability of BeTe/ZnSe) is smallest.
We now discuss the key piece of information we are looking for, namely the VBO values for the various possible interfaces. In calculating them, we use the same in-plane lattice parameter a<sub>sub</sub> as in all previous calculations (the substrate is unchanged), and carefully account for bulk and interfacial strain effects. As in the BeTe/ZnSe case, the calculated VBO values are affected by a substantial absolute uncertainty due to many-body and spin-orbit splitting effects, here combined with splittings coming from epitaxial strain. However, the relative uncertainty in comparing the values for the different systems is much smaller, due to a partial cancellation of systematic corrections to the bulk band edges. The results are depicted schematically (also including the no-common-ion lattice-matched interface) in Fig. 3. Two points are relevant in the Figure: (a) the transitivity rule holds within the numerical uncertainty of the calculations, confirming once again the validity of LRT for these systems; (b) the values of the VBO for the different systems differ at most by about 0.8 eV, the minimum value corresponding to the BeSe/ZnSe interface (Be-rich conditions) and the maximum to ZnTe/ZnSe (Zn-rich conditions).
It is interesting to note that the maximum calculated VBO difference of 0.8 eV is the same as the one measured in the two different samples in Ref. ; in addition, in that experiment the maximum value was observed in Zn-rich conditions, and the minimum value in Se-rich conditions, in agreement with our findings. This matching suggests a possible correspondence between the lower (higher) experimentally measured VBO and the formation of a BeSe/ZnSe (ZnTe/ZnSe) interface, although the absolute values of the calculated offsets are about 0.3 eV lower than the measured ones, because of the discussed unaccuracy of the theoretical estimate.
In conclusion, we presented band offset calculations for a series of zincblende (100) interfaces between various (Zn,Be)(Se,Te) II-VI compounds. We also set up a thermodynamical phase diagram bearing on the stability of the various possible interfaces. Based on our results, we discussed recent experiments on BeTe/ZnSe interfaces, which showed a marked offset variation with growth conditions. Our conclusions are that: $`(i)`$ the attribution of the two widely different measured VBO values to abrupt Se-terminated and Zn-terminated interfaces of the nominal BeTe/ZnSe heterojunction, as proposed in Ref. , is incorrect, as well as any other attribution to mixed (reconstructed) interfaces, which have a composition-independent VBO; $`(ii)`$ conversely, strained interfaces between other (Zn,Be)(Se,Te) compounds shows a VBO which may differ up to 0.8 eV in the case of BeSe/ZnSe and ZnTe/ZnSe; $`(iii)`$ thermodynamics indicates that such interfaces may actually locally form in the deposition of BeSe on ZnTe and viceversa; $`(iv)`$ interfaces between (Zn,Be)(Se,Te) compounds follow closely the linear reponse theory predictions just as III-Vโbased systems. Although the problem require further investigation for a definite explanation, the comparison of experimental and our theoretical findings could suggest that observed interfaces may locally be not the nominal BeTe/ZnSe, but rather interfaces such as BeSe/ZnSe or ZnTe/ZnSe depending on the chosen growth conditions.
We acknowledge support from Istituto Nazionale per la Fisica della Materia under the โIniziativa Trasversale di Calcolo Paralleloโ. We are in debt to N. Binggeli and A. Franciosi for useful discussions.
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# 1 Introduction
## 1 Introduction
The scenario of a physical space-time with large extra dimensions is now attracting much interest. According to this proposal , our world is confined in a four-dimensional defect, a 3-brane, embedded in a higher dimensional space $``$, called bulk space. The extra dimensions have sub-millimeter size, which can be tested, in principle, in future collider experiments . From a geometric point of view, the bulk space is a product of the Minkowski space $`๐_{3+1}`$ with a suitable compact space like in the Kaluza-Klein (KK) program. Further insights come from the Randall-Sundrum solution , where $``$ is a slice of the anti-de Sitter (AdS) space-time in five dimensions. Localization of gravity is realized through the โzero modeโ of the five-dimensional gravitational field, which is appreciably different from zero only close to the 3-brane of our world. Despite that the extra fifth dimension is infinite, the localization mechanism works also in the non-compact case and Newtonโs law is essentially recovered . Another class of models , potentially interesting for the cosmological constant problem, is obtained when the bulk space has an additional internal negative-tension brane, which separates an AdS region from a flat region. In this case, the Newtonian potential on the world brane is recovered only at intermediate scales , however there are some issues related with unitarity and stability which are still not completely understood.
In this paper we will be concerned with the mechanism responsible for the localization of a quantum scalar field on a brane, representing the boundary of an infinite bulk space. More precisely, we address the following quantum field theory problem. Let $`\mathrm{\Phi }`$ be a local quantum field with prescribed dynamics, propagating in a bulk space $``$ with a nontrivial boundary $``$. The problem is to construct and investigate the field $`\phi `$ induced by $`\mathrm{\Phi }`$ on $``$. Referring in what follows to $`\phi `$ as the induced field, our main goal is to study the general mechanism allowing to localize a quantum field on $``$. We also analyze the interplay between locality on $``$ and $``$ and the relationship between the mass spectra of $`\mathrm{\Phi }`$ and $`\phi `$. Our interest in this sort of quantum boundary value problem is not new . In order to establish a contact with the previous work, we start by considering a flat bulk space which is both instructive and provides a reference model for the study of the more involved AdS background. Our investigation shows that the behavior of $`\phi `$ is controlled essentially by two parameters: the bulk mass $`M0`$ and a real parameter $`\eta `$ (with dimension of mass), which specifies a generic mixed boundary condition on $``$. One of the main differences between the flat and the AdS bulk space concerns the allowed values of $`\eta `$. In the AdS case, $`\eta `$ can take any real value, whereas for flat $``$ the requirement of stability implies $`\eta M`$. It turns out that besides the continuum KK modes, for a suitable value $`\eta _b(M)`$ of $`\eta `$, the spectrum contains a โzero modeโ, decaying exponentially out of the brane and generating massless excitations on it. This feature, which was already established in the case $`M=0`$, extends therefore also to $`M>0`$. A remarkable consequence of this fact is that short range interactions in the flat bulk space $`(M>0)`$ induce long range interactions on the brane when $`\eta =\eta _b`$. For $`M>0`$ and $`\eta \eta _b`$ the induced field $`\phi `$ has a mass-gap in flat bulk space and no gap in the AdS background. The potential between two static sources on the brane behaves accordingly.
We stress that for establishing these results it is fundamental to have under control the whole range of the parameter $`\eta `$. Some partial results for $`\eta =0`$ have been derived recently in . Lifting this restriction is however essential, because it turns out for instance that $`\eta _b0`$ for $`M>0`$ . The study of the problem for general admissible $`\eta `$ is therefore crucial and is among the main achievements of this paper. Another interesting aspect, discussed below, is the behavior of the continuum mass spectrum in the AdS case. For generic values of $`\eta `$ and $`M`$ the spectral function entering the Kรคllรฉn-Lehmann representation for $`\phi `$ is featureless. For certain values of $`\eta `$ however (for instance when $`\eta `$ is close to $`\eta _b(M)`$), it develops a narrow and high peak, which corresponds to excitations with sharply localized mass.
Concluding this preliminary part, we would like to fix the action for the field $`\mathrm{\Phi }`$. It reads
$$S=\frac{1}{2}_{}\sqrt{G}๐x^{(s+2)}\left[G^{AB}_A\mathrm{\Phi }_B\mathrm{\Phi }M^2\mathrm{\Phi }^2\right]\frac{1}{2}_{}\sqrt{G_{\mathrm{in}}}๐x^{(s+1)}\eta \mathrm{\Phi }^2.$$
(1)
The bulk space $``$ has a Lorentzian metric $`G_{AB}`$; its time-like boundary $``$ (a $`s`$-brane) inherits the induced metric $`G_{\mathrm{in}}`$. The variation of $`S`$ gives both the equation of motion
$$G^{AB}_A_B\mathrm{\Phi }+M^2\mathrm{\Phi }=\mathrm{\hspace{0.17em}0},$$
(2)
and the boundary condition
$$\left(n^A_A\mathrm{\Phi }\eta \mathrm{\Phi }\right)|_{}=\mathrm{\hspace{0.17em}0},\eta ,$$
(3)
where $`n^A`$ is the unit normal of $``$.
The paper is organized as follows: in the next section we take $`G`$ to be flat, whereas in section 3 we consider the AdS metric. The last section is devoted to our conclusions.
## 2 Flat bulk space
The purpose of this section is to illustrate, in its simplest form, a general mechanism for inducing quantum fields on a brane. Let us consider the manifold $`=^{s+1}\times _+`$, where $`_+`$ is the half line $`\{y:y>0\}`$. We adopt the coordinates $`(x,y)^{s+1}\times _+`$ and the notations $`x(x^0,x^1,\mathrm{},x^s)=(x^0,๐ฑ)`$ and $`p(p^0,p^1,\mathrm{},p^s)=(p^0,๐ฉ)`$. Our first task will be to analyze the free scalar quantum field $`\mathrm{\Phi }(x,y)`$, which propagates on $`=^{s+1}\times _+`$ equipped with the flat metric
$$G_{AB}=\left(\begin{array}{cc}g& 0\\ 0& 1\end{array}\right),\mathrm{diag}g=(1,1,\mathrm{},1).$$
(4)
The boundary $`M`$ coincides with the $`s+1`$-dimensional Minkowski space $`๐_{s+1}\{^{s+1},g\}`$ and represents a $`s`$-brane. Eq. (2) gives rise to
$$(\mathrm{}_G+M^2)\mathrm{\Phi }(x,y)=0,$$
(5)
where $`\mathrm{}_G`$ is the Laplacian associated with (4) and $`M0`$ is the mass. Let us introduce
$$K\underset{i=1}{\overset{s}{}}_i^2_y^2+M^2.$$
(6)
Then
$$\mathrm{}_G+M^2=_0^2+K,$$
(7)
and the quantization of Eq. (5) requires the study of the operator $`K`$. In order to apply the standard and well known procedure, one needs a self-adjoint positive $`K`$. The subtle point in analyzing $`K`$ concerns the term $`_y^2`$, which is defined on the half line $`_+`$. We recall in this respect that K is not self-adjoint but only Hermitian in the space $`C_0^{\mathrm{}}(^s\times _+)`$ of infinitely differentiable functions with compact support. The relative deficiency indices are however equal, because $`K`$ commutes with the complex conjugation. Therefore, $`K`$ admits self-adjoint extensions. All of them are parametrized by a real parameter $`\eta `$ and correspond to the boundary condition
$$\underset{y0}{lim}(_y\eta )\mathrm{\Phi }(x,y)=0,$$
(8)
which is just eq.(3) applied to the case we are considering. The parameter $`\eta `$ has dimension of mass. Eq.(8) represents the so called mixed boundary condition (in the limit $`\eta 0`$ and $`\eta \mathrm{}`$ one recovers the familiar Neumann and Dirichlet boundary conditions respectively). The associated self-adjoint operator will be denoted by $`K_\eta `$.
At this point, the main step in constructing the quantum field $`\mathrm{\Phi }`$ is to identify a complete orthonormal set of eigenfunctions of $`K_\eta `$. For this purpose we first focus on the operator $`_y^2`$ and consider the family of functions
$$=\{\begin{array}{cc}\{\psi (y,\lambda ):y,\lambda _+\}\hfill & \text{if }\eta 0,\hfill \\ \{\psi (y,\lambda ),\psi _b(y):y,\lambda _+\}\hfill & \text{if }\eta <0,\hfill \end{array}$$
(9)
where
$$\psi (y,\lambda )=\mathrm{e}^{i\lambda y}+B(\lambda )\mathrm{e}^{i\lambda y},B(\lambda )=\frac{\lambda i\eta }{\lambda +i\eta },$$
(10)
and
$$\psi _b(y)=\sqrt{2|\eta |}\mathrm{e}^{\eta y}.$$
(11)
The elements of $``$ satisfy the boundary condition
$$\underset{y0}{lim}(_y\eta )\psi (y)=0,$$
(12)
and have transparent physical interpretation in the quantum mechanical problem defined by the Hamiltonian $`_y^2`$ on $`_+`$: the functions $`\psi (y,\lambda )`$ represent scattering states ($`B(\lambda )`$ is the reflection coefficient from the boundary at $`y=0`$), whereas $`\psi _b`$ describes the bound state (with energy $`\eta ^2`$), present for $`\eta <0`$. We will refer in what follows to $`\psi _b`$ as boundary state and we will show that it gives an essential contribution to the quantum field induced on the boundary $`๐_{s+1}`$.
One can verify the following orthogonality and completeness relations:
$$_0^{\mathrm{}}๐y\overline{\psi }(y,\lambda _1)\psi (y,\lambda _2)=2\pi \delta (\lambda _1\lambda _2),\lambda _1,\lambda _2_+,$$
(13)
$$_0^{\mathrm{}}๐y\overline{\psi }(y,\lambda )\psi _b(y)=0,\lambda _+,\eta <0,$$
(14)
$$_0^{\mathrm{}}\frac{d\lambda }{2\pi }\overline{\psi }(y_1,\lambda )\psi (y_2,\lambda )+\theta (\eta )\psi _b(y_1)\psi _b(y_2)=\delta (y_1y_2),y_1,y_2_+,$$
(15)
where
$$\theta (\alpha )=\{\begin{array}{cc}1& \text{if }\alpha >0,\\ 0& \text{if }\alpha 0.\end{array}$$
(16)
Therefore, $``$ is a complete orthonormal set of eigenfunctions for the operator $`_y^2`$. Accordingly,
$$(K_\eta )=\{\begin{array}{cc}\{\mathrm{e}^{i\mathrm{๐ฉ๐ฑ}}\psi (y,\lambda ):y,\lambda _+,๐ฑ,๐ฉ^s\}\hfill & \text{if }\eta 0,\hfill \\ \{\mathrm{e}^{i\mathrm{๐ฉ๐ฑ}}\psi (y,\lambda ),\mathrm{e}^{i\mathrm{๐ฉ๐ฑ}}\psi _b(y):y,\lambda _+,๐ฑ,๐ฉ^s\}\hfill & \text{if }\eta <0,\hfill \end{array}$$
(17)
is such a set for the operator $`K_\eta `$. For the spectrum one has
$$๐ฎ(K_\eta )=\{\begin{array}{cc}\{\kappa :\kappa M^2\}\hfill & \text{if }\eta 0,\hfill \\ \{\kappa :\kappa M^2\eta ^2\}\hfill & \text{if }\eta <0.\hfill \end{array}$$
(18)
Therefore, $`K_\eta `$ is positive for any $`\eta 0`$. In the range $`\eta <0`$, the requirement of positivity implies
$$M\eta <0.$$
(19)
In order to avoid imaginary energies for the field $`\mathrm{\Phi }`$, in what follows we impose (19). Notice that for $`M=0`$, this condition excludes negative values of $`\eta `$. We shall see in the next section that this is not the case for the AdS space, which is essential in the Randall-Sundrum scenario.
Now, we are in position to construct the local quantum field $`\mathrm{\Phi }`$. The content of $`(K_\eta )`$ suggest the presence of two building blocks:
$`\varphi (x,y)={\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d^sp}{(2\pi )^s}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\lambda }{2\pi }}{\displaystyle \frac{1}{\sqrt{2\omega _{M^2+\lambda ^2}(๐ฉ)}}}`$
$`\left[a^{}(๐ฉ,\lambda )\mathrm{e}^{i\omega _{M^2+\lambda ^2}(๐ฉ)x^0i\mathrm{๐ฑ๐ฉ}}\psi (y,\lambda )+a(๐ฉ,\lambda )\mathrm{e}^{i\omega _{M^2+\lambda ^2}(๐ฉ)x^0+i\mathrm{๐ฉ๐ฑ}}\overline{\psi }(y,\lambda )\right],M\eta ,`$ (20)
and
$`\chi (x,y)={\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d^sp}{(2\pi )^s}}{\displaystyle \frac{1}{\sqrt{2\omega _{M^2\eta ^2}(๐ฉ)}}}`$
$`\left[b^{}(๐ฉ)\mathrm{e}^{i\omega _{M^2\eta ^2}(๐ฉ)x^0i\mathrm{๐ฑ๐ฉ}}\psi _b(y)+b(๐ฉ)\mathrm{e}^{i\omega _{M^2\eta ^2}(๐ฉ)x^0+i\mathrm{๐ฉ๐ฑ}}\overline{\psi }_b(y)\right],M\eta <0,`$ (21)
where
$$\omega _{m^2}(๐ฉ)=\sqrt{๐ฉ^2+m^2}.$$
(22)
We assume also that $`\{a^{}(๐ฉ,\lambda ),a(๐ฉ,\lambda )\}`$ commute with $`\{b^{}(๐ฉ),b(๐ฉ)\}`$ and satisfy the canonical commutation relations:
$`[a(๐ฉ_1,\lambda _1),a^{}(๐ฉ_2,\lambda _2)]=(2\pi )^{s+1}\delta (๐ฉ_1๐ฉ_2)\delta (\lambda _1\lambda _2),`$
$`[a(๐ฉ_1,\lambda _1),a(๐ฉ_2,\lambda _2)]=[a^{}(๐ฉ_1,\lambda _1),a^{}(๐ฉ_2,\lambda _2)]=0,`$ (23)
$`[b(๐ฉ_1),b^{}(๐ฉ_2)]=(2\pi )^s\delta (๐ฉ_1๐ฉ_2),`$
$`[b(๐ฉ_1),b(๐ฉ_2)]=[b^{}(๐ฉ_1),b^{}(๐ฉ_2)]=0.`$ (24)
Let us summarize the basic properties of the fields (20,21). By construction both $`\varphi `$ and $`\chi `$ satisfy Eqs. (5, 8). At this point, the requirement of local commutativity plays a crucial role. Indeed, one can verify that:
* (i) $`\varphi `$ is local for $`\eta 0`$;
* (ii) neither $`\varphi `$ nor $`\chi `$ are local for $`M\eta <0`$, however their sum $`\varphi +\chi `$ is local.
Therefore, the local field in $`^{s+1}\times _+`$ we are looking for, reads
$$\mathrm{\Phi }(x,y)=\{\begin{array}{cc}\varphi (x,y)\hfill & \text{if }\eta 0,\hfill \\ \varphi (x,y)+\chi (x,y)\hfill & \text{if }M\eta <0.\hfill \end{array}$$
(25)
The completeness of the system $`(K_\eta )`$ implies that that above defined $`\mathrm{\Phi }`$ satisfies also the canonical commutation relation
$$[(_0\mathrm{\Phi })(x^0,๐ฑ_1,y_1),\mathrm{\Phi }(x^0,๐ฑ_2,y_2)]=i\delta (๐ฑ_1๐ฑ_2)\delta (y_1y_2).$$
(26)
The two-point vacuum expectation values (Wightman functions) of the fields $`\varphi `$ and $`\chi `$ in the Fock representation of the algebra (23,24) are easily derived:
$$\varphi (x_1,y_1)\varphi (x_2,y_2)_0=_0^{\mathrm{}}\frac{d\lambda }{2\pi }\overline{\psi }(y_1,\lambda )\psi (y_2,\lambda )W_{M^2+\lambda ^2}(x_{12}),$$
(27)
and
$$\chi (x_1,y_1)\chi (x_2,y_2)_0=\overline{\psi }_b(y_1)\psi _b(y_2)W_{M^2\eta ^2}(x_{12}),$$
(28)
where $`x_{12}x_1x_2`$ and
$$W_{m^2}(x)=_{\mathrm{}}^{\mathrm{}}\frac{d^sp}{(2\pi )^s}\frac{1}{2\omega _{m^2}(๐ฉ)}\mathrm{e}^{i\omega _{m^2}(๐ฉ)x^0+i\mathrm{๐ฉ๐ฑ}}=_{\mathrm{}}^{\mathrm{}}\frac{d^{(s+1)}p}{(2\pi )^{(s+1)}}\mathrm{e}^{ipx}\theta (p^0)2\pi \delta (p^2m^2)$$
(29)
is the two-point scalar function of mass $`m^2`$ in $`๐_{s+1}`$. Combining Eqs.(10,11,25,27,28), one gets
$`\mathrm{\Phi }(x_1,y_1)\mathrm{\Phi }(x_2,y_2)_0=`$
$`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\lambda }{2\pi }}\mathrm{\hspace{0.17em}2}\left(\mathrm{cos}\lambda y_{12}+{\displaystyle \frac{\lambda ^2\eta ^2}{\lambda ^2+\eta ^2}}\mathrm{cos}\lambda \stackrel{~}{y}_{12}+{\displaystyle \frac{2\lambda \eta }{\lambda ^2+\eta ^2}}\mathrm{sin}\lambda \stackrel{~}{y}_{12}\right)W_{M^2+\lambda ^2}(x_{12})+`$
$`2\theta (\eta )|\eta |\mathrm{e}^{\eta \stackrel{~}{y}_{12}}W_{M^2\eta ^2}(x_{12}),`$ (30)
where $`\stackrel{~}{y}_{12}y_1+y_2`$. Since $`\mathrm{\Phi }`$ is free, its $`n`$-point correlators are expressed in a standard way in terms of (30), which completes the construction of the local bulk field $`\mathrm{\Phi }`$, satisfying Eqs. (5,8).
So, we are left with the problem of determining the field $`\phi `$ induced by $`\mathrm{\Phi }`$ on the boundary $`๐_{s+1}`$. For this purpose we consider
$$\phi (x_1)\mathrm{}\phi (x_n)_0=\underset{y_i0}{lim}\mathrm{\Phi }(x_1,y_1)\mathrm{}\mathrm{\Phi }(x_n,y_n)_0,$$
(31)
It follows from Eq. (30) that $`\phi (x_1)\mathrm{}\phi (x_n)_0`$ are well defined correlators, which satisfy all standard requirements (Poincarรฉ covariance, local commutativity, positivity and the spectral condition) and therefore uniquely determine, via the reconstruction theorem , the induced field $`\phi `$. The basic features of $`\phi `$ are encoded in the two-point function
$`G__W(x_{12})=\phi (x_1)\phi (x_2)_0=\underset{y_i0}{lim}\mathrm{\Phi }(x_1,y_1)\mathrm{\Phi }(x_2,y_2)_0=`$
$`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\lambda }{2\pi }}{\displaystyle \frac{4\lambda ^2}{\lambda ^2+\eta ^2}}W_{M^2+\lambda ^2}(x_{12})+2\theta (\eta )|\eta |W_{M^2\eta ^2}(x_{12}).`$ (32)
Notice that $`G__W`$ vanishes in the Dirichlet case ($`|\eta |=\mathrm{}`$), as it should be. Changing variables, Eq. (32) gives the following Kรคllรฉn-Lehmann representation
$$G__W(x_{12})=_0^{\mathrm{}}๐\lambda ^2\varrho (\lambda ^2)W_{\lambda ^2}(x_{12})+2\theta (\eta )|\eta |W_{M^2\eta ^2}(x_{12}),$$
(33)
where
$$\varrho (\lambda ^2)=\theta (\lambda ^2M^2)\frac{\sqrt{\lambda ^2M^2}}{\pi (\lambda ^2+\eta ^2M^2)}.$$
(34)
Obviously $`\phi `$ does not satisfy the free Klein-Gordon equation. Since $`\varrho `$ defines a polynomialy bounded positive measure on $`[0,+\mathrm{})`$, from Eq. (33) we deduce that $`\phi `$ is a generalized free field . We stress that in contrast to the bulk field $`\mathrm{\Phi }`$, the induced field $`\phi `$ is not a canonical one. In this sense $`\phi `$ cannot be derived from a local Lagrangian on the brane.
The evaluation of the integral in Eq. (33) is straightforward in momentum space. Performing a Fourier transformation, one finds
$$\widehat{G}__W(p)=\mathrm{\hspace{0.17em}2}\theta (p^0)\left[\theta (p^2M^2)\frac{\sqrt{p^2M^2}}{p^2M^2+\eta ^2}+\theta (\eta )|\eta |2\pi \delta (p^2M^2+\eta ^2)\right].$$
(35)
Eq. (35) provides a complete information about the mass spectrum of $`\phi `$. For $`\eta 0`$ the spectrum is continuous and bounded from below by $`M`$, thus exhibiting a mass gap when $`M>0`$. Such a behavior is expected on general grounds. In the range $`M\eta <0`$ the mass spectrum has in addition a discrete point-like contribution, stemming from the boundary state (11). The representation of the Poincarรฉ group in this range is a superposition of a continuum mass representation defined by $`\varrho `$ and a standard particle representation of mass $`M^2\eta ^2`$. The particular case
$$\eta =\eta _bM,$$
(36)
deserves special attention. In spite of the fact that only short range interactions ($`M0`$) are present in the bulk space $`^{s+1}\times _+`$, a long range interaction ($`M^2\eta ^2=0`$) is induced on its boundary $`๐_{s+1}`$. The physical origin of the remarkable behavior when $`M\eta <0`$ is a sort of attraction of the bulk field by the boundary. We expect such boundary interactions to be universal and therefore essential in brane physics in general. In fact, we will show in the next section that the above phenomena take place also in AdS background, thus being relevant for the Randall-Sundrum framework as well.
It is instructive to derive also the propagator of the induced field. From Eq. (33) one obtains
$$G__F(x_{12})=iT\phi (x_1)\phi (x_2)_0=_0^{\mathrm{}}๐\lambda ^2\varrho (\lambda ^2)\mathrm{\Delta }_{\lambda ^2}(x_{12})+2\theta (\eta )|\eta |\mathrm{\Delta }_{M^2\eta ^2}(x_{12}),$$
(37)
where $`T`$ indicates time ordering and
$$\mathrm{\Delta }_{m^2}(x)=_{\mathrm{}}^{\mathrm{}}\frac{d^{(s+1)}p}{(2\pi )^{(s+1)}}\frac{\mathrm{e}^{ipx}}{p^2m^2+i\epsilon }.$$
(38)
is the well known scalar propagator. The Fourier transform of $`G__F`$ reads
$$\widehat{G}__F(p)=\frac{\sqrt{M^2p^2}\eta }{p^2M^2+\eta ^2+iฯต},$$
(39)
and is convenient for perturbative calculations on the brane.
Let us determine finally the potential $`V(r)`$ between two static sources on the brane at distance $`r=|๐ฑ|`$. For $`s=3`$ one finds
$$V(r)=_{\mathrm{}}^{\mathrm{}}๐x^0G__F(x^0,๐ฑ)=2_M^{\mathrm{}}๐\lambda \lambda \varrho (\lambda ^2)\frac{e^{\lambda r}}{4\pi r}+2\theta (\eta )|\eta |\frac{e^{r\sqrt{M^2\eta ^2}}}{4\pi r}.$$
(40)
Combining Eqs. (34,40), one easily gets the estimate
$$V(r)\underset{\lambda M}{sup}[\varrho (\lambda )]\frac{e^{Mr}}{4\pi r^2}+2\theta (\eta )|\eta |\frac{e^{r\sqrt{M^2\eta ^2}}}{4\pi r}.$$
(41)
One can further study the dependence of $`sup_{\lambda M}[\varrho (\lambda )]`$ on $`M`$ and $`\eta `$.
This concludes our investigation of the flat bulk space, which provides useful intuition for the AdS case.
## 3 Anti-de Sitter bulk space
We keep below the bulk manifold $`=^{s+1}\times _+`$, but now equipped with the anti-de Sitter (AdS) metric
$$ds^2=G_{AB}dx^Adx^B=\mathrm{e}^{2ay}g_{\mu \nu }dx^\mu dx^\nu dy^2,a>0,$$
(42)
with a cosmological constant $`\mathrm{\Lambda }=6a^2`$. The boundary $``$ still coincides with $`๐_{s+1}`$ and the problem is to construct and investigate the scalar quantum field $`\mathrm{\Phi }`$, satisfying Eq. (5) with the metric (42) and the boundary condition (8). Following the procedure developed in the previous section, we have to study the operator
$$K=\underset{i=1}{\overset{s}{}}_i^2\mathrm{e}^{(s1)ay}_y\mathrm{e}^{(s+1)ay}_y+\mathrm{e}^{2ay}M^2.$$
(43)
As in the flat case, the main point is to solve
$$\left[\mathrm{e}^{(s1)ay}_y\mathrm{e}^{(s+1)ay}_y+\mathrm{e}^{2ay}M^2\right]\psi (y,\lambda )=\lambda ^2\psi (y,\lambda ),$$
(44)
with the boundary condition (12). Eqs. (44,12) give rise to a well studied , singular boundary value problem, related to Besselโs equation. It is worth stressing that there is no freedom to impose any boundary condition at $`y=\mathrm{}`$, which is the singular point of the problem. Setting
$$\nu =\sqrt{\frac{(s+1)^2}{4}+\frac{M^2}{a^2}},\eta _b=\frac{(s+12\nu )}{2}a,$$
(45)
the complete orthonormal set of eigenfunctions for $`s3`$ reads
$$=\{\begin{array}{cc}\{\psi (y,\lambda ):y,\lambda _+\}\hfill & \text{if }\eta \eta _b,\hfill \\ \{\psi (y,\lambda ),\psi _b(y):y,\lambda _+\}\hfill & \text{if }\eta =\eta _b\hfill \end{array}$$
(46)
where
$$\psi (y,\lambda )=\mathrm{e}^{\frac{(s+1)}{2}ay}\left[J_\nu (\lambda a^1\mathrm{e}^{ay})\stackrel{~}{Y}_\nu (\lambda a^1)Y_\nu (\lambda a^1\mathrm{e}^{ay})\stackrel{~}{J}_\nu (\lambda a^1)\right],$$
(47)
$$\stackrel{~}{Z}_\nu (\zeta )=\frac{1}{2\sqrt{1+\stackrel{~}{\eta }^2}}\left[(12\stackrel{~}{\eta })Z_\nu (\zeta )+2\zeta Z_\nu ^{}(\zeta )\right],\stackrel{~}{\eta }=\frac{\eta }{a}\frac{s}{2},$$
(48)
$`Z_\nu `$ denoting the Bessel function $`J_\nu `$ or $`Y_\nu `$ of first and second kind respectively. Finally, the boundary state
$$\psi _b(y)=\sqrt{2a(\nu 1)}\mathrm{e}^{\eta _by}$$
(49)
is in this case a zero mode of Eq. (44). The completeness relation of the system (46) is expressed by
$$_0^{\mathrm{}}๐\lambda \sigma (\lambda )\overline{\psi }(y_1,\lambda )\psi (y_2,\lambda )+\delta _{\eta \eta _b}\overline{\psi }_b(y_1)\psi _b(y_2)=\frac{1}{\mu (y_1)}\delta (y_{12}),$$
(50)
where $`\mu `$ and $`\sigma `$ are the following measures
$$\mu (y)=\mathrm{e}^{(1s)ay},\sigma (\lambda )=\frac{\lambda a^1}{\stackrel{~}{J}_\nu ^2(\lambda a^1)+\stackrel{~}{Y}_\nu ^2(\lambda a^1)},$$
(51)
on $`[0,\mathrm{})`$. Moreover, one has also the orthogonality relations
$$_0^{\mathrm{}}๐y\mu (y)\overline{\psi }(y,\lambda _1)\psi (y,\lambda _2)=\frac{1}{\sigma (\lambda _1)}\delta (\lambda _{12}),\lambda _1,\lambda _2_+,$$
(52)
$$_0^{\mathrm{}}๐y\mu (y)\overline{\psi }(y,\lambda )\psi _b(y)=0,\lambda _+.$$
(53)
The above analysis implies that
$$(K_\eta )=\{\begin{array}{cc}\{\mathrm{e}^{i\mathrm{๐ฉ๐ฑ}}\psi (y,\lambda ):y,\lambda _+,๐ฑ,๐ฉ^s\}\hfill & \text{if }\eta \eta _b,\hfill \\ \{\mathrm{e}^{i\mathrm{๐ฉ๐ฑ}}\psi (y,\lambda ),\mathrm{e}^{i\mathrm{๐ฉ๐ฑ}}\psi _b(y):y,\lambda _+,๐ฑ,๐ฉ^s\}\hfill & \text{if }\eta =\eta _b,\hfill \end{array}$$
(54)
is a complete orthonormal set for the self-adjoint extension $`K_\eta `$ of the operator (43). For the spectrum one has
$$๐ฎ(K_\eta )=\{\begin{array}{cc}\{\kappa :\kappa >0\}\hfill & \text{if }\eta \eta _b,\hfill \\ \{\kappa :\kappa 0\}\hfill & \text{if }\eta =\eta _b,\hfill \end{array}$$
(55)
showing that $`K_\eta `$ is positive for any $`\eta `$. Comparing to the flat case, we see that the AdS background has an interesting feature: the energy spectrum of the field $`\mathrm{\Phi }`$ is real and positive for any $`\eta `$.
It follows from Eq. (54) that $`\mathrm{\Phi }`$ is given by the superposition
$$\mathrm{\Phi }(x,y)=\varphi (x,y)+\delta _{\eta \eta _b}\chi (x,y),$$
(56)
where
$`\varphi (x,y)={\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d^sp}{(2\pi )^s}}{\displaystyle _0^{\mathrm{}}}d\lambda \sigma (\lambda ){\displaystyle \frac{1}{\sqrt{2\omega _{\lambda ^2}(๐ฉ)}}}`$
$`\left[a^{}(๐ฉ,\lambda )\mathrm{e}^{i\omega _{\lambda ^2}(๐ฉ)x^0i\mathrm{๐ฑ๐ฉ}}\psi (y,\lambda )+a(๐ฉ,\lambda )\mathrm{e}^{i\omega _{\lambda ^2}(๐ฉ)x^0+i\mathrm{๐ฉ๐ฑ}}\overline{\psi }(y,\lambda )\right],`$ (57)
$`\chi (x,y)={\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d^sp}{(2\pi )^s}}{\displaystyle \frac{1}{\sqrt{2\omega _0(๐ฉ)}}}`$
$`\left[b^{}(๐ฉ)\mathrm{e}^{i\omega _0(๐ฉ)x^0i\mathrm{๐ฑ๐ฉ}}\psi _b(y)+b(๐ฉ)\mathrm{e}^{i\omega _0(๐ฉ)x^0+i\mathrm{๐ฉ๐ฑ}}\overline{\psi }_b(y)\right].`$ (58)
Here $`\{a^{}(๐ฉ,\lambda ),a(๐ฉ,\lambda )\}`$ and $`\{b^{}(๐ฉ),b(๐ฉ)\}`$ satisfy the commutation relations (23,24) with the substitution
$$2\pi \delta (\lambda _1\lambda _2)\frac{1}{\sigma (\lambda _1)}\delta (\lambda _1\lambda _2)$$
(59)
in (23). Using Eq. (50) one easily verifies that $`\mathrm{\Phi }`$ satisfies Eq. (26), being therefore a canonical field. Its two point vacuum expectation value admits the representation
$`\mathrm{\Phi }(x_1,y_1)\mathrm{\Phi }(x_2,y_2)_0=`$
$`{\displaystyle _0^{\mathrm{}}}๐\lambda \sigma (\lambda )\overline{\psi }(y_1,\lambda )\psi (y_2,\lambda )W_{\lambda ^2}(x_{12})+\delta _{\eta \eta _b}\overline{\psi }_b(y_1)\psi _b(y_2)W_0(x_{12}).`$ (60)
From Eq. (60) one gets
$`G__W(x_{12})=\phi (x_1)\phi (x_2)_0=\underset{y_i0}{lim}\mathrm{\Phi }(x_1,y_1)\mathrm{\Phi }(x_2,y_2)_0=`$
$`{\displaystyle _0^{\mathrm{}}}๐\lambda \sigma (\lambda )\overline{\psi }(0,\lambda )\psi (0,\lambda )W_{\lambda ^2}(x_{12})+\delta _{\eta \eta _b}2a(\nu 1)W_0(x_{12}),`$ (61)
which is the Kรคllรฉn-Lehmann representation for the induced field $`\phi `$ in the AdS case. It follows from Eqs. (47,48) that $`G__W`$ vanishes for $`|\eta |=\mathrm{}`$ (Dirichlet boundary condition). We therefore consider from now on only finite $`\eta `$. Using some simple identities among Bessel functions, one finds
$$G__W(x_{12})=_0^{\mathrm{}}๐\lambda \tau (\lambda )W_{\lambda ^2}(x_{12})+\delta _{\eta \eta _b}2a(\nu 1)W_0(x_{12}),$$
(62)
with
$$\tau (\lambda )=\frac{16}{\pi ^2}\frac{\lambda a^1}{[(12\stackrel{~}{\eta })J_\nu (\lambda a^1)+2\lambda a^1J_\nu ^{}(\lambda a^1)]^2+[(12\stackrel{~}{\eta })Y_\nu (\lambda a^1)+2\lambda a^1Y_\nu ^{}(\lambda a^1)]^2}.$$
(63)
The $`\lambda `$-integral in Eq. (62) is easily performed in momentum space, giving the following result
$$\widehat{G}__W(p)=2\pi \theta (p^0)\left[\frac{\theta (p^2)}{2\sqrt{p^2}}\tau (\sqrt{p^2})+\delta _{\eta \eta _b}2a(\nu 1)\delta (p^2)\right].$$
(64)
Like in the flat space, in spite of the fact that $`\mathrm{\Phi }`$ is a canonical field, $`\phi `$ is not. There is no mass gap in the spectrum, which contains a zero-mass point-like contribution only for the specific boundary condition $`\eta =\eta _b`$, when the boundary state (49) belongs to $`(K_\eta )`$.
It is hard to study analytically the behavior of the measure $`\tau `$ as a function of $`\lambda `$, $`M`$ and $`\eta `$. The numerical analysis summarized in Figures 1 and 2 reveals a very interesting structure. For generic values of $`M`$ and $`\eta `$ the spectral function has monotonic behavior. However, when these parameters are close to the curve $`\eta =\eta _b(M)`$ in the plane $`(\eta ,M)`$, a high peak appears in $`\tau `$, the rest of the spectrum being depressed. As a results a partial localization of a massive mode occurs on the brane. Some doubts have been raised about the stability of the corresponding excitations. In order to clarify the issue, it is necessary to consider the propagator
$$G__F(x_{12})=iT\phi (x_1)\phi (x_2)_0=_0^{\mathrm{}}๐\lambda \tau (\lambda )\mathrm{\Delta }_{\lambda ^2}(x_{12})+\delta _{\eta \eta _b}2a(\nu 1)\mathrm{\Delta }_0(x_{12}).$$
(65)
If our understanding of is correct, it is claimed there that the Fourier transform
$$\widehat{G}__F(p)=_0^{\mathrm{}}๐\lambda \tau (\lambda )\frac{1}{p^2\lambda ^2+iฯต}\delta _{\eta \eta _b}2a(\nu 1)\frac{1}{p^2+iฯต}$$
(66)
develops complex poles in the variable $`p^2`$. Differently from the flat case (see Eq. (39)), the explicit form of $`\widehat{G}__F`$ for generic $`M`$ and $`\eta `$ is quite complicated. Nevertheless, using that $`\tau `$ is continuous and bounded on $`_+`$ for any finite $`\eta `$, we conclude that the $`\lambda `$-integral in Eq. (66) converges when $`p^2`$ has a non-vanishing imaginary part even for $`ฯต=0`$. This excludes the presence of complex poles in $`\widehat{G}__F`$ on the physical sheet of the complex $`p^2`$-plane. Moreover, being a generalized free field, $`\phi `$ admits a Fock representation $``$. The subspaces of $``$ with different particle number are orthogonal and invariant under the Hamiltonian. These features, combined with translation invariance in $`๐_{s+1}`$, forbid any decay process of $`\phi `$. In this sense $`\phi `$ is a stable quantum field on the brane.
For $`s=3`$ the potential $`V(r)`$ between two static sources on the brane at a distance $`r=|๐ฑ|`$ is
$$V(r)=_{\mathrm{}}^{\mathrm{}}๐x^0G__F(x^0,๐ฑ)=_0^{\mathrm{}}๐\lambda \tau (\lambda )\frac{e^{\lambda r}}{4\pi r}+\delta _{\eta \eta _b}2a(\nu 1)\frac{1}{4\pi r}.$$
(67)
Since $`\tau `$ is bounded, one has the estimate
$$V(r)\underset{\lambda 0}{sup}[\tau (\lambda )]\frac{1}{4\pi r^2}+\delta _{\eta \eta _b}2a(\nu 1)\frac{1}{4\pi r}.$$
(68)
Eq. (68) holds for any $`r>0`$; for limited regions on $`_+`$ and selected values of $`M`$ and $`\eta `$ one can derive sharper estimates. Suppose for instance we are in the regime when a high peak is present in the spectral function $`\tau `$. Then, even if at very large ($`r>>a^1`$) and very small ($`r<<a^1`$) distances $`V(r)`$ has a power-like behavior, there is an intermediate region in which $`V(r)`$ is well approximated by an Yukawa type potential $`\mathrm{exp}(mr)/r`$. The value of $`m`$ is given by the location of the peak in $`\tau `$, whereas the limits of validity of the Yukawa approximation are determined by its width.
The cases $`s=1,2`$ and/or $`[a(s+1)/2]^2M^2<0`$ can be investigated in analogous way.
## 4 Outlook and conclusions
We studied a quantum scalar field of mass $`M`$ which propagates in a manifold with boundary representing a $`s`$-brane. The quantization of this model boils down to the solution of a singular Sturm-Liouville problem with a prescribed boundary condition on the brane, fixed in terms of the parameter $`\eta `$. Once the bulk 2-point function $`\mathrm{\Phi }(x_1,y_1)\mathrm{\Phi }(x_2,y_2)_0`$ has been computed, the notion of induced quantum field $`\phi `$ on the brane appears naturally, using the limit of $`y_i0`$. The resulting 2-point function uniquely determines $`\phi `$, which turns out to be a generalized free field. Being non-canonical, the dynamics of $`\phi `$ cannot be derived from a local Lagrangian defined on the brane. The basic properties of the induced field are captured by the spectral measure of the corresponding Kรคllรฉn-Lehmann representation. The importance of exploring the whole allowed range of $`M`$ and $`\eta `$ emerges from our study: both in the flat and in the AdS case, the existence of a boundary state strongly depends on the values of these parameters. We have shown that under certain conditions, short range bulk interactions can induce long range forces on the brane. This phenomenon is the consequence of peculiar boundary interactions and to our knowledge has not been observed before. We have seen also that the spectral function $`\tau (\lambda )`$ in the AdS case has quite complicated behavior. For certain values of $`\eta `$, it develops a high peak corresponding to excitations with sharply localized mass. This feature is very interesting and deserves further investigation.
Although we have focused in the present paper on a scalar field, our approach applies with slight modifications to fields with higher spin as well. For instance, in the gravitational case the linearized Einstein equations lead to an operator similar to $`K`$ (see Eq. (43)) with $`M=0`$. In absence of matter on the brane, Israelโs junction conditions impose $`\eta =0`$. Observing that $`\eta _b(0)=0`$ (see Eq. (45)), the boundary state is present in the spectrum and is responsible for recovering standard gravity on the brane . An interesting problem is the extension of our analysis to the model described in . The boundary state there is not normalizable. Nevertheless, at intermediate scales the induced field reproduces four dimensional gravity. This feature resembles the observed structure in the AdS spectral function $`\tau `$ for $`\eta `$ close to $`\eta _b(M)`$.
Finally, is is natural to ask what happens when interactions in the bulk and/or on the brane are turned on. It will be interesting in this respect to perform some perturbative calculation based on the generalized free propagator (65). We are currently working on this issue.
Acknowledgments
The collaboration of A. Liguori in deriving some of the results of section 2 is kindly acknowledged. We also thank R. Rattazzi for his interest in this work and for useful discussions.
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# Contents
## Chapter 1 Relativistic Cosmology
$`\ddot{O}`$pic in 1922 measured the distance to the Andromeda nebula to be nearly equal to 450 Kpc, which when compared to the measured radius $`8`$ Kpc of our own Milky-way is enormous. This was conclusive proof of the fact that those observed spiral nebulae like that of Andromeda are in fact island universes (galaxies), with a size comparable to that of the Milky-way galaxy. Also it was the first believable evidence that the universe extends to scales well above that of our galaxy. The emergence of modern observational cosmology, with the notion of galaxies as basic entities distributed over space, can be traced back to this event. Around the same time, Slipher has measured the spectral displacement of forty-one nearby galaxies and thirty-six amongst them showed redshift. In 1929 Hubble, on the basis of Slipherโs observations, proposed a linear relation - Hubble law - between the distances to galaxies and their redshifts. The next landmark in observational cosmology was the discovery of the cosmic microwave background radiation (CMBR) by Penzias and Wilson in 1965. Detailed observations on these three phenomena , namely, distribution of galaxies, variation of galaxy redshifts with distance and CMBR still remain the pillars of observational cosmology.
Clearly, these observations require interpretations for any progress to be made. The best thing one can do is to make a model by extrapolating tested theories to the realm of cosmology and compare the predictions of the model with more detailed observations. However, this procedure involves certain judicious choices and assumptions. At the range of scales involved, gravity is the only known interaction to be counted and the most refined and tested theory of gravity is Einsteinโs general theory of relativity (GTR) -. We discuss only models which use GTR or some slight variants of it and hence a very brief review of this theory is presented in Sec. 1.1. Again, the application of GTR to cosmology requires some simplifying assumptions for any predictions to be made. First of all, we assume the cosmological principle to be valid; i.e., at any given cosmic time, the distribution of galaxies in the universe is assumed to be homogeneous and isotropic at sufficiently large scales and also that the mean rest frame of galaxies agrees with this definition of simultaneity. In Sec. 1.2, we review models of the universe obeying the cosmological principle, with different models having different matter content. The last section in this chapter is devoted to a brief review of the most popular, standard hot big bang model. We explain how the model accounts for the observed facts at large, for the benefit of comparison with the new cosmological model to be presented in this thesis.
### 1.1 General Theory of Relativity
The conventional route to GTR is to start from the observed phenomenon of the equality of gravitational and inertial masses of objects and then to elevate this equality to the โprinciple of equivalenceโ. But this theory, which is primarily a geometric theory \- in the sense that gravitational field can be represented by the metric tensor and freely falling bodies move along geodesics - can be deduced also from an action principle. For our purpose of introducing a new cosmological model based on a complex metric, it is convenient to adopt the latter approach. We first derive, by varying an action, the equations of motion and the field equations in GTR, making explicit the form of the energy-momentum tensor for various types of matter. Then we make use of the opportunity to introduce Einsteinโs famous cosmological constant, as it plays an important part in our subsequent discussions. Lastly, by using the 3+1 split of spacetime, it is described how to identify a suitable Lagrangian density in this case, so as to enable writing the field equations as Euler-Lagrange equations.
#### 1.1.1 Field Equations
GTR is a theory of gravity which follows by requiring that the action , -
$$I=\frac{1}{16\pi G}R(g_{ik})\sqrt{g}d^4x+\mathrm{\Lambda }\sqrt{g}d^4xI_G+I_M$$
(1.1)
be stationary under variation of the dynamical variables in it. $`I`$ is called the Einstein-Hilbert action. The first integral is the gravitational action $`I_G`$ where $`R(g_{ik})`$ is the curvature scalar, $`g_{ik}`$ are the covariant components of the metric tensor of the 4-dimensional spacetime, defined by the expression for the line element
$$ds^2=g_{ik}dx^idx^k$$
(1.2)
and $`gdet(g_{ik})`$. $`R(g_{ik})`$ is given by
$$R=g^{ik}R_{ik},$$
(1.3)
where the $`g^{ik}`$ are the contravariant components of the metric tensor and $`R_{ik}`$ is the Ricci tensor
$$R_{ik}=g^{lm}R_{limk}=R_{ilk}^l.$$
(1.4)
In the above, $`R_{ilk}^l`$ is the contracted form of the Riemann tensor
$$R_{imk}^l=\frac{\mathrm{\Gamma }_{ik}^l}{x^m}\frac{\mathrm{\Gamma }_{im}^l}{x^k}+\mathrm{\Gamma }_{nm}^l\mathrm{\Gamma }_{ik}^n\mathrm{\Gamma }_{nk}^l\mathrm{\Gamma }_{im}^n$$
(1.5)
and lastly, the Christoffel symbols $`\mathrm{\Gamma }_{ik}^l,`$ in terms of the metric tensor are defined as
$$\mathrm{\Gamma }_{ik}^l=\frac{1}{2}g^{lm}\left(\frac{g_{mi}}{x^k}+\frac{g_{mk}}{x^i}\frac{g_{ik}}{x^m}\right).$$
(1.6)
In the second integral in Eq. (1.1), which is the matter action $`I_M`$, $`\mathrm{\Lambda }`$ corresponds to the matter fields present. A general expression for $`\mathrm{\Lambda }`$ is of the form
$$\mathrm{\Lambda }=\mathrm{\Lambda }(\varphi ^A,\varphi _{,i}^A,x^i),$$
(1.7)
where $`\varphi ^A`$ $`(A=1,2,3..)`$ are a series of functions of spacetime coordinates $`x^i`$ and โ$`,i`$" refers to differentiation with respect to $`x^i`$. For example, the electromagnetic field should have
$$\mathrm{\Lambda }_{em}=\frac{1}{16\pi }F_{ik}F^{ik};F_{ik}=A_{k,i}A_{i,k}.$$
(1.8)
Here, $`A_i`$ are the scalar and vector potentials. For the scalar field $`\varphi `$ which appears in particle physics theories,
$$\mathrm{\Lambda }_\varphi =\frac{1}{2}g^{ik}\frac{\varphi }{x^i}\frac{\varphi }{x^k}V(\varphi ),$$
(1.9)
where $`V(\varphi )`$ is the potential of the field. But for matter in the form of particles, $`I_M`$ is written in a form different from that in Eq. (1.1). As an example, consider particles interacting with an electromagnetic field. We write the matter action for the system as
$$I_{M,particles}=\underset{a}{}m_a๐s_a\underset{a}{}e_aA_i๐x^i+\mathrm{\Lambda }_{em}\sqrt{g}d^4x,$$
(1.10)
where $`m_a`$ is the mass, $`e_a`$ the charge and the summation is over all the particles $`a`$. If the action $`I`$ in (1.1) is minimized by varying only the position of the worldline of a typical particle, keeping its endpoints fixed, we get the equation of motion of the particle in the combined gravitational and other fields with which it interacts. In the above example, the required equations of motion for the particle are
$$\frac{d^2x^i}{ds_a^2}+\mathrm{\Gamma }_{kl}^i\frac{dx^k}{ds_a}\frac{dx^l}{ds_a}=\frac{e_a}{m_a}F_l^i\frac{dx^l}{ds_a}.$$
(1.11)
On the other hand, the equations of motion for the fields, i.e., the field equations are obtained when we minimize the action $`I`$ by varying only the fields. For example, if we minimize the action with $`I_M`$ given by equation (1.10) by varying $`A_i`$, the Maxwell equations for the electromagnetic field are obtained:
$$F_{;i}^{ik}=4\pi j^k.$$
(1.12)
Here โ$`;i`$" refers to covariant differentiation with respect to $`x^i`$. In fact, the form (1.8) for $`\mathrm{\Lambda }_{em}`$ was chosen in such a way that we obtain this result.
Lastly, the Einstein field equations, i.e., the equations of motion for the gravitational field can be obtained by minimising the action $`I`$ by varying the metric tensor $`g_{ik}`$. Note that this is the only variation which will affect $`I_G`$. It can be seen that under the variation $`g_{ik}g_{ik}+\delta g_{ik}`$,
$$\delta I_G\frac{1}{16\pi G}(R^{ik}\frac{1}{2}Rg^{ik})\delta g_{ik}\sqrt{g}d^4x.$$
(1.13)
The variation in the the matter action $`I_M`$ can be written as
$$\delta I_M\frac{1}{2}T^{ik}\delta g_{ik}\sqrt{g}d^4x.$$
(1.14)
When $`\mathrm{\Lambda }`$ in (1.1) is of the general form (1.7), $`T^{ik}`$, the energy-momentum tensor can be seen to be of the form
$$T^{ik}=2\left[\frac{1}{\sqrt{g}}\left(\frac{\mathrm{\Lambda }\sqrt{g}}{g_{ik,l}}\right)_{,l}\frac{\mathrm{\Lambda }}{g_{ik}}\frac{1}{2}\mathrm{\Lambda }g^{ik}\right].$$
(1.15)
For $`\mathrm{\Lambda }=\mathrm{\Lambda }_{em}`$ as in (1.8), this gives
$$T_{em}^{ik}=\frac{1}{4\pi }(\frac{1}{4}F_{mn}F^{mn}g^{ik}F_l^iF^{lk}).$$
(1.16)
For $`\mathrm{\Lambda }=\mathrm{\Lambda }_\varphi `$ as in (1.9), (1.15) gives
$$T_\varphi ^{ik}=g^{il}g^{km}\frac{\varphi }{x^l}\frac{\varphi }{x^m}g^{ik}\mathrm{\Lambda }_\varphi .$$
(1.17)
For matter in the form of particles, as in the case of (1.10), with the four-momentum $`p_a^i`$ and the energy of the particle $`E_a`$,
$$T_{particles}^{ik}=\underset{a}{}\frac{1}{E_a}p_a^ip_a^k\delta ^3(xx_a).$$
(1.18)
For a perfect fluid, i.e., fluid having at each point a velocity vector $`๐ฏ`$ such that an observer moving with this velocity sees the fluid around him as isotropic, the above energy-momentum tensor can be cast in the form
$$T_{perfectfluid}^{ik}=(p+\rho )U^iU^kpg^{ik}$$
(1.19)
where $`U^idx^i/ds`$.
Combining (1.13) with (1.14) and putting $`\delta I=\delta I_G+\delta I_M=0`$, we get the Einstein field equations as
$$G^{ik}R^{ik}\frac{1}{2}g^{ik}R=8\pi GT^{ik}.$$
(1.20)
The Einstein equations also imply the energy conservation law
$$T_{k;l}^i=0.$$
(1.21)
#### 1.1.2 Cosmological Constant
It is now instructive to see how $`I_G`$ is chosen in the form as in (1.1) . As usual in writing variational principles, the action shall be expressed in terms of a scalar integral $`๐ข\sqrt{g}d^4x`$, taken over all space and over the time coordinate $`x^0=t`$ between two given values. Since the attempt is to describe the gravitational field in terms of $`g_{ik}`$, which are thus the โpotentialsโ, we shall require that the resulting equations of the gravitational fields must contain derivatives of $`g_{ik}`$ no higher than the second order. For this, $`๐ข`$ should contain only $`g_{ik}`$ and its first derivatives. But it is not possible to construct an invariant $`๐ข`$ (under coordinate transformations) using $`g_{ik}`$ and the Christoffel symbols $`\mathrm{\Gamma }_{kl}^i`$ (which contain only first derivatives of $`g_{ik}`$) alone, since both $`g_{ik}`$ and $`\mathrm{\Gamma }_{kl}^i`$ can be made equal to zero at a given point by appropriate coordinate transformations. Thus we choose $`R`$ in place of $`๐ข`$, though $`R`$ contains second derivatives of $`g_{ik}`$. This is sufficient since the second derivatives in $`R`$ are linear and the integral $`R\sqrt{g}d^4x`$ can be written as the sum of two terms: (1) an expression not containing the second derivatives of $`g_{ik}`$ and (2) the integral of an expression in the form of a four-divergence of a certain quantity. By using Gaussโs theorem, the latter can be transformed into an integral over a hypersurface surrounding the four-volume over which the integrations are performed. When we vary the action, the variations of the second term vanish since by the principle of least action, the variation of the field $`g_{ik}`$ at the limits of the region of integration are zero. Thus $`R\sqrt{g}d^4x`$ can function as the gravitational action $`I_G`$.
However, as noted by Einstein himself, one can modify $`I_G`$ as
$$I_G=\frac{1}{16\pi G}(R+2\lambda )\sqrt{g}d^4x$$
(1.22)
without violating the requirements on the action as described above, where $`\lambda `$ is some new constant. Einstein used a very small $`\lambda `$ to obtain a stationary universe. This constant is known as the โcosmological constantโ since when it is small, it will not significantly affect the solutions, except in a cosmological context. When Einstein came to know about the observational evidence for the expansion of the universe, he decided to do away with it and described it as โthe greatest mistake in his lifeโ. But this term $`\lambda `$ is one of the most intriguing factors in current theoretical physics. It was later recognised that $`\lambda `$ can also be a function of $`x^i`$ .
With the introduction of $`\lambda (x^i)`$, the Einstein equation (1.20) can be written as
$$R^{ik}\frac{1}{2}Rg^{ik}\lambda (x^i)g^{ik}=8\pi GT^{ik}.$$
(1.23)
In view of its application in cosmology, the $`\lambda `$-term is usually taken to the right hand side of this equation, after making a substitution
$$\rho _\lambda =\frac{\lambda }{8\pi G},$$
so that
$$R^{ik}\frac{1}{2}Rg^{ik}=8\pi G(T^{ik}+\rho _\lambda g^{ik}).$$
(1.24)
Using Eq. (1.19), one can see that the term $`\rho _\lambda g^{ik}`$ in the above equation is identical to the energy-momentum tensor for a perfect fluid having density $`\rho _\lambda `$ and pressure $`p_\lambda =\rho _\lambda `$.
#### 1.1.3 Lagrangian Density
In the above subsection, we have seen that since the Ricci scalar $`R`$ contains second derivatives of $`g_{ik}`$ with respect to spacetime coordinates, the action will contain second derivatives. But in fact, an alternative expression for $`R`$, which does not contain any second derivatives of $`g_{ik}`$ can be found (and references therein) using the Arnowitt-Deser-Misner (ADM) 3+1 split of spacetime as
$$R=K^2K_{\mu \nu }K^{\mu \nu }^3R.$$
(1.25)
This differs from the earlier expression (1.3) for $`R`$ by a possible four-divergence. In the present case, we have conceived a foliation of spacetime into space-like hypersurfaces $`\mathrm{\Sigma }_t`$ labeled by $`t`$, which is some global time-like variable. $`{}_{}{}^{3}R`$ is the scalar curvature of this 3-dimensional surface, $`K_{\mu \nu }`$ are the components of the extrinsic curvature of $`\mathrm{\Sigma }_t`$ defined by
$$K_{\mu \nu }=\frac{1}{2N}\left(N_{\mu \kappa }+N_{\kappa \mu }\frac{h_{\mu \nu }}{t}\right)$$
(1.26)
and
$$K=h^{\mu \nu }K_{\mu \nu }.$$
(1.27)
$`N^\mu `$ is called the shift vector, $`N`$, the lapse function and $`h_{\mu \nu }=n_\mu n_\nu g_{\mu \nu }`$ (where $`n_\mu `$ is the vector field normal to $`\mathrm{\Sigma }_t`$) is the metric induced on this 3-space with $`\sqrt{g}=N\sqrt{h}`$. " $``$ " denotes covariant differentiation with respect to the spatial metric $`h_{\mu \nu }`$. The line element (1.2), in terms of the lapse $`N`$ and shift $`N^\mu `$ is given as
$$ds^2=g_{ik}dx^idx^k=(Ndt)^2h_{\mu \nu }(N^\mu dt+dx^\mu )(N^\nu dt+dx^\nu )$$
(1.28)
so that
$$g_{ik}=\left[\begin{array}{cccc}N^2N_\mu N_\nu h^{\mu \nu }& N_\nu \hfill & & \\ N_\mu & h_{\mu \nu }\hfill & & \end{array}\right]$$
(1.29)
and
$$g^{ik}=\left[\begin{array}{cccc}\frac{1}{N^2}& \frac{N^\nu }{N^2}\hfill & & \\ \frac{N^\mu }{N^2}& \frac{N^\mu N^\nu }{N^2}h^{\mu \nu }\hfill & & \end{array}\right].$$
(1.30)
Thus the Lagrangian density to be used in the gravitational action $`I_G`$ is
$$_G=\sqrt{g}R/16\pi G=\frac{1}{16\pi G}\sqrt{h}N\left(K^2K_{\mu \nu }K^{\mu \nu }^3R\right).$$
(1.31)
The changes corresponding to that in the metric tensor are to be implemented in the matter action too. For example, in the case of a scalar field, Eq. (1.29) and (1.30) are to be used in the matter Lagrangian density
$$_\varphi =\sqrt{g}\mathrm{\Lambda }_\varphi =\sqrt{g}\left[\frac{1}{2}g^{ik}\frac{\varphi }{x^i}\frac{\varphi }{x^k}V(\varphi )\right].$$
(1.32)
One can write the Euler-Lagrange equations corresponding to variations with respect to $`N^\mu `$, $`N`$ and other dynamic variables in the total Lagrangian density $`_G+_M=`$. ($`N^\mu `$ and $`N`$ are not dynamical variables; their time derivatives do not appear in $``$. In fact, these are Lagrange multipliers so that after the variation one can fix some convenient gauge for them.) The equations obtained by varying with respect to $`N`$ and $`N^\mu `$ are โconstraint equationsโ and they contain only first derivatives. Variation with respect to the other dynamical variables leads to field equations. The resulting equations can be seen to be the same as those obtained from the Einstein field equations (1.20). We shall make this explicit using specific examples in the next section.
### 1.2 Homogeneous and Isotropic Cosmologies
This section serves two purposes. First, it illustrates the formalism of GTR summarised in the last section by applying it to cosmology. But more importantly, it introduces the general framework of models which obey the cosmological principle -. Friedmann models form the basis of the standard hot big bang model whereas models with a minimally coupled scalar field paves the way for the inflationary cosmological models. We obtain the field equations for these models in the conventional way, but in the last subsection, we demonstrate their derivation using the Euler-Lagrange equations.
#### 1.2.1 Friedmann Models
If the distribution of matter in space is homogeneous and isotropic, we can describe the spacetime by the maximally, spatially symmetric Robertson-Walker (RW) metric and obtain an important class of solutions to the Einstein field equations that are of much significance in cosmology. The RW line element is given by
$$ds^2=dt^2a^2(t)\left[\frac{dr^2}{1kr^2}+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)\right].$$
(1.33)
$`a(t)`$ is the scale factor of the spatial expansion and $`k=0`$, $`+1`$ or $`1`$ which, in the respective order, corresponds to flat, positively curved or negatively curved spacelike hypersurfaces of constant $`t`$. Let us apply the formalism of GTR to this simple case.
Evaluating $`R`$ and $`R_{ik}`$ using (1.3) and (1.4), the Einstein equations (1.20) can be written for the perfect fluid described by (1.19) in a comoving frame with $`U^i=(1,0,0,0)`$, which describes a homogeneous and isotropic distribution of matter as
$$\frac{\dot{a}^2}{a^2}+\frac{k}{a^2}=\frac{8\pi G}{3}\rho ,$$
(1.34)
$$2\frac{\ddot{a}}{a}+\frac{\dot{a}^2}{a^2}+\frac{k}{a^2}=8\pi Gp.$$
(1.35)
Differentiating (1.34) and combining with (1.35) gives
$$\frac{d(\rho a^3)}{da}+3pa^2=0$$
(1.36)
or equivalently
$$\dot{\rho }=3\frac{\dot{a}}{a}(\rho +p),$$
(1.37)
which is the conservation law for energy-momentum (1.21) in this case. Combining (1.34) and (1.35) in a different way, we get another useful result
$$\frac{\ddot{a}}{a}=\frac{4\pi G}{3}(\rho +3p).$$
(1.38)
The solutions of these equations require, however, some additional information in the form of an โequation of stateโ relating $`\rho `$ and $`p`$. In most commonly encountered problems, we can write this relation as
$$p=w\rho .$$
(1.39)
It can be shown that for extreme relativistic matter, $`w=1/3`$ and for nonrelativistic matter (dust), we have $`w=0`$. These equations (1.34)-(1.39) were first obtained and studied by A. Friedmann and models based upon these are usually called Friedmann models. They predict either an expanding or contracting universe.
Eq. (1.36) can immediately be solved to obtain
$$\rho a^{3(1+w)}.$$
(1.40)
If there are more than one noninteracting component in $`\rho `$ that are separately conserved, (1.36) and hence (1.40) are applicable to each. For relativistic matter, the density $`\rho _{m,r}a^4`$ and for nonrelativistic matter, $`\rho _{m,nr}a^3`$. The variation of $`\rho `$ with $`a`$ for other values of $`w`$ can also be deduced from (1.40); for $`w=1/3`$, $`\rho a^2`$ and for $`w=1`$, $`\rho `$ is a constant.
To study the variation of $`a`$ with $`t`$, we make a few definitions. The quantity
$$H(t)\frac{\dot{a}}{a}$$
(1.41)
is called the Hubble parameter which measures the rate of expansion of the universe. The deceleration parameter $`q(t)`$ is defined through the relation
$$\frac{\ddot{a}}{a}q(t)H^2(t)$$
(1.42)
and the critical density as
$$\rho _c\frac{3}{8\pi G}H^2.$$
(1.43)
Another important quantity is the density parameter
$$\mathrm{\Omega }(t)=\frac{\rho }{\rho _c}.$$
(1.44)
Using these definitions, Eq. (1.34) can be written as
$$\mathrm{\Omega }1=\frac{k}{a^2H^2}.$$
(1.45)
The $`k=0`$ case is a special one where $`\mathrm{\Omega }=1`$ or $`\rho =\rho _c`$. Using (1.40) in (1.34) gives the solution in this case as
$$a(t)t^{2/3(1+w)}.$$
(1.46)
For the $`k=+1`$ case, $`\mathrm{\Omega }>1`$, $`q>1/2`$ and the universe expands to a maximum and then recollapses. For $`k=1`$, $`\mathrm{\Omega }<1`$, $`q<1/2`$ and it expands for ever. The $`k=0`$ case is critical in the sense that it just manages to expand for ever.
##### de Sitter Models
Instead of matter, if the RW spacetime contained only a cosmological constant, Eq. (1.24) (with $`T^{ik}=0`$) leads to
$$\frac{\dot{a}^2}{a^2}+\frac{k}{a^2}=\frac{8\pi G}{3}\rho _\lambda ,$$
(1.47)
$$2\frac{\ddot{a}}{a}+\frac{\dot{a}^2}{a^2}+\frac{k}{a^2}=8\pi G\rho _\lambda .$$
(1.48)
The field equations are thus similar to a Friedmann model with equation of state $`p_\lambda =\rho _\lambda `$; i.e., with $`w=1`$. Thus a positive (negative) $`\rho _\lambda `$ has a repulsive (attractive) effect so that we have an accelerating (decelerating) cosmic evolution with $`\ddot{a}>0`$ ($`\ddot{a}<0`$). It is the repulsive force due to a constant positive $`\rho _\lambda `$, which Einstein made use of in his stationary universe model to prevent it from collapsing due to other matter distributions present.
Equations (1.47) and (1.48) are particularly simple to solve in the flat case with $`k=0`$. The solution, with $`H(8\pi G\rho _\lambda /3)^{1/2}`$ = constant, is obtained as
$$a(t)e^{Ht}$$
(1.49)
If we define
$$H=\sqrt{\frac{8\pi G\rho _\lambda }{3}}\mathrm{tanh}^k\left(\sqrt{\frac{8\pi G\rho _\lambda }{3}}t\right),$$
(1.50)
a solution can be found also for the $`k=\pm 1`$ cases. For $`k=+1`$,
$$a(t)H^1\mathrm{cosh}Ht$$
(1.51)
and for $`k=1`$,
$$a(t)H^1\mathrm{sinh}Ht.$$
(1.52)
The model with positive $`\rho _\lambda `$ is called the de Sitter model, after W. de Sitter, who solved it for the first time. The model with $`\rho _\lambda `$ negative, is called the anti-de Sitter model.
#### 1.2.2 Models With a Scalar Field
Another special case of interest is that of a RW spacetime filled with a minimally coupled scalar field $`\varphi `$, whose energy-momentum tensor is given by (1.17). With the assumption that $`\varphi `$ is spatially homogeneous and depends only on time, Einstein equations can be written in a similar manner as that in (1.34)-(1.35)
$$\frac{\dot{a}^2}{a^2}+\frac{k}{a^2}=\frac{8\pi G}{3}\left[\frac{\dot{\varphi }^2}{2}+V(\varphi )\right],$$
(1.53)
$$2\frac{\ddot{a}}{a}+\frac{\dot{a}^2}{a^2}+\frac{k}{a^2}=8\pi G\left[\frac{\dot{\varphi }^2}{2}V(\varphi )\right].$$
(1.54)
The equation of motion for $`\varphi `$ can be obtained by using the conservation law for energy-momentum (1.21) as
$$\ddot{\varphi }+3\frac{\dot{a}}{a}\dot{\varphi }+\frac{dV(\varphi )}{d\varphi }=0.$$
(1.55)
It shall be noted that when the field is displaced from the minimum of its potential and when $`\dot{\varphi }^2V(\varphi )`$, Eq. (1.53) and (1.54) are similar to the Einstein equations (1.47) and (1.48), written for the spacetime containing only a cosmological constant (where we identify $`V(\varphi )=\rho _\lambda `$). In this context, $`\rho _\lambda `$ is usually called the vacuum energy density. The solutions for spacetimes which contain a cosmological constant in addition to matter were studied by G. Lemaitre and such models are generally referred to as Friedmann-Lemaitre-Robertson-Walker (FLRW) cosmologies.
#### 1.2.3 Field Equations as Euler-Lagrange Equations
Lastly, let us demonstrate how the Einstein equations in different models are obtained as Euler-Lagrange equations under the variation of the action. For the RW spacetime, under the ADM 3+1 split, $`N^\mu =0`$, $`K_{\mu \nu }=(1/N)(\dot{a}/a)h_{\mu \nu }`$, $`{}_{}{}^{3}R=6k/a^2`$,
$$R=\frac{6}{N^2}\frac{\dot{a}^2}{a^2}\frac{6k}{a^2}$$
(1.56)
and the action, using (1.31) and (1.32), is
$`I`$ $`=`$ $`I_G+I_M={\displaystyle (_G+_M)d^4x}`$ (1.57)
$`=`$ $`{\displaystyle N\sqrt{h}\left[\frac{1}{16\pi G}\left(\frac{6}{N^2}\frac{\dot{a}^2}{a^2}\frac{6k}{a^2}\right)+\left(\frac{\dot{\varphi }^2}{2N^2}V(\varphi )\right)\right]d^4x}.`$
Integrating the space part, we get
$`I`$ $`=`$ $`2\pi ^2{\displaystyle Na^3\left[\frac{1}{16\pi G}\left(\frac{6}{N^2}\frac{\dot{a}^2}{a^2}\frac{6k}{a^2}\right)+\frac{\dot{\varphi }^2}{2N^2}V(\varphi )\right]๐t}`$ (1.58)
$``$ $`{\displaystyle L๐t}.`$
Using the Lagrangian $`L`$, we may write the Euler-Lagrange equations for the variables $`N`$, $`a`$ and $`\varphi `$ and fixing the gauge $`N=1`$ to obtain the same Einstein equations (1.53)-(1.55).
Similarly, for a de Sitter model which contains only a cosmological constant, the Lagrangian can be taken to be
$$L=2\pi ^2Na^3\left[\frac{1}{16\pi G}\left(\frac{6}{N^2}\frac{\dot{a}^2}{a^2}\frac{6k}{a^2}\right)\rho _\lambda \right]$$
(1.59)
The Einstein equations (1.47) and (1.48) are obtained on writing the Euler-Lagrange equations corresponding to variations with respect to $`N`$ and $`a`$, in the gauge $`N=1`$.
### 1.3 The Standard Model - Its Successes
The standard model - claims to have the least amount of speculatory inputs into cosmology, while having maximum agreement with observations. It is based upon the following assumptions: (1) At the very large scales of the size greater than clusters of clusters of galaxies, the universe is homogeneous and isotropic and hence is describable by the RW metric and (2) It is filled with relativistic/ nonrelativistic matter. Then the fundamental equations governing the evolution of the universe are those obtained earlier (1.34)-(1.39) with $`w=0`$ or $`1/3`$. These models predict an expanding or contracting universe and belong to Friedmann cosmologies. We now discuss the three major success stories of the model, juxtaposing them with the current status of observational cosmology.
#### 1.3.1 The Hubble Expansion
The 1929 discovery of a linear redshift-distance relation for galaxies by Hubble, if interpreted as due to Doppler effect, establishes the case for an expanding phase for the universe at present and was a primary piece of evidence in support of the standard model. At present, the expansion rate, characterised by the Hubble parameter (1.41) is in the range $`H_p=100h`$ Km s<sup>-1</sup> Mpc<sup>-1</sup> ; $`h=0.7\pm 0.05`$. (The subscript $`p`$ refers to the present epoch.) The Hubble radius $`H_p^10.9\times 10^{28}h^1`$ cm $`2.9\times 10^3h^1`$ Mpc gives a measure of the size of the presently observed universe. The deceleration parameter defined by (1.42) is estimated to be lying in the range $`0.5<q_p<2`$. Also the density parameter, as per current estimates is given by $`0.1\mathrm{\Omega }_p2`$. The age of the universe, measured by direct observational dating techniques is $`t_p5\times 10^{17}`$ s. Though these observations are not precise enough, they however confirm the Hubble expansion of the universe.
The observed redshift $`z`$ of galaxies can be related to the scale factor $`a`$ as
$$1+z=\frac{a(t_p)}{a(t_1)}$$
(1.60)
where $`t_1`$ is the time at which the light is emitted. If we assume that the universe contains both radiation and matter, according to equation (1.40), before some time $`t_{eq}`$ in its history, radiation will dominate over matter. In the standard cosmology, $`t_{eq}`$ is estimated to be $`1.35\times 10^{11}\mathrm{\Omega }^{3/2}h^3`$ s. For a universe with flat space sections (i.e., $`k=0`$), (1.46) gives $`at^{1/2}`$ for the relativistic era and $`at^{2/3}`$ for the nonrelativistic era. Assuming that the changeover is instantaneous, we can write
$$a=At^{2/3},t>t_{eq}$$
(1.61)
$$a=Bt^{1/2},t<t_{eq}.$$
(1.62)
Matching the two relations at $`t=t_{eq}`$, one estimates
$$\frac{B}{A}=\frac{t_{eq}^{2/3}}{t_{eq}^{1/2}}0.7\times 10^2\mathrm{\Omega }^{1/4}h^{1/2}\text{s}^{1/6}.$$
(1.63)
This value will be of use in evaluating expressions of the type (1.60) in the standard flat models. In both the other cases with $`k=\pm 1`$, we can regard the universe as nearly flat when $`a`$ was smaller than $`a_p`$ by a few orders of magnitude (See flatness problem: Sec. 2.1).
#### 1.3.2 Cosmic Microwave Background Radiation
Another important milestone in the development of the standard model was the discovery of the cosmic microwave background radiation (CMBR) by Penzias and Wilson in 1965. The spectrum of CMBR is consistent with that of a blackbody at temperature $`T_p2.73K`$. It endorses the view that there was a more contracted state for the universe, which ought to have been denser and hotter than the present. According to the standard model, the universe cools as it expands and when the temperature reaches $`T4000K`$, matter ceases to be ionised, the electrons join the atoms. Radiation is then no more in thermal equilibrium with matter (matter-radiation decoupling) and the opacity of the radiation drops sharply. The radiation we see now as CMBR is conceived as the relic of that last scattered at the time of decoupling. In fact, the CMBR was predicted by Gamow in 1948 and its discovery, perhaps, is the strongest observational evidence in support of the standard model.
We can derive an expression for the total relativistic matter (radiation) density $`\rho _{m,r}`$ in terms of temperature by the following argument . (We use conventional units in this subsection.) For an ideal gas, there are $`1/h^3`$ number of states located in unit volume of $`\mu `$-space, where $`h`$ is the Planckโs constant. The number of states in volume $`V`$ with momentum less than $`P`$ will be $`(4/3)\pi P^3V/h^3`$. The occupancy of a single state is
$$\frac{1}{e^{(E_A(P)\mu _A)/kT_A}\pm 1}.$$
$`+()`$ signs correspond to Fermi (Bose) statistics, $`\mu _A`$ is the chemical potential and $`T_A`$ is the temperature of the species $`A`$ which is assumed to be in equilibrium and $`E_A(P)=(P^2c^2+m^2c^4)^{1/2}`$, the energy of a particle in the species $`A`$. Then the number of particles of type $`A`$ with momentum between $`P`$ and $`P+dP`$ per unit volume of space is
$$n_A(P)dP=\frac{g_A}{2\pi ^2\mathrm{}^3}\frac{P^2dP}{e^{(E_A(P)\mu _A)/kT_A}\pm 1},$$
(1.64)
where $`g_A`$ is the number of spin degrees of freedom. In the extreme relativistic $`(T_Am_A)`$ and nondegenerate $`(T_A\mu _A)`$ limit, the energy density, which corresponds to species $`A`$ is
$`\rho _A={\displaystyle _0^{\mathrm{}}}E_A(P)n_A(P)๐P`$ $`=`$ $`g_A\sigma T_A^4\text{(Bosons)}`$ (1.65)
$`=`$ $`(7/8)g_A\sigma T_A^4\text{(Fermions)}`$ (1.66)
where $`\sigma =\pi ^2k^4/30\mathrm{}^3c^3=3.782\times 10^{15}`$ erg m<sup>-3</sup> K<sup>-4</sup>. The total energy density contributed by all the relativistic species together can be written as
$$\rho _{m,r}c^2=g_{tot}\sigma T^4,$$
(1.67)
where
$$g_{tot}=\underset{(A=Bosons)}{}g_A(T_A/T)^4+\underset{(A=Fermions)}{}(7/8)g_A(T_A/T)^4$$
(1.68)
is the effective number of spin degrees of freedom at temperature T. In the very early universe, $`g_{tot}`$ is evaluated to be nearly equal to 100.
The expression for $`\rho _{m,r}`$ as given by (1.67) is a reasonable speculation if we agree to look upon the CMBR as the relic of a hot early universe. To obtain another useful result in the study of the thermal history of an expanding universe, we apply the second law of thermodynamics, in its familiar form, to a physical volume $`V=a^3`$;
$$kTdS=dE+pdV=d(\rho c^2a^3)+pd(a^3)$$
(1.69)
and also use (1.36), which is a statement of the first law of thermodynamics. It is easy to see that
$$\frac{dS}{dt}=\frac{1}{kT}\left[\frac{d}{dt}(\rho c^2a^3)+p\frac{d}{dt}(a^3)\right]=0.$$
(1.70)
This implies that the entropy per comoving volume element of unit coordinate volume $`V=a^3`$, under thermal equilibrium, is a constant. i.e.,
$$S=\frac{(\rho c^2+p)}{kT}a^3=\text{constant}.$$
(1.71)
Thus in the standard model, the universe expands adiabatically. Eq. (1.67) implies that for radiation with $`\rho _{m,r}a^4`$, $`aT`$ is a constant. In the relativistic era, for a $`k=0`$ universe, this may be used to write
$$t=\left(\frac{3c^2}{32\pi G\sigma }\right)^{1/2}g_{tot}^{1/2}T^2.$$
(1.72)
The times at which radiation reaches various temperatures can be evaluated using this expression.
#### 1.3.3 Primordial Nucleosynthesis
The third important success of the standard model is the prediction of primordial nucleosynthesis -. According to this theory, when the age of the universe was of the order of 1 s, the temperature was of the order of $`10^{10}`$ K and the conditions were right for nuclear reactions which ultimately led to the synthesis of significant amounts of D, <sup>3</sup>He, <sup>4</sup>He and <sup>7</sup>Li. The yields of these light elements, according to the model, depends on the baryon to photon ratio $`\eta `$ and the number of very light particle species, usually quantified as the equivalent number of light neutrino species $`N_\nu `$. The predictions of the abundance of the above four light elements agree with the observational data provided the free parameters $`\eta `$ and $`N_\nu `$ in the theory have values in the range
$$2.5\times 10^{10}\eta 6\times 10^{10},N_\nu .3.9$$
(1.73)
In turn, if we accept the present abundance of light nuclei, the density parameter for baryons $`\mathrm{\Omega }_B`$ may be predicted from the above to be lying in the range
$$0.01\mathrm{\Omega }_B0.15,$$
(1.74)
which agrees with measured values. Furthermore, the bounds on $`N_\nu `$
$$N_\nu =3.0\pm 0.02$$
(1.75)
agree with particle accelerator experiments.
## Chapter 2 Problems and Solutions
### 2.1 The Standard Model - Problems
The three major observational facts, namely, a linear redshift-distance relation, a perfect blackbody distribution for CMBR which corresponds to a more or less uniform temperature and the observed abundance of light elements have clearly established a case in favour of the standard, hot big bang model. However, this is only a broad brush picture and there are several loose ends to be sorted out when we go into details. There are issues like the formation of structures etc., which call for refinements of the theory. But here we focus attention on another class of puzzles, usually called โcosmological problemsโ, which deserve special attention since they indicate the possible existence of some inconsistencies in the standard model and hence do require substantial modifications in its underlying postulates. The most serious among them are the following.
##### Singularity Problem
The assumptions in the standard model (See Sec. 1.3) are in tune with the validity of the strong energy condition $`\rho +3p0`$ and $`\rho +p0`$. This, when combined with some topological assumptions and causality conditions lead to strong singularity theorems which imply that a singularity, where the geometry itself breaks down, is unavoidable. In the cosmological context, this singularity corresponds to the instant of creation, the big bang, where quantities like matter density, temperature, etc., take unbounded values. The universe comes into existence at this instant, violating the law of conservation of energy, which is one of the most cherished principles of physics . This is called the singularity problem.
##### Flatness Problem
From equation (1.45), which may be written in the form
$$\mathrm{\Omega }1=\frac{1}{\frac{8\pi G}{3}\frac{\rho a^2}{k}1},$$
(2.1)
it is easy to see that for $`\mathrm{\Omega }`$ being close to unity, $`|\mathrm{\Omega }1|`$ grows as $`a^2`$ during the radiation dominated era ($`\rho a^4`$) and as $`a`$ in the matter dominated era ($`\rho a^3`$). Thus since $`\mathrm{\Omega }(t_p)`$ is still of the order of unity, at early times it was equal to 1, to a very high precision. For instance
$$\mathrm{\Omega }(10^{43}\text{s})=1\pm O(10^{57}),$$
$$\mathrm{\Omega }(1\text{s})=1\pm O(10^{16}).$$
This means, for example, that if $`\mathrm{\Omega }`$ at the Planck time $`t_{pl}=5.4\times 10^{44}`$ s was slightly greater than 1, say $`\mathrm{\Omega }(10^{43)}`$ s$`=1+10^{55}`$, the universe would have collapsed millions of years ago. The standard model cannot explain why the universe was created with such fine-tuned closeness to $`\mathrm{\Omega }=1`$ . This is the flatness problem.
##### Horizon Problem
The CMBR is known to be isotropic with a high degree of precision. Two microwave or infrared antennas pointed in opposite directions in the sky do collect thermal radiation with $`\mathrm{\Delta }T/T10^5`$, $`T`$ being the black body temperature. In the context of the standard model, this is puzzling since these two regions from which CMBR of strikingly uniform temperature is emitted cannot have been in causal contact at any time in the past . The problem can be explicitly stated as follows. According to the standard model, the proper distance to the horizon of the presently observed universe is of the order of $`H_p^1`$. Since distances scale as $`a(t)`$, at any time in the past, say $`t_s`$, the size of the same part of the universe was $`[a(t_s)/a(t_p)]H_p^1`$. But the distance a light signal can travel by the time $`t_s`$ is equal to the proper distance to the horizon at that time; i.e.,
$$d_{hor}(t_s)=a(t_s)_0^{t_s}\frac{dt}{a(t)}.$$
(2.2)
If the presently observed part of the universe was to be in causal contact at $`t_s`$, a necessary (though not sufficient) condition is
$$d_{hor}(t_s)>\frac{a(t_s)}{a(t_p)}H_p^1.$$
(2.3)
The isotropy of the CMBR, which was traveling unobstructed since the time of decoupling $`(t_{dec})`$, indicates that the presently observed part of the universe was in causal contact at least by that time. Hence, one would expect the above condition to be satisfied for some time $`t_s<t_{dec}`$. In the standard model, $`t_{dec}10^{13}`$ s and the time at which the universe changes from relativistic to nonrelativistic era is $`t_{eq}10^{11}`$ s. Using these and also some typical values $`\mathrm{\Omega }=1`$, $`h=3/4`$ and $`t_p=5\times 10^{17}`$ s, Eqs. (1.61)-(1.63) will help us to evaluate both sides of condition (2.3). It can be seen that the right hand side of this condition is greater than the left by a factor of $`2.5\times 10^7/t_s^{1/2}`$ for $`t_s<t_{eq}`$ and by a factor of $`0.63\times 10^6/[(t_{eq}^{1/2}/40)+3t_s^{1/3}3t_{eq}^{1/3}]`$ for $`t_s>t_{eq}`$, thus violating the condition. For $`t_s=t_{eq}`$, this ratio is approximately equal to $`80`$ and for $`t_s=t_{dec}`$, it is $`10`$. This means that the presently observed part of the universe was not even in causal contact at the time of decoupling. Yet the surface of last scattering of radiation appears very much isotropic. This is the horizon problem.
Further, for the successful prediction of the primordial nucleosynthesis, the universe has to be homogeneous at least as early as $`1`$ s. The condition (2.3) is then violated by a very wide margin.
##### Problem of Small Scale Inhomogeneity
The assumption in the standard model that the universe is homogeneous and isotropic is justifiable at least in the early epochs, before the matter-radiation equality. The remarkably uniform temperature of CMBR on all angular scales upto quadrupole, is ample evidence for this. But recent measurements show anisotropies (of the order of $`10^5`$ or so) in CMBR in a systematic way and these anisotropies directly sample irregularities in the distribution of matter at the time of last scattering. It is believed that once the universe becomes matter dominated, small density inhomogeneities grow via the Jeans instability. Density inhomogeneities are usually expressed in a Fourier expansion
$$\frac{\delta \rho (\stackrel{}{x})}{\rho }=\frac{1}{(2\pi )^3}\delta _k\mathrm{exp}(i\stackrel{}{k}.\stackrel{}{x})d^3k,$$
(2.4)
where $`\rho `$ is the mean density of the universe, $`\stackrel{}{k}`$ is the comoving wave number associated with a given mode and $`\delta _k`$ is its amplitude. So long as a density perturbation is of small magnitude(i.e., $`\delta \rho /\rho 1`$), its physical wave number and wave length scale with $`a(t)`$ as $`k_{phys}=k/a(t)`$, $`\lambda _{phys}=a(t)\times 2\pi /k`$. Once a perturbation becomes nonlinear, it separates from the general expansion and maintains an approximately constant physical size. The inhomogeneity at present is: stars ($`\delta \rho /\rho 10^{30}`$), galaxies ($`\delta \rho /\rho 10^5`$), clusters of galaxies ($`\delta \rho /\rho 1010^3`$), superclusters or clusters of clusters of galaxies ($`\delta \rho /\rho 1`$) and so on. Based upon this fact that nonlinear structures exist today, and the fact that in the linear regime fluctuations grow as $`a(t)`$ in the matter dominated epoch, we can calculate the amplitude of perturbations that existed on these scales at the epoch of decoupling. It should be possible to account for the anisotropies in the CMBR detected by the COBE satellite on this basis. The problem with this scenario of small scale inhomogeneity is that in the standard model, last scattering occurred at a redshift of around 1000 with the Hubble radius at that time subtending an angle of only around $`1^o`$, while CMBR shows anisotropies on all angular scales upto the quadrupole .
This problem is closely related to the horizon problem in that if one imagines causal, microphysical processes acting during the earliest moments of the universe and giving rise to primeval density perturbations, the existence of particle horizons in the standard cosmology precludes production of inhomogeneities on the scales of interest.
##### Problem of the Size of the Universe
If we follow the standard evolution, the size of the comoving volume corresponding to the present Hubble volume at the Planck time $`t_{pl}`$ can be evaluated using (1.61)-(1.63) as $`10^4`$ cm. This is much greater than the Planck length $`l_{pl}=1.616\times 10^{33}`$ cm, the only natural length scale available. This is the problem of the size of the universe .
##### Entropy Problem
Most of the entropy in the universe exists in the form of relativistic matter. The radiation entropy in the present Hubble volume may be evaluated using (1.67) in (1.71) as
$$S_p=\left(\frac{\rho _{m,r}+p_r}{T}\right)_p\frac{4}{3}\pi (H_p^1)^310^{88},$$
(2.5)
with $`g_{tot.}2`$ and $`T_p=2.73`$ K. The entropy at $`t_{pl}`$, again if we follow the standard evolution, will be the same as $`S_p`$. Where do such large numbers come from, is the entropy problem .
##### Monopole Problem
This is another problem closely related to the horizon problem. The Grand Unified Theories (GUTs) predict that as the universe cools down and the temperature reaches a value $`10^{28}`$ K, a spontaneous symmetry breaking occurs and as a result, magnetic monopoles are copiously produced. However, no such monopoles have yet been detected. This is the monopole problem .
The monopoles which are expected to be produced are of mass $`2\times 10^8`$ g. At the end of the GUT epoch $`(t_c)`$, we expect at least one monopole per horizon size sphere to be produced. The horizon radius at $`t_c`$ is given by $`2t_c`$. The radius of the same part of the universe at present is $`d_{hor}(t_c)a(t_p)/a(t_c)`$. Thus the present number density of monopoles will be of order
$$n_{monopole}(t_p)\frac{1}{\frac{4\pi }{3}\left[d_{hor}(t_c)\frac{a(t_p)}{a(t_c)}\right]^3}.$$
(2.6)
With $`T(t_c)10^{28}`$ K and $`d_{hor}(t_c)=2t_c10^{26}`$cm, we can evaluate (with $`aT^1`$ and $`T_p=2.73`$ K),
$$n_{monopole}(t_p)10^6\text{cm}^3.$$
(2.7)
With the monopole mass $`2\times 10^8`$ g, we get
$$\rho _{monopole}(t_p)2\times 10^{14}\text{g cm}^3.$$
(2.8)
This is much greater than the closure density $`10^{29}`$ g cm<sup>-3</sup> of the present universe and if it were true, the universe would have collapsed much earlier. If the horizon problem is solved before $`t_c`$, the same dynamical mechanism would solve the monopole problem too. Further, this problem is not related to cosmology alone; if particle physics turns out to be discarding the hypothesis regarding monopole production, this problem will also disappear.
##### Cosmological Constant Problem
If we assume that the universe contains a cosmological constant $`\rho _\lambda \lambda /8\pi G`$ in addition to matter, then by measuring the values of the Hubble parameter $`H=\dot{a}/a`$ and the deceleration parameter $`q=\ddot{a}/aH^2`$ and using the Einstein equations, one can find the magnitude of $`\rho _\lambda `$. Current estimates of this value is of the order of the critical density $`10^{29}`$ g cm<sup>-3</sup>. If $`\rho _\lambda `$ is viewed as arising from the potential energy of a scalar field employed in field theoretic models, then no known symmetry principle in quantum field theory requires that its value be so small like this when compared to the Planck density $`\rho _{pl}=0.5\times 10^{94}`$ g cm<sup>-3</sup>. That is, the measured value of $`\rho _\lambda `$ is smaller than the expected value $`\rho _{pl}`$ by 122 orders of magnitude. This is the cosmological constant problem .
### 2.2 Attempts to Modify the Standard Model
Let us now extrapolate backward in time the standard evolution for a universe with flat space using $`\mathrm{\Omega }=1`$ , $`h=0.75`$, $`t_p=5\times 10^{17}`$s and accepting the standard model values $`z_{dec}1000`$, $`z_{eq}13500`$ and $`T_{nuc}10^{10}`$ K (the subscripts $`dec`$ and $`nuc`$ refers, respectively, to the decoupling and nucleosynthesis epochs). We also normalise $`a(t)`$ such that $`a(t_p)`$ is equal to unity. Using the relation $`1+z=a(t_p)/a(t)`$, we get
$$a_{dec}10^3.$$
(2.9)
Writing $`a=At^{2/3}`$ in the matter dominated era, we can evaluate $`t_{dec}1.58\times 10^{13}`$ s. Similarly, with $`a=Bt^{1/2}`$ in the relativistic era, we get $`a_{eq}=8.18\times 10^5`$ and $`t_{eq}=3.18\times 10^{11}`$ s. Using $`aT^1`$ where $`T`$ is the radiation temperature, we can evaluate $`a_{nuc}=3\times 10^{10}`$ and $`t_{nuc}=5.2`$ s. If we extrapolate still backward with the same expression $`a=Bt^{1/2}`$ till the Planck era, when the energy density is $`\rho _{pl}=0.5\times 10^{94}`$ g cm<sup>-3</sup>, we get $`a(\rho =\rho _{pl})=2.155\times 10^{32}`$ and $`t(\rho =\rho _{pl})=2.7\times 10^{44}`$ s $`t_{pl}`$. As mentioned in Sec. 2.1, this value of $`a`$ corresponds to $`10^4`$ cm for a region of size $`10^{28}`$ cm at present and is very large when compared to Planck length.
The horizon problem and the problem of generation of density perturbations above the present Hubble radius can be better understood in this context. We have already stated that to account for the remarkable isotropy of CMBR, the condition is (2.3) (with $`a_p=1`$): i.e.,
$$d_{hor}(t_{dec})>a_{dec}H_p^1,$$
(2.10)
where $`d_{hor}(t_{dec})`$ is given by equation (2.3). This statement may be extended to explain the anisotropies which correspond to the aforementioned density perturbations. Let us define
$$d_{comm.}(t_1,t_2)=_{t_1}^{t_2}\frac{dt}{a(t)},$$
(2.11)
which is the communication distance light has traveled between times $`t_1`$ and $`t_2`$, evaluated at present. Then the condition for generation of density perturbations above the Hubble radius can be expressed as
$$d_{comm.}(t_{pl},t_{dec})>H_p^1.$$
(2.12)
This is identical to the condition (2.3), provided we extend the lower limit of integration in (2.2) to $`t_{pl}`$. In the above scenario of standard evolution, the left hand side of Eq. (2.12) may be evaluated as equal to $`1.1\times 10^{27}`$ cm whereas the right hand side is approximately $`1.2\times 10^{28}`$ cm. This is an alternative way of stating the puzzles in the standard model.
Based on the behaviour of the scale factor alone, it was recently argued that some nonstandard evolution is essential for the solution of these problems. The argument is based upon the understanding that the standard model gives a reliable and tested accounting of the evolution of the universe, at least from the time of nucleosynthesis onwards. Hence it was asserted that if we do not want to jeopardise the successes of the standard model, the evolution should be standard, as described above, from $`t1`$ s onwards. Then one has to face the question of how to maximize (2.11), so that (2.12) is satisfied. Those models which do not violate the condition $`\rho +3p0`$ has $`\ddot{a}0`$. In this scenario, (2.11) can be maximized by assuming a coasting evolution $`\ddot{a}=0`$ or $`at`$. More specifically, Liddle assumes
$$a(t)=\frac{a_{nuc}}{t_{nuc}}t,a<a_{nuc}.$$
(2.13)
In this picture, at the epoch when $`\rho =\rho _{pl}`$, we have $`t3.75\times 10^{22}`$ s. Between this epoch and that of nucleosynthesis, the maximum possible communication distance will be $`3.55\times 10^{22}`$ cm, which is only a small fraction of $`d_{comm}(t_{nuc},t_{dec})10^{27}`$ cm. Thus the above problems cannot be solved in this picture. One has to conceive some nonstandard evolution characterised by $`\ddot{a}>0`$ or $`\rho +3p<0`$. But this will necessitate some drastic modification to the standard model in that the existence of some kind of energy density with equation of state $`p=w\rho `$, $`w<0`$ should be accepted, at least in the early epochs. One such case is a universe filled with the potential energy of a scalar field. The resulting evolution, which resembles that of de Sitter cosmologies is called โinflationโ.
### 2.3 Inflation
It is well known how inflation solves the cosmological problems . In all inflationary models, the universe which emerges from the Planck epoch, after a brief period of standard evolution (or sometimes without it) finds itself containing the potential energy of a scalar field, which is generally called the inflaton field. This field is initially displaced from the minimum of its potential and it rolls down slowly to that minimum. All viable inflationary models are of this slow rollover type or can be recast as such. Then the governing equations are (1.53)-(1.55) with $`\dot{\varphi }^2V(\varphi )`$ so that during this phase, the universe expands quasiexponentially as in (1.49) with $`H`$ remaining a constant. That the inclusion of a minimally coupled scalar field will lead to such a dynamics was known much earlier. It was Guth who showed that this phenomenon can possibly lead to the solution of cosmological problems. He showed that this exponential expansion stretches causally connected regions of size $`H^1`$ by an amount $`\mathrm{exp}(H\mathrm{\Delta }t)`$ and consequently regions of size $`H^1l_{pl}`$ reach a size $`H^1\mathrm{exp}H\mathrm{\Delta }t10^4`$ cm by the time inflation ends, provided $`H\mathrm{\Delta }t67`$. This will help the universe to evolve as per the standard model for the rest of the time. This also will resolve the horizon problem. From (2.1), it is seen that during this period when $`\rho _\varphi V(\varphi )`$ constant, for a closed universe, $`\mathrm{\Omega }1`$ decreases as $`a^2`$ and by the end of the inflationary era, $`\mathrm{\Omega }`$ can be arbitrarily close to unity. Similar is the behaviour of an open universe. Thus one need not start with any fine tuned initial conditions at the Planck epoch to get a nearly flat universe at present. This solves the flatness problem.
The inflationary stage gives way to the standard evolution when the scalar field reaches its minimum. During this process, the entropy of the universe increases enormously. This will solve the entropy problem. The monopole problem disappears along with the horizon problem.
The above are features generic to all inflationary models. But for the successful implementation of the mechanism, one has to decide on what type of field to constitute the inflaton field, what the potential of the field is and what initial conditions are to be specified. There are numerous inflationary models which differ in these matters. Guth proposed his model as a possible solution to horizon, flatness and monopole problems in which the grand unified models tend to provide phase transitions that lead to an inflationary scenario of the universe. A grand unified model begins with a simple gauge group G which is a valid symmetry at the highest energies. As the energy is lowered, the theory undergoes a hierarchy of spontaneous symmetry breaking transitions into successive subgroups. At high temperatures, the Higgs fields of any spontaneously broken gauge theory would loose their expectation values, resulting in a high temperature phase in which the full gauge symmetry is restored. The effective potential $`V(\varphi ,T)`$ of the scalar field $`\varphi `$ has a deep local minimum at $`\varphi =0`$, even at a very low temperature $`T`$. As a result, the universe remains in a supercooled vacuum state $`\varphi =0`$, which is a false vacuum, for a long time. The energy-momentum tensor of such a state would be the same as that in equations (1.53)-(1.54) with $`\dot{\varphi }^2V(\varphi )`$ and the universe expands exponentially until the false vacuum decays. This phenomenon is termed a first order phase transition, which occurs at some critical temperature $`T_c`$. As the universe cools through this temperature, one would expect bubbles of the low temperature phase to nucleate and grow and these bubbles contain the field $`\varphi _0`$, which corresponds to the minimum of the effective potential $`V(\varphi )`$. The universe will cool as it expands and it will then supercool in the high temperature phase. When the phase transition finally takes place at this low temperature, the latent heat is released and the universe is reheated to a temperature comparable to $`T_c`$. If the universe supercools to 28 or more orders of magnitude, sufficient entropy will be generated due to bubble wall collisions and thermalisation of energy.
As pointed out by Guth himself, the major problem with this scenario is that if the rate of bubble nucleation is greater than the speed of expansion of the universe, then the phase transition occurs very rapidly and inflation does not take place. On the other hand, if the vacuum decay rate is small, then the bubbles cannot collide and the universe becomes unacceptably inhomogeneous.
In order to improve this scenario, Linde and, Albrecht and Steinhardt independently suggested the โnew inflationary modelโ. The crucial difference between the new and old inflationary models is in the choice of the effective potential $`V(\varphi ,T)`$ and that the latter is a second order spontaneous symmetry breaking phenomenon. The new choice was the Coleman-Weinberg potential which has a bump near $`\varphi =0`$. For the decay from the false vacuum to the true vacuum, the system has to tunnel across the bump and then it slowly rolls down the potential. After reaching the minimum of the potential, it executes damped oscillations, during which energy is thermalised and entropy is increased. In the new inflation, a typical size of the bubble at the moment of its creation is $`10^{20}`$ cm. After the exponential expansion, the bubble will have a size much greater than the observable part of the universe, so that we see no inhomogeneities caused by the wall collisions. The drawback of the new inflationary model is that it requires fine tuned initial values for the field.
Whereas the โoldโ and โnewโ inflationary models are the result of spontaneous symmetry breaking, the chaotic inflation proposed by Linde does not contain any phase transition at all. The scalar field is not part of any unified theory and its only purpose is to implement inflation. The potential in chaotic inflation is assumed to be of the simple form
$$V(\varphi )=\frac{l}{n}\varphi ^n.$$
(2.14)
The minimum of the potential is at $`\varphi =0`$ and so it has nothing to do with spontaneous symmetry breaking. With sufficiently large initial value, the field $`\varphi `$ may roll slowly so that $`a(t)`$ rapidly approaches the asymptotic regime
$$a(t)=a_0\mathrm{exp}\left[\frac{4\pi }{n}\left(\varphi _0^2\varphi ^2(t)\right)\right].$$
(2.15)
Linde envisions that the initial distribution of $`\varphi _0`$ is chaoticโ, with different values in different regions of the universe. In the $`n=4`$ case, to obtain sufficient inflation, say 60 e-folds, $`\varphi _0`$ must be greater than about $`4.4m_{pl}`$ where $`m_{pl}`$ is the Planck energy. The model in its simplicity is not definite enough to discuss reheating.
A major drawback of chaotic inflation is the required smoothness of the initial inflationary patch. For inflation to occur, we see the condition
$$(\varphi )^2\frac{l}{4}\varphi _0^4.$$
(2.16)
If we take the dimension of the region over which $`\varphi `$ varies by the order of unity to be $`L`$, then
$$(\varphi )^2\left(\frac{\varphi _0^2}{L}\right)^2\frac{l}{4}\varphi _0^4$$
(2.17)
which implies $`L(\varphi _0/m_{pl})H^1`$. This means that, for sufficient inflation, $`\varphi `$ must be smooth on a scale much greater than the Hubble radius, a condition which does not sound very chaotic.
In addition to these most widely discussed ones, there are many other models which exhibit inflation, but having a variety of features (and references therein). The โnatural inflationโ model is the one having the potential $`V=V_0\mathrm{cos}^2(\varphi /m)`$. Those models named โpower law inflationโ have either $`at^p`$, $`p>1`$ with potential $`V(\varphi )=V_0\mathrm{exp}(\mu \varphi )`$ or $`a(t_ct)^q`$, $`q>1`$ which obeys the induced gravity action, a variant of GR. Other models which make use of non-Einstein theories of gravity like the latter one are โStarobinski modelโ (higher derivative gravity), โKaluza-Klein inflationโ (higher dimensional Kaluza-Klein theories), โextended inflationโ (Brans-Dicke theory), โpre-big bang inflationโ (superstring theories) etc.. This shows that even after the two decades since the development of the theory of inflation, it still lacks a unique model.
##### Age and Other Problems
The most important prediction of the inflationary models is that the universe is almost spatially flat with the present value of the density parameter $`\mathrm{\Omega }_p`$ very close to unity. This in turn implies that the combination $`H_pt_p2/3`$. A major set back to inflationary models was in fact this prediction. Recent observations put this value to be lying in the range $`0.85<H_pt_p<1.91`$, contrary to the above prediction. This is the so called โage problemโ in the standard flat and inflationary models.
A way out for these models from the age problem is to postulate that there is a nonzero relic cosmological constant in the present universe, whose density parameter $`\mathrm{\Omega }_\lambda `$ is comparable to that of matter. But since a cosmological constant is indistinguishable from the vacuum energy which inflates the universe, the model is bound to explain how the enormous vacuum energy, which was present in the early universe gave way to such a small value at present. This of course will require another extreme fine tuning and is against the spirit of inflationary models, which were originally conceived to get rid of all sorts of fine tuning in the standard model.
This problem is further highlighted in the context of some very recent measurements of the deceleration parameter, which indicates that in the present universe, $`q_p`$ can even be negative. This can be interpreted as occurring due to the presence of a nonzero cosmological constant, whose density is comparable to that of the matter density. Thus, along with the age problem, the cosmological constant problem is aggravated by the inflationary models.
Lastly, the singularity problem is not addressed in the inflationary models. In most models, the inflationary stage is expected to occur at a time many orders of magnitude greater than the Planck time. Thus questions like how the universe came into โexistenceโ etc. are not addressed in the model.
### 2.4 Decaying-$`\lambda `$ Cosmologies
The cosmological constant problem has triggered a lot of work in the literature - aimed at a solution based upon a dynamical $`\lambda `$; i.e., $`\lambda `$ or equivalently $`\rho _\lambda \lambda /8\pi G`$ varying with time. An important motivation for considering a variable $`\rho _\lambda `$ can be explained as follows : If $`\rho _\lambda `$ corresponds to the vacuum energy density, then its value is expected to be of the order of Planck density $`\rho _{pl}=0.5\times 10^{94}`$ g cm<sup>-3</sup> at least in the Planck epoch. But all observations at present indicate a very low value $`10^{29}`$ g cm<sup>-3</sup> for this quantity. An order of magnitude calculation reveals that since the present age of the universe is $`10^{61}`$ times the Planck time, if $`\rho _\lambda `$ decays with time from this initial value, then $`\rho _{\lambda ,p}0.5\times 10^{94}/(10^{61})^210^{29}`$ g cm<sup>-3</sup> as expected; i.e., the cosmological constant obeys an inverse square law in time.
All decaying-$`\lambda `$ models are not precisely of this type. Here we discuss two pioneering decaying-$`\lambda `$ cosmological models which propose phenomenological laws for the time-dependence of $`\rho _\lambda `$. It is of interest to note that while analysing the thermodynamic correctness of some decaying-$`\lambda `$ models using the Landau-Lifshitz theory for non-equilibrium fluctuations, Pavon has found that only these two models successfully pass their test. Special cases of these models are obtainable as the new cosmological model to be discussed in the following chapters of this thesis, which is derived at a more fundamental level.
#### 2.4.1 Ozer and Taha Model
In the first of its kind, Ozer and Taha considered a decaying $`\lambda `$ model in which $`\stackrel{~}{\rho }=\rho _m+\rho _\lambda `$ with $`\rho _m`$ denoting either the relativistic or nonrelativistic matter. The Einstein equation and the conservation equation in this case are
$$\frac{\dot{a}^2}{a^2}+\frac{k}{a^2}=\frac{8\pi G}{3}(\rho _m+\rho _\lambda )$$
(2.18)
and
$$\frac{d}{dt}(\rho _ma^3)+p_m\frac{da^3}{dt}+a^3\frac{d\rho _\lambda }{dt}=0.$$
(2.19)
They noted that, for the solution of the cosmological problems, there should be entropy production and this will require $`d\rho _\lambda /dt<0`$. Also they argued that, since the present matter density in the universe is close to the critical density and since these two are time-dependent terms in the fundamental dynamical equations of GTR, the equality of $`\rho _m`$ and $`\rho _c`$ would bestow some special status to the present epoch $`t=t_p`$. Thus they assume that this equality is a time-independent feature and impose the condition $`\rho _m=\rho _c`$ in the above equations. These conditions immediately yield
$$k=+1$$
(2.20)
and
$$\rho _\lambda =\frac{3}{8\pi G}\frac{1}{a^2}.$$
(2.21)
In the relativistic era in which $`p_{m,r}=\frac{1}{3}\rho _{m,r}`$, they obtain a nonsingular solution
$$a^2=a_0^2+t^2,$$
(2.22)
where $`a_0`$ is the minimum value of the scale factor. The relativistic matter density is
$`\rho _{m,r}=\rho _0\left({\displaystyle \frac{a_0}{a}}\right)^4{\displaystyle \frac{1}{a^4}}{\displaystyle _{a_0}^a}a^4{\displaystyle \frac{d\rho _\lambda }{da^{}}}๐a^{}`$ $`=`$ $`{\displaystyle \frac{3}{8\pi G}}\left({\displaystyle \frac{1}{a^2}}{\displaystyle \frac{a_0^2}{a^4}}\right)`$ (2.23)
$`=`$ $`{\displaystyle \frac{3}{8\pi G}}{\displaystyle \frac{t^2}{(a_0^2+t^2)^2}}.`$
The radiation temperature $`T`$ is assumed to be related to $`\rho _{m,r}`$ by the relation (1.67)
$$\rho _{m,r}=g_{tot}\sigma T^4,$$
(2.24)
from which
$$T=\left(\frac{3}{8\pi Gg_{tot}\sigma }\right)^{1/4}\left[\frac{t^2}{(a_0^2+t^2)^2}\right]^{1/4}.$$
(2.25)
Thus $`T=0`$ at $`t=0`$. The model predicts creation of matter at the expense of vacuum energy. A maximum temperature $`T_{max}`$ is attained at $`t=a_0`$ and is given by
$$T_{max}=\left(\frac{3c^4}{8\pi Gg_{tot}\sigma }\frac{1}{2a_0^2}\right)^{1/4}.$$
(2.26)
It was observed that $`T_{max}`$ should correspond to the only energy scale present in the theory, which is the Planck energy and that this will give $`a_00.03`$ $`l_{pl}`$ (assuming $`g_{tot}100`$ in the early relativistic era). Also for $`ta_0`$, the values of the energy density and temperature attained by radiation at time $`t`$ in the standard model are attained at time $`2t`$ in their model. Thus it is anticipated that the model has the same thermal history as the standard model. However, there is difference in the behaviour of the scale factor and also there is entropy production, which will help to solve the main cosmological problems. In particular, they have shown that causality will be established within a time $`t_{caus}2.3a_0`$, soon after the Planck epoch. It was also shown that the present monopole density in their model is much smaller than the critical density, which solves the monopole problem.
Though solutions are obtained for the pure radiation era with the above assumptions, they had to impose extra assumptions to determine the model when nonrelativistic matter is present. It was assumed that the early pure radiation era soon gave way to a period of matter generation, where $`a_1aa_2`$. After that epoch, i.e., when $`aa_2`$, $`\rho =\rho _{m,r}+\rho _{m,nr}`$ and Eq. (2.19) can be written as
$$d(\rho _ma^3)+d(\rho _{m,r}a^3)+p_{m,r}da^3=a^3d\rho _\lambda .$$
(2.27)
In this era, it is assumed that
$$\frac{d}{dt}(\rho _{m,nr}a_0^3\frac{d}{dt}(\rho _{m,r}a^3).$$
(2.28)
so that one obtains the solution
$$\rho _{m,r}=\frac{3}{8\pi G}\left(\frac{1}{a^2}+\omega \frac{a_p^2}{a^4}\right),$$
(2.29)
where $`\omega `$ is a dimensionless constant and $`a_p`$ is the present value of the scale factor. Here, $`\rho _{m,nr}a^3`$, the total rest mass energy remains a constant. The regions $`a_0<a<a_1`$ where $`p_{m,r}=(1/3)\rho _{m,r}`$ is separated from the regions $`aa_2`$ by the epoch of matter creation, which may be considered as a region of phase transition. The time corresponding to $`a_1`$ is expected to be $`t_110^{34}`$ s; i.e., the GUT era. The reversal of sign of $`\ddot{a}`$ occurs during this time.
Throughout the evolution, the expression for $`p_\lambda `$ is the same. Some predictions of the model are independent of the dimensionless parameter $`\omega `$. These include $`a_p1.578\times 10^{30}`$ cm, $`\rho _\lambda 8.26\times 10^{30}`$ g cm<sup>-3</sup>, $`t_p(2/3)H_p^1`$ and $`q_p1/2`$. Thus the values of $`t_p`$ and $`q_p`$ are nearly the same as those of the standard flat model.
It was observed by the authors themselves that the imposition of the condition $`\rho _m=\rho _c`$ is unphysical and that it may be worthwhile to seek a dynamic principle that determines the form of $`\rho _\lambda `$, this being the most fundamental assumption made in the model.
#### 2.4.2 Chen and Wu Model
Chen and Wu , while introducing their widely discussed decaying-$`\lambda `$ cosmological model, have made an interesting argument in favour of an $`a^2`$ variation of the effective cosmological constant on the basis of some dimensional considerations in line with quantum cosmology. Their reasoning runs as follows: Since there is no other fundamental energy scale available, one can always write $`\rho _\lambda `$, the energy density corresponding to the effective cosmological constant as the Planck density ($`\rho _{pl}=c^5/\mathrm{}G^2=5.158\times 10^{93}`$ g cm<sup>-3</sup> ) times a dimensionless product of quantities. Assuming that $`\rho _\lambda `$ varies as a power of the scale factor $`a`$, the natural ansatz is
$$\rho _\lambda \frac{c^5}{\mathrm{}G^2}\left(\frac{l_{pl}}{a}\right)^n$$
(2.30)
One can now show that $`n=2`$ is a preferred choice. It is easy to verify that $`n<2`$ (or $`n>2`$) will lead to a negative (positive) power of $`\mathrm{}`$ appearing explicitly in the right hand side of the above equation. Such an $`\mathrm{}`$-dependent $`\rho _\lambda `$ would be quite unnatural in the classical Einstein equation for cosmology much later than the Planck time. But it may be noted that $`n=2`$ is just right to survive the semiclassical limit $`\mathrm{}0`$. This choice is further substantiated by noting that $`n1`$ or $`n3`$ would lead to a value of $`\rho _\lambda `$ which violates the observational bounds. Thus Chen and Wu make the ansatz
$$\rho _\lambda =\frac{\gamma }{8\pi Ga^2},$$
(2.31)
where $`\gamma `$ is a phenomenological constant parameter. Assuming that only the total energy-momentum is conserved, they obtain, for the relativistic era,
$$\rho _{m,r}=\frac{A_1}{a^4}+\frac{\gamma }{8\pi Ga^2}$$
(2.32)
and for the nonrelativistic era,
$$\rho _{m,nr}=\frac{A_2}{a^3}+\frac{2\gamma }{8\pi Ga^2}$$
(2.33)
where $`A_1`$ and $`A_2`$ are to be positive. The Chen-Wu model thus differs from the standard model in that it has a decaying cosmological constant and that the matter density has conserving and nonconserving parts \[given by the first and second terms respectively in equations (2.32) and (2.33)\]. By choosing $`\gamma `$ appropriately, they hope to arrange $`\rho _\lambda `$ and the nonconserving parts in $`\rho _{m,r}`$ and $`\rho _{m,nr}`$ to be insignificant in the early universe, so that the standard model results like nucleosynthesis are undisturbed. But for the late universe, it can have many positive features like providing the missing energy density in the flat and inflationary models, etc.. The model predicts creation of matter, but the authors argue that the creation rate is small enough to be inaccessible to observations.
Conversely to the requirement that the nonconserving parts of matter density should be negligible in the early universe for standard model results to remain undisturbed, one can deduce that in this model, the standard model results are applicable to only the conserving part of matter density. The nonconserving part is, in fact, created in the late universe. Thus for the standard model results to be applicable to the present universe, the conserving part of the matter density should be substantial. This in turn will create some problem with observations. For example, let us assume that at present, the conserved part of the nonrelativistic matter density is equal to the nonconserved part. Since the vacuum density is only one-half the nonconserved part \[see equations (2.31) and (2.33)\], for a $`k=0`$ universe, the deceleration parameter at present will be $`q_0=(\mathrm{\Omega }_m/2)\mathrm{\Omega }_\mathrm{\Lambda }=0.2`$. This is not compatible with the observations mentioned earlier .
To avoid the problems in the early universe, they have to assume the occurrence of inflation, which in turn is driven by the vacuum energy. But they apply their ansatz to the late-time vacuum energy density (which corresponds to the cosmological constant) and not to that during inflation. But the stress energy associated with the vacuum energy is identical to that of a cosmological constant and it is not clear how they distinguish them while applying their ansatz.
## Chapter 3 The New Model
There are a number of instances of the use of complex numbers or complex analytic functions in GTR . Many of these applications have a common element, namely the analytic continuation of a real analytic manifold (the spacetime) into the complex, producing a complex spacetime. One such complex coordinate transformation is the Wick rotation of the time-coordinate $`t`$ in Minkowski metric to obtain a Euclidean metric. Similarly the transformation of one solution of Einstein equation into another by means of a complex switch of coordinates is well known. For example, open and closed Friedmann models, de Sitter and anti de Sitter spacetimes, Kerr and Schwarschild metrics etc. are related by complex substitutions . The use of complex variables extends to more sophisticated ones like spin-coefficient formalism, Ashtekar formalism, Twistor theory etc. We present our model based upon the signature change of the metric from Lorentzian (+ - - -) to Euclidean (++++). A signature change in the early universe is a widely discuused idea in current literature. After briefly reviewing the same, we present our model, which has a direct bearing on many cosmological observations, a feature unparalleled in most other applications mentioned above. We discuss the physical model including its predictions and then show how the model is devoid of cosmological problems.
### 3.1 Signature Change
The Hartle-Hawking โno boundaryโ condition in quantum cosmology allows a change of signature in the Planck epoch, resulting in the origin of the universe in a regime where there is no time. (The spacetime metric is Euclidean, so that spacetime is purely spatial). Ellis et al. investigated such a possibility in the classical solution of the Einstein field equations. They argue that the usual solutions of this equation with Lorentzian metric are not because it is demanded by the field equations, but rather because it is a condition we impose on the metric before we start looking for solutions. They obtain a classical signature change by replacing the squared lapse function $`N^2(t)`$ appearing in the metric in the ADM 3+1 split of RW spacetime (See Secs. 1.1, 1.2) with $`\nu `$ and allowing it to be negative. During signature change, $`\nu `$ passes through the value zero (which is a form of singularity) and hence a crucial point is the matching conditions at the surface of change. Ellis et al. have claimed to obtain RW solutions of the classical Einstein equations where $`\nu `$ changes sign at some time $`t_0`$, with the condition that the matter density and pressure are finite and the 3-space metric $`h_{\mu \nu }`$ is regular, as the change of sign takes place. This condition is equivalent to requiring that the extrinsic curvature $`K_{\mu \nu }`$ is continuous at the surface of change. In another approach, Hayward obtained signature changing solutions by requiring that at the surface of change, $`K_{\mu \nu }`$ should vanish. The issue of these โjunction conditionsโ is a matter of hot debate in the current literature.
Another development in connection with the signature of the metric was that made by Greensite , who proposed a dynamical origin for the Lorentzian signature. The idea is to generalize the concept of Wick rotation in path integral quantisation. Rather than viewing Wick rotation as a mathematical technique for the convergence of the path integral, the Wick angle $`\theta `$ is treated as dynamical degree of freedom. He claims to have obtained a relation between the dimension and signature of spacetime, which favour a Lorentzian signature for a 4-dimensional spacetime and explain the presence of the factor $`i`$ in the path integral amplitude. As a more general approach to signature change, Hayward extended the idea of Greensite and allowed the lapse function to be complex. This is claimed to yield a complex action that generates both the usual Lorentzian theory and its Riemannian analogue and allows a change of signature between the two.
### 3.2 Derivation of the New model
We obtain a signature changing RW solution by a different route than those mentioned above . If we make a substitution $`a(t)\widehat{a}(t)=a(t)e^{i\beta }`$ in Eq. (1.33), then the spacetime has Lorentzian signature (+ - - -) when $`\beta =\pm n\pi `$, $`(n=0,1,2,..)`$, and has Riemannian signature (++++) when $`\beta =\pm (2n+1)\pi /2`$, $`(n=0,1,2,..)`$. Let the solution $`a(t)`$ be in the form $`a_oe^{\alpha (t)}`$ . Then the above expression becomes $`\widehat{a}(t)=a_oe^{\alpha (t)+i\beta }`$. We note that interesting physics appears if the time-dependence of the scale factor is shared also by $`\beta `$; i.e., $`\beta =\beta (t)`$, an assumption consistent with the homogeneity and isotropy conditions. Then the signature of the metric changes when $`\beta `$ varies from $`0\pi /2`$ etc. Our ansatz is to replace $`a(t)`$ in metric (1.33) with
$$\widehat{a}(t)=a(t)e^{i\beta (t)}=a_oe^{\alpha (t)+i\beta (t)}x(t)+iy(t).$$
(3.1)
We further assume that this model of the universe with a complex scale factor is closed (i.e.,$`k=+1`$) and has a zero energy-momentum tensor (i.e., $`I_M=0`$). Thus we start with a system obeying an action principle, where the action is given by
$$I=\frac{1}{16\pi G}(g)^{1/2}Rd^4x.$$
(3.2)
Here
$$R=\frac{6}{N^2}\left(\frac{\dot{\widehat{a}}}{\widehat{a}}\right)^2\frac{6}{\widehat{a}^2},$$
(3.3)
an expression similar to (1.56). Using this and integrating the space part, we get Eq. (3.2) as
$$I=\frac{3\pi }{4G}N\widehat{a}^3\left[\frac{1}{N^2}\left(\frac{\dot{\widehat{a}}}{\widehat{a}}\right)^2\frac{1}{\widehat{a}^2}\right]๐t$$
(3.4)
Minimising this action with respect to variations of $`N`$ and $`\widehat{a}`$ and fixing the gauge $`N=1`$, we get the constraint and the field equations
$$\left(\frac{\dot{\widehat{a}}}{\widehat{a}}\right)^2+\frac{1}{\widehat{a}^2}=0$$
(3.5)
and
$$2\frac{\ddot{\widehat{a}}}{\widehat{a}}+\left(\frac{\dot{\widehat{a}}}{\widehat{a}}\right)^2+\frac{1}{\widehat{a}^2}=0.$$
(3.6)
respectively. With $`\widehat{a}(t)x(t)+iy(t)`$ and $`x_0`$, $`y_0`$ constants, these equations may be solved to get
$$\widehat{a}(t)=x_0+i(y_0\pm t).$$
(3.7)
We can choose the origin $`t=0`$ such that $`\widehat{a}(0)=x_0`$. Relabelling $`x_0a_0`$, we get,
$$\widehat{a}(t)=a_0\pm it.$$
(3.8)
This equation gives the contour of evolution of $`\widehat{a}(t)`$ which is a straight line parallel to the imaginary axis. At $`t=0`$, this leaves the signature of spacetime Lorentzian but as $`t\mathrm{}`$ it becomes almost Riemannian. This need not create any conceptual problem since here we are considering only an unperceived universe with zero energy-momentum tensor whose existence is our ansatz. (Simple physical intuition would give a signature โRiemannian at early times and Lorentzian at lateโ if it was for the physical universe we live in with matter contained in it. But in the above, we have a signature change in the opposite manner for the unphysical universe devoid of matter and this need not contradict our physical intuition). The connection with a closed real or physical universe is obtained by noting from the above that
$$a^2(t)=\widehat{a}(t)^2=a_0^2+t^2.$$
(3.9)
This is the same equation (2.22) which governs the evolution of scale factor in the relativistic era of the Ozer-Taha model . But in that model, $`a_0`$ is undetermined; as mentioned in Sec. 2.4, it is only speculated to be of the order of Planck length. In our case, a quantum cosmological treatment to follow in Sec. 4.5 reveals that $`a_0=\sqrt{2G/3\pi }l_{pl}`$.
### 3.3 The Real Universe
Separating the real and imaginary parts of (3.5) and (3.6) and combining them, one easily obtains the following relations:
$$\frac{\dot{a}^2}{a^2}+\frac{1}{a^2}=\dot{\beta }^2+\frac{2}{a^2}\mathrm{sin}^2\beta ,$$
(3.10)
$$2\frac{\ddot{a}}{a}+\frac{\dot{a}^2}{a^2}+\frac{1}{a^2}=3\left(\dot{\beta }^2+\frac{2}{3a^2}\mathrm{sin}^2\beta \right),$$
(3.11)
$$\ddot{\beta }+2\dot{\beta }\frac{\dot{a}}{a}=0,$$
(3.12)
and
$$2\dot{\beta }\frac{\dot{a}}{a}=\frac{1}{a^2}\mathrm{sin}2\beta .$$
(3.13)
Also from (3.1) and (3.8), we get
$$\beta (t)=\mathrm{tan}^1(\frac{\pm t}{a_0})$$
(3.14)
and
$$\dot{\beta }(t)=\frac{\pm a_0}{a^2(t)}=\frac{\pm \mathrm{cos}^2\beta }{a_0}.$$
(3.15)
With the help of the last two equations we observe that the real parts of (3.5) and (3.6) can be rewritten in terms of $`a=a(t)=\widehat{a}(t)`$ as
$$\frac{\dot{a}^2}{a^2}+\frac{1}{a^2}=\frac{2}{a^2}\frac{a_0^2}{a^4}$$
(3.16)
$$2\frac{\ddot{a}}{a}+\frac{\dot{a}^2}{a^2}+\frac{1}{a^2}=\frac{2}{a^2}+\frac{a_0^2}{a^4},$$
(3.17)
whose solution is the same as that obtained in (3.9). We see that the real quantity $`a(t)`$ may be considered as the scale factor of a nonempty RW universe. Eqs. (3.16) and (3.17) are appropriate for a closed RW model with real scale factor $`a`$ and with total energy density and total pressure given by \[See Eqs. (1.34) and (1.35)\],
$$\stackrel{~}{\rho }=\frac{3}{8\pi G}\left(\frac{2}{a^2}\frac{a_0^2}{a^4}\right),$$
(3.18)
$$\stackrel{~}{p}=\frac{1}{8\pi G}\left(\frac{2}{a^2}+\frac{a_0^2}{a^4}\right)$$
(3.19)
respectively, whose breakup can be performed in many ways.
##### Matter and Vacuum
First let us assume, as done in , that
$$\stackrel{~}{\rho }=\rho _m+\rho _\lambda ,$$
(3.20)
$$\stackrel{~}{p}=p_m+p_\lambda .$$
(3.21)
We write the equations of state in the form
$$p_m=w\rho _m$$
(3.22)
and
$$p_\lambda =\rho _\lambda .$$
(3.23)
Solving (3.18) and (3.19) using (3.20)-(3.23), one gets
$$\rho _m=\frac{4}{8\pi G(1+w)}\left(\frac{1}{a^2}\frac{a_o^2}{a^4}\right),$$
(3.24)
$$\rho _\lambda =\frac{1}{8\pi G(1+w)}\left[\frac{2(1+3w)}{a^2}+\frac{a_0^2(13w)}{a^4}\right].$$
(3.25)
For a relativistic matter dominated universe, the matter density and the vacuum density are
$$\rho _{m,r}=\frac{3}{8\pi G}\left(\frac{1}{a^2}\frac{a_0^2}{a^4}\right),$$
(3.26)
$$\rho _{\lambda ,r}=\frac{3}{8\pi G}\frac{1}{a^2}.$$
(3.27)
From (3.17), the critical density of the real universe is
$$\rho _c\frac{3}{8\pi G}H^2=\frac{3}{8\pi G}\left(\frac{1}{a^2}\frac{a_o^2}{a^4}\right),$$
(3.28)
where $`H`$ , the value of the Hubble parameter is assumed to coincide with that predicted by the model. (We can see that this is indeed the case in the present epoch by evaluating the combination $`H_pt_p\left[\frac{\dot{a}}{a}\right]_pt_p`$ for $`a_pa_0`$, which is found to be nearly equal to unity.) Then the ratios of density to critical density for matter and vacuum energy in the relativistic era are
$$\mathrm{\Omega }_{m,r}\frac{\rho _{m,r}}{\rho _c}=1,$$
(3.29)
$$\mathrm{\Omega }_{\lambda ,r}\frac{\rho _{\lambda ,r}}{\rho _C}1\text{for}a(t)a_0.$$
(3.30)
For a universe dominated by nonrelativistic matter, the condition $`w=0`$ may be used in (3.24) and (3.25). In this case,
$$\mathrm{\Omega }_{m,nr}=4/3,$$
(3.31)
$$\mathrm{\Omega }_{\lambda ,nr}2/3\text{for }a(t)a_0$$
(3.32)
It may be noted that (3.26) and (3.27) are the same expressions as those obtained in and (3.29) is their ansatz. But the last two results for the nonrelativistic era are outside the scope of that model.
##### Matter, Vacuum and Negative Energy
In the above, we have assumed $`\stackrel{~}{\rho }=\rho _m+\rho _\lambda `$ following the example in . But this splitup is in no way unique. Equation (3.24) gives $`\rho _m=0`$ at $`t`$ = 0. In order to avoid this less probable result, we assume that the term $`(3/8\pi G)(a_0^2/a^4)`$ in $`\stackrel{~}{\rho }`$ is an energy density appropriate for negative energy relativistic particles. The pressure $`p\mathrm{\_}`$ corresponding to this negative energy density $`\rho \mathrm{\_}`$ is also negative. Negative energy densities in the universe were postulated earlier . Such an assumption has the further advantage of making the expressions for $`\rho _m`$ and $`\rho _\lambda `$ far more simple and of conforming to the Chen and Wu prescription of a pure $`a^2`$ variation of vacuum density (though the Chen-Wu arguments, with $`a_0`$ identified as the Planck length, are not against the form (3.25) for $`\rho _\lambda `$ since the term which contains $`a_0^2/a^4`$ becomes negligibly small when compared to the $`a^2`$ contribution within a few Planck times). Thus we use a modified ansatz in this regard \[instead of (3.20)- (3.23)\],
$$\stackrel{~}{\rho }=\rho _m+\rho _\lambda +\rho \mathrm{\_},$$
(3.33)
$$\stackrel{~}{p}=p_m+p_\lambda +p\mathrm{\_},$$
(3.34)
$$p_m=w\rho _m,$$
(3.35)
$$p_\lambda =\rho _\lambda ,$$
(3.36)
$$p\mathrm{\_}=\frac{1}{3}\rho \mathrm{\_},$$
(3.37)
and
$$\rho \mathrm{\_}=\frac{3}{8\pi G}\frac{a_o^2}{a^4}$$
(3.38)
and solving (3.18) and (3.19) with these choices, the results are,
$$\rho _m=\frac{4}{8\pi G(1+w)}\frac{1}{a^2},$$
(3.39)
$$\rho _\lambda =\frac{2(1+3w)}{8\pi G(1+w)}\frac{1}{a^2}$$
(3.40)
so that
$$\mathrm{\Omega }_{m,r}1\mathrm{\Omega }_{\lambda ,r}1,$$
$$\mathrm{\Omega }_{m,nr}4/3\mathrm{\Omega }_{\lambda ,nr}2/3$$
(3.41)
$$\mathrm{\Omega }\mathrm{\_}\frac{\rho \mathrm{\_}}{\rho _C}1$$
for $`a(t)a_0`$. The predictions for $`\mathrm{\Omega }_m`$ are marginal, though not ruled out by observations.
##### Matter, Vacuum Energy, Negative Energy and K-matter
Many authors seriously consider the existence of a new form of matter in the universe (called K-matter \- perhaps a stable texture ) with the equation of state $`p_K=\frac{1}{3}\rho _K`$ and which decreases as $`a^2`$. This leads to the idea of a low density closed universe . If we accept this as probable, the prediction for $`\mathrm{\Omega }_m`$ will be well within the observed range of values. In this case we include a term $`\frac{3}{8\pi G}\frac{K}{a^2}`$ to the right hand side of (3.33) so that
$$\rho _m=\frac{2}{8\pi G}\frac{1}{(1+w)}\frac{(2K)}{a^2}$$
(3.42)
and
$$\rho _\lambda =\frac{1}{8\pi G}\frac{(1+3w)}{(1+w)}\frac{(2K)}{a^2}$$
(3.43)
For a typical value $`K=1`$ , the predictions for $`aa_0`$ are
$$\mathrm{\Omega }_{m,r}1/2,\mathrm{\Omega }_{\lambda ,r}1/2,$$
$$\mathrm{\Omega }_{m,nr}2/3,\mathrm{\Omega }_{\lambda .nr}1/3,$$
(3.44)
$$\mathrm{\Omega }\mathrm{\_}1,\mathrm{\Omega }_K1$$
The model makes clear cut predictions regarding the total energy density $`\stackrel{~}{\rho }`$ and total pressure $`\stackrel{~}{p}`$ as given by (3.18) and (3.19) but the decomposition of these do not follow from any fundamental principles, except for those heuristic reasons we put forward. It is easy to see that the conservation law for total energy
$$\frac{d(a^3\stackrel{~}{\rho })}{dt}=\stackrel{~}{p}\frac{da^3}{dt}$$
(3.45)
is obeyed, irrespective of the ansatze regarding the detailed structure of $`\stackrel{~}{\rho }`$.
### 3.4 Thermal Evolution and Solution of Cosmological Problems
One can see that the solution of cosmological problems mentioned in Sec. 2.1 does not significantly depend on the split up of $`\stackrel{~}{\rho }`$. Note that in all the above cases, $`\mathrm{\Omega }_m`$ is time-independent when $`aa_0`$. Not only $`\mathrm{\Omega }_m`$, but also all the density parameters including the total density parameter (which may be defined as $`\stackrel{~}{\mathrm{\Omega }}\stackrel{~}{\rho }/\rho _c`$) are constants in time. This is not difficult to understand: for $`aa_0`$, $`\stackrel{~}{\rho }`$ and all other densities vary as $`a^2`$. This, when put in (2.1) tells us that $`\stackrel{~}{\mathrm{\Omega }}`$ and all other density parameters are time-independent for large $`t`$. Thus there is no flatness problem in this model.
Another notable feature is that in all the above cases, we have $`\rho _m/\rho _\lambda =2`$ in the nonrelativistic era. Thus the model predicts that the energy density corresponding to the cosmological constant is comparable with matter density and this solves the cosmological constant problem too. It can also be seen that according to the model, the observed universe characterised by the present Hubble radius has a size equal to the Planck length at the Planck epoch and this indicates that the problem with the size of the universe does not appear here.
Next let us consider the horizon problem. A necessary condition for the solution of this problem before some time $`t_s`$ is given by Eq. (2.3). Using our expression (3.9) for the scale factor with $`a_0l_{pl}`$, we see that the horizon problem is solved immediately after the Planck epoch, even if we extend the lower limit of integration in (2.2) to $`t_{pl}`$. For the investigation of other problems, we have to study the thermal evolution of the universe as envisaged in the model.
The relativistic matter density in the present model \[using (3.39) or more generally (3.42)\] can be written as
$$\rho _{m,r}=\frac{3}{8\pi G}\frac{\kappa }{a^2}=\frac{3}{8\pi G}\frac{\kappa }{a_0^2+t^2},$$
(3.46)
where $`\kappa =1\frac{K}{2}`$ is a constant of the order of unity. Using (1.67) we find the corresponding temperature as
$$T=\left(\frac{3}{8\pi G}\frac{\kappa }{g_{tot}\sigma }\right)^{1/4}\left(\frac{1}{a_0^2+t^2}\right)^{1/4},$$
(3.47)
which is a maximum at $`t=0`$. (In natural units $`\sigma =\pi ^2/30`$.) If $`a_0=\sqrt{2G/3\pi }`$ as mentioned in Sec. 3.2, then $`T(0)0.36\times \kappa ^{1/4}G^{1/2}`$, which is comparable with the Planck energy and as $`t\mathrm{}`$, T decreases monotonically.
The above expressions (3.46) and (3.47) may be compared with the corresponding expressions in the standard model:
$$\rho _{s.m.}=\frac{3}{8\pi G}\frac{1}{(2t)^2},$$
(3.48)
$$T_{s.m.}=[\frac{3}{8\pi G}\frac{1}{g_{tot}\sigma }.]^{1/4}\frac{1}{(2t)^{1/2}}$$
(3.49)
Assuming that $`\kappa ^{1/4}`$ is close to unity, it can be inferred that the values of $`\rho _{m,r}`$ and $`T`$ attained at time $`t`$ in the standard model are attained at time $`\sqrt{2}t`$ in the present model. Thus the thermal history in the present model is expected to be essentially the same as that in the standard model. But the time-dependence of the scale factor is different in our model; we have a nearly coasting evolution and this helps us to solve the cosmological problems.
It can now be shown that density perturbations on scales well above the present Hubble radius can be generated in this model by evaluating the communication distance light can travel between the Planck time $`t_{pl}`$ and $`t_{dec}`$, the time of decoupling :
$$d_{comm}(t_{pl},t_{dec})=a_p_{t_{pl}}^{t_{dec}}\frac{dt}{a(t)}=0.62\times 10^6\text{Mpc}$$
(3.50)
where we have used $`t_{dec}10^{13}s`$, the same as that in the standard model, an assumption which is justifiable on the basis of our reasoning made before regarding thermal history. Thus the evolution in our case has the communication distance between $`t_{pl}`$ and $`t_{dec}`$ much larger than the present Hubble radius and hence it can generate density perturbations on scales of that order. \[See Eq. (2.12).\] It is interestng to note that Liddle has precluded coasting evolution as a viable means to produce such perturbations and argued that only inflation ($`\ddot{a}>0`$) can perform this task, thus "closing the loopholes" in the arguments of Hu et al. . But it is worthwhile to point out that his observations are true only in a model which coasts from $`t_{pl}`$ to $`t_{nuc}`$ and thereafter evolves according to the standard model (See Sec. 2.2). In our case, the evolution is coasting throughout the history of the universe (except during the Planck epoch) and hence his objection is not valid.
A bonus point of the present approach, when compared to standard and inflationary models may now be noted. In these models, the communication distance between $`t_{nuc}`$ and $`t_{dec}`$, or for that matter the communication distance from any time after the production of particles (assuming this to occur at the end of inflation) to the time $`t_{dec}`$ will be only around $`200h^1`$ Mpc . Thus density perturbations on scales above the Hubble radius cannot be generated in these models in the period when matter is present. This is because inflation cannot enhance the communication distance after it. The only means to generate the observed density perturbations is then to resort to quantum fluctuations of the inflaton field. The present model is in a more advantageous position than the inflationary models in this regard since the communication distance between $`t_{nuc}`$ and $`t_{dec}`$ in this case is
$$d_{comm}(t_{nuc},t_{dec})=a_p_{t_{nuc}}^{t_{dec}}\frac{dt}{a(t)}=4.35\times 10^{29}\text{cm}=1.45\times 10^5\text{Mpc}$$
(3.51)
which is again much greater than the present Hubble radius. So we can consider the generation of the observed density perturbations as a late-time classical behaviour too.
It can be seen that entropy is produced at the rate
$$\frac{dS}{dt}=4\pi ^2\frac{3\kappa }{8\pi G}\left[\frac{8\pi G}{3}\frac{g_{tot}\sigma }{\kappa }\right]^{1/4}\frac{t}{(a_0^2+t^2)^{1/4}}$$
(3.52)
which enables the solution of cosmological problems.
Lastly, the present monopole density predicted in this case can be seen to be \[See Eq. (2.6)\]
$$n_{monopole}(t_P)\frac{3}{4\pi }a^3(t_p)\frac{3}{4\pi }\times 10^{84}\text{cm}^3$$
(3.53)
so that
$$\rho _{monopole}\frac{3}{2\pi }\times 10^{92}\text{g cm}^3$$
(3.54)
This is very close to that estimated in , and is negligibly smaller than the critical density. Thus the monopole problem is solved also in this case.
Irrespective of the case we are considering, the model is nonsingular and there is no singularity problem. The solution of the age problem is also generic to the model. It may be noted that the model correctly predicts the value of the combination $`H_pt_p1`$. This places the present theory in a more advantageous position than the standard flat and the inflationary models with a zero cosmological constant, where this value is predicted to be equal to 2/3, which is not in the range of recently observed values.
Another interesting feature is that since the expansion process is reversible and the basic equations are time reversal invariant, we can extrapolate to $`t<0`$. This yields an earlier contracting phase for the universe. Such a phase was proposed by Lifshitz and Khalatnikov . If there was such an initial phase, causality could have established itself much earlier than the time predicted in .
The model predicts creation of matter at present with a rate of creation per unit volume given by
$$\frac{1}{a^3}\frac{d(a^3\rho _m)}{dt}_p=\rho _{m,p}H_p,$$
(3.55)
where $`\rho _{m,p}`$ is the present matter density. In arriving at this result, we have made use of the assumption of a nonrelativistic matter dominated universe. Note that the creation rate is only one third of that in the steady-state cosmology . Since the possibility of creation of matter or radiation at the required rate cannot be ruled out at the present level of observation , this does not pose any serious objection.
### 3.5 Alternative Approach
We present an alternative model to the above without resorting to any complex metric, while preserving all the positive features of the physical universe envisaged in it, except the avoidance of singularity. We do this by modifying the Chen-Wu argument (See Sec. 2.4) to include the conserved total energy density $`\stackrel{~}{\rho }`$ of the universe in place of the vacuum density and this again brings in some fundamental issues which need serious consideration. If the Chen-Wu ansatz is true for $`\rho _\lambda `$, then it should be true for $`\stackrel{~}{\rho }`$ too. In fact, this ansatz is better suited for $`\stackrel{~}{\rho }`$ rather than $`\rho _\lambda `$ since the Planck era is characterised by the Planck density for the universe, above which quantum gravity effects become important. Hence one can generalise (2.30) to write
$$\stackrel{~}{\rho }=A\frac{c^5}{\mathrm{}G^2}\left(\frac{l_{pl}}{a}\right)^n$$
(3.56)
where $`A`$ is a dimensionless proportionality constant. When $`\stackrel{~}{\rho }`$ is the sum of various components and each component is assumed to vary as a power of the scale factor $`a`$, then the Chen-Wu argument can be applied to conclude that $`n=2`$ is a preferred choice for each component. Violating this will force the inclusion of $`\mathrm{}`$ -dependent terms in $`\stackrel{~}{\rho }`$, which would look unnatural in a classical theory. Not only for the Chen and Wu model, in all of Friedmann cosmologies, this argument may be used to forbid the inclusion of substantial energy densities which do not vary as $`a^2`$ in the classical epoch.
At first sight, this may appear as a grave negative result. But encouraged by our results in the previous sections, we proceed to the next logical step of investigating the implications of an $`a^2`$ variation of $`\stackrel{~}{\rho }`$. If the total pressure in the universe is denoted as $`\stackrel{~}{p}`$, the above result that the conserved quantity $`\stackrel{~}{\rho }`$ in the Friedmann model varies as $`a^2`$ implies $`\stackrel{~}{\rho }+3\stackrel{~}{p}=0`$. This will lead to a coasting cosmology. Components with such an equation of state are known to be strings or textures . Though such models are considered in the literature, it would be unrealistic to consider our present universe as string dominated. A crucial observation which makes our model with $`\stackrel{~}{\rho }`$ varying as $`a^2`$ realistic is that this variation leads to string domination only if we assume $`\stackrel{~}{\rho }`$ to be unicomponent. Instead, if we assume that $`\stackrel{~}{\rho }`$ consists of parts corresponding to relativistic/ nonrelativistic matter and a time-varying cosmological constant, i.e., if we assume
$$\stackrel{~}{\rho }=\rho _m+\rho _\lambda ,\stackrel{~}{p}=p_m+p_\lambda ,$$
(3.57)
then the condition $`\stackrel{~}{\rho }+3\stackrel{~}{p}=0`$ will give
$$\frac{\rho _m}{\rho _\lambda }=\frac{2}{1+3w}$$
(3.58)
In other words, the modified Chen-Wu ansatz leads to the conclusion that if the universe contains matter and vacuum energies, then vacuum energy density should be comparable to matter density. This, of course, will again lead to a coasting cosmology, but a realistic one when compared to a string dominated universe.
$`\rho _m`$ or $`\rho _\lambda `$, which varies as $`a^2`$, may sometimes be mistaken for strings but it should be noted that the equations of state we assumed for these quantities are different from that for strings and are what they ought to be to correspond to matter density and vacuum energy density respectively. It is true that components with equations of state $`p=w\rho `$ should obey $`\rho a^{3(1+w)}`$, but this is valid when those components are separately conserved. In our case, we have only assumed that the total energy density is conserved and not the parts corresponding to $`\rho _m`$ and $`\rho _\lambda `$ separately. Hence there can be creation of matter from vacuum, but again the present creation rate is too small to make any observational consequences.
The solution to the Einstein equations in a Friedmann model with $`\stackrel{~}{\rho }+3\stackrel{~}{p}=0`$, for all the three cases $`k=0,\pm 1`$, is the coasting evolution
$$a(t)=\pm mt$$
(3.59)
where $`m`$ is some proportionality constant. The total energy density is then
$$\stackrel{~}{\rho }=\frac{3}{8\pi G}\frac{(m^2+k)}{a^2}.$$
(3.60)
Comparing this with (3.56) (with n=2), we get $`m^2+k=8\pi A/3`$.
The prediction regarding the age of the universe in the model is obvious from Eq. (3.59). Irrespective of the value of $`m`$, we get the combination $`H_pt_p`$ as equal to unity, which is well within the bounds. Thus there is no age problem in this model. We can legitimately define the critical density as $`\rho _c(3/8\pi G)(\dot{a}^2/a^2)`$, so that equation (3.60) gives
$$\stackrel{~}{\mathrm{\Omega }}\frac{\stackrel{~}{\rho }}{\rho _c}=\left(1\frac{3k}{8\pi A}\right)^1$$
(3.61)
As in the standard model, we have $`\stackrel{~}{\mathrm{\Omega }}=1`$ for $`k=0`$ and $`\stackrel{~}{\mathrm{\Omega }}>1`$ ($`<1`$) for $`k=+1`$ ($`k=1`$). But unlike the standard model, $`\stackrel{~}{\mathrm{\Omega }}`$ is a constant. Also for $`A`$ greater than or approximately equal to 1, we have $`\stackrel{~}{\mathrm{\Omega }}`$ close to unity for all values of $`k`$. Using equation (3.57) and (3.58), we get
$$\mathrm{\Omega }_m\frac{\rho _m}{\rho _c}=\frac{2\stackrel{~}{\mathrm{\Omega }}}{3(1+w)},\mathrm{\Omega }_\lambda \frac{\rho _\lambda }{\rho _c}=\frac{(1+3w)\stackrel{~}{\mathrm{\Omega }}}{3(1+w)}$$
(3.62)
It is clear that we regain our model in the previous section when $`m=1`$ and $`k=+1`$. In that special case, $`A=3/4\pi `$ and the present alternative model is precisely the same as the former, except for the initial singularity and the evolution in the Planck epoch. But even when $`A`$ is not exactly equal to $`3/4\pi `$ and is only of the order of unity, the thermal evolution is almost identical and the absence of cosmological problems is generic to these models.
## Chapter 4 Quantum Cosmology
Among the fundamental interactions of nature, gravity stands alone; it is linked to geometry of spacetime by GTR while the other interactions are describable by quantum fields which propagate in a โbackground spacetimeโ. Another reason is that whereas quantum field theory assumes a preferred time coordinate and a previlaged class of observers, GTR demands equivalence among all coordinate systems. Also in quantum theory, there is the issue of โobservationโ: the quantum system is supposed to interact with an external observer who is described by classical physics, but such notions are alien to GTR. To sum up, we can say that till now these two major physical theories remain disunited. Quantum gravity is an attempt to reconcile them. It is not yet clear what a quantum theory of gravity is, and there are several directions pursued in this regard. Perhaps the simplest application of quantum gravity is in cosmology. The most well studied approach in quantum cosmology is the canonical quantisation in which one writes a wave equation for the universe, analogous to the Schrodinger equation. This procedure requires a Hamiltonian formulation of GTR. In this chapter, we present a brief review of quantum cosmology and then apply the formalism to the cosmological models discussed in the last chapter.
### 4.1 Hamiltonian Formulation of GTR
In Sec. 1.1, we obtained the gravitational Lagrangian density as a function of $`N`$, $`N_\mu `$ and $`h_{\mu \nu }`$ as
$$(N,N_\mu ,h_{\mu \nu })=\frac{\sqrt{h}N}{16\pi G}(K^2K_{\mu \nu }K^{\mu \nu }^3R).$$
(4.1)
The extrinsic curvature $`K_{\mu \nu }`$ involves time derivatives of $`h_{\mu \nu }`$ and spatial derivatives of $`N_\mu `$. The three-curvature $`{}_{}{}^{3}R`$ involves only spatial derivatives of $`h_{\mu \nu }`$. Since the Lagrangian density does not contain time derivatives of $`N`$ or $`N_\mu `$, the momenta conjugate to $`N`$ and $`N_\mu `$ vanish:
$$\pi \frac{\delta }{\delta \dot{N}}=0,$$
(4.2)
$$\pi ^\mu \frac{\delta }{\delta \dot{N}_\mu }=0.$$
(4.3)
These expressions are called primary constraints. The momenta conjugate to $`h_{\mu \nu }`$ are
$$\pi ^{\mu \nu }\frac{\delta }{\delta \dot{h}_{\mu \nu }}=\frac{\sqrt{h}}{16\pi G}(K^{\mu \nu }h^{\mu \nu }K).$$
(4.4)
The gravitational canonical Hamiltonian for a closed geometry can now be formed as
$$_c=(\pi ^{\mu \nu }\dot{h}_{\mu \nu }+\pi ^\mu \dot{N}_\mu +\pi \dot{N})d^3x.$$
(4.5)
As usual for the Hamiltonian theory, one removes $`\dot{h}_{\mu \nu }`$, $`\dot{N}_\mu `$ and $`\dot{N}`$ and express $`_c`$ in terms of the coordinates $`N`$, $`N^\mu `$ and $`h^{\mu \nu }`$ and the conjugate momenta $`\pi `$, $`\pi ^\mu `$ and $`\pi ^{\mu \nu }`$. Since the primary constraints $`\pi =\pi ^\mu =0`$ hold at all times, we have $`\dot{\pi }=\dot{\pi }^\mu =0`$. Writing the Poisson brackets for $`\dot{\pi }`$ and $`\dot{\pi }^\mu `$, we find
$$\dot{\pi }=\{_c,\pi \}=\frac{\delta _c}{\delta N}=0,$$
(4.6)
$$\dot{\pi }^\mu =\{_c,\pi ^\mu \}=\frac{\delta _c}{\delta N_\mu }=0.$$
(4.7)
When generalised to include the matter variables and their conjugate momenta, these expressions give the secondary constraints, which are formally equivalent, respectively, to the time-time and time-space components of the classical Einstein field equations.
The arena in which the classical dynamics takes place is called โsuperspaceโ, the space of all three-metrics and the matter field configurations on a three-surface . This involves an infinite number of degrees of freedom and hence to make the problem tractable, all but a finite number of degrees of freedom must be frozen out. The resulting finite dimensional superspace is known as a โminisuperspaceโ. In the following, we consider a minisuperspace model in which the only degrees of freedom are those of the scale factor $`a`$ of a closed RW spacetime and a spatially homogeneous scalar field $`\varphi `$. The Lagrangian for this problem is given by (1.58) with $`k=+1`$; i.e.,
$$L=\frac{3\pi }{4G}N\left[\frac{a\dot{a}^2}{N^2}a\frac{8\pi G}{3}\left(\frac{\dot{\varphi }^2}{2N^2}V(\varphi )\right)a^3\right],$$
(4.8)
from which we find the conjugate momenta $`\pi _a`$ and $`\pi _\varphi `$ as
$$\pi _a=\frac{L}{\dot{a}}=\frac{3\pi }{2G}\frac{a\dot{a}}{N}$$
(4.9)
and
$$\pi _\varphi =\frac{L}{\dot{\varphi }}=2\pi ^2\frac{a^3\dot{\varphi }}{N}.$$
(4.10)
The canonical Hamiltonian can now be constructed as
$`_c`$ $`=`$ $`\pi _a\dot{a}+\pi _\varphi \dot{\varphi }L`$ (4.11)
$`=`$ $`N\left[{\displaystyle \frac{G}{3\pi }}{\displaystyle \frac{\pi _a^2}{a}}{\displaystyle \frac{3\pi }{4G}}a+{\displaystyle \frac{3\pi }{4G}}a^3\left({\displaystyle \frac{G}{3\pi ^3}}{\displaystyle \frac{\pi _\varphi ^2}{a^6}}+{\displaystyle \frac{8\pi G}{3}}V(\varphi )\right)\right]`$
$``$ $`N.`$
The secondary constraint (4.6) now give
$$=\frac{G}{3\pi }\frac{\pi _a^2}{a}\frac{3\pi }{4G}a+\frac{3\pi }{4G}a^3\left(\frac{G}{3\pi ^3}\frac{\pi _\varphi ^2}{a^6}+\frac{8\pi G}{3}V(\varphi )\right)=0,$$
(4.12)
which is equivalent to (1.53). For the RW spacetime which contains only a cosmological constant, (1.59) helps us to write the constraint equation as
$$=\frac{G}{3\pi }\frac{\pi _a^2}{a}\frac{3\pi }{4G}a+\frac{3\pi }{4G}a^3\frac{8\pi G}{3}\rho _\lambda =0.$$
(4.13)
This equation is equivalent to (1.47). In all cases, $``$ is independent of the lapse $`N`$ and shift $`N^\mu `$ and thus the latter quantities are Lagrange multipliers (as mentioned towards the end of Sec. 1.1) and not dynamical variables. Stated in a different way, the fact that $`=0`$ is a consequence of a new symmetry of the theory, namely, time reparametrisation invariance. This means that using a new time variable $`t^{}`$ such that $`dt^{}=Ndt`$ will not affect the equations of motion. Also this enables one to choose some convenient gauge for $`N`$, a procedure we adopt on several occasions. The constraint equation gives the evolution of the true dynamical variable $`h_{\mu \nu }`$ ($`a`$ in the above examples) and can be used in place of the Hamilton equations.
### 4.2 Wheeler-DeWitt Equation
Canonical quantisation of a classical system like the one above means introduction of a wave function $`\mathrm{\Psi }(h_{\mu \nu },\varphi )`$ and requiring that it satisfies
$$i\frac{\mathrm{\Psi }}{t}=_c\mathrm{\Psi }=N\mathrm{\Psi }.$$
(4.14)
To ensure that time reparametrisation invariance is not lost at the quantum level, the conventional practice is to ask that the wave function is annihilated by the operator version of $``$; i.e.,
$$\mathrm{\Psi }=0.$$
(4.15)
But some other authors argue that by defining a new variable $`\tau `$ such that $`Ndt=d\tau `$, one can retain the form $`(\text{4.14})`$; i.e.,
$$i\frac{\mathrm{\Psi }}{\tau }=\mathrm{\Psi }$$
(4.16)
and the resulting quantum theory will still be reparametrisation invariant. However, in the following we use the more conventional form (4.15), which is called the Wheeler-DeWitt (WD) equation.
This equation is analogous to a zero energy Schrodinger equation, in which the dynamical variables $`h_{\mu \nu },\varphi `$ etc. and their conjugate momenta $`\pi _{\mu \nu },\pi _\varphi `$ etc. (generally denoted as $`q^\alpha `$ and $`p^\alpha `$, in the respective order) are replaced by the corresponding operators. The wave function $`\mathrm{\Psi }`$ is defined on the superspace and we expect it to provide information regarding the evolution of the universe. An intriguing fact here is that the wave function is independent of time; they are stationary solutions in the superspace. The wave functions commonly arising in quantum cosmology are of WKB form and may be broadly classified as oscillatory, of the form $`e^{iS}`$ or exponential, of the form $`e^I`$. The oscillatory wave function predicts a strong correlation between $`q^\alpha `$ and $`p^\alpha `$ in the form
$$p_\alpha =\frac{S}{q^\alpha }.$$
(4.17)
$`S`$ is generally a solution to the Hamilton-Jacobi equations. Thus the wave function of the form $`e^{iS}`$ is normally thought of as being peaked about a set of solutions to the classical equations and hence predicts classical behaviour. A wave function of the form $`e^I`$ predicts no correlation between coordinates and momenta and so cannot correspond to classical behaviour.
In a minisuperspace, one would expect $`\mathrm{\Psi }`$ to be strongly peaked around the trajectories identified by the classical solutions. But these solutions are subject to observational verification, at least in the late universe so that a subset of the general solution can be chosen as describing the late universe. Now the question is whether the solution to the WD equation can discern this subset too. But it shall be noted that, just like the Schrodinger equation, the WD equation merely evolves the wave function and there are many solutions to it. To pick one solution, the normal practice is to specify the initial quantum state (boundary condition). These boundary conditions, through the wave function, therefore set initial conditions for the solution of classical equations. Then one may ask whether or not the finer details of the universe we observe today are consequences of the chosen theory of initial conditions.
In the simple example of the RW spacetime which contain only a cosmological constant, $`\mathrm{\Psi }`$ is defined on the minisuperspace with one dimension in the variable $`a`$. We replace $`\pi _aid/da`$ in (4.13) to write the WD equation as
$$\left[\frac{d^2}{da^2}\frac{9\pi ^2}{4G^2}\left(a^2\frac{8\pi G}{3}\rho _\lambda a^4\right)\right]\mathrm{\Psi }(a)=0.$$
(4.18)
The factor ordering in the operator replacement in (4.13) is ambigous. For many choices of factor ordering, the effect can be parametrised by a constant $`r`$ and the corresponding Hamiltonian operator is obtained by the substitution
$$\pi _a^2a^r\left(\frac{}{a}a^r\frac{}{a}\right).$$
(4.19)
The choice in (4.18) corresponds to $`r=0`$. But it will not significantly affect the semiclassical calculations and hence we choose the form in (4.18) for convenience. In this form the WD equation resembles a one-dimensional Schrodinger equation written for a particle with zero total energy, moving in a potential
$$U(a)=\frac{9\pi ^2}{4G^2}\left(a^2\frac{8\pi G}{3}a^4\rho _\lambda \right).$$
(4.20)
Let us now define
$$a_0\left(\frac{8\pi G}{3}\rho _\lambda \right)^{1/2}.$$
(4.21)
In the particle analogy, there is a forbidden region for the zero energy particle in the intervel $`0<a<a_0`$ and a classically allowed region for $`a>a_0`$. The WKB solutions of (4.18) in the classically allowed region $`a>a_0`$ are
$$\mathrm{\Psi }_\pm (a)=\pi _a^{1/2}\mathrm{exp}\left[\pm i_{a_0}^a\pi _a^{}๐a^{}i\pi /4\right],$$
(4.22)
where $`\pi _a=[U(a)]^{1/2}`$. In the forbidden region the solutions are
$$\overline{\mathrm{\Psi }}_\pm (a)=\pi _a^{1/2}\mathrm{exp}\left[\pm _a^{a_0}\pi _a^{}๐a^{}\right].$$
(4.23)
For $`aa_0`$, we have
$$i\frac{d}{da}\mathrm{\Psi }_\pm (a)\pm \pi _a\mathrm{\Psi }_\pm (a).$$
(4.24)
Thus $`\mathrm{\Psi }_{}`$ and $`\mathrm{\Psi }_+`$ describe, respectively, an expanding and contracting universe. It is now that we impose boundary conditions and different boundary conditions lead to different predictions. Some of such well-motivated proposals for the boundary conditions are by Hartle-Hawking, Vilenkin and Linde .
### 4.3 Boundary Condition Proposals
The Hartle-Hawking โno boundaryโ boundary condition is expressed in terms of a Euclidean path integral. The corresponding wave functon, in the present case, is specified by requiring that it is given by $`\mathrm{exp}(I_E)`$ in the under barrier regime, where $`I_E`$ is the Euclidean action. This gives
$$\mathrm{\Psi }_H(a<a_0)=\overline{\mathrm{\Psi }}_{}(a),$$
(4.25)
$$\mathrm{\Psi }_H(a>a_0)=\mathrm{\Psi }_+(a)\mathrm{\Psi }_{}(a).$$
(4.26)
This corresponds to a real wave function with equal mixture of expanding and contracting solutions in the classically allowed region. Lindeโs wave function is obtained by reversing the sign of the exponential in the Euclidean regime;
$$\mathrm{\Psi }_L(a<a_0)=\overline{\mathrm{\Psi }}_+(a),$$
(4.27)
$$\mathrm{\Psi }_L(a>a_0)=\frac{1}{2}\left[\mathrm{\Psi }_+(a)+\mathrm{\Psi }_{}(a)\right].$$
(4.28)
Vilenkinโs โtunneling boundary conditionโ gives a purely expanding solution for the classical regime
$$\mathrm{\Psi }_T(a>a_0)=\mathrm{\Psi }_{}(a)$$
(4.29)
and the under-barrier wave function is
$$\mathrm{\Psi }_T(a<a_0)=\overline{\mathrm{\Psi }}_+(a)\frac{i}{2}\overline{\mathrm{\Psi }}_{}(a).$$
(4.30)
The growing exponential $`\overline{\mathrm{\Psi }}_{}(a)`$ and the decreasing exponential $`\overline{\mathrm{\Psi }}_+(a)`$ have comparable amplitudes at $`a=a_0`$, but away from that point the decreasing exponential dominates. This, he describes as creation of the universe from โnothingโ.
This quantisation scheme is applied to spacetimes which contain scalar fields. The attempt is to examine the possibility of emergence of a semiclassical phase from the quantum cosmological era, which contains a scalar field with the required initial conditions for inflation to occur. On using the Hartle-Hawking wave function, the probability for tunneling from $`a=0`$ to $`a=a_0`$ is given by
$$P_He^{I_E}.$$
(4.31)
Under the Vilenkin tunneling boundary condition,
$$P_Le^{I_E}.$$
(4.32)
If the potential of the scalar field has several extrema, then using the latter prescription, tunneling favours the maximum with largest value of $`V(\varphi )`$ (which is advantageous for inflation) whereas the former prescription favours the minimum with the smallest value of the potential. However, all these authors agree that these proposals may be criticised on the grounds of lack of generality or lack of precision .
### 4.4 Quantisation of the New Physical Models
Quantisation of the models discussed in Ch. 3 involves a slight paradigm shift: we do not have inflation and also our models always contain matter along with vacuum energy. Though our prototype model is the one with zero energy-momentum tensor and a complex scale factor, we postpone the discussion on that to the next section. First we consider our coasting model discussed in Sec. 3.5, with total energy density varying as $`a^2`$.
We adopt the approach of Filโchenkov , who has considered the WD equation for flat, closed and open universes which allow for some kind of matter other than vacuum. He generalises the potential $`U(a)`$ given by (4.20) for $`\rho _\lambda `$= constant by writing the energy density for the universe in the form
$$\stackrel{~}{\rho }=\rho _{pl}\underset{n=0}{\overset{6}{}}B_n\left(\frac{l_{pl}}{a}\right)^n.$$
(4.33)
Here $`n=3(1+w)`$.This is a superposition of partial energy densities of various kinds of matter at Plankian densities, each one of them being separately conserved. The kinds of matter included are
$`n`$ $`=`$ $`0(w=1)\text{vacuum},`$
$`n`$ $`=`$ $`1(w=2/3)\text{domain walls},`$
$`n`$ $`=`$ $`2(w=1/3)\text{strings},`$
$`n`$ $`=`$ $`3(w=0)\text{dust},`$
$`n`$ $`=`$ $`4(w=1/3)\text{relativistic matter},`$
$`n`$ $`=`$ $`5(w=2/3)\text{bosons and fermions},`$
$`n`$ $`=`$ $`6(w=1)\text{ultra stiff matter},`$
The WD equation is now written as
$$\left[\frac{d^2}{da^2}U(a)\right]\mathrm{\Psi }=0,$$
(4.35)
with the generalised form of the potential (4.20)
$$U(a)=\frac{9\pi ^2}{4G^2}\left(ka^2\frac{8\pi G}{3}a^4\stackrel{~}{\rho }\right).$$
(4.36)
We too proceed along similar lines, but first considering only a single conserved component at a time. It shall be noted that the constraint (1.34) and field equations (1.35) for an energy density $`\rho =C_n/a^n`$ with equation of state (1.39) (where $`w=\frac{n}{3}1`$) are obtainable from the Lagrangian
$$L=2\pi ^2a^3N\left[\frac{1}{16\pi G}\left(\frac{6}{N^2}\frac{\dot{a}^2}{a^2}\frac{6k}{a^2}\right)\frac{C_n}{a^n}\right]$$
(4.37)
by writing the Euler-Lagrange equation corresponding to variation with respect to $`N`$ and $`a`$. The Hamiltonian is
$$=\frac{G}{3\pi }\frac{\pi _a^2}{a}\frac{3\pi }{4G}ka+\frac{3\pi }{4G}a^3\frac{8\pi G}{3}\frac{C_n}{a^n}=0$$
(4.38)
and the WD equation in this case can be written as
$$\left[\frac{d^2}{da^2}\frac{9\pi ^2}{4G^2}\left(ka^2\frac{8\pi G}{3}a^{4n}C_n\right)\right]\mathrm{\Psi }_n(a)=0.$$
(4.39)
For $`n>2`$, classically there is a forbidden region for $`a>a_0`$, whereas the allowed region is for $`a<a_0`$; $`a_0[(8\pi G/3)C_n]^{1/(n2)}`$. We see that for the special case with $`n=2`$, the WD equation reduces to
$$\left[\frac{d^2}{da^2}\frac{9\pi ^2}{4G^2}a^2\left(k\frac{8\pi G}{3}C_2\right)\right]\mathrm{\Psi }=0.$$
(4.40)
With $`C_2=(3/8\pi G)(m^2+k)`$, this corresponds to the energy density (3.60) advocated by us. In this case, the WD equation is simply
$$\left[\frac{d^2}{da^2}+\frac{9\pi ^2}{4G^2}a^2m^2\right]\mathrm{\Psi }=0.$$
(4.41)
It is clear that $`\mathrm{\Psi }`$ is oscillatory for all values of $`a`$. If we choose the factor ordering corresponding to $`r=1`$ \[instead of $`r=0`$: See Eq. (4.19)\] in the above, we have
$$\left[\frac{d^2}{da^2}\frac{1}{a}\frac{d}{da}+\frac{9\pi ^2}{4G^2}a^2m^2\right]\mathrm{\Psi }=0,$$
(4.42)
which has an exact solution
$$\mathrm{\Psi }(a)\mathrm{exp}\left(\pm i\frac{3\pi }{4G}ma^2\right).$$
(4.43)
It is of interest to note that if we define $`\mathrm{\Psi }e^{iS}`$ in the above, $`S`$ satisfies the Hamilton-Jacobi equation
$$\left(\frac{dS}{da}\right)^2+U(a)=0,$$
(4.44)
where $`U(a)=(9\pi ^2/4G^2)a^2m^2`$. The classical constraint in this case is $`\pi _a^2+U(a)=0`$. This invites the identification
$$\pi _a^2=\left(\frac{dS}{da}\right)^2=\frac{9\pi ^2}{4G^2}a^2m^2.$$
(4.45)
Using this in our definition $`\pi _aL/\dot{a}=(3\pi /2G)a\dot{a}`$ \[as in (4.9), with $`N=1`$\], we get $`\dot{a}=\pm m`$, from which the coasting evolution is regained. Thus the oscillatory wave function is strongly peaked about the singular coasting evolution throughout the history of the universe.
Now let us turn to the physical universe with total energy density $`\stackrel{~}{\rho }`$ given by (3.18). Clearly the field equation and constraint (3.17) follow from the Lagrangian
$$L=\frac{3\pi }{4G}\left(\frac{\dot{a}^2a}{N^2}a+\frac{a_0^2}{a}\right).$$
(4.46)
The Hamiltonian is
$$=\frac{G}{3\pi }\frac{\pi _a^2}{a}+\frac{3\pi }{4G}\left(a\frac{a_0^2}{a}\right)=0,$$
(4.47)
so that the WD equation, with factor ordering $`r=0`$, is
$$\left[\frac{d^2}{da^2}\frac{9\pi ^2}{4G^2}\left(a_0^2a^2\right)\right]\mathrm{\Psi }=0.$$
(4.48)
The potential in this case indicates that $`a<a_0`$ is a classically forbidden region. The classical action $`L๐t`$ constructed using (4.46) in this under-barrier region can be seen to be
$$S=i\frac{3\pi }{2G}a_0^2\{\frac{1}{2}\mathrm{cos}^1\left(\frac{a}{a_0}\right)\frac{1}{4}\mathrm{sin}2\left[\mathrm{cos}^1\left(\frac{a}{a_0}\right)\right]\},$$
(4.49)
which is pure imaginary. It can be seen that for $`aa_0`$, $`e^{iS}`$ satisfies the WD equation. Similarly for the region $`a>a_0`$, the classical action is evaluated as
$$S=\frac{3\pi }{2G}\left[\left(a^2a_0^2\right)^{1/2}aa_0^2\mathrm{cosh}^1\left(\frac{a}{a_0}\right)\right]$$
(4.50)
which is real. Also in this case, $`e^{iS}`$ is a solution for $`aa_0`$. Using a reasoning like that in the case of (4.43), we can regain the solution (3.9) in both cases.
### 4.5 Quantisation of the Complex, Source-free Model
Lastly, we quantise the model with complex scale factor and zero energy-momentum tensor and show that this model has the correct classical correspondence with the classical trajectory. From (3.4), the Lagrangian for the problem is obtained as $`L=(3\pi /4G)\left(\dot{\widehat{a}}^2\widehat{a}\widehat{a}\right)`$. The conjugate momentum to $`\widehat{a}`$ is
$$\pi _{\widehat{a}}=\frac{L}{\dot{\widehat{a}}}=\frac{3\pi }{2G}\widehat{a}\dot{\widehat{a}}.$$
(4.51)
The Hamiltonian is
$$=\frac{G}{3\pi }\frac{\pi _{\widehat{a}}^2}{\widehat{a}}\frac{3\pi }{4G}\widehat{a}.$$
(4.52)
The constraint equation $`=0`$ has the corresponding WD equation
$$(ฯต)\mathrm{\Psi }(\widehat{a})=0$$
(4.53)
where we have made a modification such that an arbitrary real constant $`ฯต`$ is introduced to take account of a possible energy renormalisation in passing from the classical constraint to its quantum operator form, as done by Hartle and Hawking in . It shall be noted that this equation is still reparametrisation invariant. Choosing the operator ordering for the sake of simplicity of the solution, we get,
$$\frac{d^2\mathrm{\Psi }(\widehat{a})}{d\widehat{a}^2}(\frac{9\pi ^2}{4G^2}\widehat{a}^2+\frac{3\pi }{G}ฯต\widehat{a})\mathrm{\Psi }(\widehat{a})=0$$
(4.54)
Making a substitution $`\widehat{S}=\sqrt{3\pi /2G}\left[\widehat{a}+(2G/3\pi )ฯต\right]`$, this becomes,
$$\frac{d^2\mathrm{\Psi }(\widehat{S})}{d\widehat{S}^2}+(\frac{2G}{3\pi }ฯต^2\widehat{S}^2)\mathrm{\Psi }(\widehat{S})=0.$$
(4.55)
The wave equation has ground state harmonic oscillator type solution for $`ฯต=\sqrt{3\pi /2G}`$:
$$\mathrm{\Psi }(\widehat{a})=๐ฉ\mathrm{exp}\left[\frac{3\pi }{4G}\left(\widehat{a}+\sqrt{\frac{2G}{3\pi }}\right)^2\right].$$
(4.56)
This is nonnormalisable, but it is not normal in quantum cosmology to require that the wave function should be normalised . Our choice is further justified by noting that the probability density
$$\mathrm{\Psi }^{}\mathrm{\Psi }=๐ฉ^2\mathrm{exp}\left(\frac{3\pi }{2G}y^2\right)\mathrm{exp}\left[\frac{3\pi }{2G}\left(x+\sqrt{\frac{2G}{3\pi }}\right)^2\right]$$
(4.57)
is sharply peaked about the classical contour given by Eq. (3.8), which is a straight line parallel to the imaginary axis with $`x`$ remaining a constant. We can identify $`a_0`$ with the expectation value of $`x`$;
$$a_0<x>=\sqrt{\frac{2G}{3\pi }}$$
(4.58)
so that $`a_0l_{pl}`$, which is the desired result. The $`\mathrm{exp}\left[\left(3\pi /4G\right)y^2\right]`$ part of the wave function is characteristic of a Riemannian space-time with signature (+ + + + ). This is precisely the feature we should expect to correspond to the imaginary part in the scale factor.
The classical correspondence can be made more explicit by making an argument similar to that made in Sec. 4.4. The classical Hamiltonian constraint equation in this case is
$$\pi _{\widehat{a}}^2+\frac{9\pi ^2}{4G^2}\widehat{a}^2=0.$$
(4.59)
Defining the above wave function (4.56) as $`\mathrm{\Psi }(\widehat{a})e^{iS}`$, we note that $`S`$ satisfies the Hamilton-Jacobi equation
$$\left(\frac{dS}{da}\right)^2+\frac{9\pi ^2}{4G^2}\left(\widehat{a}+\sqrt{\frac{2G}{3\pi }}\right)^2=0$$
(4.60)
Comparing these two equations, we see that $`e^{iS}`$ is strongly peaked about the classical solution, for large $`\widehat{a}`$ when compared to the Planck length.
Thus the result obtained on quantisation is that the simplest minimum energy wave function is sharply peaked about the classical contour of evolution of $`\widehat{a}`$, just like the ground state harmonic oscillator wave function in quantum mechanics is peaked about the classical position of the particle. But we welcome the important difference with this analogy; ie., the quantum mechanical system in our case is not localised. In fact, the wave function is not normalisable along the imaginary axis. If it was with real scale factor, the exponential growth of the wave function would correspond to some classically forbidden region, but in this case, we have the nonnormalisable part for the wave function along the imaginary axis; this result is just what we should expect since it corresponds to our classical system and cannot be termed as โclassically forbiddenโ. The most significant fact is that the quantum cosmological treatment helps us to predict the value of $`a_0`$, the minimum radius in the nonsingular model as compared to the Planck length.
## Chapter 5 Reprise
### 5.1 Comparison of Solutions
For the purpose of comparison with the solution of Einstein equations in the new cosmological model, we take a closer look at the occurrence of inflation mentioned in Sec. 2.3. In the scalar field model described by (1.53) -(1.55), we see that the field equations (1.54) and (1.55) are second order partial differential equations, whose solution involves initial values of four quantities $`a`$, $`\dot{a}`$, $`\varphi `$ and $`\dot{\varphi }`$. The constraint equation (1.53) connects first derivatives and hence the number of arbitrary parameters in the theory gets reduced to three. The occurrence of inflation in this system is not generic; it depends crucially on several factors . First of all, the potential $`V(\varphi )`$ should be of the inflationary type; i.e., that for some range of values of $`\varphi `$, $`V(\varphi )`$ should be large and $`\frac{dV(\varphi )}{d\varphi }/V(\varphi )1`$. For the subset of $`k=+1`$ solutions, inflation occurs only when the initial value of $`\dot{\varphi }0`$. It is argued that quantum cosmology provides such initial conditions favourable for inflation to occur, by the choice of proper boundary conditions. In this case, the cosmological wave function is peaked around the trajectories defined by
$$\dot{a}\left[\frac{8\pi G}{3}a^2V(\varphi )\right]^{1/2}1,\dot{\varphi }0.$$
(5.1)
Then the number of free parameters are reduced to two. Integrating the above equations give
$$a\mathrm{exp}\left[\sqrt{\frac{8\pi G}{3}}V^{1/2}(tt_0)\right],\varphi \varphi _0=\text{constant}$$
(5.2)
Here $`t_0`$ and $`\varphi _0`$ are the two arbitrary constants parametrising this set of solutions. The constant $`t_0`$ is in fact irrelevant, because it is the origin of the unobservable parameter time. However, this solution is inflationary.
Let us contrast this situation with the solution of the system described by (3.5) and (3.6). The complex field equation (3.6) is in fact a set of two second order partial differential equations and involves four free parameters. But also the constraint equation contains two first order equations:
$$\dot{x}=0,\dot{y}=\pm 1$$
(5.3)
This helps us to obtain the desired solution $`\widehat{a}=a_0\pm it`$, which corresponds to the nonsingular physical model, as a general one and without resorting to quantum cosmology. Since $`t_0`$ is irrelevant, $`a_0`$ is effectively the only free parameter in the classical theory. Quantum cosmology, in fact, allows us to predict this value too, as comparable to Planck length. This prediction is not in the way $`a_0`$ is identified in the conventional quantum cosmological theories mentioned in Sec. 4.3 or in our own models discussed in Sec. 4.4. In these cases, $`a_0`$ can be readoff from the potential itself and is not obtained as an expectation value using the wave function.
Another feature that distinguishes our quantum cosmological treatment is that we are not imposing any adhoc boundary conditions; we only look for an exact solution to the WD equation. This procedure is quite similar to the solution of harmonic oscillator problem in ordinary quantum mechanics. In this sense, introduction of a zero point energy in the WD equation (4.53) is justifiable. However, we adopt the point of view that the vanishing of the classical Hamiltonian can be taken care of by restricting the solution to that corresponding to the minimum energy. It is of interest to note that this minimum (zero point) energy is $`ฯต=(3\pi /2)^{1/2}ฯต_{pl}`$ where $`ฯต_{pl}`$ is the Planck energy. That is, the total energy of the universe is not zero; it is the Planck energy - apart from a numerical factor.
At this point, it is worth while to point out that the total positive energy (matter, vacuum etc.) contained in the closed real universe at $`t=0`$, evaluated using (3.18) and (4.58) is also equal to $`ฯต`$. The negative energy contributes a value $`ฯต/2`$ so that the total energy is $`ฯต/2`$. (This, of course, does not include the gravitational energy).
Coming back to the solution of the complex field equation (3.6), we may now state why we assumed $`k=+1`$ and did not consider the $`k=0`$ and $`k=1`$ cases. It can be seen that if we require the complex spacetime and the corresponding physical universe to have the same value of $`k`$, then the $`k=0,1`$ cases are unsuitable to describe the universe we livein. For $`k=0`$, the constraint equation gives $`\dot{x}=0`$, $`\dot{y}=0`$, which leads to a static universe. For $`k=1`$, it is true that we get a solution $`\widehat{a}=\pm t+ia_0`$ from which $`\widehat{a}^2=a_0^2+t^2`$ is obtainable. But in this case, the physical universe has to obey the equation
$$\frac{\dot{a}^2}{a^2}\frac{1}{a^2}=\frac{a_0^2}{a^4};$$
(5.4)
i.e., the physical universe contain only the negative energy density. For these reasons, we do not consider these two possibilities as viable and set $`k=+1`$ at the outset.
### 5.2 Coasting Evolution
The physical models we obtain in both approaches (Secs. 3.2, 3.5) have coasting evolution. In the latter model, it is coasting throughout the history and in the former, it coasts when the universe is a few Planck times or more old. Historically, the first coasting cosmological model is the Milne universe. To understand this model, first consider a two dimensional flat spacetime given in coordinates $`(t,X)`$ with the metric $`ds^2=dt^2dX^2`$. Let the worldline $`L_0`$ be the line $`X=0`$. By repeatedly using the Lorentz boost corresponding to some small velocity $`\mathrm{\Delta }V_0`$, a family of worldlines which all pass through $`O`$ can be generated. A model in which these are the worldlines of fundamental observers represents an expanding universe obeying the cosmological principle. All the fundamental observers are equivalent to each other and because the worldline $`L_0`$ is a straight line representing inertial motion, the same is true for other worldlines too. Since the Lorentz boost is repeated infinitely often, an infinite number of worldlines are obtained by this construction. A four dimensional analogue of this model is usually referred to as Milne universe. This is a flat space cosmological model, not incorporating the effects of gravitation . Alternatively, it is described by a flat, empty spacetime having a RW metric with $`k=1`$, $`a(t)=t`$ and $`q=0`$.
Coasting cosmologies are encountered in many situations including non-Einstein theories of gravitation ( and references therein. In the Friedmann models itself, it is easy to see from (1.38) that coasting evolution results when $`\rho +3p=0`$, our models being examples. The quantity $`\rho +3p`$ is sometimes referred to as gravitational charge. An interesting property of such spacetimes was recently pointed out by Dadhich et al. . They resolve the Riemann tensor, which characterises the gravitational field into electric and magnetic parts, in analogy with the resolution of the electromagnetic field. It can be seen that the electric part is caused by mass-energy while the magnetic part is due to motion of the source. But unlike other fields, gravitation has two kinds of charges; one is the usual mass-energy and the other is the gravitational field energy. Consequently, also the electric part is decomposed into an active part, which is Coulombic and a passive part, which produces space curvature. An interchange of active and passive electric parts in the Einstein equation, which is referred to as electrogravity duality transformation, is shown to be equivalent to the interchange of Ricci and Einstein curvatures. These authors show that under this transformation, spacetimes with $`\rho +3p=0`$ go over to flat spacetime; i.e., they are dual to each other.
Absence of a particle horizon, agreement with the predicted age of the universe etc. in a coasting evolution are well known, but since it is usually considered as a feature of spacetimes containing only some exotic matter like strings, textures etc., this most simple cosmological scenario is not given serious attention in the literature. The Ozer-Taha model is coasting, but only upto the relativistic era and deviates from it after that epoch. Our physical model demonstrates that a coasting evolution throughout the history of the universe is a promising contender to a realistic cosmological model, which resolves all outstanding problems in the standard cosmology and at the same time not making too drastic modifications to it.
### 5.3 Avoidance of Singularity
The physical model obtained in Sec. 3.3 is a bounce solution from a previous collapse, rather than an explosion from a big bang singularity. Such a bounce is sometimes referred to as a โTolman wormholeโ . Oscillating universes have somewhat similar features and were considered as alternatives to the big bang cosmologies in the earlier literature, but interest in such cyclical evolution declined after the first cosmological singularity theorems. Recently, the quasi-steady state theory revives this scenario. An analysis of bounce solutions reveals that the absolute minimum requirement for this to occur is the violation of (only) the strong energy condition (SEC). The various energy conditions, in the context of Friedmann models are the following :
Null energy condition (NEC) $``$ $`\rho +p0`$
Weak energy condition (WEC) $``$ $`\rho 0\text{and}\rho +p0`$
Strong energy condition (SEC) $``$ $`\rho +3p0\text{and}\rho +p0`$
Dominant energy condition (DEC) $``$ $`\rho 0\text{and}\rho \pm p0`$
It is shown that in a $`k=+1`$ universe, only the SEC need to be violated for obtaining a bounce solution. Since the singularity theorems mentioned above use the SEC as an input hypothesis, violating this condition vitiates them . Physically, violating the other energy conditions with (small) quantum effects is relatively difficult. On the other hand, it is rather easy to violate the SEC and is therefore often referred to as โthe unphysical energy conditionโ. Using $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{p}`$ given by (3.18) and (3.19) in the above energy conditions, we can see that our nonsingular model satisfies all the energy conditions except the strong one and serves as a perfect example for this phenomenon.
When comparing our two physical models, it is clear that the avoidance of singularity is primarily due to the presence of the negative energy density. The naturalness of a negative energy density at the classical level may be suspect. But we should note that the nonzero value of $`a_0`$ on which this depends is obtained on quantisation. However, as mentioned before, negative energy densities were postulated much earlier. Currently, there is a revival of interest in negative energies in connection with speculations on wormholes, time-travel etc. . Also some speculations are on which consider a Casimir driven evolution of the universe . That negative energy densities are predicted by relativistic quantum field theory is known for a long time. Casimir , for the first time, showed that between two parallel perfect plane conductors separated by a distance $`l`$, there is a renormalised energy $`E=\pi ^2/720l^3`$ per unit area and this is now experimentally confirmed. The energy density corresponding to this may be evaluated as $`\pi ^2/720l^4`$. The Casimir energy density is calculated for some static universe models. For example, this density for a massless scalar field in the four-dimensional static Einstein universe is
$$\rho _{Casimir}=\frac{0.411505}{4\pi ^2a^4}$$
A similar expression for an expanding closed universe is not known to us. However, we shall compare the above value with our expression for negative energy density (3.38), with $`a_0`$ given by (4.58): i.e.,
$$\rho _{}=\frac{1}{4\pi ^2a^4}.$$
Anyhow, it will be premature to identify $`\rho _{}`$ with Casimir energy, just like identifying $`\rho _\lambda `$ with vacuum energy.
### 5.4 Prospects and Challenges
In this subsection, we discuss some of the possible future developments in connection with the new model, both observational and conceptual.
1) Consider the physical nonsingular model with real scale factor $`a(t)=(a_0^2+t^2)^{1/2}`$. This model is obtainable directly from the assumption that the universe is closed and has a total energy density and pressure given by Eqs. (3.18) and (3.19) respectively. The assumption of complex scale factor etc. serves the purpose of justifying this one. It is shown that globally, the model has very good predictions and is devoid of all the cosmological problems mentioned in Sec. 2.1. But to be compatible with modern observational cosmology, it has to go a long way. Of utmost importance is the fluctuations in CMBR detected by COBE; any realistic cosmological model should be able to account for this. In Sec. 3.4, it was argued that the present model can generate density perturbations on scales as large as the present Hubble radius, even after the nucleosynthesis epoch. Recently, Coble et al. have claimed that while models with a constantโ cosmological constant have too high a COBE normalised amplitude for a scale invariant spectrum, their decaying-$`\lambda `$ model has this amplitude matching with observations. However, a detailed analysis of CMBR anisotropies is not undertaken here. Another issue of importance which we have not looked into in any detail is the nucleosynthesis in the present model. It is shown that the thermal histories of the new model and the standard model are not very different. Hence it would be reasonable to expect that nucleosynthesis will also proceed identically.
2) If the standard model is to be generalised by including some kind of energy density other than relativistic/nonrelativistic matter, the resulting model cannot remain unambitious for long; it invariably has to get connected to field theory or the โstandard modelโ in particle physics. In that sense, the present model has only put forward a phenomenological law for the evolution of the vacuum energy which we prudently call $`\lambda `$ (or $`\rho _\lambda `$). A field theoretic explanation for $`\rho _\lambda `$ will always be welcome. In fact, one can see some resemblance between the set of equations (3.10)-(3.13) and (1.53)-(1.55), which suggests the possibility of considering $`\beta `$ as a field. It is easy to see that this is not an ordinary scalar field; it is more akin to a Brans-Dicke field. This aspect too is not pursued any further.
3) Another important issue worthy of further exploration is the connection with quantum stationary geometriesโ (QSGโs) . As an example, this theory juxtaposes two situations; one in which a classical system of closed dust filled universe with constraint equation
$$\frac{\dot{a}^2}{a^2}+\frac{1}{a^2}=\frac{A}{a^3}$$
(5.6)
having a singular evolution for the scale factor $`a=a_{class.}(t)`$ and the other in which QSGโs avoid this singularity in such a way that
$$<a^2(t)>=a_0^2+a_{class.}^2(t)$$
(5.7)
Also here, $`a_0`$ is shown to be of the order of Planck length. This is analogous to the avoidance of singularity in the new and its alternative models. This and many other aspects of the quantum behaviour in the model are left untouched.
Lastly, some aspects of aesthetics. It is well known that Einstein considered the right hand side of his equation, which contain a nongeometric quantity (the energy-momentum tensor) as spoiling the consistency and integrity of his geometrical approach. In the present case, we do not hesitate to claim that at least in a cosmological context, a realistic model is obtained in which such a voluntary introduction of a nongeometrical quantity is not necessary. In fact, equations (3.10)-(3.13) are essentially the same equations (3.5) and (3.6) and hence it can be considered that the right hand sides of (3.10)-(3.11) or that of (3.16)-(3.17) as emerging from their corresponding left hand sides.
One cannot simply be averse to the philosophical overtones of this theory. The universe with complex scale factor is the unperceived one, but the same field equations describe a real, physical universe with real scale factor. Our intellect can conceive only the measurable, real quantities and in a sense, this makes the energy-momentum tensor nonzero. If not approached with caution, this can lead to mysticism, but perhaps it would be better to interpret this, in the event of being proved to have some truth content, as yet another instance in physics where, to use N. Bohrโs words, "truths being statements in which the opposite also are truths".
This position can be criticised on two grounds. (1) The observational and theoretical uncertainties are greatly amplified in cosmology and hence it is subjected to all sorts of ideological and philosophical influences, the present theory being one example. But it shall be reminded that none of the existing cosmological models are free from it and at the level of analysis made, the present model has equally good, if not better, predictions. (2) At a subtler level, it can be argued that it is our intellect that imposes its laws upon nature. We quote K. Popper , who remarked on this subject in reply to Kant: "Kant was right that it is our intellect which imposes its laws - its ideas, its values - upon the inarticulate mass of our "sensations" and thereby brings order into them. Where he was wrong is that he did not see that we rarely succeed with our imposition, that we try again and again, and that the result - our knowledge of the world - owes as much to the resisting reality as to our self produced ideas". We note that this makes the task of conforming to any epistemological systematics difficult for the scientist.
As a closing note, we remark that the model with complex scale factor can be considered as a model for an underlying objective reality. The theory is clearly falsifiable; in the predictions $`H_pt_p=1`$, $`q_p=0`$, $`\rho _m/\rho _\lambda =2`$ in the nonrelativistic era, the total energy density $`\stackrel{~}{\rho }`$, the negative energy density $`\rho _{}`$ etc., it leaves no adjustable parameters. Though it looks a mathematical curiosity, at best a toy model, it is curious enough how this simple model can account for this much cosmological observations without creating any problems at a physical level.
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# Multiphase segregation and metal-insulator transition in single crystal La5/8-yPryCa3/8MnO3
## I Introduction
Metal-insulator transitions in manganite perovskites have attracted considerable attention during the last five years . It has been established that the metallic state in these materials is ferromagnetic (with the double exchange mechanism responsible for the ferromagnetism), and a variety of insulating states have been found. In many cases, application of a magnetic field converts the insulating phase into the ferromagnetic metallic (FM) state, resulting in the phenomenon of โcolossal magnetoresistanceโ (CMR). Recently, it has been demonstrated that microscopic phase separation plays an essential role in the physics of the manganites . In particular, it results in the apparent percolative character of the insulator-metal transition when the transition is from the charge-ordered insulating to the ferromagnetic metallic state. It is here that the largest changes in resistivity (more than 6 orders of magnitude), and therefore the largest magnetoresistances are observed.
In spite of the large amount of work devoted to the manganites, the microscopic nature of the phase-separated states has thus far not been understood. For example, the electronic properties of the constituent phases as well as their volume fractions and spatial distributions in the sample remain to be characterized. More importantly, the physical mechanism underlying the phase separation phenomenon remains unclear. It has been proposed theoretically that doped Mott insulators, such as the mixed-valence manganites, are unstable against electronic phase separation into carrier-rich and carrier-poor regions . This scenario, however, is inconsistent with the sub-$`\mu `$m domain size observed experimentally in several manganite materials . More generally, it is unclear how such a large-scale phase separation can be ascribed to the effects of short-range local interactions or be consistent with long range Coulomb forces, and therefore other effects, including lattice strain or quenched disorder , for instance, need to be considered. To address these basic questions and to understand the origin of the CMR effect, the microscopic structure of manganites must be characterized in detail, and, evidently, more experimental work is needed.
In this paper, we report synchrotron x-ray diffraction, electrical resistivity, magnetization, and specific heat measurements performed on single crystal samples of La<sub>5/8-y</sub>Pr<sub>y</sub>Ca<sub>3/8</sub>MnO<sub>3</sub>, $`y`$$``$0.35. With decreasing temperature, this material first undergoes a charge-ordering (CO) transition at T$`{}_{CO}{}^{}`$200 K, and then a relatively sharp insulator-metal transition into a low-temperature conducting phase at T$`{}_{MI}{}^{}`$70 K. This low-temperature phase is believed to consist of a mixture of charge-ordered insulating and ferromagnetic metallic phases . We estimated that the low-temperature volume fraction of the ferromagnetic phase was 30% in this sample. Note that the charge ordering is of the simple checker-board type found in the โ$`x`$=0.5โ samples and therefore cannot be complete in the entire sample at this doping. We find that neither the fraction of the CO phase in the sample, nor the correlation length of the CO phase, show measurable anomalies at T<sub>MI</sub>. Moreover, the intensities of the CO diffraction peaks continue to grow as the temperature is decreased across the insulator-metal transition. Thus, these data show that the volume fraction of the CO phase does not decrease, and in all likelihood continues to increase, as the material undergoes the insulator-metal transition. Our combined data therefore indicate that in addition to the CO phase, another paramagnetic insulating phase is present below T<sub>CO</sub>. The insulator-metal transition is then caused by the changes within this latter phase.
Existing experimental data suggest that the insulator-metal transition has a percolative character. We propose here that it occurs via the growth of ferromagnetic metallic domains within the parts of the sample that do not exhibit charge ordering. In this picture there are at least three phases in our samples below T<sub>CO</sub>: ferromagnetic metallic, charge-ordered insulating, and a second insulating state which is paramagnetic above T<sub>MI</sub>, and which we will refer to as the I2 phase (insulating phase 2). The mechanism of the metal-insulator transition in charge-ordered manganites, therefore, appears to be more complex than a simple percolation of metallic phase due to the growth of ferromagnetic domains in the charge-ordered matrix.
In addition, we have studied the volume fraction of the FM phase in several other samples with $`y`$0.35. The very low volume fractions of the FM phase observed in some cases indicate that the FM phase is of a filamentary character even at the lowest temperatures. We argue therefore that crystallographic or magnetic domain boundaries, lattice defects and associated strains may play an important role in the formation of the conducting state in these materials.
Finally, we have investigated the effects of x-ray irradiation on the low-temperature phase-separated state. As was the case in some other charge-ordered manganites , the CO state in our samples is destroyed by x-ray irradiation below T=50 K. The photoinduced transition was previously found to be of the insulator-metal type in related samples . While the CO phase remains unaffected by the photoinduced insulator-metal transition at temperatures larger than T<sub>MI</sub> in the related (Pr,Ca,Sr)MnO<sub>3</sub> samples , the CO phase in the present case is destroyed by x-rays at low temperatures. Thus, while an additional phase is required to explain the insulator-metal transition at T<sub>MI</sub>, the low-temperature photoinduced transition need only involve the FM and the CO phases.
## II Experiment
Single crystals of La<sub>5/8-y</sub>Pr<sub>y</sub>Ca<sub>3/8</sub>MnO<sub>3</sub> were grown using the floating zone technique from polycrystalline rods with a nominal composition near y=0.35 synthesized by a standard solid state reaction method. Resistivity measurements were performed using a standard four-probe method, magnetization measurements were carried out with a commercial SQUID magnetometer, and specific heat measurements were performed using a recently developed Peltier microcalorimeter .
The x-ray diffraction measurements were carried out at beamline X22A at the National Synchrotron Light Source. The 10.35 keV x-ray beam was focused by a mirror, monochromatized by a Si (111) monochromator, scattered from the sample mounted inside a closed-cycle cryostat, and analyzed with a Ge (111) crystal. The x-ray beam was $``$0.5$`\times `$1 mm in cross section, and the x-ray flux was $``$10<sup>11</sup> photons per second. The typical mosaic spread in our samples was 0.2.
Below the charge-ordering transition temperature T<sub>CO</sub>, superlattice diffraction peaks of two types appear. The (H, K/2, L) peaks, K odd (in the orthorhombic Pbnm notation), are associated with the Jahn-Teller distortions characteristic of the CE-type charge and orbitally ordered state, and are often referred to as orbital-ordering peaks. The (H, 0, 0) and (0, K, 0) peaks, H and K odd, have the same wavevector as the checkerboard charge ordering and arise from lattice distortions associated with valence ordering. In a recent series of experiments , these reflections were studied in the related material Pr<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> which also exhibits the CE-type CO state. By tuning the incident x-ray energy through the Mn absorption edge, characteristic resonance and polarization dependences were observed at these reflections, directly confirming their assignment as orbital and charge-ordering peaks. In our measurements the x-ray energy is far from resonance, and therefore both types of superlattice reflections arise from lattice distortions associated with the CO state. In this work, we concentrated on the (0, 4.5, 0), (0, 5, 0), and (0, 5.5, 0) peaks. Longitudinal (parallel to the scattering vector) and transverse scans were taken. The longitudinal scans were fitted using Lorentzian-squared line shapes, and these fits were used to extract the intensities, positions, and widths of the peaks.
## III Results and Discussion
Fig. 1 shows the temperature dependences of the zero-field electric resistivity and magnetization in a 100 Oe magnetic field. The anomalies at T$`{}_{CO}{}^{}`$200 K are due to the CO transition. With decreasing temperature, a relatively sharp insulator-metal transition occurs at T$`{}_{MI}{}^{}`$70 K. (The transition temperatures were defined as the temperatures of the maxima in the temperature derivative of the logarithmic resistivity.) In the vicinity of T<sub>MI</sub>, the sample magnetization gradually increases on cooling before saturating below T=40 K. The transition is strongly hysteretic.
In a recent work by Uehara et al. it was shown that the low-temperature state of this material is inhomogeneous, and that even at very low temperatures only a fraction of the sample becomes metallic. Assuming that these metallic parts of the sample are also ferromagnetic, this fraction can be estimated using the data of Fig. 2, which shows the sample magnetization versus applied magnetic field in a zero-field cooled sample. The magnetization first saturates at a field of about 1 Tesla. This saturation is attributed to the complete alignment of the FM domains present in the sample in zero field . The material then undergoes two field-induced transitions at the fields of 1.6 and 3 Tesla. Finally, when the field is increased to H=4 Tesla the entire sample becomes ferromagnetic, as indicated by the magnitude of the saturated magnetic moment. The field-induced transition is persistent, and the entire sample remains in the FM state after the field is turned off. Therefore, the fraction of the FM state in the zero-field cooled sample can be determined from the ratio of the low-field (H$`<`$1 Tesla) magnetization taken on ramping the field up and down. Using the data of Figs. 1 and 2, we thus conclude that the fraction of the FM phase in our sample was $``$30% at T=5 K and $``$9% at T=70 K, the insulator-metal transition temperature.
One possible scenario for the insulator-metal transition in La<sub>5/8-y</sub>Pr<sub>y</sub>Ca<sub>3/8</sub>MnO<sub>3</sub> involves the growth of the metallic domains within the charge-ordered insulating matrix with decreasing temperature. The system would then undergo the insulator-metal transition when these metallic domains percolated. As discussed above, the volume fraction of the conducting phase can be estimated from the magnetization measurements, and in our samples should thus increase from approximately zero to $``$30% as the temperature decreases from 100 K to 40 K.
To test this hypothesis, we investigated the properties of the CO state using synchrotron x-ray diffraction. The temperature dependences of the intensity, width, and the scattering vector of the (0, 4.5, 0) superlattice peak are shown in Fig. 3. The data were taken on cooling. The intensity of this peak is often taken as the order parameter of the CE-type charge and orbital ordered state because it reflects the degree of the order achieved in the CO system provided that the sample is homogeneous. In an inhomogeneous system, this intensity can also increase if the volume fraction of the CO phase increases. Therefore, if the conducting phase grows at the expense of the CO phase as the temperature is decreased, one would expect the CO peak intensity to decrease as the sample undergoes the insulator-metal transition. In principle, it is possible that the increase in the peak intensity due to the improved ordering at low temperatures might compensate for any decrease in the volume fraction of the CO phase. However, taking into account the high volume fraction (30%) of the ferromagnetic phase at low temperatures and noting that the order parameter of the CO phase is not expected to change rapidly at temperatures much smaller than T<sub>CO</sub>, we believe that the latter possibility is very unlikely . That is, if 30% of the CO phase were to be transformed, we would be able to observe it. It is surprising therefore that the data of Fig. 3(a) do not show any decrease in the (0, 4.5, 0) peak intensity in the vicinity of the insulator-metal transition. On the contrary, the peak intensity continues to increase with decreasing temperature down to T=10 K, showing no detectable anomaly at T<sub>MI</sub>. The intensity of the (0, 5, 0) CO peak also does not show any decrease in the vicinity of T<sub>MI</sub>. We therefore conclude that our data are inconsistent with any model in which the insulator-metal transition is due to the simple growth of the FM phase at the expense of the CO phase at low temperatures.
Panel (b) of Fig. 3 shows the temperature dependence of the (0, 4.5, 0) peak width. The intrinsic peak width is inversely proportional to the correlation length of the CE-type ordered state. The data of Fig. 3b show that the correlation length of the orbital state remains finite well below the CO transition temperature, slowly growing with decreasing temperature. Even at 10 degrees below T<sub>CO</sub>, it does not exceed 200 $`\mathrm{\AA }`$. It is unclear to what extent these data reflect the size of the CO domains, however, since similar peak broadening of orbital reflections was observed in Pr<sub>0.5</sub>Ca<sub>0.5</sub>MnO<sub>3</sub> samples in which CO reflections exhibit long range order . In any case, it is evident that the orbital state is highly disordered in the vicinity of T<sub>CO</sub> but becomes progressively better correlated as the temperature decreases. The CO domain size may also grow in the process. However, as was the case for the peak intensity, there is no anomaly in the temperature dependence of the peak width in the vicinity of T<sub>MI</sub>, and, clearly, there is no low-temperature width increase that might be expected if charge ordering is destroyed in a third of the sample volume.
The temperature dependence of the (0, 4.5, 0) peak position is shown in Fig. 3(c). There is an abrupt change in this temperature dependence at T=200 K. This change is almost certainly caused by the structural transition. The increase in the CO scattering vector above T=200 K may be caused by the corresponding decrease in the $`b`$-axis lattice constant, if the CO fluctuations simply follow the underlying crystal lattice. However, more interesting explanations, including the possibility of incommensurate orbital fluctuations that were previously observed in other manganites , are also possible.
We have also studied the temperature-dependent behavior of the fundamental Bragg peaks. In particular, scattering in the vicinity of the (0, 4, 0) position in the reciprocal space was measured, and the results are shown in Fig. 4. Note that due to the presence of twin domains, (0, 4, 0), (4, 0, 0), and (2, 2, 4) reflections may, in principle, be present at this reciprocal space position. Similar to many other charge-ordered manganites, our sample undergoes a structural transition at T<sub>CO</sub>. Above T=220 K a single narrow peak is observed, while below T=180 K two overlapping peaks are present (see Fig. 8 for an example of the low-temperature peak profile). It was impossible to distinguish between a single broad peak or closely separated two peaks in the vicinity of T<sub>CO</sub>. Below T<sub>CO</sub>, peak positions and widths evolve in a smooth manner down to T=10 K. There appears to be a small but systematic narrowing of the Bragg peaks with decreasing temperature below T<sub>CO</sub>. This decrease in the peak width indicates that lattice strain is relieved as the temperature is decreased. The lattice strain is maximized in the vicinity of T<sub>CO</sub>. Note that some of the decrease of the (0, 4.5, 0) peak width at low temperatures (Fig. 3(b)) may thus be attributed to the decrease of the overall lattice strain.
The temperature dependence of the specific heat is shown in Fig. 5. The temperature anomaly at T=210 K is due to the charge-ordering transition . The anomaly at T=170 K is likely the result of the Nรฉel transition which takes place in Pr<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> samples at a similar temperature . As was the case for the diffraction data, the specific heat exhibits no anomaly at T<sub>MI</sub>. This behavior is consistent with the multiphase scenario for the insulator-metal transition in our sample and is clearly different from the behavior exhibited by La<sub>0.7</sub>Ca<sub>0.3</sub>MnO<sub>3</sub>. The latter compound has approximately the same doping level and exhibits a conventional metal-insulator transition at the Curie temperature at which a pronounced specific heat anomaly is observed .
The combined data discussed above are clearly incompatible with the picture in which the FM phase appears at a temperature of approximately 100 K, as the magnetization data would suggest, and then grows at the expense of the CO phase as the temperature decreases, percolating at T<sub>MI</sub>=70 K and finally reaching a volume fraction of 30% at T=40 K. On the contrary, the temperature dependences of Fig. 3 indicate that the correlation length, and possibly even the volume fraction of the CO phase, grow with decreasing temperature.
Based on our data, we therefore propose the following modified scenario for the insulator-metal transition in La<sub>5/8-y</sub>Pr<sub>y</sub>Ca<sub>3/8</sub>MnO<sub>3</sub>. A secondary phase (the insulating phase 2, or the I2 phase), which is distinct from the phase that undergoes the CO transition, is present in our samples below T<sub>CO</sub>. Since the CO phase is insulating and its volume fraction is not decreasing with decreasing temperature, the changes within this secondary phase must account for the insulator-metal transition. That is, the insulator-metal transition results from the growth of ferromagnetic metallic domains within the parts of the sample that do not exhibit charge ordering.
There are at least two possibilities for this growth. The FM domains can percolate within the I2 phase in a manner previously suggested for the percolation of metallic domains within the CO matrix. Alternatively, the I2 phase can become a ferromagnetic metal in a more or less uniform manner, possibly with some small volume fraction undergoing the transition at lower temperatures due to local variations of lattice strain. The presence of this latter fraction may lead to the formation of the insulating โbottlenecksโ in an otherwise conducting secondary phase near T<sub>MI</sub>. Small fluctuations in these insulating regions would then lead to large changes in the sample resistance. In the both scenarios, the insulator-metal transition would exhibit properties characteristic of the percolative transition, as have indeed been found in a variety of manganite samples , with arguably the most dramatic manifestation being the colossal fluctuations observed in $`1/f`$ noise measurements . In summary, our data strongly suggest that the insulator-metal transition in our sample is due to the changes that occur within the non-charge-ordered parts of the sample. We would like to note that very recently the existence of the secondary low-temperature insulating phase was reported in Pr<sub>0.7</sub>Ca<sub>0.3</sub>MnO<sub>3</sub> samples . A detailed crystallographic study and structural refinement are needed to establish whether the I2 phase in our sample and the secondary insulating phase in Pr<sub>0.7</sub>Ca<sub>0.3</sub>MnO<sub>3</sub> are the same.
It has been recently found that in many cases the CO state in manganite materials is unstable against irradiation with x-rays or even with visible light . In particular, in Pr<sub>0.7</sub>Ca<sub>0.3</sub>MnO<sub>3</sub> x-rays destroy the CO state and convert the material to a conducting state which was conjectured to be ferromagnetic . More recently it has been shown that the photoinduced state in related thin films does indeed possess a substantial magnetic moment . We have also therefore carried out a study of the effects of x-ray irradiation in our samples, in particular with the intention of comparing the x-ray-induced transition with the temperature-induced insulator-metal transition that occurs at T<sub>MI</sub> in the absence of x-rays.
We find that in our samples the charge ordering is also destroyed by x-ray illumination at low temperatures. Fig. 6 shows the intensity and the scattering vector of the (0, 4.5, 0) superlattice peak versus x-ray exposure time. Note that as the crystal lattice gradually relaxes in the transition process, the position of the (0, 4.5, 0) peak also changes, following the changes in the $`b`$ lattice constant. A diffraction peak was also found at the (5, 0, 0) position. This peak is present only in the CO state and disappears as the sample is irradiated (insets in Fig. 6). After prolonged x-ray irradiation, the $`a`$ lattice constant of the remaining CO domains increases by 0.01% and the $`b`$ constant decreases by 0.045%.
The x-ray-induced effects are present only at temperatures less than 50 K. In fact, the CO state is recovered on heating the x-ray converted samples above T=60 K, as shown in Fig. 7. The x-ray induced FM state, therefore, is unstable above T=60 K. Similar phenomenology was observed previously in Pr<sub>0.7</sub>Ca<sub>0.3</sub>MnO<sub>3</sub> samples . We note that the data of Fig. 3 are unaffected by these x-ray effects since we find no such effects at T=50 K and above (on cooling), and the data of Fig. 3 at T=10 K were taken quickly after the sample was cooled from 50 K to 10 K in the absence of x-rays.
Because of the strong electron-lattice coupling in the manganites , lattice parameters of the FM state are expected to be different from those of the CO phase. It is therefore not surprising that our samples undergo substantial structural changes when irradiated with x-rays below T$``$50 K. Fig. 8 shows longitudinal scans (parallel to the scattering vector) in the vicinity of the (0, 4, 0) allowed Bragg peak at T=10 K after various x-ray exposures. The scans were collected using an attenuated beam, so that the x-ray-induced change during the course of a single measurement was negligible. The data of Fig. 8 show that lattice constants of the x-ray-induced phase differ substantially from those of the non-irradiated material. We have tried fitting these data assuming the presence of several phases with fixed lattice constants, but the best fits were obtained when the lattice parameters of the phases were allowed to vary. Such behavior could be the result of a gradual relaxation of the lattice strain exerted by the CO phase on the x-ray-induced phase as the latter phase grows within the CO matrix.
There appears to be a difference between the thermally-induced insulator-metal transition at T<sub>MI</sub> in the absence of x-rays and the x-ray-induced transition at low temperatures. In the former case, the CO phase is not affected in any measurable manner, while in the latter the conductivity increases simultaneously with the destruction of the CO phase in the related samples , and therefore the CO phase is almost certainly converted into the metallic state in the process. Other evidence that the two transitions have different mechanisms comes from the observation that when the samples of a composition similar to ours are irradiated with x-rays above T<sub>MI</sub>, the changes in the intensity of the CO peaks are minimal or even absent while an insulator-metal transition still takes place. Thus, it appears that while a phase distinct from both the FM and the CO phases is required to explain the transition at the relatively high transition temperature T<sub>MI</sub>, the low-temperature x-ray-induced transition may involve only two phases. It would be very interesting to check if this statement holds for other external perturbations, such as magnetic field, for example.
Finally, we briefly discuss samples of different compositions. The exact sample composition depends on the nominal composition of the sample feed rod and on the preparation conditions. Extensive studies on how the properties of ceramic samples of La<sub>5/8-y</sub>Pr<sub>y</sub>Ca<sub>3/8</sub>MnO<sub>3</sub> change with composition can be found in Refs. . We have investigated several samples with nominal $`y`$0.35, all of which exhibited the insulator-metal transition at low temperatures. The magnitude of the resistivity drop at this transition, as well as the low-temperature fraction of the FM phase determined as described above, were different in different samples. Fig. 9 shows temperature dependences of the (0, 5.5, 0) peak intensity and the electric resistance in one of these samples. The low-temperature volume fraction of the FM phase determined from magnetization measurements was only 2.5%. Nevertheless, the sample resistance dropped by more than 2 orders of magnitude on cooling from 100 K to 50 K. The temperature-dependent behavior of the CO phase is perfectly conventional, that is, the intensities and correlation lengths of the charge and orbital ordering saturate at low temperatures and no anomalies are found in the vicinity of T<sub>MI</sub>. Therefore, the conducting phase in this particular sample must be of a highly filamentary character. Otherwise, a conducting path could not form because of the small fraction of the conducting phase in this sample.
It is natural to assume that local strains associated with twin-domain boundaries and other kinds of structural defects can significantly change electronic properties of the nearby regions due to the strong electron-lattice coupling . The filamentary FM regions that would be induced by such extended lattice defects might appear to be a plausible explanation for the reduced low-temperature resistivity in our samples which have a small low-temperature fraction of the FM phase. The important conclusion that can be drawn from this is that electronic properties of manganites samples can, in some cases, be strongly affected by extremely small amounts of a secondary phase that can arise naturally due to structural defects. Great care in choosing sample growth conditions and sample preparation methods should, therefore, be taken in order to study the properties of the โpureโ phases.
## IV Conclusions
In conclusion, we find that the simple percolation model of the insulator-metal transition in La<sub>5/8-y</sub>Pr<sub>y</sub>Ca<sub>3/8</sub>MnO<sub>3</sub> needs to be modified. Our data are inconsistent with the growth of the FM state at the expense of the CO state at low temperatures, at least not in the amounts suggested by the magnetization measurements. We propose that parts of the sample, while insulating, do not exhibit charge ordering below T<sub>CO</sub> and that the insulator-metal transition is due to the growth of ferromagnetic metallic domains within these parts. Whether these metallic domains actually percolate at T<sub>MI</sub>, or more complex structures containing insulating โbottlenecksโ are realized in the vicinity of T<sub>MI</sub> will be the subject of future work. We emphasize that whatever is the actual mechanism responsible for the insulator-metal transition, the CO phase appears to play a less important role in it.
X-ray irradiation at low temperatures destroys the CO state and converts the material to a state which was previously found to be metallic in similar samples. It appears that the mechanism for this low-temperature transition does not require the presence of the phase distinct from both the FM and the CO phases. On the other hand, it has been shown that x-rays do not strongly affect the CO state above T<sub>MI</sub> while still converting the material to the metallic state . Thus, it is possible that the insulator metal transition at the relatively high temperature T<sub>MI</sub> and the low-temperature photoinduced transition have different microscopic mechanisms.
We also showed that the insulator-metal transition takes place in samples with an extremely small low-temperature fraction of the FM phase. The conducting phase in these samples must be of a highly filamentary character. We propose that lattice defects and associated strains play an important role in these samples.
We are grateful to M. E. Gershenson, A. J. Millis, and D. Gibbs for important discussions. This work was supported by the NSF under Grant No. DMR-9802513, and by Rutgers University. Work at Brookhaven National Laboratory was carried out under contract No. DE-AC02-98CH10886, US Department of Energy.
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# The Outflow-Disc Interaction in Young Stellar Objects
## 1 Introduction
Observing a main sequence star, like our Sun, but much further away with an optical telescope will not impress us much, since it will appear as an unresolved point source of light, without any particular feature. Main sequence stars are in fact objects in the most stable and quiet stage of their life. A slightly higher degree of activity (e.g. flares) can be observed at other wavelengths (e.g. radio or X-rays): synchrotron emission from the very hot plasma in the corona of the star is one of the most evident hints for the existence of strong magnetic fields rooted in the star. Nevertheless this activity is not comparable to the one through which the star had to go before reaching the quiet days of the main sequence. First the collapse of a molecular cloud, which can be of several light years in size. Then the accretion of matter through a disc accompanied by outflows (see Fig. 1). Finally the star reaches the stage of the ignition of nuclear fusion in its core which leads to emission at optical wavelengths, which will characterize its life on the main sequence.
I concentrate on the second phase mentioned above and explain, on the basis of both on theory and observations, the coexistence of two apparently opposite phenomena as accretion and outflow of matter. To do this I will first introduce briefly (in section 2) the physical principles which are needed for such a study. I will then review a sample of theoretical models and the results of recent simulations (section 3). In section 4 I will draw the best links between the model predictions and the observed phenomena. As a summary, in section 5 I will try to delineate the further work in the field. The last section summarizes the discussion occurred at the end of the oral presentation.
## 2 Basic Equations
Magnetohydrodynamics is the study of the motions of a fluid in the presence of magnetic fields. We consider the material accreting and outflowing from a star as a fluid because the mean free path $`l`$ of a particle is much smaller than the length of interest $`L`$ (in our case $`l10^{14}`$ cm and $`L10^{19}`$ cm. We therefore will need a set of equations which include both the dynamics of a fluid and the presence of magnetic fields.
First the conservation of the mass from the hydrodynamic equations:
$$\frac{}{t}\rho +(\rho ๐ฏ)=0$$
(1)
We then need an equation for the conservation of momentum:
$$\rho [\frac{}{t}๐ฏ+(๐ฏ)๐ฏ]+p\rho ๐ =\frac{1}{4\pi }(\times ๐)\times ๐$$
(2)
Notice that the term on the right marks the presence of the magnetic fields with the magnetic force. $`p`$ represents the pressure and $`๐ `$ the gravitational potential (which can have whatever shape we wish).
The energy equation looks like the following:
$$\frac{}{t}E+(E๐ฏ)=\mathrm{๐ ๐ฏ}+\frac{1}{4\pi }\eta \times ๐^2$$
(3)
where $`\eta `$ corresponds to the electric diffusivity.
Finally we need field equations:
$`{\displaystyle \frac{}{t}}๐\times (๐ฏ\times ๐)`$ $`=`$ $`\times (\eta \times ๐)`$ (4)
$`๐`$ $`=`$ $`0`$ (5)
This set of equations needs a few lines of explanation. First, in magnetohydrodynamics (MHD) we assume local neutrality. Because of the very low density, the charged particles of both polarities (electrons and ions) are supposed to fill the same space equally. This does not rule out the existence of different drift velocities between the two species. It means that the currents exist but the electric fields can be neglected. Hence the Lorentz force looks like the following:
$$\frac{1}{c}๐\times ๐=\frac{1}{4\pi }(\times ๐)\times ๐$$
(6)
Since the electric fields are considered small enough to be neglected, their changes in time are also negligible. So we have
$$(\times ๐)=\frac{4\pi }{c}๐+\frac{1}{c}\frac{}{t}๐$$
(7)
where the last term will be equal to 0. In addition, if we rule out all dissipation effects ($`\eta =0`$) because of the very low density of the plasma, we have the right hand side of equation (4) equal to 0. In that case we talk about field freezing, which means that the field lines follow every movement of the matter in which they are embedded, producing changes in the geometry of the magnetic field and in the strength of the magnetic flux.
The solution of this system of equations is a great challenge in both theoretical modelling and the numerical computation. It will trace the magnetic field lines around young stellar objects and meet the observations which have been carried out with all kind of techniques and at all wavelengths. In the next section we will have a look at the models which give the best fit to the observed data.
## 3 The Models
From the literature it is possible to recognize two major schools in modelling the magnetic fields around young stellar objects. The first (e.g. Shu et al., 1988) considers the outflows as centrifugally driven winds; the second stresses the twisting of the magnetic field lines.
### 3.1 Magnetocentrifugally Driven Outflows
Shu et al. (1988, 1991, 1994) proposed a model where the outflows detectable around young stellar objects are driven basically by the centrifugal force produced by the fast rotating central object. The latter is supposed to rotate nearly at break up speed. The poloidal magnetic field lines are squeezed towards the surface of the star, producing big loops expanding along polar directions. The accretion disc drives the matter towards the star. Some of the matter travelling onto the disc surface to the star can leave the plane of the disc and fly along the squeezed field lines. In Fig. 2 it is possible to see the geometry of the field lines close to the central object and how the centrifugal force $`๐
_c`$ wins over the gravitational attraction $`๐
_g`$ the further the particle travels along the field line (Pelletier et al., 1992). The problem with this model is the collimation of the outflow. Observations show in some cases evidence for a very efficient mechanism of collimation of the matter flying away from the central object. This effect is not reproducible with this model. An example of an application of the model is given in Shu et al., 1994, on SU Aur a classical T Tauri star. $`M_{}=2.25M_{}`$, $`R_{}=3.6R_{}`$ give a mass flow from the disc $`\dot{M}_D=6\times 10^8M_{}/yr`$ and a magnetic field strength $`B_{}=300G`$. The flow velocity will be around 200 km/s.
### 3.2 Twisting the Magnetic Fields
In the following models the mechanism that drives the outflows is not a wind created by the centrifugal force. The forces acting as launching the matter away from the central object are considered to originate only by the twisting of the magnetic field lines, which is able to open polar channels and draw matter from the accreting disc towards the interstellar space.
The first of these was proposed by Uchida & Shibata, 1985. It considers an interstellar magnetic field, frozen into the interstellar medium. Due to the collapse of the original molecular cloud the magnetic field lines are constrained to come closer to the central object, and because of the rotation of the accretion disc they will be twisted. The result is shown in Fig. 3. The twisting of the field leads to the appearance of a $`๐\times ๐`$ force: $`๐`$ is radial due to infalling material, $`๐`$ leaves its initial configuration parallel to the rotation axis and, because of the twist due to the rotation of the disc, lies more and more in the plane of the disc. The $`๐\times ๐`$ force is therefore oriented perpendicular to the disc and is able to produce large scale weakly collimated outflows. The collimated hot optical jets, on the other hand, are considered to have their origin closer to the star: material falling to the surface of the star can be blown off in the polar direction along the โopenโ field lines (these are not strictly open, they in fact reconnect with the interstellar field).
The second model comes from Newman et al. (1992) (Fig. 4). The important assumption here is $`๐\times ๐=0`$, which indicates a force free plasma. The Poynting theorem applied to this condition shows that because of the differential rotation of the disc (footpoints of the poloidal field travel apart form each other) the energy of the field has to increase. This energy enhancement causes the field lines to โinflateโ, especially in the direction of the poles. Material can then escape along the inflated field lines, away from the disc surface. Simulations by Lovelace et al. (1995) show that very little time is needed in order to reach a reasonable field inflating, which means that the phenomenon of outflow is present at the very beginning of the formation of the star, as soon as the accretion disc is present.
The third model was proposed by Henriksen & Valls-Gabaud (1994) and is called cored apple. It is explicitly said in the article that this model cannot reproduce any observation with high fidelity. Nevertheless it serves to show that no possibility can be ruled out. In particular their simulation shows, beside a known equatorial-infall-/polar-outflow-model, the opposite scenario of having a polar inflow (better called infall) and an outflow in the equatorial plane as (see Fig. 5).
This mechanism is supposed to appear at the very beginning of the star formation, i.e. during the collapse of the molecular cloud, when yet no disc-like geometry has been created from the accreting material. Only a thick torus is present. The engine of the outflow is only the rebounding of the free falling material. It is even possible for some of the gas to miss the central object and to be directly conducted outwards. The model is however not able to reproduce field energies, pressures and flow velocities measured by observation, especially when the distance to the central object becomes greater than 100 AU (tests of the model have been carried out on VLA 1623, see Henriksen & Valls-Gabaud, 1994).
There have also been several attempts of modelling time-dependent accretion and outflow, see e.g. Goodson et al., 1997, 1999a, 1999b. They basically assume a radially oscillating disc, which periodically squeezes the poloidal magnetic field (field configuration of Newman et al., 1992), which inflates and allows material to flow out in the form of โbulletsโ. The model is in good agreement with observations at different wavelengths of HH 30 (see Fig. 1) and DG Tau, two classical T Tauri stars. Further attempts of describing the material ejection time dependence claim to trace both the phenomena around a black hole and around a protostar (Ouyed et al., 1997).
The latest models are able to combine the existence of a fast, hot and narrow outflow (near to the rotation axis) with a slow outflow, colder and closer to the disc. The first would be driven by the dynamo action of the disc which gives raise to an azimuthal field, the second would be centrifugally driven. The former would be responsible for carrying material away from the disc, the latter to transport angular momentum outwards, along the disc (Brandenburg et al., 2000).
## 4 Observations: The Reality
From the pictures of the HST we get a static image of a forming star (Fig. 1). All information of the dynamics in that region is completely missing. In order to supply this information it is important to combine different techniques. In particular, I will present some results obtained from spectrometric studies of those regions at millimeter wavelengths. The reason for using radio observations instead of optical ones is simple: optical radiation is absorbed by the great amount of dust present around the central object; radio waves on the contrary get through and carry very important information about the interior of the cloud. Infrared observations are also important, since the dust scatters the $`UV`$-light from the star to longer wavelengths producing a red excess, i.e. a higher flux in the infrared than would be expected from the star. This excess radiation gives us information about the amount of dust around the forming star.
An observed spectral line will often be shifted in frequency, because of the relative radial velocity between us and the observed object (Doppler-effect). From the amplitude of that shift and from the shape of the spectral line it is possible to draw conclusions about the relative motion of the matter, e.g. if it is moving towards us or away from us. In Fig. 6 a typical spectrum is shown. Using an interferometer the data can be mapped in both space and velocity to study the source dynamics. Clearly noticeable is the velocity distribution of the matter at different distances from the central object (Fig. 7).
But even more useful for the study of the magnetic fields is the measure of the polarization of the light. By observing at millimeter and submillimeter wavelengths it is possible to measure the amount and direction of polarization as e.g. shown in the paper by Tamura et al. (1999). Dust particles aligned with the magnetic fields scatter $`UV`$-light from the star producing a slight polarization. In Fig. 8 one can see the orientation of the polarization (thick line) superimposed on CO contours which traces the outflows. Realizing that the magnetic field is oriented along the disc, one can conclude that the toroidal component of the magnetic field is dominating the configuration around the two objects. It is also conceivable that determining the age of young stellar objects will be possible through measuring of the polarization: the more alignment with the accretion disc is detected, the older is the YSO (as time goes by the configuration is geometrically more defined and the magnetic field more twisted in the toroidal direction). A discussion about the possible correlation between โorderโ in the magnetic field and age is presented by Greaves et al. (1997).
The choice between one theoretical model and another is not always clear. Fig. 9 shows a plot of polarization against viewing angle. The latter is calculated based on geometrical considerations (see Greaves et al., 1997). The clear correlation between the polarization angle and the angle of view is striking and this suggested to the authors different conclusions about the geometry of the star-disc-outflows system. From the diagram in Fig. 9 one can see that when the outflow lies in the plane of the sky ($`\mathrm{\Theta }=90^o`$) the magnetic field lies perpendicular to the outflow direction. The opposite happens when the outflow is oriented close to the line of sight: the magnetic field seems to be parallel to the outflow. The authors test against the last three models of section 3. Though a definitive choice between models is not possible they can nevertheless possible to rule out one of them in some cases.
## 5 What Remains to Be Done
In my opinion, the greatest challenge of the next generation of instruments (ALMA for the submillimeter, optical and infrared interferometry, etc.) is to achieve higher spatial resolution in order to be able to zoom into the deepest regions of the formation of a star. Polarization measurements are also well suited to study the presence and the evolution of magnetic fields in star formation regions. All this will be a great contribution to the modelling of both jets from black holes and outflows from YSOโs. In active stars (pre main sequence), the tracing of the magnetic fields can also be done by observing synchrotron emission from the plasma of the corona. These studies give insight into the existence and evolution of the corona in early phases of stellar evolution, in order to better understand the origin of e.g. the solar corona. An ongoing project tries in fact to detect T Tauri stars at very high resolution through synchrotron emission, with the aim of tracing the distribution of the hot plasma and consequently of the magnetic field.
## 6 Questions and Discussion
* Student: Where does the outflowing matter go? Does it come back on the star later on?
M. Pestalozzi: The matter is blown away from the star and will in principle not participate in the formation of the star where it originated. Eventually it might be part of the formation of another star in the neighbourhood. When stars form in clusters the star formation rate is triggered exactly by this kind of phenomenon, which spreads out material into the interstellar space.
* A. Romeo: How does accretion occur?
M. Pestalozzi: A single particle moving in a central field has a constant angular momentum. This fixes the characteristics of the orbits that the particle can have (the shorter the radius, the higher the rotation velocity). In order to fall towards the central object the particle has to lose angular momentum and energy, which in a YSO occur through the frequent collisions of gas particles. Research is in progress to understand how these dissipative phenomena are correlated.
* A. Tappe: Jets from a black hole and outflows from a YSO: are they the same phenomena? Will it be possible to join them in the same class?
M. Pestalozzi: In the simulations by Ouyed, Pudritz & Stone (1997) the propagation of jets and outflows does not differ, except for the scale. However YSO and black holes are physically very different objects, especially close to the center. The unification of the theories describing outflows or jets is probably not possible at scales comparable to the size of the central object. Further out the morphology of the dynamics of the outflowing material have actually similar characteristics in both type of objects.
* M. Thomasson: How does polarization of light occur?
M. Pestalozzi: Light coming from the star scatters on the dust particles which lie around the star (either in the disc or in general in the cocoon of the forming star). Magnetic fields on the other hand have the capacity of orienting the dust particles along the field lines, according to their magnetic properties: every elongated particle will feel a magnetic momentum, which will force the particle to assume the less expensive position in terms of energy. In this situation, light which scatters with oriented dust will orient its fields, producing a polarization along the major axis of the dust particles.
* M. Thomasson: Where is the force that drives the matter out of the plane (e.g. in Newman et al., 1992)?
M. Pestalozzi: In the model by Uchida & Shibata, 1985 it is the $`๐\times ๐`$ force which increase with the twisting of the field lines by the rotation of the disc. In Newman et al., 1992, material follows the field lines which have been inflated by the stretching of the field lines due to differential rotation of the disc.
* A. Tappe: Open field lines: is this possible?
M. Pestalozzi: What is meant by open field lines are not lines which will never close, opening the possibility to the existence of magnetic monopoles. These lines are supposed to reconnect with the lines of the interstellar magnetic field. They are virtually open for the central object we are considering.
* A. Tappe: Is it possible to tell which model is right and which is wrong? And if yes, how?
M. Pestalozzi: No. There are better models and worse ones. The whole thing is about how well a certain model fits the observations. Some of the presented models are better for the explanation of some observations but not of others (see Greaves et al., 1997).
* V. Minier: You are speaking about low-mass star formation. What about high-mass star formation? Is any model possible for it?
M. Pestalozzi: I was actually expecting that question. In my opinion that I have been cultivating during the preparation of this seminar, there should not be any difference between the formation of a low-mass star and a high-mass star, except for the scale of the phenomena. The problem comes from the time scale and the chance to observe a star in this phase: high-mass stars are supposed to form and evolve quicker than low-mass stars. This already puts a constraint on the chance of finding a high-mass star exactly in the evolutionary phase we would like. In addition, there are many more low-mass stars than high-mass ones. In any case, basing our consideration on the existent literature, I suggest to look at a high mass star formation applying Henriksenโs model. Since it seems to be difficult for a 50 M star to keep intact discs or other nice features, the model of outflows created only by the accretion seems to me the most appropriate to describe the early phase of evolution.
* A. Tappe: The collimation is proportional to the twisting, or better to the velocity difference between the rings where the footpoints of the magnetic field lie. Is that correct?
M. Pestalozzi: Yes. It is also well presented in the article to which I was referring. Actually in the proposed model the authors needed to turn the simulation only about a bit more than one turn in order to get those very pinched field lines.
* D. de Mello: On the HST viewgraphs you showed at the beginning a lengthscale is indicated. Could you compare it to the one you get observing with VLBI?
M. Pestalozzi: In fact with VLBI observation we are able to zoom in by about two orders of magnitude inside the objects we see in the HST picture. This seems to do all simulations about the magnetic fields useless and a comparison between HST images and VLBI data nonsense. In fact the simulations try to reveal real mechanism that starts the outflows, almost at the stellar surface. What we see with the HST images is a constraint on the geometry at a larger scale. The models must then be able e.g. to collimate the outflows within the distance form the central object that HST images indicate. Also the accretion mechanisms must obey those geometrical boundary conditions. In such complex problems of MHD in YSOs where all effects seem to couple (viscosity, accretion, outflow, magnetic fields, rotation, diffusion, โฆ) it is important to have at least some kind of boundary conditions on the geometry on which you can build a model.
## References
Brandenburg A., Dobler W., Shukurov A., von Rebowski B., 2000, MNRAS, in press
Goodson A.P., Winglee R.M., Bรถhm K.-H., 1997, ApJ, 489, 199
Goodson A.P., Bรถhm K.-H., Winglee R.M., 1999, ApJ, 524, 142
Goodson A.P., Winglee R.M., 1999, ApJ, 524, 159
Greaves J.S., Holland W.S., Ward-Thompson D., 1997, ApJ, 480, 255
Henriksen R.N., Valls-Gabaud D., 1994, MNRAS, 266, 681
Lada C.J., Fich M., 1996, ApJ, 459, 638
Lovelace R.V.E., Romanova M.M., Bisnovatyi-Kogan G.S., 1992, MNRAS, 275, 244
Newman W.I., Newman A.L., Lovelace R.V.E., 1992, ApJ, 392, 622
Ouyed R., Pudritz R.E., Stone J.M., 1997, Nature, 385, 409
Pelletier G., Pudritz R.E., 1992, ApJ, 394, 117
Shu F.H., Lizano S., Ruden S.P., Najita J., 1988, ApJ, 328, L19
Shu F.H., Ruden S.P., Lada C.J., Lizano S., 1991, ApJ, 370, L31
Shu F.H., Najita J., Ostriker E.C., Wilkin F., 1994, ApJ, 429, 781
Shu F.H., Najita J., Ostriker E.C., Shang H., 1995, ApJ, 455, L155
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Uchida Y., Shibata K., 1985, PASJ, 37, 515
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# PARTIAL DYNAMICAL SYMMETRIES IN NUCLEI
## 1 Introduction
When a dynamical symmetry occurs all properties of the system (e.g. energy eigenvalues) and wave functions are known analytically thus providing clarifying insights into complex dynamics. The majority of nuclei, however, do not satisfy the predictions of exact dynamical symmetries. Instead, one often finds that only a subset of states fulfill the symmetry while other states do not. In such circumstances, referred to as partial symmetries, the Hamiltonian supports a coexistence of โspecialโ solvable states and other states which are mixed. Examples of partial symmetries in nuclear spectra are discussed below.
## 2 Partial SU(3) symmetry and the nature of the $`K=0_2`$ band
The nature of the lowest K=$`0^+`$ \[K=$`0_2`$\] excitation in deformed nuclei is still subject to controversy. Traditionally described as a $`\beta `$ vibration, its properties are empirically erratic in contrast to the regular behavior observed for ground and $`\gamma `$ bands. This suggests different symmetry character for these bands. With that in mind, the following IBM $`^\mathrm{?}`$ Hamiltonian with partial SU(3) symmetry has been proposed $`^\mathrm{?}`$
$`H=h_0P_0^{}P_0+h_2P_2^{}\stackrel{~}{P}_2,`$ (1)
where $`P_L^{}`$ $`(L=0,2)`$ are boson-pairs. Although $`H`$ is not an $`SU(3)`$ scalar, it has solvable ground and $`\gamma `$ bands with good $`SU(3)`$ symmetry, $`(\lambda ,\mu )=(2N,0),(2N4,2)`$ respectively. In contrast, the $`K=0_2`$ band involves a mixture of $`SU(3)`$ irreps $`(2N4,2)`$, $`(2N8,4)`$ and $`(2N6,0)`$ or equivalently a mixture of single-phonon ($`\beta `$) and double-phonon ($`\gamma _{K=0}^2`$ and $`\beta ^2`$) components. The respective probability amplitudes $`(A_\beta )^2`$, $`(A_{\gamma ^2})^2`$, $`(A_{\beta ^2})^2`$ are shown in Fig. 1.
In the current PDS scheme both the SU(3) breaking and the double-phonon admixture in the $`K=0_2`$ wave function are given by $`(1A_\beta ^2)`$. The mixing is of order ($`1/N)`$ but depends critically on the ratio of the $`K=0_2`$ and $`\gamma `$ bandhead energies (also shown in Fig. 1). For most of the relevant range of $`h_0/h_2`$, corresponding to bandhead ratio in the range $`0.81.65`$, the double-phonon admixture is at most $`15\%`$ ($`12.5\%`$ in <sup>168</sup>Er). These findings support the conventional single-phonon interpretation for the $`K=0_2`$ band with small but significant double-$`\gamma `$-phonon admixture.
Since the wave functions of the solvable states are known, it is possible to obtain analytic expressions for the E2 rates between them $`^{\mathrm{?},\mathrm{?}}`$. B(E2) ratios for $`\gamma g`$ transitions are parameter-free predictions of SU(3) PDS, and have been used $`^\mathrm{?}`$ to establish the validity of this scheme in <sup>168</sup>Er. Absolute B(E2) values for $`K=0_2g`$ transitions can be used $`^\mathrm{?}`$ to extract $`(A_\beta )^2`$. In Table 1 we compare the predictions of the PDS and broken-SU(3) calculations: added $`O(6)`$ term (WCD) and consistent-Q formalism (CQF), with the B(E2) values deduced from a lifetime measurement $`^\mathrm{?}`$ and Coulomb excitation $`^\mathrm{?}`$ in <sup>168</sup>Er. It is seen that the PDS and WCD calculations agree well with the lifetime measurement, but the CQF calculation under-predicts the $`K=0_2g`$ data. On the other hand, all calculations show large deviations from the quoted B(E2) values measured in Coulomb excitation. It should be noted, however, that there are serious discrepancies between the above two measurements $`^\mathrm{?}`$. An independent measurement of the lifetime of the $`0_{K=0_2}^+`$ in <sup>168</sup>Er is highly desirable to clarify this issue.
## 3 F-spin as a partial symmetry
F-spin characterizes the proton-neutron ($`\pi `$-$`\nu `$) symmetry of IBM-2 states. There are empirical indications $`^\mathrm{?}`$ that low lying collective states have predominantly $`F=F_{max}=(N_\pi +N_\nu )/2`$ with typical impurities of $`2\%4\%`$. In spite of its appeal, however, F-spin cannot be an exact symmetry of the Hamiltonian. The assumption of F-spin scalar Hamiltonians is at variance with the microscopic interpretation of the IBM-2, which necessitates different effective interactions between like and unlike nucleons. Furthermore, if F-spin was a symmetry of the Hamiltonian, then all states would have good F-spin and would be arranged in F-spin multiplets. Experimentally the latter are observed in ground bands but not necessarily in excited $`\beta `$ and $`\gamma `$ bands. Thus F-spin can at best be an approximate quantum number which is good only for a selected set of states. These are precisely the signatures of a partial symmetry.
A class of IBM-2 Hamiltonians with such property has been proposed $`^\mathrm{?}`$
$`H`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{L=0,2}{}}A_i^{(L)}R_{i,L}^{}\stackrel{~}{R}_{i,L}+B\widehat{}_{\pi \nu }`$ (2)
The $`R_{i,L}^{}`$ ($`L=0,2`$) are boson pairs with $`F=1,i=F_0=0,\pm 1`$ and $`\widehat{}_{\pi \nu }`$ is the Majorana operator. The above Hamiltonian is non-F-scalar but has a subset of solvable states which form F-spin multiplets for the $`K=0`$ ground band with $`F=F_{max}`$, and for the $`K=1`$ scissors band with $`F=F_{max}1`$, while other excited bands are mixed. For ground bands such structures have been empirically established. Since the $`M1`$ operator $`(\widehat{L}_\pi \widehat{L}_\nu )`$ is an F-spin vector, the prediction for F-spin multiplets of scissors states can be tested by examining the ratio of summed ground to scissors $`B(M1)`$ strength divided by the square of the appropriate Clebsch Gordan coefficient. In Table 2 we list all F-spin partners for which $`B(M1)`$ has been measured todate. It is seen that within the experimental errors, the above ratio is, as expected, fairly constant. The solvable ground and scissors bands have the same moment of inertia in agreement with the conclusions of a recent comprehensive analysis of the scissors mode in heavy even-even nuclei $`^\mathrm{?}`$.
## 4 Fermionic Partial Symmetry
Partial symmetries are not confined to bosonic systems. A fermionic Hamiltonian with SU(3) partial symmetry has been proposed $`^\mathrm{?}`$ in the framework of the symplectic shell model $`^\mathrm{?}`$,
$`H(\beta _0,\beta _2)=\beta _0\widehat{A}_0\widehat{B}_0+\beta _2\widehat{A}_2\widehat{B}_2,`$ (3)
with a structure similar to that of the bosonic Hamiltonian of Eq. (1). The $`\widehat{A}_L`$ ($`\widehat{B}_L`$), $`L`$ = 0 or 2, are symplectic generators which create (annihilate) $`2\mathrm{}\omega `$ excitations in the system. The above Hamiltonian is not SU(3) invariant but has a subset of solvable pure-SU(3) states (e.g. the $`0\mathrm{}\omega `$ $`K=0_1`$ and $`2\mathrm{}\omega `$ $`K=2_1`$ bands in Fig. 2). The PDS Hamiltonian (3) can be rewritten in terms of the symplectic quadrupole-quadrupole interaction $`Q_2Q_2`$ plus terms diagonal in the Sp(6,R) $``$ SU(3) $``$ SO(3) chain and terms coupling different harmonic oscillator shells. The eigenstates of the two Hamiltonians are compared in Fig. 2 with parameters tuned to the ground band of <sup>20</sup>Ne. For both the ground and the resonance bands, PDS eigenstates are seen to approximately reproduce the structure of the exact $`Q_2Q_2`$ eigenstates within the $`0\mathrm{}\omega `$ and $`2\mathrm{}\omega `$ spaces, respectively. In particular, for each pure state of the PDS scheme we find a corresponding eigenstate of the quadrupole-quadrupole interaction, which is dominated by the same SU(3) irrep. Moreover, for reasonable interaction parameters, each rotational band is primarily located in one level of excitation, with the exception of the lowest $`K=0_2`$ resonance band, which is spread over many $`N\mathrm{}\omega `$ excitations.
## Acknowledgments
This research was supported by a grant from the United States-Israel Binational Science Foundation (BSF), Jerusalem, Israel. The works reported in Sections 2, 3, 4 were done in collaboration with I. Sinai (HU), J.N. Ginocchio (LANL) and J. Escher (HU,TRIUMF) respectively.
## References
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# 1 Introduction
## 1 Introduction
The Jaynes-Cummings (JC) model which is extensively used in quantum optics describes, in its simplest version, the interaction of a cavity mode with two-level system
$$H_{JC}=\omega (a^+a^{}+\frac{1}{2})\sigma _0+\frac{\omega _0}{2}\sigma _3+\kappa (a^+\sigma _{}+a^{}\sigma _+),$$
(1)
where $`a^+`$ and $`a^{}`$ are the photon creation and annihilation operators, $`\sigma _\pm =\frac{1}{2}(\sigma _1\pm \sigma _2)`$, with $`\sigma _1`$, $`\sigma _2`$ and $`\sigma _3`$ are the Pauli matrices and $`\sigma _0`$ is the identity matrix. Moreover, $`\kappa `$ is a coupling constant, $`\omega `$ is the radiatif field mode frequency and $`\omega _0`$ the atomic frequency. The interest of this model, its solvability and its applications, has long been discussed . Over the last two decades, there has been intensive study \[4 and references quoted therein\] on the solvable Jaynes-Cummings model and its various extensions, such as intensity depending coupling constants, two photons or multiphoton transitions and two or three cavity modes for three-level atoms. These models have found their applications in laser trapping and cooling atoms and quantum nondemolition measurements . Furthermore, the Jaynes-Cummings model constitutes now the basis for a vast array of the current experiments on fundations of quantum mechanics involved entangled states \[7, and references therein\]. In other hand, the supergroup theoretical approach to Jaynes-Cummings model has opened the way to relate the exact solvability of this model and representation theory of superalgebras. Indeed the Hamiltonian $`H_{JC}`$ is an element of the $`u(1/1)`$ superalgebra . In the absence of coupling ($`\kappa =0`$) and for exact resonance ($`\omega =\omega _0`$), the $`u(1/1)`$ dynamical superalgebra reduces to $`sl(1/1)`$ one and the JC model coincides with the supersymmetric harmonic oscillator. More recently, the investigations of a class of shape-invariant bound state problem, which represents two-level system, leads to generalized Jaynes-Cummings model . In the case of the simplest shape-invariant system, namely the harmonic oscillator, the generalized Jaynes-Cummings model reduces to standard one.
In this paper we shall address the generalization and quantum characteristics of the Jaynes-Cummings model. Besides the eigenvalues and eigenvectors, we give the supercoherent states of the related model. It is found that the generalized Jaynes-Cummings model is governed by a nonlinear superalgebra $`u(1/1)`$ which reduces to well known $`u(1/1)`$ occurring in the standard (JC) model . We compute the total number of photons and the energy. We find that the atomic inversion exhibits Rabi oscillations.
The paper is organized as follows: In Section 2, we introduce the generalized supersymmetric quantum oscillator and we construct the corresponding supercoherent states. Exact spectrum of the generalized Jaynes-Cummings model is given in section 3. Section 4 is devoted to nonlinear dynamical superalgebra $`u(1/1)`$ of the (GJC) model which is useful to construct the supercoherent states adapted to our model (Section 5). Using the latter set of super-states, we compute in section 6 some relevant physical quantities. The last section concerns the conclusion of this work.
## 2 Generalized Supersymmetric Quantum Oscillators
We begin by introducing the generalized supersymmetric quantum oscillators. Let us Consider a Hamiltonian $`H`$ with a discrete spectrum which is bound below and has been adjusted so that $`H0`$. We assume that the eigenstates of $`H`$ are non-degenerate. The eigenstates $`|\mathrm{\Psi }_n`$ of $`H`$ are orthonormal vectors and they satisfy
$$H|\mathrm{\Psi }_n=e_n|\mathrm{\Psi }_n.$$
(2)
In a general setting, we also assume that the energies $`e_0,e_1,e_2,\mathrm{}`$ are positive and verify $`e_{n+1}>e_n`$. The ground state energy is $`e_0=0`$. We define the creation and the annihilation operators $`A^+`$ and $`A^{}`$, respectively, such that the Hamiltonian can be factorized as
$$H=A^+A^{}.$$
(3)
The action of the operators $`A^+`$ and $`A^{}`$ on the states $`|\mathrm{\Psi }_n`$ are given by
$$\begin{array}{ccc}\hfill A^+|\mathrm{\Psi }_n& =& (e_{n+1})^{\frac{1}{2}}|\mathrm{\Psi }_{n+1}\hfill \\ \hfill A^{}|\mathrm{\Psi }_n& =& (e_n)^{\frac{1}{2}}|\mathrm{\Psi }_{n1}\hfill \end{array}$$
(4)
implemented by the action of $`A^{}`$ on the gound state $`|\mathrm{\Psi }_0`$
$$A^{}|\mathrm{\Psi }_0=0.$$
(5)
The commutator of $`A^+`$ and $`A^{}`$ is defined by
$$[A^{},A^+]=G(N),$$
(6)
where the operator $`G(N)`$ is defined through his action on $`|\mathrm{\Psi }_n`$
$$G(N)|\mathrm{\Psi }_n=(e_{n+1}e_n)|\mathrm{\Psi }_n.$$
(7)
We define the number operator $`N`$ as
$$N|\mathrm{\Psi }_n=n|\mathrm{\Psi }_n,$$
(8)
$`N`$ is in general different from the product $`A^+A^{}`$ (=H). We can see that the number operator satisfy
$$\begin{array}{ccc}\hfill [A^+,N]& =& A^+\hfill \\ \hfill [A^{},N]& =& A^{}.\hfill \end{array}$$
(9)
Here, we consider two generalized oscillators systems which has extensively studied in the literature. The first concerns the so-called generalized deformed oscillator and the second one is the $`x^4`$-anharmonic oscillator . The physical interests of this two systems have been extensively enumerated \[see the references quoted in \]. Here, we recall their eigenstates and eigenvalues to construct the supersymmetric generalized quantum oscillator and the corresponding supercoherent states.
To introduce the generalized deformed oscillator, the procedure of requires the existence of a map from the usual harmonic oscillator algebra generated by annihilation and creation operators $`a^{}`$and $`a^+`$ satisfying the standard canonical commutation relations, to the new one generated by $`A^{}`$ and $`A^+`$
$$A^{}=a^{}f(N)A^+=f(N)a^+$$
(10)
$`N`$ being the number operator $`N=a^+a^{}`$ and the function $`f`$ is given by
$$f(N)=N+m$$
(11)
The Hamiltonian of the obtained generalized harmonic oscillator is then given by
$$H=A^+A^{}=N(N+m)$$
(12)
with eigenvalues
$$e_n=n(n+m)$$
(13)
The Fock states $`|\mathrm{\Psi }_n|n,m`$ are labelled by the integers $`m`$ and $`n=0,1,2,\mathrm{}`$.
It is clear that the operator $`G(N)`$ (7), in this case is given by
$$G(N)=2N+m+1.$$
(14)
Then, the operators $`A^+,A^{}`$ and $`G(N)`$ satisfy the relations (6) and (9). Note that other choices of the function $`f`$ are possible. We remark also that when $`f(N)=1`$, we have the ordinary harmonic oscillator.
The other nonlinear oscillator that we consider is the $`x^4`$-anharmonic oscillator. The Hamiltonian, describing this system, is
$$H=a^+a^{}+\frac{ฯต}{4}(a^{}+a^+)^4\delta $$
(15)
where $`a^+`$ and $`a^{}`$ are the creation and annihilation operators for the harmonic oscillator. The quantity $`\delta `$ is given by
$$\delta =\frac{3}{4}ฯต\frac{21}{8}ฯต^2$$
(16)
which vanishes when $`ฯต=0`$ and $`H`$ reduces in this limit to the standard harmonic oscillator Hamiltonian. The Hamiltonian $`H`$ can be factorized in the following form
$$H=A^+A^{}$$
(17)
in terms of $`A^+`$ and $`A^{}`$ which are expressed as some functions of $`a^+`$ and $`a^{}`$ (for the expressions of these functions see). The energy levels are given by
$$\begin{array}{cc}\hfill e_n=n+\frac{3}{2}ฯต(n^2+n),& n=0,1,2,\mathrm{}\hfill \end{array}$$
(18)
The positive parameter $`ฯต`$ can be seen as one taking into account some non linearity of the radiatif field arising from some perturbative effects occurring in experimental situations. Note that we keep terms only up to $`ฯต`$ which is the standard first-order perturbation result. The Hilbert space of this system is easily constructed in the same way as the standard harmonic oscillator. It is spanned by the states $`|n,ฯต`$, $`n=0,1,2,\mathrm{}`$ which is generated by the action of $`A^+`$ on the ground state $`|0,ฯต`$. The operator $`G(N)`$ is
$$G(N)=1+3ฯต(n+1)$$
(19)
Here, again one can verify that the relations (6) and (9) are satisfied by the creation and annihilation operators corresponding to the $`x^4`$-anharmonic system.
In supersymmetric quantum mechanics, one consider the so-called supersymmetric Hamiltonian which is defined by
$$\begin{array}{ccc}\hfill H_{susy}=\left(\begin{array}{cc}A^{}A^+& 0\\ 0& A^+A^{}\end{array}\right)=\left(\begin{array}{cc}H_+& 0\\ 0& H_{}\end{array}\right),& & \end{array}$$
(20)
where $`H_+=A^{}A^+`$ and $`H_{}=A^+A^{}=H`$ are the so-called supersymmetric partner Hamiltonians.
Working in the Hilbert space
$$h=h_bh_f=\left\{|\mathrm{\Psi }_n,=\left(\begin{array}{c}0\\ |\mathrm{\Psi }_n\end{array}\right),|\mathrm{\Psi }_n,+=\left(\begin{array}{c}|\mathrm{\Psi }_n\\ 0\end{array}\right);n=0,1,2,\mathrm{}\right\},$$
(21)
the eigenstates are
$$\begin{array}{ccc}|\varphi _0=\left(\begin{array}{c}0\\ |\mathrm{\Psi }_0\end{array}\right),\hfill & & \\ |\varphi _{n>0}=c_n^+\left(\begin{array}{c}|\mathrm{\Psi }_{n1}\\ 0\end{array}\right)+c_n^{}\left(\begin{array}{c}0\\ |\mathrm{\Psi }_n\end{array}\right),\hfill & |c_n^+|^2+|c_n^{}|^2=1,\hfill & \end{array}$$
(22)
with the energies $`E_0=0`$ and $`E_{n>0}=e_n`$. Because, we are interested by generalized quantum oscillator, the states $`|\mathrm{\Psi }_n`$ are $`|n,m`$ for the generalized deformed oscillator and $`|\mathrm{\Psi }_n`$ are $`|n,ฯต`$ for the $`x^4`$-anharmonic oscillator. As we have mentioned previously these two quantum systems will be used to extend the JC model and we will compute some relevant physical quantities, like the mean values of the total number operators, the energy and the atomic inversion, over the coherent states of the (GJC) model. The latter will be obtained from the supercoherent states corresponding the generalized supersymmetric oscillator. So for $`H_{susy}`$, we consider the supercoherent states (linear combination of the fondamental coherent states)
$$|z,\beta =\mathrm{cos}\frac{\theta }{2}\left(\begin{array}{c}0\\ |z\end{array}\right)+\mathrm{sin}\frac{\theta }{2}e^{i\mathrm{\Phi }}\left(\begin{array}{c}|z\\ 0\end{array}\right),$$
(23)
with $`\beta =\frac{\theta }{2}e^{i\mathrm{\Phi }}`$ and $`|z`$ are the coherent states, corresponding to $`H_{}`$, defined by
$$|z=\mathrm{}(|z|)\underset{n=0}{\overset{\mathrm{}}{}}\frac{z^n}{(e(n))^{\frac{1}{2}}}|\mathrm{\Psi }_n,$$
(24)
where $`e(n)=e_1\mathrm{}e_n`$ for $`n=1,2,\mathrm{}`$ and we set $`e(0)=1`$. The normalization constant $`\mathrm{}(|z|)`$ is calculated from the normalization condition $`z|z=1`$ and it is given by
$$(\mathrm{}(|z|))^2=\underset{n=0}{\overset{\mathrm{}}{}}\frac{|z|^{2n}}{e(n)}.$$
(25)
Let us mention that the coherent states for $`x^4`$-anharmonic oscillator has been studied in . They are given by
$$|z=a(|z|)\underset{n=0}{\overset{\mathrm{}}{}}(\frac{2^n}{(3ฯต)^n\mathrm{\Gamma }(n+1)\mathrm{\Gamma }(n+2+\frac{2}{3ฯต})})^{\frac{1}{2}}z^n|n,ฯต,$$
(26)
with
$$a(|z|)=\frac{(\mathrm{\Gamma }(2+\frac{2}{3ฯต}))^{\frac{1}{2}}}{(_0F_1(2+\frac{2}{3ฯต},\frac{2}{3ฯต}|z|^2))^{\frac{1}{2}}}.$$
(27)
For the deformed generalized harmonic oscillator, we construct the coherent states in the same way that one which gives Barut-Girardello coherent states of the $`su(1,1)`$ algebra . Note that the algebra generated by $`\left\{A^+,A^{},G(N)=2N+m+1\right\}`$ is isomorphic to $`su(1,1)sl(2,(๐))so(2,1)`$. Indeed, the creation $`A^+`$ and annihilation $`A^{}`$ operators satisfy the following commutation relations
$$\begin{array}{cc}\hfill [A^{},A^+]=G(N),& [A^\pm ,G(N)]=A^\pm .\hfill \end{array}$$
(28)
A more familiar basis for $`su(1,1)`$ algebra is given by
$$\begin{array}{ccc}\hfill J_{}=\frac{1}{\sqrt{2}}A^{},& J_+=\frac{1}{\sqrt{2}}A^+,& J_{12}=\frac{1}{2}G(N),\hfill \end{array}$$
(29)
with the following commutation relations
$$\begin{array}{cc}\hfill [J_{},J_+]=J_{12},& [J_\pm ,J_{12}]=J_\pm .\hfill \end{array}$$
(30)
Barut and Girardello introduced the $`su(1,1)`$ coherent states as eigenvectors of $`J_{}`$
$$\begin{array}{ccc}\hfill J_{}|z& =& z|z\hfill \\ \hfill |z& =& b(|z|)\underset{n=0}{\overset{\mathrm{}}{}}\frac{(\sqrt{2}z)^n}{(n!\mathrm{\Gamma }(n+m+1))^{\frac{1}{2}}}|n,m.\hfill \end{array}$$
(31)
The normalization constant is given by
$$b(|z|)=\frac{(\mathrm{\Gamma }(m+1))^{\frac{1}{2}}}{(_0F_1(m+1,2|z|^2))^{\frac{1}{2}}}.$$
(32)
Where the $`{}_{0}{}^{}F_{1}^{}(m+1,2|z|^2)`$ is the hypergeometric function. The coherent states (26) ( for the $`x^4`$-anharmonic oscillator) and (31) (fot the generalized deformed oscillator) can be obtained simply from equation (24) by replacing in the expressions of $`e(n)`$ the energies by their corresponding values for each considered system. Note that the coherent states (26) and (31) will be useful to build up ones of (GJC) model (see section 5). Remark also that the resolution to identity of such states has not been discussed here. However, the measures by respect with the previous sets of coherent states are over-completes can be computed in a very easy way following the approach developed in .
## 3 Eigenstates and Eigenvalues
To generalize the JC model, let us consider the Hamiltonian
$$H_{GJC}=\frac{1}{2}\omega \{A^{},A^+\}+\frac{1}{2}\omega _0[A^{},A^+]\sigma _3+\kappa (A^+\sigma _{}+A^{}\sigma _+).$$
(33)
This last expression generalizes the ordinary JC Hamiltonian. In fact, when the creation and the annihilation operators are those associated with the harmonic oscillator, the above Hamiltonian reduces to the well known JC model (Eq.(1)). We note also that the Hamiltonian $`H_{GJC}`$ is supersymmetric when $`\omega =\omega _0`$ (exact resonance) and $`\kappa =0`$ (absence of coupling)
$$H_{GJC}(\kappa =0,\omega =\omega _0)=\{Q^{},Q^+\},$$
(34)
where the supercharges operators are defined by
$$\begin{array}{cc}\hfill Q^{}=i\sqrt{\omega }a^+\sigma _{},& Q^+=i\sqrt{\omega }a^{}\sigma _+,\hfill \end{array}$$
(35)
and satisfy the relations
$$\begin{array}{ccc}\hfill (Q^{})^2=0,& (Q^+)^2=0,& [Q^\pm ,H]=0.\hfill \end{array}$$
(36)
We note that the generalized Hamiltonian of JC model (33) is different from ones considered in the references . The main purpose of this section is to show that generalized JC model can be solved analytically. The solutions become ones corresponding to JC model when $`A^+=a^+`$ and $`A^{}=a^{}`$ (i.e. harmonic oscillator).
The diagonalization of the Hamiltonian $`H_{GJC}`$ is easily carried out (in the same way that the standard JC model) and leads to the eigenstates
$$\begin{array}{ccc}\hfill |E_0^{}& =& |\mathrm{\Psi }_0,\hfill \\ \hfill |E_n^+& =& \frac{1}{P(n+1)}[S(n+1)|\mathrm{\Psi }_n,+Q(n+1)|\mathrm{\Psi }_{n+1},]\hfill \\ \hfill |E_{n+1}^{}& =& \frac{1}{P(n+1)}[Q(n+1)|\mathrm{\Psi }_n,++S(n+1)|\mathrm{\Psi }_{n+1},],\hfill \end{array}$$
(37)
where
$$\begin{array}{ccc}\hfill Q(n+1)& =& \kappa (e_{n+1})^{\frac{1}{2}}\hfill \\ \hfill S(n+1)& =& \kappa (e_{n+1}+\frac{\mathrm{\Delta }_{}}{2\kappa ^2}(\frac{e_{n+2}e_n}{2})^2)^{\frac{1}{2}}+\frac{\mathrm{\Delta }_{}}{2}\frac{e_{n+2}e_n}{2},\hfill \\ \hfill P(n)& =& ((S(n))^2+(Q(n))^2)^{\frac{1}{2}}\hfill \end{array}$$
(38)
with $`\mathrm{\Delta }_{}=\omega \omega _0`$.
The corresponding eigenvalues are given by
$$\begin{array}{ccc}\hfill E_n^+& =& \frac{\mathrm{\Delta }_+}{2}e_{n+1}+\frac{\mathrm{\Delta }_{}}{4}(e_{n+2}+e_n)(\kappa ^2e_{n+1}+\frac{\mathrm{\Delta }_{}^2}{4}(\frac{e_{n+2}e_n}{2})^2)^{\frac{1}{2}}\hfill \\ \hfill E_{n+1}^{}& =& \frac{\mathrm{\Delta }_+}{2}e_{n+1}+\frac{\mathrm{\Delta }_{}}{4}(e_{n+2}+e_n)+(\kappa ^2e_{n+1}+\frac{\mathrm{\Delta }_{}^2}{4}(\frac{e_{n+2}e_n}{2})^2)^{\frac{1}{2}},\hfill \end{array}$$
(39)
where $`\mathrm{\Delta }_+=\omega +\omega _0.`$
Interesting particular cases arise from the former results. We start with the exact resonance $`(\mathrm{\Delta }_{}=0)`$. In this case, the Hamiltonian $`H_{GJC}`$ takes the form
$$H_{GJC}(\mathrm{\Delta }_{}=0)=\frac{1}{2}\omega \{A^{},A^+\}+\frac{1}{2}\omega [A^{},A^+]\sigma _3+\kappa (A^+\sigma _{}+A^{}\sigma _+).$$
(40)
The eigenstates of the resonant generalized JC model are then
$$\begin{array}{ccc}\hfill |E_n^+& =& \frac{1}{\sqrt{2}}[|\mathrm{\Psi }_n,+|\mathrm{\Psi }_{n+1},]\hfill \\ \hfill |E_{n+1}^{}& =& \frac{1}{\sqrt{2}}[|\mathrm{\Psi }_n,++|\mathrm{\Psi }_{n+1},].\hfill \end{array}$$
(41)
and the corresponding eigenvalues are
$$\begin{array}{ccc}\hfill E_n^+& =& \omega e_{n+1}\kappa \sqrt{e_{n+1}}\hfill \\ \hfill E_{n+1}^{}& =& \omega e_{n+1}+\kappa \sqrt{e_{n+1}}.\hfill \end{array}$$
(42)
The resonant generalized JC model is reduced to supersymmetric Hamiltonian when the coupling constant $`\kappa `$ vanishes
$$H_{susy}=H_{GJC}(\mathrm{\Delta }_{}=0=\kappa )=\omega \left(\begin{array}{cc}A^{}A^+& 0\\ 0& A^+A^{}\end{array}\right).$$
(43)
Finally, we remark that when $`e_n=n`$ (spectrum of the quantized radiatif field), the eigenstates and eigenvalues (37) and (39) coincide with ones corresponding to standard JC model (see also ).
## 4 Dynamical Superalgebra
Like standard JC model , the generalized JC model can be written as a linear combination of two even operators $`N_1`$ and $`N_2`$ and two odd operators $`Q^{}`$ and $`Q^+`$;
$$H_{GJC}=\frac{\mathrm{\Delta }_+}{2}N_1\frac{\mathrm{\Delta }_{}}{2}N_2+\frac{i\kappa }{\sqrt{\omega }}(Q^+Q^{}),$$
(44)
where
$$\begin{array}{ccc}\hfill N_1=\left(\begin{array}{cc}A^{}A^+& 0\\ 0& A^+A^{}\end{array}\right),& N_2=\left(\begin{array}{cc}A^+A^{}& 0\\ 0& A^{}A^+\end{array}\right)& \\ & & \\ \hfill Q^{}=i\sqrt{\omega }A^+\sigma _{},& Q^+=i\sqrt{\omega }A^{}\sigma _+.& \end{array}$$
(45)
These operators satisfy the following relations
$$\begin{array}{cccc}[N_1,N_2]=0,\hfill & [N_1,Q^{}]=[N_1,Q^+]=0,\hfill & & \\ [N_2,Q^+]=(Q^+g_N+g_NQ^+),\hfill & [N_2,Q^{}]=(Q^{}g_N+g_NQ^{}),\hfill & & \\ \{Q^{},Q^+\}=\omega N_1,\hfill & (Q^{})^2=(Q^+)^2=0,\hfill & & \end{array}$$
(46)
where the even operator $`g_N`$ is defined by
$$g_N=G(N)\sigma _0.$$
(47)
The algebra generated by $`\{N_1,N_2,Q^{},Q^+\}`$ can be seen as a non linear (or deformed) version of the superalgebra $`u(1/1)`$. Indeed, when $`G(N)=1`$ (a situation which occurs in the ordinary JC model), we have the $`u(1/1)`$ superalgebra. In the situation, in which we are in presence of an exact resonance $`w=w_0`$, the generalized JC model is written as
$$H_{GJC}=\omega N_1+\frac{i\kappa }{\sqrt{\omega }}(Q^+Q^{}),$$
(48)
in terms of the operators $`N_1`$, $`Q^+`$ and $`Q^{}`$ which satisfy the structural relations of the superalgebra $`sl(1/1)`$. It is also easy to see that for $`\omega =\omega _0`$ and $`\kappa =0`$, we have
$$\begin{array}{ccc}H_{GJC}=\omega N_1=\{Q^+,Q^{}\},\hfill & & \\ [Q^\pm ,H_{GJC}]=0,\hfill & (Q^{})^2=(Q^+)^2=0.\hfill & \end{array}$$
(49)
## 5 Supercoherent states for $`H_{GJC}`$
To construct the supercoherent states for $`H_{GJC}`$, we start by looking for an unitary operator $`U`$ which connects the Hamiltonians $`H_D`$ (diagonal in the fondamental space of states $`\{|\mathrm{\Psi }_n,+,|\mathrm{\Psi }_n,\}`$) and $`H_{GJC}`$
$$H_D=U^+H_{GJC}U=\left(\begin{array}{cc}H_+& 0\\ 0& H_{}\end{array}\right),$$
(50)
where
$$\begin{array}{ccc}\hfill H_+& =& \frac{\mathrm{\Delta }_+}{2}g(N+1)+\frac{\mathrm{\Delta }_{}}{4}(g(N+2)+g(N))(\kappa ^2g(N+1)+\frac{\mathrm{\Delta }_{}}{4}(\frac{g(N+2)g(N)}{2})^2)^{\frac{1}{2}}\hfill \\ \hfill H_{}& =& \frac{\mathrm{\Delta }_+}{2}g(N)+\frac{\mathrm{\Delta }_{}}{4}(g(N+1)+g(N1))+(\kappa ^2g(N)+\frac{\mathrm{\Delta }_{}}{4}(\frac{g(N+2)g(N)}{2})^2)^{\frac{1}{2}}.\hfill \end{array}$$
(51)
The operators $`g(N+k)`$ ($`k=1,0,1,2`$) are defined by
$$\begin{array}{ccc}\hfill g(N+k)|\mathrm{\Psi }_n& =& e_{n+k}|\mathrm{\Psi }_n.\hfill \end{array}$$
(52)
The operator $`U`$ takes the following form
$$U=\left(\begin{array}{cc}\frac{1}{P(N+1)}S(N+1)& \frac{\kappa }{P(N+1)}A^{}\\ A^+\frac{\kappa }{P(N+1)}& \frac{1}{P(N)}S(N)\end{array}\right),$$
(53)
where
$$S(N)=\frac{\mathrm{\Delta }_{}}{2}\frac{g(N+1)g(N1)}{2}+\kappa (g(N)+\frac{\mathrm{\Delta }_{}}{2\kappa }(\frac{g(N+1)g(N1)}{2}))^{\frac{1}{2}},$$
(54)
and
$$P(N)=(S(N)^2+\kappa ^2g(N))^{\frac{1}{2}}.$$
(55)
The operator $`U`$ can be written as follows
$$U=e^Z,$$
(56)
with
$$Z=A^+h(N+1)\sigma _{}h(N+1)A^{}\sigma _+.$$
(57)
Developing $`e^Z`$ and using the following identities of the Hermitian skew operator $`Z`$,
$$Z^{2p}=(1)^p(h(N+1))^{2p}(g(N+1))^p\sigma _+\sigma _{}+(1)^p(h(N))^{2p}(g(N))^p\sigma _{}\sigma _+$$
(58)
and
$$Z^{2p+1}=(1)^{p+1}(h(N+1))^{2p+1}(g(N+1))^pA^{}\sigma _++(1)^pA^+(h(N+1))^{2p+1}(g(N+1))^p\sigma _{}.$$
(59)
It becomes that $`U`$ is given
$$U=\left(\begin{array}{cc}\mathrm{cos}(h(N+1)(g(N+1))^{\frac{1}{2}})& \frac{1}{(g(N+1))^{\frac{1}{2}}}\mathrm{sin}(h(N+1)\frac{1}{(g(N+1))^{\frac{1}{2}}})A^{}\\ A^+\frac{1}{(g(N+1))^{\frac{1}{2}}}\mathrm{sin}(h(N+1)(g(N+1))^{\frac{1}{2}})& \mathrm{cos}(h(N)(g(N))^{\frac{1}{2}})\end{array}\right),$$
(60)
where $`h(N)=\frac{1}{\sqrt{g(N)}}\mathrm{arctan}(\kappa \frac{\sqrt{g(N)}}{S(N)})`$. Of course, for $`g(N)=N`$ (standard JC model), we recover the results obtained in .
Using the unitary operator $`U`$, we introduce the coherent states for generalized JC Hamiltonian as follows
$$\begin{array}{ccc}\hfill |z,\beta _{GJC}& =& U|z,\beta \hfill \\ & =& \mathrm{}(|z|)\underset{n=0}{\overset{\mathrm{}}{}}\frac{z^n}{\sqrt{e(n)}}(\mathrm{sin}\frac{\theta }{2}e^{i\mathrm{\Phi }}|E_n^++\mathrm{cos}\frac{\theta }{2}|E_n^{}).\hfill \end{array}$$
(61)
To compute some relevant physical quantities of the generalized JC model, we consider the time evolution of states (61)
$$|z,\beta ,t_{GJC}=e^{itH_{GJC}}|z,\beta .$$
(62)
We get
$$|z,\beta ,t_{GJC}=\mathrm{}(|z|)\underset{n=0}{\overset{\mathrm{}}{}}\frac{z^n}{(e(n))^{\frac{1}{2}}}(\mathrm{sin}\frac{\theta }{2}e^{i\mathrm{\Phi }}e^{itE_n^+}|E_n^++\mathrm{cos}\frac{\theta }{2}e^{itE_n^{}}|E_n^{}).$$
(63)
Using the latter states, we will compute the average value of the total value of photons, energy and atomic inversion.
## 6 Total number of photons, energy and atomic inversion
### 6.1 Total number of particules
The mean values of the operator $`N`$ over the states (63) is given by
$$N=\mathrm{}(|z|)^2\underset{n=0}{\overset{\mathrm{}}{}}\frac{|z|^{2n}}{e(n)}(\mathrm{sin}^2\frac{\theta }{2}E_n^+|\widehat{N}|E_n^++\mathrm{cos}^2\frac{\theta }{2}E_n^{}|\widehat{N}|E_n^{}).$$
(64)
A direct computation of matrix elements occuring in the last expression gives
$$N=\mathrm{}(|z|)^2\underset{n=0}{\overset{\mathrm{}}{}}\frac{|z|^{2n}}{e(n)}(\mathrm{sin}^2\frac{\theta }{2}e_{n+1}+\mathrm{cos}^2\frac{\theta }{2}e_n).$$
(65)
where the energies $`e_n`$ are given (13) (resp.(18)) for the generalized deformed oscillator (resp. for the $`x^4`$-anharmonic system).
### 6.2 Energy
The energy in coherent states (63) is, simply, given by
$$H_{GJC}=\mathrm{}(|z|)^2\underset{n=0}{\overset{\mathrm{}}{}}\frac{|z|^{2n}}{e(n)}(\mathrm{sin}^2\frac{\theta }{2}E_n^++\mathrm{cos}^2\frac{\theta }{2}E_n^{}).$$
(66)
The $`E_{n}^{}{}_{}{}^{+}`$ and $`E_{n}^{}{}_{}{}^{}`$ are given by Eqs (39).
### 6.3 Atomic inversion
First, if we start with supercoherent states (61), we see that the average value of the third component of the spin is time independent. However, as it is well known, if the radiatif field is prepared in a coherent state, the atomic inversion consists of Rabi oscillations. The temporal dependence of $`\sigma _3`$ appears when we use the generalized supercoherent states (63). Indeed, we get
$$\sigma _3=\sigma _3_{++}+\sigma _3_{}+\sigma _3_++\sigma _3_+,$$
(67)
with
$$\begin{array}{ccc}\hfill \sigma _3_{++}& =& \frac{1}{2}(1\mathrm{cos}\theta )\mathrm{}(|z|)^2\underset{n=0}{\overset{\mathrm{}}{}}\frac{|z|^{2n}}{e(n)}q(n+1)\hfill \\ \hfill \sigma _3_{}& =& \frac{1}{2}(1+\mathrm{cos}\theta )\mathrm{}(|z|)^2\underset{n=0}{\overset{\mathrm{}}{}}\frac{|z|^{2n}}{e(n)}q(n)\hfill \\ \hfill \sigma _3_+& =& \frac{1}{2}\mathrm{sin}\theta \mathrm{}(|z|)^2\underset{n=0}{\overset{\mathrm{}}{}}\frac{|z|^{2n+1}}{e(n)}e^{it(2\kappa s(n+1)+\mathrm{\Phi }\alpha )}\frac{1}{s(n+1)}\hfill \\ \hfill \sigma _3_+& =& \frac{1}{2}\mathrm{sin}\theta \mathrm{}(|z|)^2\underset{n=0}{\overset{\mathrm{}}{}}\frac{|z|^{2n+1}}{e(n)}e^{it(2\kappa s(n+1)+\mathrm{\Phi }\alpha )}\frac{1}{s(n+1)},\hfill \end{array}$$
(68)
where
$$\begin{array}{cccc}q(n+1)=\frac{\frac{\mathrm{\Delta }_{}}{4\kappa }(e_{n+2}e_n)}{\sqrt{e_{n+1}+(\frac{\mathrm{\Delta }_{}}{4\kappa })^2(e_{n+2}e_n)^2}},\hfill & q(0)=1\hfill & & \\ s(n+1)=\frac{1}{\sqrt{e_{n+1}+(\frac{\mathrm{\Delta }_{}}{4\kappa })^2(e_{n+2}e_n)^2}},\hfill & s(0)=1\hfill & & \\ \alpha =\mathrm{arctan}z,\hfill & .\hfill & & \end{array}$$
(69)
The result of the computation of $`\sigma _3`$ shows that the time dependance comes from the value $`\sigma _3_++\sigma _3_+`$ and we obtain
$$\sigma _3_++\sigma _3_+=\mathrm{}(|z|)^2\underset{n=0}{\overset{\mathrm{}}{}}\frac{|z|^{2n+1}}{e(n)}(\frac{\mathrm{sin}\theta \mathrm{cos}(t(2\kappa s(n+1)+\mathrm{\Phi }\alpha ))}{s(n+1)}).$$
(70)
This expression have an oscillating behaviour that characterizes the atomic inversion in the generalized JC model.
## 7 Conclusion
In this work, we developed the generalization of the Jaynes-Cummings model where the radiatif field is replaced by generalized harmonic oscillators. We shown the exact solvability of the model. The role of the nonlinear dynamical superalgebra $`u(1/1)`$, governing the evolution of the related model, is important in the construction of the supercoherent states over which we compute the energy, average number of photons and the atomic inversion. These states has been constructed using the unitary transformations expressed in terms of the generators of the $`u(1/1)`$ superalgebra. Furthermore, it is shown that the time dependent supercoherent states have the advantage to obtain the Rabi oscillations.
Finally, we note that the importance of the generalized Jaynes-Cummings model is due not only to its exact solvability but also arises from its quantum effects such as revival of atomic inversion. In our opinion the generalization and results presented here can be used to give a realistic description of the nonlinear process of the interaction of an atom and radiation field. Clearly, only a confrontation with experimental measures can valid the results of this work.
## 8 Acknowledgements
The authors are thankful to Abdus Salam International Centre of Theoretical Physics (AS-ICTP). M. D would like to thank Professor Yu. Lu for his kind invitation to joint the condensed matter section of AS-ICTP. He is also grateful to Professor V. Hussin for useful discussions during the elaboration of this work and kind hospitality at CRM-Montrรฉal. J. D thanks the financial support from AS-ICTP in the framework of the associate program.
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# 1 Introduction
## 1 Introduction
Understanding the relationship between black brane solutions of supergravity carrying R-R charges and Dirichlet branes in string theory has been one of the principal themes in the second superstring revolution, following Polchinskiโs seminal paper relating these objects . A substantial literature is now devoted to the construction of BPS-saturated supergravity solutions describing various brane configurations including multiple branes, branes with angular momentum, and other interesting features (see for example for reviews of some of the earlier literature on this subject).
The most basic supersymmetric black brane solutions of supergravity are the bosonic R-R charged black $`p`$-brane solutions first described in . These supergravity solutions correspond to the field configurations around some number of coincident Dirichlet $`p`$-branes in string theory. A particularly simple example of these solutions is the 10-dimensional supersymmetric extremal black hole in type IIA supergravity which is charged under the R-R vector field. This corresponds to the supergravity field configuration around a D-particle (D0-brane) of type IIA string theory.
Type IIA supergravity is related to 11-dimensional supergravity by dimensional reduction on a single circle of radius $`R=gl_s`$, where $`g`$ is the string coupling and $`l_s`$ is the string length. Via this reduction, the D0-brane of type IIA string theory is naturally related to the KK particle associated with a supergraviton of momentum $`1/R`$ around the compact direction of the 11D theory. The 11-dimensional supergraviton has 256 polarizations, and these lead to 256 polarization states of a D0-brane in the IIA theory.
From the point of view of the D0-brane worldvolume theory, the polarization states of the D0-brane arise from quantizing the fermions on the world-volume of the brane. These worldvolume fermions have couplings to the background fields of type IIA supergravity, and these couplings give rise to different physical properties for the different polarization states. In this paper we classify the various polarization states of the D0-brane and study their physical properties. In particular, we will see that different polarization states generate different long range fields, and determine the long range supergravity fields corresponding to an arbitrary D0-brane polarization state.
In a previous paper we found an explicit description of the world-volume action of a system of multiple D0-branes in terms of the component fields on the world-volume, up to terms describing the linear coupling to a general supergravity background. Restricting this action to a single D0-brane located at the origin with zero velocity, we find that the world-volume fermions couple to small fluctuations in the background metric $`h_{\mu \nu }`$, NS-NS 2-form field $`B_{\mu \nu }`$ and R-R fields $`C_\mu ,C_{\mu \nu \lambda }^{(3)}`$ through the terms
$$S_{\mathrm{linear}}=m_0(h_{0i,j}(0)+C_{i,j}(0))\frac{i}{8}\theta \gamma ^{ij}\theta +m_0(B_{ij,k}(0)+C_{0ij,k}^{(3)}(0))\frac{i}{16}\theta \gamma ^{ijk}\theta +๐ช(\theta ^4)$$
(1)
where $`m_0=\frac{1}{g_s\sqrt{\alpha ^{}}}`$ is the D0-brane mass, $`\theta `$ is the 16-component spinor and $`\gamma ^i`$ generate the 16-dimensional representation of the $`SO(9)`$ Clifford algebra. These fermionic couplings for a single D0-brane were also previously found by Morales, Scrucca and Serone . From (1) it is clear that certain choices of polarization for the D0-brane fermions will have nonvanishing spin angular momentum (coupling to $`h_{0i,j}`$), magnetic D0-brane dipole moment (coupling to $`C_{i,j}`$), D2-brane dipole moment (coupling to $`C_{0ij,k}^{(3)}`$) and magnetic H-dipole moment (coupling to $`B_{ij,k}`$). Furthermore, it is manifestly clear that the gyromagnetic ratio between the magnetic D0-brane dipole moment and spin angular momentum is always $`g=1`$ and that similarly the D2-brane dipole moment and magnetic H-dipole moment have a ratio $`g_{2H}=1`$. It was shown in using supergravity methods that some D0-brane polarization states carry angular momentum and magnetic D0-dipole moment, and that the gyromagnetic ratio of 1 implies that the spin-spin and dipole-dipole interactions precisely cancel so that the BPS zero force condition is satisfied. As we show here, the agreement between the D2-dipole moment and magnetic H-dipole moment for any polarization state similarly guarantees that these two types of dipole-dipole interactions will also precisely cancel for pairs of D0-branes.
Since the different polarization states of a D0-brane couple differently to the supergravity background fields, they give rise to different supergravity solutions. These solutions are the โsuperpartnersโ of the bosonic D0-brane solution, obtained by acting on the bosonic solution with broken supersymmetry generators. Whereas the bosonic D0-brane solution has only dilaton, metric and RR one-form fields turned on, the solutions corresponding to arbitrary D0-brane polarizations generically have non-zero values for all the bosonic fields of type IIA supergravity including the RR three-form and NS-NS two form. The couplings we derive allow us to directly determine the long range supergravity fields corresponding to an arbitrary polarization state of the D0-brane.
In this paper we will focus on the couplings between a single D0-brane and the background supergravity fields. In , we determined the analogous couplings for a system of multiple D0-branes. In the case of many branes, the appearance of noncommuting matrices describing the space-time brane configuration can lead to multipole moments of higher-dimensional branes encoded in the bosonic matrix-valued brane coordinates. For example, a system of many D0-branes couples to the RR 3-form through a term of the form
$$C_{0ij,k}^{(3)}\mathrm{Tr}X^i[X^j,X^k].$$
It was pointed out by Myers that as a consequence of this coupling, the presence of a background 4-form field strength $`C_{0ij,k}^{(3)}`$ produces a polarized D0-brane configuration corresponding to a fuzzy D2-brane sphere. In this paper we show that such polarization can occur even for a single D0-brane, since in the presence of a background 4-form, the couplings (4) will break the degeneracy of the 256 states in the multiplet associated with even a single D0-brane. We emphasize that for a single D0-brane, the multipole moments we find are fundamental moments, like the magnetic dipole moment of an electron, whereas in Myersโ dielectric effect, the configurations exhibiting D2-brane dipole moments are spatially extended.
The paper is organized as follows. In section 2, we discuss the action for a single D0-brane in type IIA supergravity, and in particular, derive the linear couplings of the bulk fields to the worldvolume fermions of a static D0-brane. In addition to the quadratic terms found in previous work, we derive higher order terms with up to 8 fermions which correspond to higher moments of various conserved quantities. We also provide an alternate derivation of the quadratic fermion terms from the $`\kappa `$-symmetric abelian D0-brane action, including an extension of the linearized result to the full non-linear D0-brane action to second order in the worldvolume fermion fields. In section 3 we discuss the supergravity solutions corresponding to the various states and in particular calculate the leading long range fields for an arbitrary polarization state. The expressions that we obtain depend on operators built out of the worldvolume fermions. In order to obtain the physical values of the fields for a given state, it is necessary to take the expectation values of these operator valued expressions in the state of interest. In section 4, we describe an explicit representation of the D0-brane states and develop the machinery necessary to evaluate expectation values of any worldvolume fermion operators for arbitrary states. We also classify the states by providing an orthonormal basis of eigenstates for a maximally commuting set of fermion operators. Section 5 contains a discussion of the interaction between a pair of D0-branes, and in particular describes the complete cancellation of dipole-dipole forces. We conclude in Section 6 with a brief discussion.
## 2 D0-background couplings
At low energies, a single D0-brane is described by simple non-relativistic quantum mechanics, with nine coordinates $`X^i`$ and dual momenta $`P_i`$ obeying the canonical commutation relations
$$[X^i,P_j]=i\delta _j^i$$
In addition, there are 16 fermionic operators $`\theta _\alpha `$ which obey
$$\{\theta _\alpha ,\theta _\beta \}=\delta _{\alpha \beta }$$
This is the 16-dimensional Clifford algebra, so we may represent the $`\theta `$โs by $`2^{16/2}=256`$ dimensional gamma matrices, showing that the D0-brane has 256 independent states.
The flat space Hamiltonian governing the low-energy D0-brane is the nonrelativistic action for a free particle
$$H=\frac{1}{2}P_iP_i$$
which makes no reference to the fermions, so the 256 states are degenerate and apparently indistinguishable.
However, as we will discuss in the next subsection, the fermionic operators $`\theta `$ do couple to background fields, even for a static D0-brane. Thus, turning on various background supergravity fields will break the degeneracy between the D0-brane states. Conversely, a D0-brane in flat space-time will generate a different set of supergravity fields depending on the state it is in. Thus, it is important to determine the couplings of worldvolume fermions to background fields in order to understand the different physical properties of the various polarization states.
### 2.1 Couplings to background fields
Ignoring the worldvolume fermions, the classical action for a single D0-brane in the presence of background type IIA supergravity fields is given in string frame by
$$S_{\mathrm{bos}}=\mu _0e^\varphi ๐s+\mu _0C$$
(2)
where $`\mu _0=(\alpha ^{})^{\frac{1}{2}}`$ is the D0-brane charge, $`\varphi `$ is the dilaton field, $`C`$ is the RR one-form field, and $`ds=\sqrt{g_{\mu \nu }\dot{x^\mu }\dot{x^\nu }}d\tau `$. Since the D0-brane mass is given by $`\frac{\mu _0}{g_s}=\mu _0e^\varphi `$, this is essentially the action for a relativistic charged particle in a gravitational field. Together with the bulk type IIA supergravity action, this gives rise to the usual D0-brane supergravity solution, given in Einstein frame by
$$ds^2=H^{\frac{7}{8}}dt^2+H^{\frac{1}{8}}d\stackrel{}{x}^2,e^\varphi =H^{\frac{3}{4}},C_0=H^1$$
(3)
where $`H`$ is a harmonic function,
$$H=1+\frac{60\pi ^3g_s(\alpha ^{})^{\frac{7}{2}}}{r^7}$$
In particular, we note that only the metric, dilaton, and RR one-form field are involved in the bosonic worldvolume action and supergravity solution.
The story becomes more interesting with the inclusion of fermion fields. In a previous paper , we have derived leading terms in the D0-brane action coupling linearly to all type IIA supergravity background fields up to quadratic order in the fermion fields. At this order, the Lagrangian for a static D0-brane contains four terms involving fermions, namely (omitting an overall factor of $`\mu _0`$)
$`(_ih_{0j}+_iC_j){\displaystyle \frac{i}{8}}\theta \gamma ^{ij}\theta +(_iB_{jk}+_iC_{0jk}^{(3)}){\displaystyle \frac{i}{16}}\theta \gamma ^{ijk}\theta `$ (4)
where $`\gamma ^{ij}`$ and $`\gamma ^{ijk}`$ are antisymmetrized products of $`16\times 16`$ symmetric Dirac matrices. These couplings agree with those found earlier in . The operator $`J^{ij}\frac{i}{4}\theta \gamma ^{ij}\theta `$ represents the fermionic part of the angular momentum (intrinsic spin) of the D0-brane and has the expected coupling to the first spatial derivative of the metric component $`h_{0i}`$. The coupling of $`J^{ij}`$ to $`_iC_j`$ indicates that D0-branes carry a magnetic dipole moment (with respect to the RR one-form field) proportional to the angular momentum, so a D0-brane has gyromagnetic ratio 1. This fact, derived earlier as a property of D0-brane supergravity solutions , is transparent from the form of the worldvolume couplings.
The second pair of couplings involves the operator $`D^{ijk}\frac{i}{4}\theta \gamma ^{ijk}\theta `$. The coupling to $`_iC_{0jk}^{(3)}`$ indicates that certain polarization states of the D0-brane carry dipole moments of D2-brane charge, while the coupling to $`_iB_{jk}`$ indicates that these states also have magnetic H-dipole moments, where H is the field strength of the NS-NS two form field. Again, it is clear that the ratio of these dipole moments is 1 in natural units.
The couplings (4) were derived in using the results of a Matrix theory calculation and exploiting the relationship between Matrix theory and D0-branes in type IIA string theory. In , these couplings were determined by using the Green-Schwarz boundary state formalism to compute the interaction between a pair of D0-branes. Both of these methods are somewhat indirect. In principle, the extension of the action (2) to include fermions could also be determined from the known $`\kappa `$-symmetric D0-brane action which is written compactly using a $`D=10`$ superspace formalism. However, to derive the couplings of worldvolume fermions to the background fields from this action, it is necessary to expand the superfields in terms of the component fields of type IIA supergravity and the worldvolume fields, a non-trivial procedure which has not yet been carried out. In subsection (2.4), we will perform this expansion explicitly to quadratic order in the worldvolume fermions as a check. These methods also yield the extension of (4) to the complete non-linear D0-brane action up to quadratic order in $`\theta `$.
Before discussing higher order terms, we note that there is a very natural understanding of the ratios $`g=1`$ and $`g_{2H}=1`$ based on the 11-dimensional origin of the D0-brane action. In the Matrix theory action describing a single graviton with zero transverse momentum in DLCQ supergravity , there are two couplings between background $`D=11`$ supergravity fields and bilinears of the Matrix theory fermions (which describe the supergraviton polarizations), proportional to $`_jh_{+i}\theta \gamma ^{ij}\theta `$ and $`_kA_{+ij}\theta \gamma ^{ijk}\theta `$. Recalling the relations (to linear order)
$$C_i^{IIA}=h_{10i}^{11},h_{0i}^{IIA}=h_{0i}^{11},B_{ij}^{IIA}=A_{10ij}^{11},C_{0ij}^{IIA}=A_{0ij}^{11}$$
we see that the first two couplings in (4) arise from the single term $`_jh_{+i}\theta \gamma ^{ij}\theta `$ term in eleven dimensions, leading to $`g=1`$, while the second pair of couplings in (4) arises from the single term $`_kA_{+ij}\theta \gamma ^{ijk}\theta `$ term in eleven dimensions, leading to $`g_{2H}=1`$. For a more precise discussion of the relationship between the Matrix theory action and D0-brane action, see .
### 2.2 Couplings with more than two fermions
Additional couplings between fermions and background fields exist with four, six, eight and possibly up to sixteen fermions. One way to derive these would be to extend the Matrix theory calculation of to higher orders in $`1/r`$ and to higher order in the fermion fields. The required calculation would be rather tedious, but we will be able to deduce some of these couplings here based on other considerations.
In general, we may write the linear couplings of background fields to the worldvolume fields in the D0-brane action as
$`{\displaystyle }dt{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n!}}[{\displaystyle \frac{1}{2}}(_{k_1}\mathrm{}_{k_n}h_{\mu \nu })I_h^{\mu \nu (k_1\mathrm{}k_n)}+(_{k_1}\mathrm{}_{k_n}\varphi )I_\varphi ^{(k_1\mathrm{}k_n)}`$ (5)
$`+(_{k_1}\mathrm{}_{k_n}C_\mu )I_0^{\mu (k_1\mathrm{}k_n)}+(_{k_1}\mathrm{}_{k_n}\stackrel{~}{C}_{\mu \nu \lambda \rho \sigma \tau \zeta })I_6^{\mu \nu \lambda \rho \sigma \tau \zeta (k_1\mathrm{}k_n)}`$
$`+(_{k_1}\mathrm{}_{k_n}B_{\mu \nu })I_s^{\mu \nu (k_1\mathrm{}k_n)}+(_{k_1}\mathrm{}_{k_n}\stackrel{~}{B}_{\mu \nu \lambda \rho \sigma \tau })I_5^{\mu \nu \lambda \rho \sigma \tau (k_1\mathrm{}k_n)}`$
$`+(_{k_1}\mathrm{}_{k_n}C_{\mu \nu \lambda }^{(3)})I_2^{\mu \nu \lambda (k_1\mathrm{}k_n)}+(_{k_1}\mathrm{}_{k_n}\stackrel{~}{C}_{\mu \nu \lambda \rho \sigma }^{(3)})I_4^{\mu \nu \lambda \rho \sigma (k_1\mathrm{}k_n)}]`$
Here, $`I_h^{\mu \nu (k_1\mathrm{}k_n)}`$, which couples to $`n`$ derivatives of the metric, represents the $`n`$-th spatial moment of the stress energy tensor for a D0-brane, while the remaining operators $`I`$ represent moments of various other currents.
We would like to derive expressions for the moments $`I`$ for a static D0-brane at the origin. The couplings for a moving D0-brane (velocity dependent terms) could then be deduced by performing a boost on this action. In the static case, the expressions $`I`$ are built only out of the fermion fields $`\theta `$ as well as $`\gamma `$-matrices, since we have $`X^i=\dot{X}^i=0`$. There are various constraints that allow us to determine leading terms in the various couplings:
Symmetries
Of course, the D0-brane action should have $`SO(9)`$ rotational invariance. This requires that all spatial indices in the action be contracted with other spatial indices.
Consistency with T-duality
The D0-brane action is related by T-duality to all of the higher-dimensional Dp-brane actions. For a given $`p`$, the Dp-brane action must have $`p+1`$ dimensional Lorentz invariance as well as $`SO(9p)`$ rotational invariance. The requirement of these symmetries in the dual actions places further constraints on the form of the D0-brane action. In particular, it requires that all operators $`I`$ may be written as the dimensional reduction of $`D=10`$ Lorentz invariant objects, just as the low-energy flat-space part of the action is the dimensional reduction of $`D=10`$ SYM theory. For example, under a T-duality of all nine spatial directions, a weak background metric transforms as $`h_{ij}^{IIA}h_{ij}^{IIB}`$. Thus, the operator coupling to $`h_{ij}`$ in the D0-brane action is the T-dual version of the operator coupling to $`h_{ij}^{IIB}`$ in the D9-brane action. In this case, T-duality acts on the worldvolume operator simply by dimensional reduction, thus, we conclude that the operator coupling to $`h_{ij}`$ in the D0-brane action must be the dimensional reduction of a $`D=10`$ Lorentz covariant object.
The requirement of $`D=10`$ Lorentz covariance suggests that the D0-brane action should be written most compactly using $`D=10`$ notation for the fermions, i.e. 32-component Majorana-Weyl spinors and $`32\times 32`$ Dirac matrices. Taking into account the Weyl property of the spinors as well as their anticommutation relation, it is evident that all non-vanishing expressions may be built from fermion bilinears with three-index antisymmetric products of $`\mathrm{\Gamma }`$-matrices
$$\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{abc}\mathrm{\Theta }$$
(6)
where $`a,b,c\{0,\mathrm{},9\}`$.
To summarize, the purely fermionic parts of the operators $`I`$ should be constructed out of $`D=10`$ fermion bilinears (6). The operators should display $`D=10`$ Lorentz covariance, thus all indices apart from those contracted with background fields or derivatives must be contracted with each other and summed from 0 to 9.<sup>1</sup><sup>1</sup>1Note that the RR couplings in Dp-brane actions include a $`p+1`$ index antisymmetric epsilon tensor when expressed in terms of components. Thus, for each coupling $`CI_C`$ in the D0-brane action, either the RR field $`C`$ or the tensor $`I`$ must contain a single free 0 index which โcontractsโ with the trivial $`ฯต`$ tensor $`ฯต^0`$. In constructing operators with more than two fermions, it is necessary to take into account various Fierz identities listed in the appendix.
In many cases, these requirements completely determine the operators $`I`$ up to a coefficient.
Relation to $`N=4`$ $`D=4`$ chiral operators
In some cases, the fermionic terms in the moments may be determined from the known expressions for the purely bosonic terms using supersymmetry and the AdS/CFT correspondence. For a given field $`\varphi `$, the lowest dimension operator coupling to $`\varphi `$ in the D3-brane action is essentially the chiral operator of $`๐ฉ=4`$ SYM theory related to the particle $`\varphi `$ via the AdS/CFT correspondence.<sup>2</sup><sup>2</sup>2This is most clear for minimally coupled scalars which are described by the same fields everywhere. For a discussion of the more general case, see These chiral operators may be obtained by acting with supersymmetry generators on chiral primary operators of the form
$$\mathrm{STr}(X^{i_1}\mathrm{}X^{i_n})\{\mathrm{traces}\}$$
By determining the correct combination of supersymmetry generators that reproduce the known bosonic terms in an operator, the purely fermionic terms may be easily deduced. This method was used in to determine the four fermion terms in the operator coupling to the Einstein frame dilaton in the D3-brane action. Such purely fermionic terms in the D3-brane action may be T-dualized to give the desired fermionic couplings in the D0-brane action including coefficients.
### 2.3 Results for the D0-brane action to linear order in background fields
Assuming the validity of the considerations above, we find the following terms in the action for a static D0-brane in the presence of arbitrary type IIA supergravity fields. We omit overall factors of D0-brane mass/charge.
zero fermion terms: charges
$$S_0=๐\sigma (\frac{3}{4}\varphi +\frac{1}{2}h_{00}+C_0)$$
These terms, written in Einstein frame, indicate that the D0-brane is massive and charged under the RR one-form field. The coupling to the dilaton field arises because the D0-brane mass is inversely proportional to the string coupling.
two fermion terms: dipole moments
$`S_2`$ $`=`$ $`{\displaystyle \frac{i}{8}}_jh_{0i}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0ij}\mathrm{\Theta }{\displaystyle \frac{i}{8}}_jC_i\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0ij}\mathrm{\Theta }`$ (7)
$`+{\displaystyle \frac{i}{16}}_kB_{ij}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{ijk}\mathrm{\Theta }+{\displaystyle \frac{i}{16}}_kC_{0ij}^{(3)}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{ijk}\mathrm{\Theta }`$
These are exactly the terms (4) discussed above, written now in $`D=10`$ notation. They indicate that certain polarization states may carry angular momentum, RR one-form magnetic dipole moment, D2-brane dipole moment and magnetic H-dipole moment.
four fermion terms: quadrupole moments<sup>3</sup><sup>3</sup>3In expressions containing terms with four or more fermions, there is an ordering ambiguity that arises when promoting a classical action to an operator expression, since the $`\mathrm{\Theta }`$ operators obey a non-trivial anticommutation relation. The fermion operators described in this section are related to chiral operators of $`N=4`$ SYM theory which are obtained by acting with supersymmetry transformations on symmetrized traces of bosonic fields. This suggests that the correct resolution of the ordering ambiguity is an antisymmetrization of the $`\mathrm{\Theta }`$s in each of the expressions here.
$`S_4`$ $`=`$ $`{\displaystyle \frac{1}{384}}_k_lh_{00}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0ak}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0al}\mathrm{\Theta }{\displaystyle \frac{1}{384}}_k_lh_{ij}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{aik}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{ajl}\mathrm{\Theta }`$
$`{\displaystyle \frac{1}{192}}_k_lB_{0i}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{a0k}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{ail}\mathrm{\Theta }+{\displaystyle \frac{1}{32}}_k_lC_{ijk}^{(3)}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0il}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{jkm}\mathrm{\Theta }`$
$`+{\displaystyle \frac{1}{128}}_m_nC_{0ijkl}^{(5)}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{mij}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{nkl}\mathrm{\Theta }`$
The first two terms here indicate quadrupole moments for the $`00`$ and $`ij`$ components of the stress-energy tensor. The third term indicates a quadrupole moment of string electric charge ($`B_{0i}`$). The RR couplings both correspond to a magnetic quadrupole moment of D2-brane charge or equivalently an electric quadrupole moment of D4-brane charge. These quadrupole moments were previously found in .
six fermion terms: octupole moments
$`S_6`$ $`=`$ $`{\displaystyle \frac{i}{5760}}_j_k_lh_{0i}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{a0k}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{bil}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{abj}\mathrm{\Theta }`$
$`+{\displaystyle \frac{i}{11520}}_k_l_mB_{ij}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{aik}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{bjl}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{abm}\mathrm{\Theta }`$
$`+c_1_p_q_rC_{jklmn}^{(5)}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0jp}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{klq}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{mnr}\mathrm{\Theta }`$
$`+{\displaystyle \frac{c_1}{6}}_p_q_rC_{0ijklmn}^{(7)}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{ijp}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{klq}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{mnr}\mathrm{\Theta }`$
Here, $`c_1`$ is a numerical constant that we have not determined. These terms indicate an octupole moment of the $`0i`$ component of the stress energy tensor, a magnetic H-octupole moment, an octupole moment of D6-brane charge and an octupole moment of D2-brane charge (or magnetic D4-brane charge).
eight fermion terms: 16-pole moments
At this order, we only mention one additional term,
$$S_8=c_2_p_q_r_sC_{ijklmnp}^{(7)}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0iq}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{jkr}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{lms}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{npt}\mathrm{\Theta }$$
which represents a 16-pole moment of magnetic D6-brane charge (or electric D0-brane charge).
The couplings we have listed are those related to nonvanishing terms in the action for Matrix theory in a $`D=11`$ supergravity background. In particular, we have derived the leading terms coupling linearly to all the background supergravity fields. We expect additional terms that vanish in the Seiberg-Sen limit, possibly up to sixteen fermion terms. The anticommutation relations for the fermions ensure that no terms with more than sixteen fermions exist, so there are certainly only a finite number of moments carried by a single D0-brane, as we would expect for a point particle.
### 2.4 Fermion couplings from the superspace action.
We have derived the fermionic couplings in the D0-brane action by somewhat indirect methods, exploiting various symmetries and dualities as well as connections with Matrix theory and the AdS/CFT correspondence. In principle, we could also have derived all of these terms directly using the known $`\kappa `$-symmetric superspace action for a D0-brane. As an demonstration of this approach and a check of the results in the previous section, we now calculate the two-fermion terms directly from the superspace action.
The $`\kappa `$-symmetric action for a D0-brane is given by
$$S=\mu _0๐t\left(e^{\frac{3}{4}\mathrm{\Phi }}\sqrt{\mathrm{\Pi }_0^r\mathrm{\Pi }_0^s\eta _{rs}}_0Z^MB_M\right),$$
where $`\mathrm{\Pi }_0^r=_0Z^ME_M^r`$ is the pullback of the supervielbein to the world-line of the D0-brane<sup>4</sup><sup>4</sup>4Type IIA superspace is defined by coordinates $`Z^M`$, $`M=\{\mu ,a\}`$ , where $`Z^\mu X^\mu `$ are the 10 bosonic coordinates and $`Z^a\mathrm{\Theta }^a`$ is a pair of Majorana-Weyl spinors of opposite chirality combined into a single Majorana spinor. In this section, we use indices $`M,\mu ,\alpha `$ (and similar) to represent spacetime superfield, bosonic, and fermionic indices respectively and $`A,r,a`$ (and similar) to represent tangent space superfield, bosonic and fermionic indices respectively. In order to find the coupling of the D0-brane to the component background fields, we need to expand the superfields out in terms of the component fields of type IIA supergravity. To do this, we perform an order by order expansion in the fermionic superspace coordinates $`\mathrm{\Theta }`$, in a method known as gauge completion. A similar expansion was carried out to second order for eleven-dimensional supergravity in , and our analysis will mirror that in their paper closely. The expansion of type IIA superspace fields in terms of component fields has also been discussed in . An alternative approach to expanding the vielbein $`E_M^r`$ in terms of fermionic component fields was taken in , where the authors performed a superspace analog of the Riemann normal coordinate expansion.
The method of gauge completion involves reconciling the component forms of the supersymmetry transformations of the fields with superspace diffeomorphisms at each order in $`\mathrm{\Theta }`$. In this way, starting from order $`\mathrm{\Theta }^0`$ we can build up the superfields in terms of their components in an expansion in $`\mathrm{\Theta }`$.
The supersymmetry transformations of the relevant fields in type IIA supergravity are listed in appendix B. A given component field supersymmetry transformation corresponds to some combination of a superspace diffeomorphism, a Lorentz transformation and a gauge transformation, whose action on the fields appearing in the D0-brane action is
$`\delta \mathrm{\Phi }`$ $`=`$ $`\mathrm{\Xi }^M_M\mathrm{\Phi }`$
$`\delta E_M^A`$ $`=`$ $`_M\mathrm{\Xi }^NE_N^A+\mathrm{\Xi }^N_NE_M^A+\mathrm{\Lambda }^A{}_{B}{}^{}E_{M}^{B}`$ (8)
$`\delta B_M`$ $`=`$ $`_M\mathrm{\Xi }^NB_N+\mathrm{\Xi }^N_NB_M+_M\mathrm{\Omega }.`$
Here, $`\mathrm{\Xi }^M`$ is the superdiffeomorphism parameter, $`\mathrm{\Omega }`$ is the gauge transformation parameter for $`B`$, and $`\mathrm{\Lambda }^A_B`$ is the tangent space Lorentz transformation (with nonvanishing components $`\mathrm{\Lambda }^r_s`$ and $`\mathrm{\Lambda }^a{}_{b}{}^{}=\frac{1}{4}\mathrm{\Lambda }^{rs}(\mathrm{\Gamma }_{rs})^a_b`$). Each of these superspace parameters is some function of the component fields, the component field transformation parameters and the superspace coordinate $`\mathrm{\Theta }`$.
At zeroth order in $`\mathrm{\Theta }`$, we identify the components of the superfields and the transformation parameters as
$$\begin{array}{cc}E_\mu ^r=e_\mu ^r\hfill & B_\mu =C_\mu \hfill \\ E_\mu ^a=\psi _\mu ^a\hfill & B_\alpha =0\hfill \\ E_\alpha ^r=0\hfill & \mathrm{\Xi }^\mu =\xi ^\mu \hfill \\ E_a^\alpha =\delta _a^\alpha \hfill & \mathrm{\Xi }^\alpha =ฯต^\alpha \hfill \\ \mathrm{\Phi }=\varphi \hfill & \mathrm{\Omega }=\omega \hfill \\ \mathrm{\Lambda }^{rs}=\lambda ^{rs}\hfill & \end{array}$$
where $`ฯต_\alpha `$, $`\xi ^\mu `$, $`\lambda ^{rs}`$, and $`\omega `$ parameterize the usual component field supersymmetry transformations, diffeomorphisms, local Lorentz transformations, and gauge transformations on the RR one-form respectively.
We begin by finding the transformation parameters $`\mathrm{\Xi },\mathrm{\Lambda },\mathrm{\Omega }`$ to first order in $`\mathrm{\Theta }`$ by demanding that the $`\mathrm{\Theta }^0`$ terms in the commutator of superspace transformations applied to a superfield match with the commutator of the component field transformations on the appropriate component field. Using this, we find to order $`\mathrm{\Theta }`$
$`\mathrm{\Xi }^\mu `$ $`=`$ $`\xi ^\mu {\displaystyle \frac{i}{2}}\overline{\mathrm{\Theta }}\gamma ^\mu ฯต`$
$`\mathrm{\Xi }^\alpha `$ $`=`$ $`ฯต^\alpha `$
$`\mathrm{\Omega }`$ $`=`$ $`\omega +{\displaystyle \frac{i}{2}}\overline{\mathrm{\Theta }}\gamma ^\rho ฯตC_\rho +{\displaystyle \frac{i}{2}}e^{\frac{3}{4}\varphi }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{11}ฯต`$
$`\mathrm{\Lambda }^{pq}`$ $`=`$ $`\lambda ^{pq}{\displaystyle \frac{i}{2}}\overline{\mathrm{\Theta }}\gamma ^\mu ฯต\omega _\mu {}_{}{}^{pq}{\displaystyle \frac{i}{64}}e^{\frac{3}{4}\varphi }\overline{\mathrm{\Theta }}\gamma ^{pq\nu \lambda }\mathrm{\Gamma }^{11}ฯตF_{\nu \lambda }{\displaystyle \frac{7i}{32}}e^{\frac{3}{4}\varphi }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{11}ฯตF^{pq}`$
$`+{\displaystyle \frac{i}{96}}e^{\frac{1}{2}\varphi }\overline{\mathrm{\Theta }}\gamma ^{pq\nu \lambda \sigma }\mathrm{\Gamma }^{11}ฯตH_{\nu \lambda \sigma }+{\displaystyle \frac{3i}{16}}e^{\frac{1}{2}\varphi }\overline{\mathrm{\Theta }}\gamma _\lambda \mathrm{\Gamma }^{11}ฯตH^{pq\lambda }`$
$`+{\displaystyle \frac{i}{256}}e^{\frac{1}{4}\varphi }\overline{\mathrm{\Theta }}\gamma ^{pq\nu \lambda \sigma \tau }ฯตF_{\nu \lambda \sigma \tau }^{}+{\displaystyle \frac{5i}{64}}e^{\frac{1}{4}\varphi }\overline{\mathrm{\Theta }}\gamma _{\sigma \tau }ฯตF^{ab\sigma \tau }`$
Here, and in the following, we set to zero all background fermion fields, except where they are important in determining the desired terms in the final action.
To determine the superspace fields at first order in $`\mathrm{\Theta }`$, we write down the order $`\mathrm{\Theta }^0`$ terms in the superspace transformations (8) and demand that the resulting equations are consistent with the component field supersymmetry transformations. We find, up to ambiguities that can be removed by gauge transformations,
$`\mathrm{\Phi }`$ $`=`$ $`\varphi +i\sqrt{2}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{11}\lambda `$
$`E_\mu ^r`$ $`=`$ $`e_\mu ^r+i\overline{\mathrm{\Theta }}\mathrm{\Gamma }^r\psi _\mu `$
$`E_\alpha ^r`$ $`=`$ $`{\displaystyle \frac{i}{2}}(\overline{\mathrm{\Theta }}\mathrm{\Gamma }^r)_\alpha `$
$`B_\mu `$ $`=`$ $`C_\mu +{\displaystyle \frac{3i\sqrt{2}}{4}}e^{\frac{3}{4}\varphi }\overline{\mathrm{\Theta }}\gamma _\mu \lambda +ie^{\frac{3}{4}\varphi }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{11}\psi _\mu `$
$`B_\alpha `$ $`=`$ $`{\displaystyle \frac{i}{2}}e^{\frac{3}{4}\varphi }(\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{11})_\alpha `$
Note that the order $`\mathrm{\Theta }`$ terms in the bosonic components of the superspace fields are precisely the supersymmetry variations of the order $`\mathrm{\Theta }^0`$ terms in these fields with supersymmetry variation parameter $`\mathrm{\Theta }`$, as we would expect.
The calculation of order $`\mathrm{\Theta }^2`$ terms in the superspace fields and transformation parameters proceeds in the same way as for order $`\mathrm{\Theta }`$. In order to evaluate the order $`\mathrm{\Theta }^2`$ terms in the D0-brane action, it is only necessary to determine $`E_\mu ^r`$, $`B_\mu `$, and $`\mathrm{\Phi }`$ to order $`\mathrm{\Theta }^2`$, and these may be deduced immediately by demanding that the order $`\mathrm{\Theta }`$ terms in (8) agree with the component field supersymmetry transformations. The resulting expressions are somewhat complicated, but may be simplified considerably by fixing $`\kappa `$-symmetry. We set half of the 32 components of $`\mathrm{\Theta }`$ to zero making the gauge choice $`\frac{1}{2}(1\mathrm{\Gamma }^{11})\mathrm{\Theta }=\mathrm{\Theta }`$. We have made this choice so that the remaining spinor $`\mathrm{\Theta }`$ may be identified with the worldvolume $`\mathrm{\Theta }`$ appearing in earlier expressions for the D0-brane action. The resulting $`\mathrm{\Theta }^2`$ components are then given by<sup>5</sup><sup>5</sup>5It is interesting to note that the $`\mathrm{\Theta }^2`$ terms in these bosonic components may be obtained more simply by the observation that they are exactly the anticommutator of two supersymmetry variations on the order $`\mathrm{\Theta }^0`$ terms, that is
$$A|_{\mathrm{\Theta }^2}=\frac{1}{2}\{\delta _{ฯต_1},\delta _{ฯต_2}\}a|_{ฯต_1=ฯต_2=\theta }$$
where $`a`$ is the component field $`a=A|_{\mathrm{\Theta }^0}`$. Thus, we could have obtained the desired expressions in one step directly from the supersymmetry transformations.
$`\mathrm{\Phi }|_{\mathrm{\Theta }^2}`$ $`=`$ $`{\displaystyle \frac{i}{48}}e^{\frac{1}{2}\varphi }\overline{\mathrm{\Theta }}\gamma ^{\mu \nu \lambda }\mathrm{\Theta }H_{\mu \nu \lambda }`$
$`B_\mu |_{\mathrm{\Theta }^2}`$ $`=`$ $`{\displaystyle \frac{i}{16}}\overline{\mathrm{\Theta }}\gamma _\mu {}_{}{}^{\nu \lambda }\mathrm{\Theta }F_{\nu \lambda }{\displaystyle \frac{i}{48}}e^{\frac{1}{2}\varphi }\overline{\mathrm{\Theta }}\gamma ^{\nu \lambda \rho }\mathrm{\Theta }F_{\mu \nu \lambda \rho }^{}`$
$`E_\mu ^r|_{\mathrm{\Theta }^2}`$ $`=`$ $`{\displaystyle \frac{i}{8}}\overline{\mathrm{\Theta }}\gamma ^{rpq}\mathrm{\Theta }\omega _{\mu pq}+{\displaystyle \frac{i}{64}}e^{\frac{1}{2}\varphi }\overline{\mathrm{\Theta }}\gamma _\mu {}_{}{}^{\nu \lambda }\mathrm{\Theta }H^r_{\nu \lambda }`$
$`+{\displaystyle \frac{3i}{64}}e^{\frac{1}{2}\varphi }\overline{\mathrm{\Theta }}\gamma ^{r\nu \lambda }\mathrm{\Theta }H_{\mu \nu \lambda }{\displaystyle \frac{i}{192}}e_\mu ^r\overline{\mathrm{\Theta }}\gamma ^{\nu \lambda \rho }\mathrm{\Theta }H_{\nu \lambda \rho }`$
In terms of these expressions, the complete non-linear action for a D0-brane to order $`\mathrm{\Theta }^2`$ is then given by<sup>6</sup><sup>6</sup>6Note that we may set to zero any terms involving derivatives on $`\mathrm{\Theta }`$ since the worldvolume fermions are non-dynamical.
$`S`$ $`=`$ $`\mu _0{\displaystyle ๐\tau e^{\frac{3}{4}\varphi }(1\frac{3}{4}\mathrm{\Phi }|_{\mathrm{\Theta }^2}+\mathrm{})\sqrt{(g_{\mu \nu }+2e_{\mu r}E_\nu ^r|_{\mathrm{\Theta }^2}+\mathrm{})\dot{x}^\mu \dot{x}^\nu }}`$
$`+\mu _0{\displaystyle ๐\tau (C_\mu +B_\mu |_{\mathrm{\Theta }^2}+\mathrm{})\dot{x}^\mu }`$
where dots indicate terms at fourth or higher order in $`\mathrm{\Theta }`$. Choosing the static gauge $`X^0=\tau `$ and taking the weak field approximation (keeping only terms linear in the background fields), the velocity independent terms reduce to
$$S_{\mathrm{weak}}=\frac{i}{8}(_jh_{0i}+_jC_i)\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0ij}\mathrm{\Theta }+\frac{i}{16}(_kC_{0ij}+_kB_{ij})\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{ijk}\mathrm{\Theta }$$
These are in agreement with the results from the previous section, providing an alternate derivation and a check of the results previously discussed, as well as an extension to the complete non-linear action to order $`\mathrm{\Theta }^2`$. In principle, the expansion of the superspace fields in terms of components could be extended to higher orders in $`\mathrm{\Theta }`$ to reproduce and check the higher order terms that we have derived, but we will not attempt this here. For an expansion to high order in $`\mathrm{\Theta }`$, it might be that the superspace normal coordinate approach of would lead more efficiently to results which could be compared with those of the previous subsection.
## 3 D0-brane supergravity solutions
An important physical effect of the fermion couplings derived in the previous section is that D0-branes in different polarization states will produce different long range supergravity fields. This phenomenon has been discussed previously in (and also in the context of the M2-brane). In those papers, it was explained that the supergravity solution corresponding to an arbitrary polarization state could be obtained by acting iteratively with broken supersymmetry generators on the fields of the usual bosonic supergravity solution. The result is a supergravity solution with fields depending on the fermionic supersymmetry transformation parameter. In , it was pointed out that this fermionic parameter should be identified with quantized fermion zero-mode operators, which from the worldvolume point of view are the 16 non-dynamical worldvolume spinors. The classical supergravity solution corresponding to a given state can then be evaluated by taking the expectation value of these operator valued supergravity fields in the state of interest.
The fermionic couplings derived in the previous section give a direct understanding of how different polarization states lead to different supergravity solutions. With our results, it is possible to directly read off the long range supergravity fields corresponding to a given state. In the next subsection, we give the leading long range behavior for each field in type IIA supergravity as a function of the fermionic operators $`\theta `$.
One important result, already clear from the results of the previous section is that the RR three-form field $`C_{\mu \nu \lambda }^{(3)}`$ (as well as its dual $`C^{(5)}`$) and the NS-NS two form field $`B_{\mu \nu }`$ are generically non-zero in D0-brane supergravity solutions. In , it was assumed that these fields were not relevant to the D0-brane solutions, so the D2-brane dipole moments and magnetic H-dipole moments of D0-brane polarization states were not found. In subsection 3.2, we rederive these moments using the methods of by dropping the assumption that $`C^{(3)}`$ and $`B`$ vanish.
### 3.1 Long range fields
In this section we write down the leading long range supergravity fields corresponding to an arbitrary D0-brane polarization state. The long range fields are determined by the couplings derived in section 2 as well as type IIA bulk supergravity action, given to quadratic order in the Einstein frame by
$$S_{IIA}=\frac{1}{2\kappa ^2}d^{10}x\left\{R\frac{1}{2}_\mu \varphi ^\mu \varphi \frac{1}{12}|dB|^2\frac{1}{4}|dC^{(1)}|^2\frac{1}{48}|dC^{(3)}|^2\right\}$$
(9)
Choosing the standard gauges $`^\mu (h_{\mu \nu }(1/2)\eta _{\mu \nu }h^\lambda {}_{\lambda }{}^{})=0`$, $`^\mu C_\mu ^{(0)}=0`$, $`^\mu B_{\mu \nu }=0`$ and $`^\mu C_{\mu \nu \lambda }^{(3)}=0`$, we may use the equations of motion derived from (9) and (5) to determine the following long range fields, expressed in terms of the multipole moment operators $`I`$ appearing in (5).
$`h^{\alpha \beta }`$ $`=`$ $`{\displaystyle \underset{n}{}}(1)^n{\displaystyle \frac{15\kappa ^2}{16\pi ^4n!}}(I_h^{\alpha \beta (i_1\mathrm{}i_n)}{\displaystyle \frac{1}{8}}\eta ^{\alpha \beta }(I_h)_\mu {}_{}{}^{\mu (i_1\mathrm{}i_n)})_{i_1}\mathrm{}_{i_n}\left\{{\displaystyle \frac{1}{r^7}}\right\}`$
$`\varphi `$ $`=`$ $`{\displaystyle \underset{n}{}}(1)^n{\displaystyle \frac{15\kappa ^2}{16\pi ^4n!}}I_\varphi ^{(i_1\mathrm{}i_n)}_{i_1}\mathrm{}_{i_n}\left\{{\displaystyle \frac{1}{r^7}}\right\}`$
$`D^{\mu _1\mathrm{}\mu _k}`$ $`=`$ $`{\displaystyle \underset{n}{}}(1)^n{\displaystyle \frac{15\kappa ^2k!}{16\pi ^4n!}}I_C^{\mu _1\mathrm{}\mu _k(i_1\mathrm{}i_n)}_{i_1}\mathrm{}_{i_n}\left\{{\displaystyle \frac{1}{r^7}}\right\}`$
Here, $`D`$ stands for any of the form fields $`B`$, $`C^{(1)}`$, $`C^{(3)}`$, $`C^{(5)}`$ or $`C^{(7)}`$. In terms of the string theory parameters, the gravitational coupling is given by $`\kappa ^2=2^6\pi ^7g_s^2(\alpha ^{})^4`$.
The expressions for the $`I`$s may be determined by comparing the couplings derived in section 2 with the general expression (5). Since we are dealing only with the linearized theory, the long range fields generated by each of the couplings in section 2 may be calculated separately and combined where necessary by superposition. As an example, we find all long range fields at order $`\frac{1}{r^8}`$. These fields are associated with dipole moments and arise from the couplings (7) quadratic in fermions. They are given by
$`h_{0i}`$ $`=`$ $`{\displaystyle \frac{15}{2}}\pi ^3i(\alpha ^{})^{\frac{7}{2}}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0ij}\mathrm{\Theta }_j\left\{{\displaystyle \frac{1}{r^7}}\right\}`$
$`C_i`$ $`=`$ $`{\displaystyle \frac{15}{2}}\pi ^3i(\alpha ^{})^{\frac{7}{2}}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0ij}\mathrm{\Theta }_j\left\{{\displaystyle \frac{1}{r^7}}\right\}`$
$`C_{0ij}`$ $`=`$ $`{\displaystyle \frac{15}{2}}\pi ^3i(\alpha ^{})^{\frac{7}{2}}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{ijk}\mathrm{\Theta }_k\left\{{\displaystyle \frac{1}{r^7}}\right\}`$ (10)
$`B_{ij}`$ $`=`$ $`{\displaystyle \frac{15}{2}}\pi ^3i(\alpha ^{})^{\frac{7}{2}}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{ijk}\mathrm{\Theta }_k\left\{{\displaystyle \frac{1}{r^7}}\right\}`$
These order $`\frac{1}{r^8}`$ terms were also found in . The corrections at orders $`\frac{1}{r^9}`$ and higher may be similarly determined from the couplings of section 2 involving four or more fermions. Note that these fields depend on the worldvolume fermion operators $`\mathrm{\Theta }`$. To determine the numerical values of a field for a given polarization state, we simply replace these expressions by their expectation value in the particular state. In section 4, we will give an explicit representation of the polarization states and develop the methods to compute these expectation values.
### 3.2 Fermionic couplings from superpartner solutions
In this section, we use the methods of to provide an alternate derivation that the supergravity solution corresponding to an arbitrary D0-brane polarization state has long range fields consistent with the new couplings that we have derived. In particular, by applying broken supersymmetry generators to the bosonic D0-brane solution, we will generate the โsuperpartnerโ solutions whose fields depend on the supersymmetry variation parameter. Relating this spinor parameter with the non-dynamical worldvolume fermions, we will show that the new subleading (order $`1/r^8`$) long range fields in the superpartner solutions match with the results of the previous subsection and therefore correspond precisely to the quadratic fermion couplings we have derived. In particular, we will see the presence of a non-zero RR three-form field corresponding to a D2-brane dipole directly from the supergravity solutions. This will provide an independent check of these results.
We begin with the bosonic D0-brane solution (3) which has a non-vanishing metric, dilaton, and RR one-form field.
If we let $`\mathrm{\Phi }`$ denote the fields of the bosonic D0-brane solution, the superpartner solution is given by $`\stackrel{~}{\mathrm{\Phi }}=e^{ฯต_\alpha Q_\alpha }\mathrm{\Phi }`$, where $`Q_\alpha `$ are the 16 broken supersymmetry generators. This is analogous to obtaining a spatially translated solution by exponentiating the broken translation generator, $`\mathrm{\Phi }(\stackrel{}{x}+\delta \stackrel{}{x})=e^{\delta x^iP_i}\mathrm{\Phi }`$, however in our case, the exponential series must truncate at order 16 since $`ฯต`$ is a Grassman quantity with 16 independent components. Each application of a pair of $`Q`$โs results in an additional derivative on the original fields, so the leading effects of the $`ฯต^{2n}`$ terms in the long range fields will be at order $`\frac{1}{r^{7+n}}`$. Thus, in order to compare the dipole fields of the supergravity solution with those predicted by the quadratic fermion couplings, we need only compute to order $`ฯต^2`$
The supersymmetry transformations of the fields of type IIA supergravity are listed in appendix B. Acting on the bosonic D0-brane solution (3), we find that the first supersymmetry variations of the spinor fields are given by
$`\delta \lambda `$ $`=`$ $`{\displaystyle \frac{3\sqrt{2}}{8}}H^{\frac{17}{16}}_iH\mathrm{\Gamma }^{i0}P_+ฯต`$
$`\delta \psi _0`$ $`=`$ $`{\displaystyle \frac{7}{16}}H^{\frac{3}{2}}_iH\mathrm{\Gamma }^{i0}P_+ฯต+\left\{_0ฯต\right\}`$ (11)
$`\delta \psi _i`$ $`=`$ $`{\displaystyle \frac{1}{16}}H^1_jH(\mathrm{\Gamma }^{ij}7\delta ^{ij})P_+ฯต+\left\{_iฯต+{\displaystyle \frac{7}{32}}H^1_iHฯต\right\}`$
where $`P_+=\frac{1}{2}(1+\mathrm{\Gamma }^0\mathrm{\Gamma }^{11})`$ is a projection operator. By choosing $`ฯต=H^{\frac{7}{32}}\eta `$ where $`\eta `$ is a constant spinor satisfying $`P_+\eta =0`$, the right hand side of these equations vanish, showing that the solution preserves 16 supersymmetries. We are interested in acting with the broken supersymmetry generators, which we take to be $`ฯต=H^{\frac{7}{32}}\eta `$ with $`P_+\eta =\eta `$ so that the bracketed terms above vanish.
Using these fermion transformation rules we may now compute the bosonic fields of the superpartner solution to quadratic order in $`ฯต`$. We find that the long range fields are given by<sup>7</sup><sup>7</sup>7In calculating these expressions, we take the RR one-form field of the bosonic solution to be $`C_0=H^11`$. The extra factor of -1 relative to (3) is physically unimportant since $`C`$ is a potential, but is chosen so that $`C`$ vanishes at infinity.
$$\begin{array}{ccccc}\hfill (e_0{}_{}{}^{i})_{ฯต^2}& =\hfill & \frac{1}{2}(ฯตQ)^2e_0^i\hfill & =\hfill & \frac{7i}{32}H^{\frac{31}{16}}_jH\overline{\eta }\mathrm{\Gamma }^{ij0}\eta \hfill \\ \hfill (e_i{}_{}{}^{0})_{ฯต^2}& =\hfill & \frac{1}{2}(ฯตQ)^2e_i^0\hfill & =\hfill & \frac{i}{32}H^{\frac{23}{16}}_jH\overline{\eta }\mathrm{\Gamma }^{ij0}\eta \hfill \\ \hfill (C_i)_{ฯต^2}& =\hfill & \frac{1}{2}(ฯตQ)^2C_i\hfill & =\hfill & \frac{i}{4}H^2_jH\overline{\eta }\mathrm{\Gamma }^{ij0}\eta \hfill \\ \hfill (B_{ij})_{ฯต^2}& =\hfill & \frac{1}{2}(ฯตQ)^2B_{ij}\hfill & =\hfill & \frac{i}{4}H^1_kH\overline{\eta }\mathrm{\Gamma }^{ijk0}\eta \hfill \\ \hfill (C_{0ij})_{ฯต^2}& =\hfill & \frac{1}{2}(ฯตQ)^2C_{0ij}\hfill & =\hfill & \frac{i}{4}H^2_kH\overline{\eta }\mathrm{\Gamma }^{ijk0}\eta \hfill \end{array}$$
(12)
Note that these are precisely the fields that we found coupling to worldvolume fermion bilinears.
We would like to understand the relationship between the supersymmetry variation parameter $`\eta `$ in these expressions and the worldvolume fermion operator $`\mathrm{\Theta }`$ appearing in (10). From equation (11), we see that $`\eta `$ is related to the โvaluesโ of the bulk fermion fields in the superpartner solutions. Quantum mechanically, these fermion zero-modes are operator valued, and from the supergravity point of view, it is these fermion zero-mode operators that are responsible for creating the 256-dimensional multiplet of D0-brane states. Thus, the parameters $`\eta `$ appearing in the superpartner solutions should be viewed as operators acting on the Fock space of D0-brane states, and (as may be deduced from the bulk fermion anticommutation relations) these operators satisfy a Clifford algebra equivalent to that of the worldvolume fermions $`\mathrm{\Theta }`$.
In order to directly relate the parameters $`\eta `$ with the worldvolume fermions considered in the previous sections, we need to make a change of variables, since we had defined $`\frac{1}{2}(1\mathrm{\Gamma }^{11})\mathrm{\Theta }=\mathrm{\Theta }`$ while the broken supersymmetry generators satisfy $`\frac{1}{2}(1+\mathrm{\Gamma }^0\mathrm{\Gamma }^{11})\eta =\eta `$. The transformation relating these two is
$$\eta =\frac{1}{4}(\mathrm{\Gamma }^{11}+\mathrm{\Gamma }^{11}\mathrm{\Gamma }^0)\mathrm{\Theta }.$$
Since the normalization of $`\eta `$ was arbitrary, we were free to choose the overall normalization on the right hand side of this equation. Using this transformation, we find
$$\overline{\eta }\mathrm{\Gamma }^{ij0}\eta =\frac{1}{2}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{0ij}\mathrm{\Theta },\overline{\eta }\mathrm{\Gamma }^{ijk0}\eta =\frac{1}{2}\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{ijk}\mathrm{\Theta }$$
With this substitution, the long range fields from (12) precisely match those calculated earlier (10) from the linear couplings.
## 4 Classification of D0-brane polarizations
In the previous sections, we have shown that the action for a single D0-brane contains many couplings between the worldvolume fermions and the background type IIA supergravity fields. These couplings will cause the various polarization states to behave differently in the presence of non-zero background fields, and as discussed in the previous section lead to different long range supergravity fields. All of the operators coupling linearly to bosonic supergravity fields are built out of the basic operators
$$J^{ij}\frac{i}{4}\theta \gamma ^{ij}\theta D^{ijk}\frac{i}{4}\theta \gamma ^{ijk}\theta $$
These are also the objects that appear in the operator valued expressions for the long range fields of the supergravity solution. Thus, all information necessary to understand the physical properties of the various polarization states is determined by the action of the $`J`$ and $`D`$ operators on the 256 polarization states.
In this section, we provide an explicit representation of the polarization states. We show that the operators $`J`$ and $`D`$ together generate SO(16) and that the bosonic and fermionic states lie in opposite chirality 128 spinor representations of this group. Finally, we write down explicitly the actions of $`J`$ and $`D`$ on an arbitrary polarization state and use these to classify the states according to their eigenvalues for a physically interesting maximally commuting set of generators.
### 4.1 Fock space of D0-brane polarizations
In order to label the D0-brane states, it is useful to rearrange the $`\theta `$โs into creation and annihilation operators
$`\lambda _\alpha `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\theta _\alpha i\theta _{8+\alpha })`$ (13)
$`\lambda _\alpha ^{}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\theta _\alpha +i\theta _{8+\alpha })`$
with $`\alpha =1,\mathrm{},8`$. These obey
$$\{\lambda _\alpha ,\lambda _\beta ^{}\}=\delta _{\alpha \beta },\{\lambda _\alpha ,\lambda _\beta \}=\{\lambda _\alpha ^{},\lambda _\beta ^{}\}=0.$$
The polarization states of the D0-brane may then be constructed by acting with creation operators $`\lambda ^{}`$ on a state $`|`$ which is annihilated by all $`\lambda `$โs. A given state may be labeled by
$$|c_1\mathrm{}c_8=(\lambda _1^{})^{c_1}\mathrm{}(\lambda _8^{})^{c_8}|$$
where $`c_\alpha 0,1`$. These $`256`$ states of a D0-brane may be understood naturally in terms of their M-theory origins. They are simply the polarization states of the 11-dimensional supergraviton. These form a representation of $`SO(9)`$, the little group for massless particles in 11 dimensions<sup>8</sup><sup>8</sup>8Of course, this is also the little group for massive particles in 10 dimensions., and may be divided into three irreducible representations corresponding to the graviton, three-form, and gravitino of $`D=11`$ supergravity.
Let us focus first on the bosonic states. There are a total of $`128`$ independent bosonic states of a D0-brane, $`44`$ arising from the polarization states of the 11-dimensional graviton and $`84`$ arising from the polarization states of the 11-dimensional three-form field. A general bosonic state will be some linear combination of these $`128`$ states, and we may represent it by polarization tensors
$$\{h_{ij},A_{ijk}\}\{i,j,k=1,\mathrm{},9\}$$
where $`h_{ij}`$ is a complex symmetric traceless tensor and $`A_{ijk}`$ is a complex antisymmetric tensor.
The remaining 128 independent D0-brane states are fermionic and arise from the 128 polarization states of the $`D=11`$ gravitino field. The most general fermionic D0-brane state is a linear combination of these states, and we may represent it by a gravitino polarization tensor
$$\psi _{i\alpha }\{i=1,\mathrm{},9;\alpha =1\mathrm{}16\}$$
where $`\psi `$ is a complex vector-spinor satisfying the 16 constraints $`\gamma _{\alpha \beta }^i\psi _{i\beta }=0`$.
An explicit construction of the general states $`|h_{ij},A_{ijk}`$ and $`|\psi _{i\alpha }`$ in terms of the creation and annihilation operators $`\lambda `$ may be found in . It is possible to choose conventions such that the inner product between arbitrary states is given by
$$\stackrel{~}{h},\stackrel{~}{A}|h,A=\stackrel{~}{h}_{ij}^{}h_{ij}+\stackrel{~}{A}_{ijk}^{}A_{ijk}\stackrel{~}{\psi }|\psi =\stackrel{~}{\psi }_{i\alpha }^{}\psi _{i\alpha }$$
(14)
The two sets of bosonic states constitute the irreducible 44 and 84 representations of SO(9), the little group for massive particles in 10 dimensions, while the fermionic states form a single irreducible 128 representation. In this sense, we have three different types of D-particles. However, in the presence of non-zero background supergravity fields, the two types of bosonic states mix with each other.
From the action (4), we see that the effects of background fields on the D0-brane states, as well as the background fields generated by a given state will be governed by the two operators
$`J^{ij}`$ $``$ $`{\displaystyle \frac{i}{4}}\theta \gamma ^{ij}\theta `$
$`D^{ijk}`$ $``$ $`{\displaystyle \frac{i}{4}}\theta \gamma ^{ijk}\theta .`$ (15)
The commutation relations of these operators may be determined in a straightforward way from the anticommutation relations for the $`\theta `$โs The operators $`J^{ij}`$ have the algebra of $`SO(9)`$,<sup>9</sup><sup>9</sup>9Here and in the rest of this paper, symmetrization (denoted by $`(i_1\mathrm{}i_n))`$ and antisymmetrization (denoted by $`[i_1\mathrm{}i_n])`$ of indices are taken with weight 1. For example, $`M_{[ij]}\frac{1}{2}(M_{ij}M_{ji})`$.
$$[J^{ij},J_{kl}]=4i\delta ^{[i}{}_{[k}{}^{}J_{}^{j]}_{l]}$$
This is to be expected since $`J^{ij}`$ are precisely the fermionic parts of the operators which generate spatial rotations in the theory. The commutation relations between $`D`$ and $`J`$ operators reflect the property that the $`D`$โs are in the 3-index antisymmetric tensor representation of the $`SO(9)`$ generated by $`J`$โs. They are
$$[J^{ij},D_{klm}]=6i\delta ^{[i}{}_{[k}{}^{}D_{}^{j]}_{lm]}$$
Finally, the commutation relations for the $`D`$โs are given by
$$[D^{ijk},D_{lmn}]=18i\delta ^{[i}{}_{[l}{}^{}\delta _{}^{j}{}_{m}{}^{}J_{}^{k]}{}_{n]}{}^{}\frac{i}{6}ฯต^{ijklmnpqr}D_{pqr}$$
It turns out that the $`J`$โs and $`D`$ together generate $`SO(16)`$, however, they form a somewhat unusual set of generators. The standard $`SO(16)`$ generators are simply the fermion bilinears
$$A_{\alpha \beta }=\theta _\alpha \theta _\beta $$
as may be easily checked. The $`J`$โs and $`D`$โs form a different basis of the $`120`$ independent bilinears, and we see from (15) that the matrices $`\gamma _{\alpha \beta }^{ij}`$ and $`\gamma _{\alpha \beta }^{ijk}`$ are the coefficients which relate the ordinary basis to the $`J,D`$ basis.
The bosonic D0-brane states which formed a 44 and 84 of $`SO(9)`$ combine into a single 128 chiral spinor representation of this $`SO(16)`$. It is interesting to note that this representation of $`SO(16)`$ is precisely the one which appears when we consider the action of $`SO(16)`$ on the coset space $`E_8/SO(16)`$ . This suggests that perhaps the D0-brane polarization states may correspond to broken symmetry generators in some more symmetric phase of string theory, but we will not pursue this connection further here. The fermionic states also lie in a 128 chiral spinor representation of $`SO(16)`$, but of the opposite chirality.
### 4.2 Action of spin and dipole operators on polarization states
The action of the $`SO(16)`$ generators $`J`$ and $`D`$ on the general bosonic and fermionic states may be determined using the explicit representation of the states found in . We first determine the action of a single operator $`\theta _\alpha `$ on the general state. We find
$`\theta _\alpha :|h,A`$ $``$ $`|\stackrel{~}{\psi }`$
$`\stackrel{~}{\psi }_{i\beta }`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{2}}\gamma _{\beta \alpha }^jh_{ij}{\displaystyle \frac{\sqrt{6}}{36}}(\gamma _{\beta \alpha }^{ijkl}6\delta ^{ij}\gamma _{\beta \alpha }^{kl})A_{jkl}`$ (16)
$`\theta _\alpha :|\psi `$ $``$ $`|\stackrel{~}{h},\stackrel{~}{A}`$
$`\stackrel{~}{h}_{ij}`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{2}}\gamma _{\alpha \beta }^{(i}\psi _\beta ^{j)}`$
$`\stackrel{~}{A}_{ijk}`$ $`=`$ $`{\displaystyle \frac{\sqrt{6}}{4}}\gamma _{\alpha \beta }^{[ij}\psi _\beta ^{k]}`$
Using these relations, we find (as expected) that the rotation generators act as
$`J^{ij}:|h,A`$ $``$ $`|\stackrel{~}{h},\stackrel{~}{A}`$
$`\stackrel{~}{h}_{kl}`$ $`=`$ $`4i\delta ^{[i}{}_{(k}{}^{}h_{}^{j]}_{l)}`$ (17)
$`\stackrel{~}{A}_{klm}`$ $`=`$ $`6i\delta ^{[i}{}_{[k}{}^{}A_{}^{j]}{}_{lm]}{}^{}.`$
$`J^{ij}:|\psi `$ $``$ $`|\stackrel{~}{\psi }`$
$`\stackrel{~}{\psi ^k}`$ $`=`$ $`2i\delta _k{}_{}{}^{[i}\psi _{}^{j]}{\displaystyle \frac{i}{2}}\gamma ^{ij}\psi ^k`$
The operators $`D`$ mix states arising from graviton and three-form polarizations. We have
$`D^{ijk}:|h,A`$ $``$ $`|\stackrel{~}{h},\stackrel{~}{A}`$
$`\stackrel{~}{h}_{lm}`$ $`=`$ $`6i\sqrt{3}\left(\delta ^{[i}{}_{(l}{}^{}A_{}^{jk]}{}_{m)}{}^{}{\displaystyle \frac{1}{9}}\delta _{lm}A^{ijk}\right)`$ (18)
$`\stackrel{~}{A}_{lmn}`$ $`=`$ $`6i\sqrt{3}\delta ^{[i}{}_{[l}{}^{}\delta _{}^{j}{}_{m}{}^{}h_{}^{k]}{}_{n]}{}^{}{\displaystyle \frac{i}{6}}ฯต^{ijklmnpqr}A_{pqr}.`$
$`D^{ijk}:|\psi `$ $``$ $`|\stackrel{~}{\psi }`$
$`\stackrel{~}{\psi ^l}`$ $`=`$ $`4i\delta _l{}_{}{}^{[i}\gamma _{}^{j}\psi ^{k]}+i\gamma ^{l[ij}\psi ^{k]}{\displaystyle \frac{i}{2}}\gamma ^{ijk}\psi ^l`$
The relations (17) and (18), together with the inner product (14) may be used to compute the action of an arbitrary operator built from $`\theta `$s on a general bosonic state, as well as the expectation values of arbitrary operators.
For example, we find
$`J^{ij}`$ $`=`$ $`4\mathrm{Im}(h_{il}^{}h_{jl})+6\mathrm{Im}(A_{ilm}^{}A_{jlm})`$
$`D^{ijk}`$ $`=`$ $`12\sqrt{3}\mathrm{Im}(h_{m[i}A_{jk]m}^{})+{\displaystyle \frac{1}{3}}\mathrm{Im}(ฯต^{ijklmnpqr}A_{lmn}^{}A_{pqr})`$
Recalling the couplings (4), we see that the first of these expressions gives the expectation value of the angular momentum in the $`\{ij\}`$ plane (equal to the RR one-form magnetic moment), while the second gives the D2-brane dipole moment in the $`\{ijk\}`$ directions (equal to the NS-NS two form magnetic moment). These expectation values are exactly those needed to evaluate the long range dipole fields (10) for a given polarization state.
### 4.3 Classification in terms of $`J`$ and $`D`$ eigenstates.
To understand the physical properties of the various D0-brane states, it is useful to choose a maximal mutually commuting set of generators (Cartan subalgebra) and then write the states in a basis of simultaneous eigenstates for these generators.
A physically interesting choice of commuting generators is the set
$$\{J_1J^{12},J_3J^{34},J_5J^{56},J_7J^{78},D_1D^{129},D_3D^{349},D_5D^{569},D_7D^{789}\}$$
containing four rotation operators and four dipole operators.
We may now describe an orthogonal basis of the bosonic and fermionic states which are simultaneous eigenstates of these 8 generators. A useful property of these basis elements is that the expectation values of all other generators not in the Cartan subalgebra vanish<sup>10</sup><sup>10</sup>10This follows since all other generators may be written as the commutator of some generator with a Cartan subalgebra generator..
#### 4.3.1 Basis for bosonic states
We begin with the 128 independent bosonic states. We will write bosonic eigenstates in terms of a simpler (non-normalized and non-orthogonal) basis given by
$`|ij`$ $``$ $`|h_{ij}=h_{ji}=1,ij`$
$`|ii`$ $``$ $`|h_{ii}=h_{99}=1,i=1,\mathrm{},8`$
$`|ijk`$ $``$ $`|A_{ijk}=A_{ikj}=A_{jki}=A_{jik}=A_{kij}=A_{kji}=1`$
The action of each of the 8 Cartan generators on this basis may be read off from the relations (17) and (18). Using these, we first diagonalize the $`J`$โs and then diagonalize the $`D`$โs in each subspace of states of fixed $`J`$โs. Below we will use the indices $`a,b,c,d`$ to represent distinct elements of $`\{1,3,5,7\}`$, labeling the generators in our Cartan subalgebra. Also, for $`a=2l1`$, we let $`\widehat{a}=2l`$. group 1: $`J=0`$ $`D=\pm 2`$ There are 8 basis states for which all $`J`$โs vanish. These include four graviton states
$$|a_0|aa+|\widehat{a}\widehat{a}$$
and four three-form states
$$|a9|a\widehat{a}9.$$
Diagonalizing the $`D`$ generators on the subspace generated by these states, we find that the diagonal basis consists of states for which a single $`D`$ generator has the eigenvalue $`\pm 2`$. Explicitly, the normalized eigenstates are:
$$|D_a=\pm 2\frac{1}{6}\left(2|a_0|b_0|c_0|d_0i\sqrt{3}|a9\right)$$
group 2: $`J=\pm 2`$, $`D=0`$ There are $`8`$ states for which a single $`J_a`$ has a value of $`\pm 2`$. These all come from graviton polarizations and are given by
$$|J_a=\pm 2=\frac{1}{2}|a\widehat{a}\frac{i}{2}|aa\pm \frac{i}{2}|\widehat{a}\widehat{a}.$$
For these states, $`J_a=\pm 2`$ and all other Cartan generators including $`D`$s vanish group 3: $`J_a=\pm 1`$, $`D_b,D_c,D_d=\pm 1`$ There are 32 states for which a single $`J_a`$ has the value $`\pm 1`$. These include 8 graviton states
$$|a_{\pm 1}9|a9\pm i|\widehat{a}9$$
as well as 24 three-form states
$$|a_{\pm 1}b|ab\widehat{b}\pm i|\widehat{a}b\widehat{b}$$
These are not eigenstates of the $`D_a`$โs, however we may combine them into normalized eigenstates
$$|J_a=ฯต,D_b=\lambda _b,D_c=\lambda _c,D_d=\lambda _d\frac{1}{4}|a_ฯต9\frac{i\lambda _b}{4\sqrt{3}}|a_ฯตb\frac{i\lambda _c}{4\sqrt{3}}|a_ฯตc\frac{i\lambda _d}{4\sqrt{3}}|a_ฯตd$$
where $`ฯต,\lambda _b\lambda _c,\lambda _d\pm 1`$ are the eigenvalues of $`J_a,D_b,D_c`$, and $`D_d`$ respectively, with the constraint that $`\lambda _b\lambda _c\lambda _d=ฯต`$. Recalling that $`a,b,c,d`$ must be distinct, we may verify that this gives a total of 32 states. group 4: $`J_a=\pm 1,J_b=\pm 1`$, $`D_a,D_b=\pm 1`$ There are 48 states for which two different $`J_a`$โs have (uncorrelated) eigenvalues of $`\pm 1`$. These include 24 graviton states
$$|a_{ฯต_a}b_{ฯต_b}|ab+iฯต_a|\widehat{a}b+iฯต_b|a\widehat{b}ฯต_aฯต_b|\widehat{a}\widehat{b}$$
and 24 three-form states
$$|a_{ฯต_a}b_{ฯต_b}9|ab9+iฯต_a|\widehat{a}b9+iฯต_b|a\widehat{b}9ฯต_aฯต_b|\widehat{a}\widehat{b}9$$
where $`ฯต_a,ฯต_b\pm 1`$ are the eigenvalues for $`J_a`$ and $`J_b`$. These states are mixed by the $`D_a`$โs but we may combine them into eigenstates as
$$|J_a=ฯต_a,J_b=ฯต_b,D_a=ฯต_a\delta ,D_b=ฯต_b\delta \frac{1}{4}|a_{ฯต_a}b_{ฯต_b}+\frac{\delta }{4\sqrt{3}}|a_{ฯต_a}b_{ฯต_b}9$$
where $`\delta =\pm 1`$. group 5: $`J_a=\pm 1,J_b=\pm 1,J_c=\pm 1,D_d=\pm 1`$ The remaining 32 states have three distinct $`J_a`$โs equal to $`\pm 1`$. These states all arise from three-form polarizations and are given by
$$|J_a=ฯต_a,J_b=ฯต_b,J_c=ฯต_c,D_d=ฯต_aฯต_bฯต_c=\frac{1}{4\sqrt{3}}\left(|abc+iฯต_a|\widehat{a}bc+\mathrm{}iฯต_aฯต_bฯต_c|\widehat{a}\widehat{b}\widehat{c}\right)$$
Note that each of these states is also an eigenstate of the $`D`$s with $`D_a=D_b=D_c=0`$ and $`D_d=ฯต_aฯต_bฯต_c`$
#### 4.3.2 Fermionic states
To describe the fermionic eigenstate basis, we introduce projection operators
$$P_\pm ^a=\frac{1}{2}(1\pm i\gamma ^{a\widehat{a}})$$
where, as above, $`a\{1,3,5,7\}`$ and $`\widehat{a}=a+1`$. Each of these independently reduces the number of independent components of a 16-component spinor by half, so the state $`P_{ฯต_1}^1P_{ฯต_3}^3P_{ฯต_5}^5P_{ฯต_7}^7\chi `$ has only a single independent component. Each state in the fermionic basis has an eigenvalue of $`\pm \frac{3}{2}`$ for exactly one of the 8 Cartan subalgebra generators, with eigenvalues of $`\pm \frac{1}{2}`$ for the remaining 7 generators. We now describe these states explicitly.
group 1:
The first set of 64 states has eigenvalues
$`J_a={\displaystyle \frac{3}{2}}ฯต_aJ_b={\displaystyle \frac{1}{2}}ฯต_b`$ $`J_c={\displaystyle \frac{1}{2}}ฯต_cJ_d={\displaystyle \frac{1}{2}}ฯต_d`$
$`D_a={\displaystyle \frac{1}{2}}ฯต_bฯต_cฯต_dD_b={\displaystyle \frac{1}{2}}ฯต_aฯต_cฯต_d`$ $`D_c={\displaystyle \frac{1}{2}}ฯต_aฯต_bฯต_dD_d={\displaystyle \frac{1}{2}}ฯต_aฯต_bฯต_c`$
where as above, $`\{a,b,c,d\}=\{1,3,5,7\}`$. Since each $`ฯต`$ can be $`\pm 1`$ and we have 4 choices for $`a`$, this gives 64 states, so the states are specified uniquely by their eigenvalues. The polarization vectors for these basis elements are given by
$$\psi ^a=iฯต_a\psi ^{\widehat{a}}=P_{ฯต_a}^aP_{ฯต_b}^bP_{ฯต_c}^cP_{ฯต_d}^d\chi ,\psi ^i=0\{ia,\widehat{a}\}$$
Note that the choice of $`\chi `$ is irrelevant since there is only a single independent component after acting with the four projection operators.
group 2:
The remaining 64 fermionic states have eigenvalues
$`J_a={\displaystyle \frac{1}{2}}ฯต_aJ_b={\displaystyle \frac{1}{2}}ฯต_b`$ $`J_c={\displaystyle \frac{1}{2}}ฯต_cJ_d={\displaystyle \frac{1}{2}}ฯต_d`$
$`D_a={\displaystyle \frac{3}{2}}ฯต_bฯต_cฯต_dD_b={\displaystyle \frac{1}{2}}ฯต_aฯต_cฯต_d`$ $`D_c={\displaystyle \frac{1}{2}}ฯต_aฯต_bฯต_dD_d={\displaystyle \frac{1}{2}}ฯต_aฯต_bฯต_c`$
Again, these states are specified uniquely by their eigenvalues. The polarization vectors for these basis elements are given by
$`\psi ^a`$ $`=`$ $`iฯต_a\psi ^{\widehat{a}}=P_{+ฯต_a}^aP_{ฯต_b}^bP_{ฯต_c}^cP_{ฯต_d}^d\chi `$
$`\psi ^b`$ $`=`$ $`iฯต_b\psi ^{\widehat{b}}={\displaystyle \frac{1}{2}}P_{ฯต_a}^aP_{+ฯต_b}^bP_{ฯต_c}^cP_{ฯต_d}^d\gamma ^{ba}\chi `$
$`\psi ^c`$ $`=`$ $`iฯต_c\psi ^{\widehat{c}}={\displaystyle \frac{1}{2}}P_{ฯต_a}^aP_{ฯต_b}^bP_{+ฯต_c}^cP_{ฯต_d}^d\gamma ^{ca}\chi `$
$`\psi ^d`$ $`=`$ $`iฯต_d\psi ^{\widehat{d}}={\displaystyle \frac{1}{2}}P_{ฯต_a}^aP_{ฯต_b}^bP_{ฯต_c}^cP_{+ฯต_d}^d\gamma ^{da}\chi `$
$`\psi ^9`$ $`=`$ $`ฯต_aฯต_bฯต_cฯต_d\gamma ^a\psi ^a`$
## 5 Static interactions between polarized D0-branes
In this section, we apply our results and consider the long-range interactions between a pair of D0-branes in fixed polarization states. In particular, we would like to consider the interactions between a pair of D0-branes in identical polarization states. Since each D0-brane is in a state which preserves the same 16 supersymmetries, a pair of D0-branes in identical polarization states should be a BPS configuration in which the force between the branes is identically 0.
The long-range force between a pair of D0-branes with spin and magnetic D0 dipole moment was considered in . These authors showed that the spin-spin and dipole-dipole interactions precisely cancel since the gyromagnetic ratio of the D0-brane is $`g=1`$. We show here that this result follows immediately from the couplings (4), and furthermore that the dipole-dipole interactions mediated by the R-R 3-form and NS-NS 2-form field also cancel identically due to the equality of the D2-brane dipole and magnetic H-dipole moments.
The cancellation of all dipole-dipole forces between static D0-branes follows immediately from the formulae for long range fields derived in the previous section. We simply let one of the D-branes act as a source which generates the long range fields calculated in the previous section, and treat the other brane as a probe which feels a potential obtained by plugging in the fields generated by the first brane into the action (7). Examining the expressions (10) and (7), it is obvious that the spin-spin potential mediated by the graviton
$$V_{\mathrm{spin}}=\frac{15}{32}\pi ^3i\overline{\mathrm{\Theta }}_1\mathrm{\Gamma }^{0ij}\mathrm{\Theta }_1\overline{\mathrm{\Theta }}_2\mathrm{\Gamma }^{0ik}\mathrm{\Theta }_2_j_k\left\{\frac{1}{r^7}\right\}$$
is precisely canceled by the RR one-form mediated dipole-dipole potential
$$V_{\mathrm{dipole}}=\frac{15}{32}\pi ^3i\overline{\mathrm{\Theta }}_1\mathrm{\Gamma }^{0ij}\mathrm{\Theta }_1\overline{\mathrm{\Theta }}_2\mathrm{\Gamma }^{0ik}\mathrm{\Theta }_2_j_k\left\{\frac{1}{r^7}\right\},$$
as was demonstrated previously in . In a similar way, the interaction between D2-brane dipole moments gives rise to a potential
$$V_{C^{(3)}}=\frac{15}{32}\pi ^3\overline{\mathrm{\Theta }}_1\mathrm{\Gamma }^{ijk}\mathrm{\Theta }_1\overline{\mathrm{\Theta }}_2\mathrm{\Gamma }^{ijl}\mathrm{\Theta }_2_k_l\left\{\frac{1}{r^7}\right\}$$
which is precisely canceled by the NS-NS two-form mediated force between magnetic H-dipole moments,
$$V_B=\frac{15}{32}\pi ^3\overline{\mathrm{\Theta }}_1\mathrm{\Gamma }^{ijk}\mathrm{\Theta }_1\overline{\mathrm{\Theta }}_2\mathrm{\Gamma }^{ijl}\mathrm{\Theta }_2_k_l\left\{\frac{1}{r^7}\right\}$$
Recalling that the leading order gravitational and dilaton mediated forces also cancel precisely with the repulsive force between the two D0-brane charges, we see that the forces between two static D0-branes cancel completely up to order $`\frac{1}{r^9}`$.
It is interesting that we did not need to make any assumptions about the polarizations of the two D0-branes. We should point out, however, that we do not expect all forces between two static D0-branes to cancel in general. In fact, the general expression for the long range static potential has been worked out , and is given by
$$V_{D0D0}=\frac{5}{43008}\theta \gamma ^{mi}\theta \theta \gamma ^{mj}\theta \theta \gamma ^{nk}\theta \theta \gamma ^{nl}\theta _i_j_k_k\left\{\frac{1}{r^7}\right\}$$
where $`\theta =\theta _1\theta _2`$ is the relative polarization of the two D0-branes in the 16-component spinor notation. This is a $`\frac{1}{r^{11}}`$ potential, which should be reproducible using our results through a combination of quadrupole-quadrupole, octupole-dipole and 16pole-monopole forces. It is only when the two D0-branes have the same polarization that we expect to obtain a classical BPS state and thus observe the complete cancellation of all forces.
## 6 Discussion
In this paper, we have investigated the physical properties of the different polarization states of a D0-brane. By analyzing the couplings of the D0-brane worldvolume fermions to the type IIA supergravity bulk fields, we have seen that in addition to mass and RR one-form charge, D0-branes may carry moments of a variety of other conserved quantities. The dipole moments include angular momentum (spin), RR one-form magnetic moment, D2-brane dipole moment, and NS-NS two-form magnetic dipole moment. We have shown a complete cancellation between dipole-dipole forces for a pair of static D0-branes owing to the fact that D0-branes have a gyromagnetic ratio of 1 and that the ratio between D2-brane dipole moment and NS-NS two-form magnetic moment is also 1.
We have determined the leading long range supergravity fields corresponding to an arbitrary polarization state of the D0-brane. For each of these states, there should also be a corresponding exact supergravity solution, thus we expect there to be a many parameter family of black hole solutions in $`D=10`$ preserving 16 supersymmetries and carrying multipole moments for various types of conserved quantities. For example, we expect supergravity solutions corresponding to each element of the eigenstate basis of section 4, including solutions with zero (classical) angular momentum but with dipole moments of D2-brane charge. It would be interesting to find these exact solutions using the knowledge of their long range fields.
One approach to deriving the exact supergravity solutions would be to work in the context of $`D=11`$ supergravity. Since type IIA supergravity is related to eleven-dimensional supergravity by dimensional reduction, any exact solution of type IIA supergravity is related to a solution of $`D=11`$ supergravity with translational invariance along one of the spatial directions. In this way, the bosonic D0-brane solution of type IIA supergravity is related to the Aichelburg-Sexl solution of $`D=11`$ supergravity corresponding to the gravitational fields around a massless particle.<sup>11</sup><sup>11</sup>11More precisely, the lifted D0-brane solution becomes, after a coordinate transformation, the Aichelburg-Sexl solution smeared along the direction of particle motion. The superpartners of the D0-brane solution should then be identified with superpartners of the Aichelburg-Sexl solution, and these should take a particularly simple form since the Aichelburg-Sexl solution has only a single non-vanishing field, $`h_{}\frac{1}{r^7}`$. Given the Aichelburg-Sexl superpartner solutions, the complete D0-brane superpartner solutions would then be obtained by reducing to $`D=10`$ in the standard way.
The couplings of bulk fields to worldvolume fermions that we have derived have interesting implications for the study of systems of two types of branes, for example in the investigation of bound states between D0-branes and other types of branes. If we consider one set of branes to be a source for various bulk fields, the couplings of these fields to the fermions on the worldvolume of the probe D0-branes will result in different energies for the different polarization states of the D0-branes. The minimum energy configuration will likely be one in which the D0-branes lie in a specific polarization state, and the long range supergravity fields corresponding to this system of branes should exhibit any non-zero moments associated with this polarization state. This may be related to an interesting observation made in . In that paper, it was found that the wavefunction of a D0-brane in the D0-D4 bound state is indicative of a specific combination of polarization states (representations of $`Spin(5)`$ in their case).<sup>12</sup><sup>12</sup>12We thank Savdeep Sethi for pointing this out to us. It is possible that an understanding of this phenomenon would result from considering the couplings of D0-brane fermions to the supergravity fields generated by the D4-brane.
Finally, we note that almost identical considerations apply to the various other types of branes in theories with 32 supersymmetries (as well as theories with less supersymmetry). Just like the type IIA D0-brane, configurations of parallel BPS branes in these theories generally preserve half the supersymmetry of the relevant theory. The remaining 16 broken supersymmetry generators generate a BPS multiplet of 256 states which splits into two 128 representations of the $`SO(16)`$ generated by bilinears of the broken generators. In the case where the spatial dimensions of the brane are compactified, these branes may be viewed as particle states from the point of view of the uncompactified directions, and the various states will appear as different polarizations of some number of particle types (representations of the rotation group of the uncompactified space). For particles obtained from toroidally compactified Dp-branes, the physical properties of the various polarization states can be investigated using a similar approach to that used in this paper. The couplings of worldvolume fermions to background fields for these particles may be obtained from the fermion terms in the Dp-brane actions derived in . These more general particle states will correspond to a large class of black hole solutions in various dimensions, and it would be interesting to investigate their properties. One potentially interesting related direction for further work would be to use the methods of this paper to study the breaking of degeneracy between fermionic states in the world-volume theory on a system of 3-branes forming a dielectric 5-brane sphere (as studied, for example, in ).
## Acknowledgments
We would like to thank Andrew Chamblin, Marc Grisaru, Marcia Knutt, Jason Kumar and Savdeep Sethi for discussions. MVR would like to thank the physics department at Stanford University for hospitality during part of this work. WT would like to thank the Aspen Center for Physics for hospitality as this paper was being completed. The work of MVR is supported in part by NSF grant PHY-9802484. The work of WT is supported in part by the A. P. Sloan Foundation and in part by the DOE through contract #DE-FC02-94ER40818. The work of KM is supported in part by the DOE through contract #DE-FC02-94ER40818.
## Appendix A Properties of spinors
In this paper we have used two different types of spinors, 16-component spinors denoted by $`\theta `$ and 32-component Majorana-Weyl fermions denoted by $`\mathrm{\Theta }`$. With our conventions, the spinors are related by
$$\mathrm{\Theta }=\left(\begin{array}{c}0\\ \theta \end{array}\right)$$
For the 16-component spinors, we use a real symmetric set of $`16\times 16`$ Dirac matrices denoted by $`\gamma ^i`$, $`i=1\mathrm{}9`$. The $`32\times 32`$ Dirac matrices denoted by $`\mathrm{\Gamma }`$ are given in terms of the $`\gamma `$โs by
$$\mathrm{\Gamma }^i=\left(\begin{array}{cc}0& \gamma ^i\\ \gamma ^i& 0\end{array}\right)\mathrm{\Gamma }^0=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\mathrm{\Gamma }^{11}=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)$$
Because of the anticommutation relations obeyed by the fermions, the only nonvanishing fermion bilinears are
$$\theta \gamma ^{ijk}\theta ,\theta \gamma ^{ij}\theta ,\theta \gamma ^{ijklmn}\theta =\frac{1}{3!}ฯต^{ijklmnpqr}\theta \gamma ^{pqr}\theta ,\theta \gamma ^{ijklmnp}\theta =\frac{1}{2}ฯต^{ijklmnpqr}\theta \gamma ^{qr}\theta $$
in the 16-component notation and
$$\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{abc}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{abcdefg}\mathrm{\Theta }=\frac{1}{3!}ฯต^{abcdefghij}\overline{\mathrm{\Theta }}\mathrm{\Gamma }_{hij}\mathrm{\Theta }$$
for 32-component spinors. In dealing with expressions containing more than two fermions, various Fierz identities must be taken into account. For the 16-component spinors, a list of these identities may be found in . For the $`D=10`$ fermions, we have
$$\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{abc}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }_{ab}{}_{}{}^{d}\mathrm{\Theta }=0$$
$$\overline{\mathrm{\Theta }}\mathrm{\Gamma }_a{}_{}{}^{b[c}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{de]a}\mathrm{\Theta }=0$$
$`12\overline{\mathrm{\Theta }}\mathrm{\Gamma }_{abc}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{def}\mathrm{\Theta }+\overline{\mathrm{\Theta }}\mathrm{\Gamma }_{abcqp}{}_{}{}^{[ef}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{d]pq}\mathrm{\Theta }+\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{defqp}{}_{[ab}{}^{}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }_{c]pq}\mathrm{\Theta }`$
$`+12\overline{\mathrm{\Theta }}\mathrm{\Gamma }_{[ab}{}_{}{}^{[d}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }_{c]}{}_{}{}^{ef]}\mathrm{\Theta }12\delta _{[a}{}_{}{}^{[d}\overline{\mathrm{\Theta }}\mathrm{\Gamma }_{bc]p}\mathrm{\Theta }\overline{\mathrm{\Theta }}\mathrm{\Gamma }^{ef]p}\mathrm{\Theta }24\overline{\mathrm{\Theta }}\mathrm{\Gamma }_{p[a}{}_{}{}^{[d}\mathrm{\Theta }\delta _b{}_{}{}^{e}\overline{\mathrm{\Theta }}\mathrm{\Gamma }_{c]}{}_{}{}^{f]p}\mathrm{\Theta }`$ $`=0`$
It is important to note that these identities apply for classical anticommuting fermions. For operators satisfying anticommutation relations $`\{\mathrm{\Theta }_\alpha ,\mathrm{\Theta }_\beta \}=\delta _{\alpha \beta }`$, we should replace the right hand sides of the first and third expressions by $`(320\eta ^{cd}896\eta ^{0c}\eta ^{0d})`$ and $`(768\delta _{[a}{}_{}{}^{[d}\delta _{b}^{}{}_{}{}^{e}\delta _{c]}^{}{}_{}{}^{f]}4608\delta ^0{}_{[a}{}^{}\delta _{}^{[d}{}_{b}{}^{}\delta _{}^{e}{}_{c]}{}^{}\delta _{}^{f]}{}_{0}{}^{})`$ respectively.
## Appendix B Type IIA supergravity conventions
The fields of $`D=10`$ type IIA supergravity are the vielbein $`e_\mu ^m`$, the dilaton $`\varphi `$, the NS-NS two form $`B_{\mu \nu }`$, the RR one and three forms $`C_\mu `$ and $`C_{\mu \nu \lambda }`$, the dilatino $`\lambda `$ and the gravitino $`\psi _\mu `$. The supersymmetry transformations for these fields are
$`\delta e_\mu ^m`$ $`=`$ $`i\overline{ฯต}\mathrm{\Gamma }^m\psi _\mu `$
$`\delta \varphi `$ $`=`$ $`i\sqrt{2}\overline{ฯต}\mathrm{\Gamma }^{11}\lambda `$
$`\delta C_\mu `$ $`=`$ $`ie^{\frac{3}{4}\varphi }\overline{ฯต}\mathrm{\Gamma }^{11}\psi _\mu +{\displaystyle \frac{3i\sqrt{2}}{4}}e^{\frac{3}{4}\varphi }\overline{ฯต}\gamma _\mu \lambda `$
$`\delta B_{\mu \nu }`$ $`=`$ $`2ie^{\frac{\varphi }{2}}\overline{ฯต}\gamma _{[\mu }\mathrm{\Gamma }^{11}\psi _{\nu ]}{\displaystyle \frac{\sqrt{2}}{2}}ie^{\frac{\varphi }{2}}\overline{ฯต}\gamma _{\mu \nu }\lambda `$
$`\delta C_{\mu \nu \lambda }`$ $`=`$ $`3ie^{\frac{\varphi }{4}}\overline{ฯต}\gamma _{[\mu \nu }\psi _{\lambda ]}+6ie^{\frac{\varphi }{2}}C_{[\mu }\overline{ฯต}\gamma _\nu \mathrm{\Gamma }^{11}\psi _{\lambda ]}`$
$`+{\displaystyle \frac{\sqrt{2}}{4}}ie^{\frac{\varphi }{4}}\overline{ฯต}\gamma _{\mu \nu \lambda }\mathrm{\Gamma }^{11}\lambda {\displaystyle \frac{3\sqrt{2}}{2}}ie^{\frac{\varphi }{2}}C_{[\mu }\overline{ฯต}\gamma _{\nu \lambda ]}\lambda `$
$`\delta \lambda `$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{4}}\gamma ^\mu \mathrm{\Gamma }^{11}ฯต_\mu \varphi {\displaystyle \frac{3\sqrt{2}}{32}}e^{\frac{3}{4}\varphi }\gamma ^{\mu \nu }ฯตF_{\mu \nu }`$
$`+{\displaystyle \frac{\sqrt{2}}{48}}e^{\frac{1}{2}\varphi }\gamma ^{\mu \nu \lambda }ฯตH_{\mu \nu \lambda }+{\displaystyle \frac{\sqrt{2}}{384}}e^{\frac{1}{4}\varphi }\gamma ^{\mu \nu \lambda \sigma }\mathrm{\Gamma }^{11}F_{\mu \nu \lambda \sigma }^{}+\mathrm{}`$
$`\delta \psi _\mu `$ $`=`$ $`_\mu ฯต+{\displaystyle \frac{1}{4}}\omega _{\mu mn}\mathrm{\Gamma }^{mn}ฯต{\displaystyle \frac{1}{64}}e^{\frac{3}{4}\varphi }\left\{\gamma _\mu {}_{}{}^{\nu \lambda }14\delta _\mu {}_{}{}^{\nu }\gamma _{}^{\lambda }\right\}\mathrm{\Gamma }^{11}ฯตF_{\nu \lambda }`$
$`+{\displaystyle \frac{1}{96}}e^{\frac{1}{2}\varphi }\left\{\gamma _\mu {}_{}{}^{\nu \lambda \rho }9\delta _\mu {}_{}{}^{\nu }\gamma _{}^{\lambda \rho }\right\}\mathrm{\Gamma }^{11}ฯตH_{\nu \lambda \rho }+{\displaystyle \frac{1}{256}}e^{\frac{1}{4}\varphi }\left\{\gamma _\mu {}_{}{}^{\nu \lambda \rho \sigma }{\displaystyle \frac{20}{3}}\delta _\mu {}_{}{}^{\nu }\gamma _{}^{\lambda \rho \sigma }\right\}ฯตF_{\nu \lambda \rho \sigma }^{}+\mathrm{}`$
Here, Dirac matrices with tangent space indices are denoted by $`\mathrm{\Gamma }`$ while Dirac matrices with spacetime indices are denoted by $`\gamma `$ (not to be confused with the $`16\times 16`$ Dirac matrices used elsewhere), so that
$$\gamma _\mu =e_\mu {}_{}{}^{m}\mathrm{\Gamma }_{m}^{}$$
Note that the supersymmetry variations of the fermionic fields contain additional terms cubic in the fermion fields which are not relevant for our purposes. The additional terms may be found in . Finally, the field strengths are defined as
$`F_{\mu \nu }`$ $`=`$ $`2_{[\mu }C_{\nu ]}`$
$`H_{\mu \nu \lambda }`$ $`=`$ $`3_{[\mu }B_{\nu \lambda ]}`$
$`F_{\mu \nu \lambda \sigma }^{}`$ $`=`$ $`4_{[\mu }C_{\nu \lambda \sigma ]}+8C_{[\mu }H_{\nu \lambda \sigma ]}`$
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# Bubble propagation in a helicoidal molecular chain
## 1 INTRODUCTION
In the attempt to describe some aspects of DNA functioning, the theory of nonlinear dynamical systems has found an interesting application to this important biological structure. In spite of the awareness of the complexity that characterizes most of the dynamical processes taking place in biological systems, where very often the necessary trigger is constituted by the temporary interaction of different objects, there is nevertheless an effort, in the research in biological physics, to grasp some essential features with simple models.
In this work we are interested in the propagation of very large amplitude bubbles, that should be very important in the description of the process of transcription. In this respect, the main appeal of onedimensional nonlinear models is their possibility to sustain localized excitations, of which our bubbles are an example. In this direction there have been works based on some models where the essential degree of freedom of each site of the chain is related to the opening of the hydrogen bonds between the complementary bases of the double stranded DNA (for a review see, e.g., and references therein).
The important points to address for any given model are the existence and the stability of localized excitations, both stationary and moving; after that the problem of their formation has to be considered. In this Section we give a very brief account of the situation in models with one degree of freedom per base pair, limiting ourselves to the problems of existence and stability.
Let us begin with homogeneous chains. We can start making a distinction between models that do not neglect the discreteness of the system, and models that are treated in the continuum limit, either from the start or after the approximation of the original discrete equations. In both cases there is usually a nearest neighbor interaction and a site potential; in the continuum limit generally the field equation under study is of the Klein-Gordon type:
$$\frac{^2\varphi }{t^2}=v_0^2\frac{^2\varphi }{x^2}\frac{U}{\varphi }$$
(1)
Consider the problem of the existence of localized stationary solutions. We know that for equations like (1) localized solutions, where at both sides of the excitation the field $`\varphi `$ is at the minimum of $`U`$, are possible only if $`U`$ has degenerate minima; then $`\varphi `$ has a kink configuration and we have a topological soliton, which implies a displacement of a whole side of the chain. One of the most used example of (1) is the sine-Gordon equation. The stationary solutions really are static, i.e., they are equilibrium configurations, that are obtained by solving the Newton-like equation $`v_0^2\frac{^2\varphi }{x^2}=\frac{U}{\varphi }`$, and localized solutions, the kinks, are found by choosing appropriate โinitial conditionsโ in this equation. If the original model equations were discrete, the equilibrium configurations are such that their envelope has a kink structure which is very close to that of the continuum equation, with the center exactly on one site (odd kink), or in the middle between two sites (even kinks) (see , where also the problem of the stability is considered).
In models where the discreteness is taken into account, the problem of solutions with a topological index can be circumvented; in fact, also with site potentials $`U`$ with a nondegenerate absolute minimum, it is possible to have stationary localized excitations, in the form of breathers, in which only few sites are coherently involved with a not negligible amplitude in a nonlinear oscillation with a given fundamental frequency (for the mathematics of breathers in discrete nonlinear lattices and the conditions for their existence and stability see ). Now there is an additional degree of freedom in the choice of the localized solution, namely the variation, in proper ranges, of the fundamental frequency. In analogy with the situation that arises with kinks, a breather with a given fundamental frequency can be centered on one site, which has the largest amplitude of oscillation (odd breather), or on two sites, which have the largest identical amplitudes (even breather).
We now turn our attention to the stability of these solutions. The stability of a static kink configuration, in lattice models approximated by (1), requires the positive definiteness of the hessian matrix of the total potential energy. Instead for a breather the stability is checked through the linearization of the equations of motion around the stationary solution; the transformation of the perturbation in one breather period gives a linear application, whose spectrum determines the stability properties: the breather is stable if there are no eigenvalues with modulus greater than $`1`$ .
The important point to study is that of the moving capabilities of localized excitations. If we are interested in moving solutions of Eq. (1), the problem is easily solved. Any static solution, in particular a localized one, can be transformed to a moving one, with speed $`v<v_0`$, through a Lorentz boost (with โspeed of lightโ $`v_0`$); its profile will only be modified by the Lorentz contraction. If the original model is discrete and Eq. (1) is only its approximation, then the movement of the localized excitation will be associated to an energy loss through phonon radiation but generally the kink retains a good stability. In one can find the treatment of this phonon dressing of the moving kink.
The study of moving breathers is more difficult. While the existence of stationary breathers seems to be quite independent of the characteristics of the site potential, at least for sufficiently small coupling between different sites , the presence of exact moving breathers is associated to some special integrable hamiltonians (see for a review). In the other, generic cases, the common approach is to study the stability spectrum of stationary breathers, making a connection between some of the elements of the spectrum and the โsensitivityโ to movement . The absence of a zeroth order moving solution, analogous to the boosted kink of Eq. (1), makes the treatment of stability of moving breathers less approachable.
If we consider heterogeneous chains, there are of course more problems, especially regarding the stability of moving excitations, in particular breathers. The amount of work has been less extensive. There have been studies on nonlinear localization in chains with impurities , on kink propagation through regions with mass variation , MD simulations in a sine-Gordon model of DNA ; see for a review of results on disordered systems in the continuum limit.
Let us summarize what are the main problems with kinks and breathers if we want to consider them as good candidates for the local openings needed during the transcriptions. As we have seen, the stability is a less severe difficulty for kinks. For this reason they could be preferable. On the contrary, the breathers have the advantage to avoid the problem of the topological index. However, it is plausible that, if we want to describe with a breather a region where the bond between the complementary bases is temporarily broken, to allow access to the genetic code, this breather must be wide (i.e., the number of sites essentially involved in the motion is not very small) and of very large amplitude; unfortunately, the probability that a breather is stable greatly decreases when its width increases and when its amplitude is large (this second point can be easily guessed, since for potentials that allow dissociation, large amplitude means low fundamental frequency, and therefore a strong probability of resonance with the phonon dispersion curve).
In this work it is our purpose to show that, with a given model with two degrees of freedom per base pair, it is possible to put together some of the advantages of kinks and breathers, i.e., respectively, a good stability with respect to movement, and a local excitation that does not need a topological index. We will show that these large amplitude solutions of the model have a satisfying stability also with heterogeneity and with thermal noise. We think that these properties can represent those of a โtranscription bubbleโ.
The model has been proposed by Barbi et al. , and it is an evolution, that takes the helicoidal structure explicitly into account, of the Peyrard-Bishop model. This last model was introduced to have a dynamical explanation of the melting transition, opposed to methods that offer only equilibrium estimates of the probability of bond disruption . A satisfactory melting curve was obtained , and later the melting of heterogeneous chains and of heterogeneous oligonucleotides has been studied . The helicoidal model introduced in was there used to build approximate low amplitude solutions through the method of the multiscale expansion , and in the melting transition was investigated.
In Section II we introduce the model and we compute its equilibrium configurations, with their stability properties. In Section III we show the results of our MD simulations, together with an approximate computation of the features of the moving bubbles. In Section IV we present our discussion and draw some conclusions.
## 2 THE MODEL
Our starting point is the model introduced (in a somewhat different version) in . The bases can move only in planes perpendicular to the helix axis; besides, the center of mass of the base pair is held fixed, and the two complementary bases move simmetrically with respect to the axis of the molecule. Then for each base pair there are two degrees of freedom: $`r_n`$ is the distance between each one of the complementary bases in the $`n`$-th base pair and the helix axis; $`\theta _n`$ is the angle that the line joining the two complementary bases makes with a given direction in the planes where the bases move. The potential energy is given by:
$`U`$ $`={\displaystyle \underset{n}{}}\{`$ $`D_n\left(e^{a(r_nR_0)}1\right)^2+{\displaystyle \frac{1}{2}}c(r_{n+1}r_n)^2`$ (2)
$`+{\displaystyle \frac{1}{2}}K[L_{n+1,n}L_0]^2\}`$
where $`L_{n+1,n}`$ is the distance between neighbor bases on the same strand, and as a function of $`r_n`$, $`r_{n+1}`$ and $`\theta _{n+1}\theta _n\mathrm{\Delta }\theta _n`$ is given by:
$$L_{n+1,n}=\sqrt{h^2+r_{n+1}^2+r_n^22r_{n+1}r_n\mathrm{cos}^2\mathrm{\Delta }\theta _n}$$
(3)
where $`h=3.4`$ ร
is the fixed distance between neighbor base planes and $`R_0=10`$ ร
is the equilibrium value of $`r_n`$; $`L_0`$ is the same function computed for $`r_{n+1}=r_n=R_0`$ and $`\mathrm{\Delta }\theta _n=\mathrm{\Theta }_0=\pi /5`$ ($`10`$ base pairs per helix turn). Therefore the equilibrium configuration is that with $`r_n=R_0`$ and $`\mathrm{\Delta }\theta _n=\mathrm{\Theta }_0`$ for each $`n`$, which gives the system its helicoidal structure. The natural helicity is right handed, and for convenience we take this as the positive rotation for the angles $`\theta _n`$. Actually, equilibrium configurations are also all those in which any $`\mathrm{\Delta }\theta _n`$ is chosen indifferently $`\pm \mathrm{\Theta }_0`$; however, they are separated by the fundamental one by potential barriers, that in our simulations are never crossed. The first two terms in (2) are the same of the original PB model , which has $`r_n`$ as the only degree of freedom per base pair: there is a Morse potential with $`R_0`$ as the equilibrium distance, and a harmonic interaction between neighbor base pairs (stacking interaction); there can be two different values for $`D_n`$, $`D_{AT}`$ for A-T base pairs and $`D_{GC}`$ for G-C base pairs. It is generally assumed that $`D_{GC}=\frac{3}{2}D_{AT}`$. The last term in (2) describes a restoring force that acts when the distance $`L`$ between neighbor bases on the same strand is different from $`L_0`$. The model has been introduced in without the second term in (2), essentially attributing all the stacking interaction to the last term, and with an additional three-body term proportional to $`(\theta _{n+1}+\theta _{n1}2\theta _n)^2`$, to eliminate the equilibrium configurations with some $`\mathrm{\Delta }\theta _n=\mathrm{\Theta }_0`$. In this form the authors have studied small amplitude breather-like solutions, with the envelope described by the nonlinear Schrรถdinger equation. In the statistical mechanics of model (2) has been studied, the authors being interested in the melting transition of DNA; in this case the difference from (2) was given by a replacement of the coupling constant $`c`$ by a coupling of the form $`ce^{b(r_{n+1}+r_n2R_0)}`$, decreasing with $`r_{n+1}+r_n`$ increasing. Besides, the restoring force represented by the last term was cast in another form, with $`L`$ fixed ($`L_0`$) and $`h`$ variable. In both works a homogeneous DNA ($`D_n`$ constant in $`n`$) was considered. We use the more complete structure used in , with the second term in (2) more related to the stacking interaction, and the last term more related to the rigidity of the two single strands, with $`L`$ variable and $`h`$ fixed. For simplicity, we do not insert a decaying coupling: this last feature has been found, already in the original PB model , as being essentially responsible for sharpening the melting transition, which happens at higher temperatures than those we are interested in here. Also, the three-body term used in was not necessary, since in our simulations, as we have already pointed out, we never had a crossover in the sign of $`\mathrm{\Delta }\theta _n`$.
The spirit in which we study the model represented by (2) is the following. We consider a chain of a given length, with fixed boundary conditions. We know that an interaction with an enzymatic complex (with RNA polymerase) is necessary to trigger the process of transcription. We take here, as a working hypothesis, that this external action can be represented by a partial unwinding of one of the extremes of our chain, considered as the interaction site. We will show that this mechanism can give rise to a travelling bubble (the โtranscription bubbleโ), in which several base pairs are open; this bubble, that appears to be very stable in a homogeneous chain initially at rest, is interestingly long lived also in the case of a heterogeneous chain and with thermal disorder.
In the remaining of this Section our aim is to give an analytical background to the results, obtained by molecular dynamics simulations, that will be presented in the next Section. Since the essential dynamical process that we will observe is a local opening travelling along the chain, we want to show that this movement can be considered, in an adiabatic approximation, as a succession of equilibrium configurations, similarly to what happens with the travelling of kinks. Consequently, in the first subsection we will study the equilibrium configurations of our system: we will show how a chain with some uncoiling, caused by suitable boundary conditions (i.e., if $`\theta _0`$ and $`\theta _{N+1}`$ are held fixed at values such that $`\theta _{N+1}\theta _0_{n=0}^N\mathrm{\Delta }\theta _n<(N+1)\mathrm{\Theta }_0`$), can have different equilibrium configurations. The simplest one, for a homogeneous chain, is given by a homogeneous configuration $`r_n=r`$ and $`\mathrm{\Delta }\theta _n=\mathrm{\Delta }\theta `$ for each $`n`$, for certain values of $`r`$ and $`\mathrm{\Delta }\theta `$; for a heterogeneous chain, where $`D_n=D_{AT}`$ for some $`n`$ and $`D_n=D_{GC}`$ for the other values of $`n`$, the configuration is not qualitatively very different from the previous, although the precise equilibrium values of $`r_n`$ and $`\mathrm{\Delta }\theta _n`$ depend on the sequence. Another equilibrium configuration in the homogeneous case, the one in which we are interested, is one in which a small region (about $`20`$ base pairs) is completely open, and at both sides $`r_n`$ and $`\mathrm{\Delta }\theta _n`$ decay rapidly to homogeneous values. Again, in the heterogeneous case, the dependence on the sequence does not alter qualitatively the picture. In the second subsection we will briefly treat the stability of these equilibrium configurations.
### 2.1 Equilibrium configurations
If we neglect the mass variation between A-T and G-C base pairs, and take a proper unit of mass, the equations of motion deriving from (2) are:
$`\ddot{r}_nr_n\dot{\theta }_n^2`$ $`=`$ $`{\displaystyle \frac{U}{r_n}}`$
$`r_n^2\ddot{\theta }_n+2r_n\dot{r}_n\dot{\theta }_n`$ $`=`$ $`{\displaystyle \frac{U}{\theta _n}}`$ (4)
The equilibrium configurations are those that make the right hand sides vanish. Therefore we have to solve:
$`2aD_n\left(e^{2a(r_nR_0)}e^{a(r_nR_0)}\right)+c\mathrm{\Delta }_2r_n`$
$`+K\{{\displaystyle \frac{L_{n+1,n}L_0}{L_{n+1,n}}}[r_{n+1}\mathrm{cos}\mathrm{\Delta }\theta _nr_n]`$
$`+{\displaystyle \frac{L_{n,n1}L_0}{L_{n,n1}}}[r_{n1}\mathrm{cos}\mathrm{\Delta }\theta _{n1}r_n]\}=0`$ (5)
$`{\displaystyle \frac{L_{n+1,n}L_0}{L_{n+1,n}}}r_{n+1}r_n\mathrm{sin}\mathrm{\Delta }\theta _n`$
$`{\displaystyle \frac{L_{n,n1}L_0}{L_{n,n1}}}r_{n1}r_n\mathrm{sin}\mathrm{\Delta }\theta _{n1}=0`$ (6)
for $`n=1,\mathrm{},N`$; here $`\mathrm{\Delta }_2r_nr_{n+1}+r_{n1}2r_n`$. From the structure of Eq. (6) it is clear that any solution of (5) and (6) has to be such that the quantity represented by, say, the first term in (6) is a constant as a function of $`n`$. Let us begin considering a homogeneous chain. Then of course the simplest solution is to have both $`r_n`$ and $`\mathrm{\Delta }\theta _n`$ constant in $`n`$. In this case also $`L_{n+1,n}`$ is constant in $`n`$. Therefore, posing $`r_n=r`$ and $`\mathrm{\Delta }\theta _n=\mathrm{\Delta }\theta `$, and equating $`L_{n+1,n}`$ to a constant $`\overline{L}`$, one can express $`\mathrm{\Delta }\theta `$ as a function of $`r`$ and $`\overline{L}`$; then, substituting in (5) this function, together with $`L_{n+1,n}=\overline{L}`$ and $`r_n=r`$, one can find (numerically) the equilibrium value $`r`$ (which will depend on $`\overline{L}`$). Going back also the equilibrium value $`\mathrm{\Delta }\theta `$ can be computed. If the chain is not infinite and there are fixed boundary conditions (for $`n=0`$ and $`n=N+1`$), then, for the equilibrium it is required that also $`r_0=r_{N+1}=r`$ and $`\mathrm{\Delta }\theta _0=\mathrm{\Delta }\theta _N=\mathrm{\Delta }\theta `$. It is clear that the fundamental equilibrium configuration ($`r=R_0`$ and $`\mathrm{\Delta }\theta =\mathrm{\Theta }_0`$) is obtained for $`\overline{L}=L_0`$. For $`\overline{L}<L_0`$ we have $`r>R_0`$ and $`\mathrm{\Delta }\theta <\mathrm{\Theta }_0`$ (uncoiling), while for $`\overline{L}>L_0`$ we have $`r<R_0`$ and $`\mathrm{\Delta }\theta >\mathrm{\Theta }_0`$ (overcoiling). When the chain is heterogeneous, the corresponding equilibrium solution can be found from the homogeneous one with an iterative procedure explained in Appendix A. The solution will depend on the sequence of the $`D_n`$s; however, it will not be qualitatively very different from the homogeneous case. The interesting equilibrium configuration is of course that in which we have an open region. In this case, although the first term in (6) is constant in $`n`$ (and equal, say, to $`s`$), $`L_{n+1,n}`$ is not itself a constant. We have developed a procedure to compute these configurations. Here we only give a sketch; more details can be found in Appendix B. In principle, from
$$(L_{n+1,n}L_0)r_{n+1}r_n\mathrm{sin}\mathrm{\Delta }\theta _n=sL_{n+1,n}$$
(7)
it is possible to obtain $`\mathrm{\Delta }\theta _n`$ as a function of $`r_{n+1}`$, $`r_n`$ and $`s`$; substituting in (5), we can therefore obtain $`r_{n+1}`$ as a function of $`r_n`$, $`r_{n1}`$ and $`s`$; in this way, starting from the values for two contiguous $`r_n`$, we can compute site by site the equilibrium configuration. With a proper choice of the value of $`s`$, we obtain a solution in which there is a region, of about $`20`$ base pairs, where $`r_n>R_0`$ in such a way to stay in the plateau of the Morse potential; in that region the uncoiling ($`\mathrm{\Delta }\theta _n<\mathrm{\Theta }_0`$) is marked. At both sides of the open region the $`r_n`$s decay very rapidly to a value slightly larger than $`R_0`$ and the $`\mathrm{\Delta }\theta _n`$s to a value slightly smaller than $`\mathrm{\Theta }_0`$. As before, after the computation has been performed for a homogeneous chain, with the procedure explained in Appendix A we can obtain also the configuration for a heterogeneous chain. The two cases do not differ qualitatively. In Fig. 1 we show two examples of equilibrium configurations: one for a homogeneous chain and another for a heterogeneous chain, in which the sequence of A-T and G-C has been chosen randomly; we present only the graphs concerning the radial degrees of freedom $`r_n`$.
In the homogeneous case, the configuration is symmetric at both sides of the bubble. Besides the obvious translational invariance (for the infinite chain), it is possible to have a configuration centered on one site with the largest opening, as in Fig. 1, or on two sites with equal and largest openings (the analogous of what happens also for the discrete kinks and breathers). For brevity, in the following the bubble centered on one site will be denoted odd bubble, and that centered on two sites even bubble. In the heterogeneous case, translational invariance is lost, but it is not difficult to guess, in view of the method described in Appendix A, that an equilibrium configuration occurs for any site or couple of neighbor sites chosen as the center of the bubble (obviously now not symmetric).
### 2.2 Stability
In order for an equilibrium configuration to be stable, the hessian matrix of the potential $`U`$ must be positive definite at that point of configuration space. In that case, the square roots of twice the eigenvalues of the matrix give the proper frequencies of the small oscillations around the equilibrium. We will consider here, as an example, the results for $`s=0.273`$ (see Eq. (7)), for the cases of the odd and the even bubble. However, before treating our particular example, we want to note the following fact concerning the stability of these kind of configurations. We have found that, depending on the choice of the constant $`s`$ and on the values of the model parameters, both stable and unstable cases occur, and often if the odd bubble is stable, then the even bubble is unstable, and viceversa. Then one of the smallest eigenvalues of the hessian matrix in the stable case is associated to the movement of the bubble along the chain; to be more precise, the perturbation that corresponds to the eigenvector associated to this small eigenvalue gives rise, once the linear regime has been passed, to the movement of the bubble in one direction. During the movement the bubble will go (in the adiabatic approximation) through the equilibrium configurations constituted by the odd and the even bubbles. We have here a strong similarity with the situation that arises with kinks , and an analogy with the breather sensitivity to movement that we mentioned in the Introduction.
We now turn to our example with $`s=0.273`$ and with the same parameter values that we employ for the simulations (we will give these values at the beginning of the next Section). We have performed our calculations on a chain with $`100`$ base pairs, with the bubble in the middle; this should be sufficient to avoid boundary effects. For the odd bubble the hessian matrix is positive definite. Most of the proper frequencies are associated to phononic excitations; in fact, the corresponding eigenvectors are spread throughout the all chain. But a small number of eigenvalues correspond to eigenvectors that have components which are not negligible only on the sites of the open region. Therefore, they represent perturbations of the bubble. Among these, there is the smallest eigenfrequency . In Fig. 2 we show the eigenvector corresponding to the smallest eigenvalue. This is clearly associated to the movement of the bubble, according to what we pointed out in the previous paragraph. This is proved by the fact that in the spectrum of the even bubble the eigenvalues are all positive except one. The positive eigenvalues are very similar to the corresponding ones of the odd bubbles, while the negative one is very close, in absolute value, to the smallest of the odd bubble. The smallness of this value shows that the open region is very โsensitiveโ to movement .
## 3 RESULTS
In this Section we show the results of the simulations performed. We have simulated a chain of $`2500`$ base pairs, with fixed boundary conditions. The parameters of the model have been given the following values: the depths of the Morse potential are $`D_{AT}=0.05`$ eV and $`D_{GC}=0.075`$ eV; the width is $`a=4`$ ร
<sup>-1</sup>; the constant of the harmonic stacking interaction is $`c=0.05`$ eV/ร
<sup>2</sup>, while that of the restoring force is $`K=0.14`$ eV/ร
<sup>2</sup>; we have already given the values of $`h=3.4`$ ร
, $`R_0=10`$ ร
and $`\mathrm{\Theta }_0=\pi /5`$. We have used the second order bilateral simplectic algorithm described in . As anticipated before, the travelling bubble is formed by imposing a partial unwinding at one end of the chain. After that, the open region travels towards the other end. Let us give some more details on the process by which the open region is formed. We have fixed boundary conditions. At the left end of the chain we begin to make an unwinding. This is done by decreasing the angle $`\mathrm{\Delta }\theta _0=\theta _1\theta _0`$ between the โfixedโ site at the left of the chain and the first site, i.e., by increasing $`\theta _0`$. This causes an opening of the first few sites because of the last term in the potential energy (2). During the process of formation of the open region, also phonons are created, which begin to travel faster than the bubble. At the end of the process we observe the bubble travelling towards the right. We have used different amplitudes for the increase of $`\theta _0`$, that will be specified in the following for the different cases.
We begin by showing the results of the simulation performed for a homogeneous chain initially at rest in the fundamental equilibrium configuration. We have increased $`\theta _0`$ by $`1.25`$ radians. In Fig. 3 we present the configurations at $`6`$ different times. It can be noted from the graphs that the travelling bubble is practically stable. We have even found that, when it reaches the end of the chain, it bounces back. Another thing to be noted, and that is valid also in the other situations that we will show, is that outside the bubble the radial coordinate $`r_n`$ is practically in the equilibrium position $`R_0`$, and correspondingly there is no uncoiling. This appears to be in contrast with the results of the previous Section, concerning the structure of the equilibrium configurations. We remind that we found a degree of uncoiling, and a value of $`r_n`$ somewhat larger than $`R_0`$, at the sides of the bubble. At the end of this Section we will try to give an argument to show the reason why the sides of a travelling bubble can be in the equilibrium configuration. This fact is probably a good point, in view of a possible biological significance of the dynamical processes of this model, and we will comment on that in the last Section.
In Fig. 4 we show the situation that arises in a heterogeneous chain, again initially at rest in the fundamental state. The sequence of base pairs has been chosen at random. We can note that the bubble progressively decreases its amplitude, contrary to what happens in the homogeneous case, and in fact in the last configuration practically we do not see it any more. However, before disappearing the excitation has travelled well beyond $`1000`$ base pairs. Here we have increased $`\theta _0`$ by a greater quantity than before, namely by $`2`$ radians. It is not difficult to understand the reason of the different behavior between homogeneous and heterogeneous chains. In the first case the spectrum of the hessian matrix in the equilibrium positions for given $`s`$ (see Eq. (7)) is the same for all odd bubbles and the same for all even bubbles, indipendently of the location (at least for infinite chains, but for finite chains this is true to a high degree of accuracy, unless the bubble is very close to one end of the chain). Therefore, in the adiabatic approximation, the dynamical situation of a bubble repeats periodically every site that has been travelled. In a heterogeneous chain the hessian matrix is, in general, different at any location, thus the above argument does not apply, and a faster energy loss takes place. Nevertheless the lifetime of the bubble is still satisfying. It is possible to argue, in a qualitative way, that heterogeneity acts on the bubble only through the few sites belonging to its two ends, since the other sites of the bubble are in the plateau region of the Morse potential, where there are no differences between the two types of base pairs. With the exposition of the results obtained for chains at room temperatures, we will touch again this point.
We have made simulations in which we have produced, with the same procedure as before, a localized excitation; but now the chain is initially in thermal equilibrium at $`300`$ K. Again, we have studied both a homogeneous and a heterogeneous chain. For the second case, we have used the same base pair sequence that has been adopted for the simulation of the system initially at rest. Let us first consider the homogeneous chain. We have made a simulation in which we have increased $`\theta _0`$ by the same quantity, $`2`$ radians, used in the heterogeneous chain at zero temperature. In this way we could make a comparison, under the same initial excitation process, between the robustness of the bubble against heterogeneity and against this level of thermal noise. Fig. 5 shows the configurations again at $`6`$ successive times. From the inspection of Figures 4 and 5 we can note the following points. The amplitude of the bubble is greater in the heterogeneous chain initially at rest; nevertheless the distance travelled is somewhat greater in the homogeneous chain at $`300`$ K. Therefore it seems that the interaction with the phonon bath at this temperature is less effective, in taking energy away from the bubble, than the modes of the (disordered) heterogeneous chain. Of course, it is possible to increase the lifetime of a bubble by increasing the strength of the initial excitation. In Fig. 6 the configurations obtained for the omogeneous thermalized chain when $`\theta _0`$ is initially increased by $`2.8`$ radians. We can see that the bubble has still a large amplitude when it has almost reached the end of the chain; as in the case of the zero temperature, we have found that it bounces back.
The last case that we present is that of the heterogeneous chain at $`300`$ K, in Fig. 7; the initial increase in $`\theta _0`$ is $`2.8`$ radians. We see that, in spite of the two possible sources of disturbances to the localized excitation, heterogeneity and thermal noise, the bubble still travels for about $`1300`$ base pairs.
### 3.1 Moving open regions
In order to show how the bubbles move along the chain, we employ here a simplified version of the model. We make this choice since in this way we can have manageable expressions. However, we believe that the same kind of mechanisms happen in the complete system, the difference being that the expressions would be much more involved, requiring the inversion of trigonometric functions.
The fundamental equilibrium configuration is that with $`r_n=R_0`$ and $`\theta _n=n\mathrm{\Theta }_0`$; we here expand $`L_{n+1,n}`$ (see Eq. (3)) in power series and keep only the first order terms in $`(r_nR_0)`$, $`(r_{n+1}R_0)`$ and $`(\theta _nn\mathrm{\Theta }_0)`$. Such a procedure is not entirely consistent, since we do not make an analogous expansion in the Morse potential. However, we have checked numerically that the linear approximation for $`L_{n+1,n}`$ is not bad in a quite large range of variability of $`r_n`$, $`r_{n+1}`$ and $`\mathrm{\Delta }\theta _n`$, and more importantly this simplification is done only for illustrative purposes. Calling $`y_nr_nR_0`$ and $`z_nR_0(\theta _nn\mathrm{\Theta }_0)`$, and neglecting the kinetic terms, the equations of motion of this simplified system in the homogeneous case are:
$`\ddot{y}_n`$ $`=`$ $`2aD\left(e^{2ay_n}e^{ay_n}\right)+c(y_{n+1}+y_{n1}2y_n)`$ (8)
$``$ $`A^2(y_{n+1}+y_{n1}+2y_n)AB(z_{n+1}z_{n1})`$
$$\ddot{z}_n=B^2(z_{n+1}+z_{n1}2z_n)+AB(y_{n+1}y_{n1})$$
(9)
where the positive coefficients A and B, coming from the power expansion of $`L_{n+1,n}`$, are given by $`A=2\sqrt{K}\frac{R_0}{L_0}\mathrm{sin}^2\frac{\mathrm{\Theta }_0}{2}`$ and $`B=\sqrt{K}\frac{R_0}{L_0}\mathrm{sin}\mathrm{\Theta }_0`$. Going to the continuum limit, we pose $`nx`$, $`y\varphi `$ and $`z\psi `$. Taking into account partial spatial derivatives up to a suitable degree, and denoting with $`U_M`$ the Morse potential, we obtain the following equations:
$`{\displaystyle \frac{^2\varphi }{t^2}}`$ $`=`$ $`{\displaystyle \frac{U_M}{\varphi }}4A^2\varphi A^2{\displaystyle \frac{^2\varphi }{x^2}}`$ (10)
$`+`$ $`c{\displaystyle \frac{^2\varphi }{x^2}}2AB{\displaystyle \frac{\psi }{x}}{\displaystyle \frac{1}{3}}AB{\displaystyle \frac{^3\psi }{x^3}}`$
$$\frac{^2\psi }{t^2}=B^2\frac{^2\psi }{x^2}+\frac{1}{12}B^2\frac{^4\psi }{x^4}+2AB\frac{\varphi }{x}+\frac{1}{3}AB\frac{^3\varphi }{x^3}$$
(11)
We now pose $`\frac{^2\varphi }{t^2}=v^2\frac{^2\varphi }{x^2}`$ and $`\frac{^2\psi }{t^2}=v^2\frac{^2\psi }{x^2}`$, and in the following we consider the expressions that are found keeping only the first order terms in $`v^2`$. From Eq. (11) it is possible to obtain an expression for the spatial derivatives of $`\psi `$ as a function of $`\varphi `$; the one that is of interest to us is:
$$\frac{\psi }{x}=d\left(1+\frac{v^2}{B^2}\right)2\frac{A}{B}\left(1+\frac{v^2}{B^2}\right)\varphi \frac{A}{6B}\frac{^2\varphi }{x^2}$$
(12)
with the arbitrary constant $`d`$. Substituting in (10) for $`\frac{\psi }{x}`$ and $`\frac{^3\psi }{x^3}`$ we find an equation for $`\varphi `$:
$$c^{}\frac{^2\varphi }{x^2}=\frac{}{\varphi }\left[U_M(\varphi )+g\left(1+\frac{v^2}{B^2}\right)\varphi +2\frac{A^2}{B^2}v^2\varphi ^2\right]$$
(13)
where $`c^{}=cv^2\left(1\frac{2A^2}{3B^2}\right)`$ and $`g=2dAB`$. Let us begin considering the static case, $`v^2=0`$. Then, Eq. (13) reduces to:
$$c\frac{^2\varphi }{x^2}=\frac{}{\varphi }\left[U_M(\varphi )+g\varphi \right]\frac{}{\varphi }V(\varphi )$$
(14)
We see that with a positive $`g`$ (i.e., with $`d<0`$) we have the possibility of a localized excitation; actually, it is not difficult to see that it must be $`0<g<\frac{1}{2}aD`$. In fact, in that case $`V(\varphi )`$, that diverges exponentially to $`\mathrm{}`$ for $`\varphi \mathrm{}`$ and linearly to $`+\mathrm{}`$ for $`\varphi +\mathrm{}`$, has a local maximum for a (small) positive value $`\varphi ^{}`$ and a local minimum for a larger value of $`\varphi `$. These two values are given by the two solutions of the equation $`\frac{}{\varphi }U_M=g`$. Then, solving the Newton-like equation (14) with a โtotal energyโ $`V(\varphi ^{})`$, we have either $`\varphi \varphi ^{}`$ or $`\varphi \varphi ^{}`$ for $`x\pm \mathrm{}`$, with a localized region where $`\varphi `$ reaches a maximum; this maximum is given by the value of $`\varphi `$, to the right of the local minimum, where $`V(\varphi )=V(\varphi ^{})`$. In this case, at the sides of the open region we also have $`\frac{\psi }{x}d2\frac{A}{B}\varphi ^{}<0`$, i.e., a small uncoiling. Summarizing, in order to have a static localized solution a constant $`d<0`$ is necessary.
We now go to $`v^2>0`$ (although sufficiently small since we have made an expansion in $`v^2`$). We rewrite Eq. (13) with $`g=0`$ (i.e., $`d=0`$):
$$c^{}\frac{^2\varphi }{x^2}=\frac{}{\varphi }\left[U_M(\varphi )+2\frac{A^2}{B^2}v^2\varphi ^2\right]\frac{}{\varphi }W(\varphi )$$
(15)
The differences from before are that the divergence of $`V(\varphi )`$ for $`\varphi +\mathrm{}`$ is now quadratic, and, more important for our argument, the local maximum is for $`\varphi =0`$. Therefore, it is possible to have travelling localized excitations, at both sides of which the field $`\varphi `$ goes to $`0`$, and so does the uncoiling $`\frac{\psi }{x}`$.
Although we have used here a simplified model, it is very likely that in the complete system a very similar argument applies. This should explain why in the simulations we find, at the sides of the open region, normal twisting.
## 4 DISCUSSION AND CONCLUSIONS
In this work we have studied a model of DNA with two degrees of freedom per base pair. The model has been built explicitly to represent the helicoidal structure of DNA . We have analytically shown that, under some uncoiling, the system exhibits stable equilibrium configurations in which there is a small region, of about $`20`$ base pairs, where the hydrogen bond between complementary bases is completely disrupted, allowing access to the genetic code. Then, through MD simulations, we have found that these open regions can travel along the DNA chain, also when both thermal noise and heterogeneity are present.
In connection with our results, we would like to mention what has been found in concerning the statistical mechanics of this model (the small differences in the Hamiltonian of should not be important for this qualitative point). In that work the melting transition has been studied. The isothermals in the plane with the thermodynamical variables corresponding to torque and uncoiling show clearly a first order phase transition (the computation are performed for an infinite chain); during the transition, in which the uncoiling increases at constant temperature and torque, the two coexisting phases are interpreted as one with normal distance between the complementary bases, and one with the hydrogen bonds disrupted. At the end of the transition, only the phase with disrupted bonds remains. It is natural to think that these two phases can be put in correspondence with the two possible equilibrium configurations that exist in a chain with a degree of uncoiling, namely that with a bubble and that without, taking into account that our simulations are performed at a temperature (or at a torque) below that required for the melting transition.
We have noted in the previous Section that the travelling bubbles that have been generated in our simulations show normal coiling at the sides of the open region, and in correspondence the hydrogen bond between complementary bases is at the equilibrium distance. This suggests the possibility to have more than one travelling bubble at the same time. This fact resembles the situation that arises with kinks: only one static kink can be present (and this is easy to understand, since the exact solution reaches the positions of the minimum of the potential only asymptotically), but for travelling kinks the situation is different . Therefore, this model allows transcription to take place at the same moment in different portions of the chain.
In the construction of nonlinear dynamical models of biological systems, one of the main properties to satisfy is robustness of the relevant processes. This means that changes, at least within suitable ranges, of the external conditions, or of the dynamics of the triggering events, or even of the parameters of the effective potentials, must not result in essential changes of the main features of the process under consideration. The topological index of kinks can not be destroyed by perturbations or by thermal disorder, although, of course, a kink can loose energy by phonon radiation . Breathers are non topological objects, but some simulations have shown that they can survive perturbations. However, the larger their energy, the larger their tendency to remain pinned ; besides, as we mentioned in the Introduction, if we look for a breather with a very large amplitude, as should be required to allow exposition of the genetic code, then we will not find a stable excitation.
The model used in this work, with two degrees of freedom per base pair, has shown to possess the positive features of both kinks and breathers: although there is no topological index to prevent eventual decay of the excitation, nevertheless the โtranscription bubbleโ is quite stable. A necessary condition for biological plausibility is that heterogeneity must not prevent propagation of the localized excitations in this class of models. We have seen that this is our case, also if certainly the life of the bubbles is shorter if the chain is not homogeneous. We have argued that this is due to the very structure of the bubble: most of the sites belonging to it are in the plateau region of the Morse potential, where there are no differences between base pairs; only the few sites at the two ends of the bubble experience these differences.
We have chosen to generate the open region through an unwinding at one of the ends of the chain; this should simulate the initial enzymatic action. We would like to say more on the spirit in which this position has been taken. There have been attempts to see how breathers can form spontaneously during the dynamics, starting from modulational instability, and then growing through collisions, that on the average favor the growth of the larger excitations . We did not show similar results that we have obtained with this model, concerning the formation of a bubble out of thermal excitation. However, this kind of process lacks any possibility of control about the particular group of sites where it begins to take place. Since it is certain that there is an enzymatic control on the temporal and spatial beginning of the transcription, we have adopted the point of view of mimicking in some way this initial action. Another point to be noted is related to the energetics; in the real process of transcription enzymes are present all the time; this is in contrast with the strategy generally adopted, namely the study of simple autonomous systems. However, one could argue that, if the autonomous system shows dynamical processes that already enjoy a good degree of stability, then the enzymatic dynamical action (of course now we are not concerned with the control activity), that should increase this stability and then the lifetime of the process, requires a relatively small amount of energy.
At the beginning of the Introduction we pointed out that these models are way too simple to represent faithfully objects as complex as, in general, biological systems, and that their use is based, implicitly, on the assumption, or better the hope, that their dynamical properties can reproduce those of the real system, at least the more important. We think that this point is strongly connected with the problem of the robustness, previously mentioned with respect to changes within the framework of the adopted model. In fact, as long as one believes to have captured the essential properties of the dynamics, one has also to be sure that an enrichment of the models, necessary to get closer to more complete descriptions, does not alter these properties. This is not a minor point: if the complexity of the structure of a dynamical model increases, it probably becomes more difficult to find a relatively ordered process as a travelling localized excitation. We think that this is one of the problems that deserve the efforts to be spent in future works.
## ACKNOWLEDGMENTS
It is a pleasure to acknowledge fruitful discussions with M. Barbi, S. Cocco and A. Giansanti.
## Appendix A Equilibrium configurations in heterogeneous chains
Let us suppose that we have found an equilibrium configuration for a homogeneous chain with all $`D_n`$s equal to $`D_{AT}`$. We now want to find the configuration for a chain in which some of the $`D_n`$s are instead equal to $`D_{GC}`$. We can use the following procedure. We have to solve Equations (5) and (6) for the given sequence of the $`D_n`$s. We rewrite the equations in implicit form as:
$$\frac{U}{r_n}=0$$
(16)
$$\frac{U}{\theta _n}=0$$
(17)
Suppose to know the solution of (16) and (17) for a certain sequence of the $`D_n`$s. If we now have $`D_nD_n+\delta D_n`$, then we can find, at the first order, the new solution by solving the linear system of equations:
$$\frac{^2U}{r_nD_n}\delta D_n+\underset{m}{}\frac{^2U}{r_nx_m}\delta x_m=0$$
(18)
$$\underset{m}{}\frac{^2U}{\theta _nx_m}\delta x_m=0;n=1,\mathrm{},N$$
(19)
where $`x_m`$ is the generic variable appearing in $`U`$, and in the sums in $`m`$ the only terms that will appear are those belonging to the same site or to the neighboring sites. In the linear system (18) and (19) the derivatives are to be computed in the old equilibrium configuration, and it has to be solved with respect to the $`\delta x_m`$. Although this will give the new configuration only at first order, it is nevertheless possible to refine the solution up to the desired degree of accuracy with iterative steps. If the values of $`\frac{U}{r_n}`$ and $`\frac{U}{\theta _n}`$, after solving the system, are not yet equal to $`0`$ within the chosen tolerance, then one can solve a system in which the terms with $`\delta D_n`$ in (18) are substituted by those values. With a suitable choice for the variation $`\delta D_n`$ it is then possible, repeating a sufficient number of times the procedure, to start from the solution of (18) and (19) for $`D_n=D_{AT}`$ for each $`n`$ and find the solution in which any subset of the $`D_n`$s has become $`D_{GC}`$.
## Appendix B Equilibrium configurations with a bubble
To solve in general Equations (5) and (6) we start by posing:
$$\frac{L_{n+1,n}L_0}{L_{n+1,n}}r_{n+1}r_n\mathrm{sin}\mathrm{\Delta }\theta _n=s$$
(20)
In principle from (20) one can have $`\mathrm{\Delta }\theta _n=f(r_{n+1},r_n,s)`$. Substituting this function, for $`\mathrm{\Delta }\theta _n`$ and $`\mathrm{\Delta }\theta _{n1}`$, in (5), one can obtain an equation $`g(r_{n+1},r_n,r_{n1},s)=0`$. Choosing the values of two contiguous sites $`r_m`$ and $`r_{m+1}`$, the equilibrium configuration can be computed site by site. But, without any hint on the choice of the initial values for $`r_m`$ and $`r_{m+1}`$, it is not possible to predict the structure along the chain of the configuration that will be found. It would be the analogous of computing a static solution of Eq. (1) with โinitial conditionsโ on $`\varphi `$ chosen at random: the solution $`\varphi (x)`$ will be oscillatory or will (unphysically) diverge for $`x+\mathrm{}`$ or $`x\mathrm{}`$; the localized solution such that $`\varphi (x)\varphi _\pm `$ for $`x\pm \mathrm{}`$, where $`\varphi _+`$ and $`\varphi _{}`$ are two degenerate minima for $`U`$, requires exactly given โinitial conditionsโ. We will show the way in which this problem can be solved and therefore how we can find a solution of Equations (5) and (6)constituting a nontopological localized excitation.
As we said in subsection 2.1, posing $`L_{n+1,n}=\overline{L}`$ (constant in $`n`$) we find, from Eqs. (5) and (6), an homogeneous equilibrium configuration with $`r_nr`$ and $`\mathrm{\Delta }\theta _n=\mathrm{\Delta }\theta `$ for given $`r`$ and $`\mathrm{\Delta }\theta `$; we consider here the case $`\overline{L}<L_0`$, that gives $`r>R_0`$ and $`\mathrm{\Delta }\theta <\mathrm{\Theta }_0`$. Substituting in (20) $`r_{n+1}=r_n=r`$ and $`\mathrm{\Delta }\theta _n=\mathrm{\Delta }\theta `$, together with $`L_{n+1,n}=\overline{L}`$, we find the corresponding value of $`s`$. With this value of $`s`$ we now want to find a configuration such that $`r_nr`$ and $`\mathrm{\Delta }\theta _n\mathrm{\Delta }\theta `$ for $`n\pm \mathrm{}`$, with an open region in the middle. Then, for $`n\pm \mathrm{}`$ we write $`r_n=r+\delta r_n`$ and $`\mathrm{\Delta }\theta _n=\mathrm{\Delta }\theta +\delta \theta _n`$, we substitute in (20) and we expand in power series of $`\delta r_n`$, $`\delta r_{n+1}`$ and $`\delta \theta _n`$, keeping only the first order terms. Therefore we have a linear equation from which we obtain:
$$\delta \theta _n=\gamma \left(\delta r_n+\delta r_{n+1}\right)$$
(21)
where the coefficient $`\gamma `$, that we do not write explicitly here, depends on $`r`$, $`\mathrm{\Delta }\theta `$ and the parameters of the model. At this point we expand Eq. (5) in power series of $`\delta r_n`$, $`\delta r_{n+1}`$, $`\delta r_{n1}`$, $`\delta \theta _n`$ and $`\delta \theta _{n1}`$, we keep only the first order terms and we substitute $`\delta \theta _n`$ and $`\delta \theta _{n1}`$ from (21). Then we obtain $`\delta r_{n+1}`$ as a function of $`\delta r_n`$ and $`\delta r_{n1}`$, in the form:
$$\delta r_{n+1}=\eta \delta r_n\delta r_{n1}$$
(22)
Again, the coefficient $`\eta `$ depends on $`r`$, $`\mathrm{\Delta }\theta `$ and the parameters of the model. What is of interest here, for what will be said in a moment, is that, when $`r>R_0`$ and $`\mathrm{\Delta }\theta <\mathrm{\Theta }_0`$, it is always $`\eta >2`$. If we now pose:
$$\stackrel{}{\delta r}_n=\left(\begin{array}{c}\delta r_n\\ \delta r_{n1}\end{array}\right)$$
(23)
then from (22), we can derive the matrix equation:
$$\stackrel{}{\delta r}_{n+1}=\left(\begin{array}{cc}\eta & 1\\ 1& 0\end{array}\right)\stackrel{}{\delta r}_n$$
(24)
The eigenvalues of the matrix in (24) are given by:
$$\lambda _\pm =\frac{1}{2}\left[\eta \pm \sqrt{\eta ^24}\right]$$
(25)
The eigenvalues are both real and positive since $`\eta >2`$, and $`\lambda _{}=\frac{1}{\lambda _+}`$, the matrix determinant being $`1`$. Then $`\lambda _+>1`$ and $`\lambda _{}<1`$. We are therefore assured that, if for a given $`n_0`$ we take $`\stackrel{}{\delta r}_{n_0}`$ as the eigenvector corresponding to $`\lambda _+`$, then for $`n<n_0`$ $`\delta r_n`$ will tend exponentially to $`0`$. Therefore, the strategy is to take such a $`\stackrel{}{\delta r}_{n_0}`$, obviously of very small modulus to make the linear approximation in (20) and (5) valid, and then to compute $`\mathrm{\Delta }\theta _n`$ and $`r_n`$ for $`n>n_0`$ site by site from the complete equations (5) and (6). One will reach a maximum value of $`r_n`$ for some $`n_1`$, and for $`n>n_1`$ $`r_n`$ will decrease; only in the cases where $`r_{n_11}=r_{n_1+1}`$ or $`r_{n_1}=r_{n_1+1}`$ a good localized solution, with $`r_nr`$ for $`n+\mathrm{}`$, will be obtained. In the first case we have an odd bubble, and in the second an even bubble. To fall in one of these two cases, it is sufficient to perform some tries adjusting the modulus of the initial vector $`\stackrel{}{\delta r}_{n_0}`$.
In this way, we have found that in a somewhat uncoiled chain ($`\mathrm{\Delta }\theta _n<\mathrm{\Theta }_0`$) there is an equilibrium configuration with $`r_nr>R_0`$ and $`\mathrm{\Delta }\theta _n\mathrm{\Delta }\theta <\mathrm{\Theta }_0`$ for $`n\pm \mathrm{}`$, where in $`r`$ the hydrogen bond represented by the Morse potential is only slightly stretched, and in the middle $`r_n`$ is such that the hydrogen bond is completely broken (see Fig. 1).
As already explained, the qualitative picture is not changed in heterogeneous chains.
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# Complete Entanglement-Based Communication with Security.
##
The quantum key $`K_Q`$ will be :
$`\left(\begin{array}{ccccccccccccc}A& B& b& C& D& a& E& F& e& f& d& c& \mathrm{}.\\ A& B& C& c& D& a& b& E& F& e& f& d& \mathrm{}.\\ A& B& C& c& D& a& b& E& F& e& f& d& \mathrm{}.\\ A& B& b& C& D& a& E& F& e& f& d& c& \mathrm{}.\\ .& .& .& .& .& .& .& .& .& .& .& .& \mathrm{}.\\ .& .& .& .& .& .& .& .& .& .& .& .& \mathrm{}.\\ .& .& .& .& .& .& .& .& .& .& .& .& \mathrm{}.\\ A& B& C& c& D& a& b& E& F& e& f& d& \mathrm{}.\end{array}\right)\left(\begin{array}{c}1\\ 0\\ 0\\ 1\\ .\\ .\\ .\\ 0\end{array}\right)`$ (17)
The quantum state of the pairs can be describes as,
$`|\psi _{i,j=1}^{2n}=1/\sqrt{2}(|_i^1|_j^2|_i^1|_j^2)`$, where i and j ($`ij`$) denote the position of any pair in the two arrangements which are not very close to each other. The information regarding the two arrangements ($`S_0`$ and $`S_1`$) is initially secretly shared between them.
If Alice wants to send bit 0 from her database, she arranges n pairs according to $`S_0`$ and send that sequence to Bob. Similarly she can send bit 1 by sending $`S_1`$. Bob can easily recover the bit values from the incoming sequences by correlating the shared information regarding the two probable arrangements with the outcome of his sequence of measurements.
Let us describe a simple recovery of the bit value assuming (for clarity) only one type of the sequence is sent by Alice. Bob first receives the sequence of EPR particles and stores them in a quantum memory-cum-register. He sorts out $`n/2`$ pairs assuming they belong to $`S_0`$ and keep the $`n/2`$ pairs in $`(n/2)\times 2`$ memory array marked 0. The remaining n/2 pairs (say n is even number)are assumed to belong to $`S_1`$ and kept in $`(n/2)\times 2`$ memory array marked 1. At this stage she does not know which identification is right. He measures the spin in vertical direction on EPR pairs ( each pair is kept in a row). If the sequence is $`S_0`$, then the results corresponding to rows of the array marked 0 will be either $``$ and $``$ or $``$ and $``$. But the results, corresponding to the rows of array marked 1, will be four types; 1) $``$ and $``$, 2) $``$ and $``$, 3) $``$ and $``$ 4) $``$ and $``$. As array marked 0 only contains EPR data so bit 0 is recovered. If $`S_1`$ is sent then array marked 1 will contain EPR data. Thus Alice can sent bit 0 or 1 according to her wish and Bob can recover the bit values. It means the complete entanglement based communication is possible. Next we shall discuss how this communication can be made secure.
Eavesdropperโs problem is identical to what she encountered in our disentanglement based QKD scheme . He/she can not extract the bit value from a single copy of any sequences . As our scheme is based on repetition, eavesdropper, extracting bit values, can evade detection if proper security criterion is not imposed. The security criterion is: bit by bit security. In this criterion, Alice will send the next bit after being informed by Bob that the previous one has not been corrupted by eavesdropper. This test needs two-way communications which simultaneously give authentication . If the bit is not corrupted Bob can inform Alice by sending any of the two sequences. It is not necessary to send back the same bit value sequence what Bob has got.
Note that, if security is not necessary, initial sharing of information is also not needed. Bob can recover the message by correlating the results of randomly incoming identical sequences representing identical bit values. The concept of secret sharing of random data was first introduced by Vernam in classical cryptography . But the problem of that classical code is that the same shared information can not be again and again used. On the other hand, in our scheme, repetition of the quantum sequence is simply possible because each sequence can be made secure by the no-cloning/uncertainty principle.
The above protocol can also be used as three party protocol involving Alice (sender), Bob and Sonu (receivers). In three party protocol each of the two receivers - Bob and Sonu - will get one of the EPR particles of each pair belonging to any of the two arrangements. Let us take an example.
$`S_0^{Bob}=\{A,B,C,D,E,F,G,,\mathrm{}\mathrm{}\}`$
$`S_0^{Sonu}=\{b,g,ac,d,f,e\mathrm{}\mathrm{}.\}`$.
The above two arrangements are representing bit 0. Bob is given the first arrangement and Sonu is given the second arrangement. If they co operate, they could recover the bit 0. Similarly their co-operation will be required to recover the bit 1. This is actually entanglement based alternative message splitting protocol.
The encoding is described for two-particle entangled state, although many-particle entangled state can be used. So far security is concerned which type of entangled state should be chosen in a sequence of n particles ? For example: 200 three-particle or 300 two-particle entangled states ? Next we shall discuss that the question is related to an ignored part of security of quantum encryption.
It is said that in quantum encryption, eavesdropper is bound to introduce errors due to no-cloning principle. In strict sense, this statement is incorrect. Eavesdropper has nonzero probability ( but extremely small) of success in guessing the entire encoding. In other words, we can say that quantum states, used for encoding, can be perfectly cloned with non-zero probability by the eavesdropper. Hence eavesdropper can evade detection with some non-zero probability. In quantum fashion, the success of perfect guess can be described as an entanglement of eavesdropperโs mind with usersโ minds. After all quantum mechanics cannot resist two mind beating in unison for a while, since law of probability allows it. If we think the existence of many many eavesdroppers then this guess-strategy may work for one of the eavesdroppers. Then there will be no errors due to the measurements of that eavesdropper. So, we should protect the system against such wild strategy. This is possible because probability of success depends on how many different ways a particular encryption can be executed. For our encryption it simply depends on the permutation of the quantum states. Therefore it is easy to enhance the security (say, inner layer of security) of our encryption. Let us see how many different ways the particles can be arranged. If n is the total number of particles in each sequence and r is the number of particles in an entangled state, the number of distinguishable arrangements (they can be distinguished by measurements if many copies of the same arrangement are given) is $`n!/r!^{n/r}`$, where n is a factor of r. Eavesdropperโs chance of correct guess is $`p_r=r!^{n/r}/n!`$. Now we shall see that for fixed n, two-particle entangled state is the best choice to enhance the inner layer of security.
Suppose n particle sequence is composed either by x copies of two-particle entangled states or y copies of r-particle entangled states. Assume, two-particle is the best choice. Then $`p_r/p_2=r!^y/2^x=r!^{2x/r}/2^x>1`$. It follows 2 log r!ยฟ r log 2. This identity is always true. So two-particle is the best choice. Note that, in classical encryption we do not have this kind of choice. Choice is made due to the indistinguishability of quantum particles forming entanglement. For our encoding the issues like channel capacity, entropy and statistical distinguishability can be further investigated.
From Ekertโs work it is known that EPR based cryptosystem can be protected by Bellโs theorem. But the problem is: violation or no-violation of Bellโs inequality is not necessarily mean a genuine test of entanglement. Using disentangled states (BB-84 states) Bellโs inequality can be tested. By standard meaning, this is a fake Bellโs inequality test. Suppose Bellโs inequality is tested by two distant experimentalists. In that case, it is widely believed that there is no way to know whether the test is real or fake because there is no way to know whether they share genuine entangled state or not. If it be so, experimental falsification of hidden variables under Einsteinโs locality condition is perhaps incomplete to an experimentalist because he/she can be cheated by other remote experimentalist participating in that test . In the cheating case, pseudo hidden variable takes the place of hypothetical local hidden variable. Next we shall discuss that cheating-free test is simply possible.
The problem can be attacked in two ways - the so-called test can be done either by one experimentalist or by two experimentalists described below.:
Cheating free test by one experimentalist:
1. Alice sends a particular sequence of EPR particles to Bob.
2. Taking half of the particles, Bob measures the EPR correlation.
3. If he gets perfect correlation then, with remaining particles he can himself perform the test at two distant corners of a big laboratory.
This protocol can serve as quantum cryptosystem if two shared arrangements of entangled states are used. If two secret arrangements are used then Bob cannot get perfectly correlated EPR data due to eavesdropping even when Alice is honest.
Cheating free test by two distant experimentalists:
1. Alice sends a sequence of EPR particles from each EPR pair to Bob.
2. Bob seeks some of the partner EPR particles from Alice.
3. Alice sends particles to Bob according to his demand.
4. Bob measures the EPR correlation on those pairs.
If he gets perfect correlation in EPR data (statistics should be high), he can trust the other particles. Alice cannot deceive Bob as he does not know which particles (events) will be sought and which basis will be chosen to measure the EPR correlation by Bob. If Alice sends โfakeโ states in the first round she could not create entangled state in second round. Therefore, genuine EPR states can be shared in this way. (They can use them for secure ideal quantum coin tossing which is also believed to be impossible ). They can proceed for the inequality test with these remaining shared EPR pairs. But there is a loophole. They can cheat each other when they reveal results and basis/angles of measurements. After Aliceโs discloser of results and angles of measurements, Bob can easily reveal โfakeโ results and the corresponding โfakeโ angles of measurements with out going through any measurements in order to show violation or no violation of Bellโs inequality to Alice. Same thing Alice can do if Bob reveals results first. Cheating -free test can be executed by additional steps.
After being sure they share genuine entangled states, the protocol can be extended in the following manner:
5. Alice will ask Bob to reveal the results and basis of measurements of half of his genuine particles.
6. Bob meets the demand of Alice.
7. Getting the information from Bob, Alice chooses some particles to test the EPR correlation. 8. If she gets perfect correlation, she proceeds for the inequality test.
Note that Bob does not know which event and basis will be chosen by Alice to measure the EPR correlation. Thatโs why the test will be a genuine test. Similarly Bob can be sure about the validity of the test just by asking Alice to reveal the results and basis of measurements of the remaining shared particles. Of course this time Bob will not reveal anything but only measure according to the revealed data. It is trivial to mention that the cheating-free test is simply a cheating-free test not experimentally loopholes-free test which is yet to performed. In the light of cheating-free test, the issue of loopholes- free test can be investigated.
Note added: So far we didnโt consider noise. Security of our alternative QKD protocols in presence of noise is an open and interesting problem.
Acknowledgement: I wish to acknowledge the computer facility of Variable Energy Cyclotron Center and library facility of Saha Institute of Nuclear Physics.
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# Efficient fundamental cycles of cusped hyperbolic manifolds
## 1 Introduction
Gromov defined the simplicial volume $`M,M`$ of a manifold $`M`$ as the โminimal cardinality of a triangulation with real coefficientsโ. That means, for an n-dimensional compact, connected, orientable manifold $`M`$ with (possibly empty) boundary $`M`$, define
$$M,M:=inf\{\underset{i=1}{\overset{r}{}}a_i:\underset{i=1}{\overset{r}{}}a_i\sigma _i\text{ represents}[M,M]\}.$$
Here, $`[M,M]H_n(M,M;R)`$ is the image of a generator of $`H_n(M,M;Z)Z`$ under the canonical homomorphism $`H_n(M,M;Z)H_n(M,M;R)`$.
The simplicial volume quantifies the topological complexity of a manifold. It is nontrivial if $`int\left(M\right)`$ admits a complete metric of sectional curvature $`a^2`$ and finite volume. In particular the Gromov-Thurston theorem (,) states for finite-volume hyperbolic manifolds $`M,M=\frac{1}{V_n}Vol\left(M\right)`$, where $`V_n`$ is the volume of a regular ideal simplex in $`H^n`$. This exhibits hyperbolic volume as a homotopy invariant, complementing the Chern-Gauร-Bonnet theorem, which implies homotopy invariance of hyperbolic volume for even-dimensional manifolds. Homotopy invariance of hyperbolic volume was used by Gromov to give a more topological proof of Mostowโs rigidity theorem. In the meantime, various more general rigidity theorems have been proved, again using the simplicial volume.
On a finite-volume hyperbolic manifold, there does not exist a fundamental cycle actually having $`l^1`$-norm $`\frac{1}{V_n}Vol\left(M\right)`$. However, there is a measure cycle, supported on the set of regular ideal simplices, the so-called smearing of a regular ideal simplex, having this norm: after identifying the set of (ordered) regular ideal simplices with $`Isom\left(H^n\right)=Isom^+\left(H^n\right)Isom^{}\left(H^n\right)`$, it is the signed measure $`\frac{1}{2V_n}\left(Haarr^{}Haar\right)`$, where $`Haar`$ is the Haar measure on $`Isom^+\left(H^n\right)`$ and $`r`$ is an orientation-reversing isometry. This measure cycle can be approximated by authentic singular chains, i.e., finite linear combinations of (nonideal) simplices (and this proves the Gromov-Thurston theorem, cf. for details of the proof in the case of closed manifolds).
Technically, the main part of this paper is devoted to the question of to which extent this construction is unique, i.e., whether there exist sequences of fundamental cycles with $`l^1`$-norms converging to $`\frac{1}{V_n}Vol\left(M\right)`$ which do not approximate Gromovโs smearing construction.
For closed manifolds of dimension $`3`$, it was shown in by Jungreis that any such sequence must converge to Gromovโs smearing cycle. In this paper we extend this rigidity results to hyperbolic manifolds of finite volume which are either of dimension $`4`$ or which are of dimension $`3`$ and not Gieseking-like (see definition 4.4).
Moreover, we obtain restrictions on sequences of fundamental cycles with $`l^1`$-norms converging to $`\frac{1}{V_n}Vol\left(M\right)`$ on (possibly Gieseking-like) finite-volume hyperbolic manifolds of dimension $`3`$, which allow to conclude: if $`F`$ is a closed geodesic hypersurface, then the limits of such sequences do invoke simplices intersecting $`F`$ โtransversallyโ (see definition 5.1). This property can actually be restated as $`M_F,M_F>M,M`$, where $`M_F`$ is obtained by cutting $`M`$ along $`F`$.
As applications, we extend results of Jungreis and Calegari to hyperbolic manifolds with cusps.
Glueing along boundaries. Consider manifolds $`M_1,M_2`$, a homeomorphism $`f:A_1A_2`$ between subsets $`A_iM_i`$, and let $`M=M_1_fM_2`$ be the glued manifold. In general, it is hard to compare $`M`$ to $`M_1+M_2`$. One can prove โ$``$โ if the $`A_i`$ are incompressible and amenable, and even โ=โ if, in addition, they are connected components of $`M_i`$, cf. and .
Theorem 6.3: Let $`n3`$ and let $`M_1,M_2`$ be compact n-manifolds with boundaries $`M_i=_0M_i_1M_i`$, such that $`M_i_0M_i`$ admit incomplete hyperbolic metrics of finite volume with totally geodesic boundaries $`_1M_i`$. If $`_1M_i`$ are not empty, $`f:_1M_1_1M_2`$ is an isometry and $`M=M_1_fM_2`$, then
$$M,M<M_1,M_1+M_2,M_2.$$
The same statement holds if one glues only along some connected components of $`_1M_i`$. One also has an analogous statement if two totally geodesic boundary components of the same hyperbolic manifold are glued by an isometry.
One point of interest in theorem 6.3 is that it serves, in the case of 3-manifolds, as a main step for a general glueing inequality. In , we prove:
Theorem: For a compact 3-manifold $`M`$ $`DM<2M,M`$ holds
if and only if $`M>0`$, i.e., if $`M`$ consists not only of spheres and tori.
(Here, $`DM`$ is the manifold obtained by glueing two differently oriented copies of $`M`$ via the identity of $`M`$. Note that $`DM2M,M`$ trivially holds.) This theorem may be seen as a generalisation of theorem 6.3, saying that any efficient fundamental cycle on a 3-manifold with $`Z_2`$-symmetry has to intersect the fixed point set โtransversallyโ. It is maybe worth pointing out that for the proof of this theorem in we need to have theorem 6.3 also for the case of cusps.
Another (direct) corollary from theorem 6.3 and Mostow rigidity is that (under the assumptions of theorem 6.3), in dimensions $`4`$, we get the same inequality for any homeomorphisms $`f`$. This theorem seems to be hardly available by topological methods. The analogous statement in dimension 3 was recently shown to be wrong by Soma (). He proved: if $`M_1,M_2`$ are hyperbolic 3-manifolds of totally geodesic boundary and $`f:M_1M_2`$ is pseudo-Anosov, then $`lim_n\mathrm{}M_1_{f^n}M_2=\mathrm{}`$.
Foliated Gromov norm. The Gromov norm of a foliation/lamination $``$ on a manifold $`M`$, as introduced in , is
$$M,M_{}:=inf\{\underset{i=1}{\overset{r}{}}a_i:\underset{i=1}{\overset{r}{}}a_i\sigma _i\text{ represents }[M,M],\sigma _i\text{ transverse to }\}.$$
The difference $`M,M_{}M,M`$ seems to quantify the amount of branching of the leaf space. Calegari proved:
\- $`M_{}=M`$, when the leaf space is branched in at most one direction, and
\- $`M_{}>M`$ for asymptotically separated laminations of closed hyperbolic manifolds of dimension $`3`$.
The first statement generalizes easily to manifolds with boundary. We extend the second statement as follows:
Theorem 7.5: Assume that the interior of $`M`$ is a hyperbolic n-manifold of finite volume. If $`n3`$ and $`M`$ is not Gieseking-like (definition 4.4), and if $``$ is an asymptotically separated lamination, then
$$M,M<M,M_{}.$$
We want to outline the content of this paper. In chapter 3 we give a definition of โefficient fundamental chainsโ, exhibit them as signed measures $`\mu `$ on the space of regular ideal simplices, show that they are absolute cycles (the boundary โescapes to infinityโ for $`ฯต0`$), and derive ergodic decompositions of $`\mu `$ with respect to certain groups of reflections. Such (different) decompositions exist associated to all vertices of a fixed simplex $`\mathrm{\Delta }_0`$. We show that the ergodic decomposition corresponding to the $`i`$-th vertex of $`\mathrm{\Delta }_0`$ uses only the Haar measure and measures determined on the set of simplices having $`i`$-th vertex in a parabolic fixed point of $`\mathrm{\Gamma }`$.
This is used in chapter 5 to prove theorem 5.3: if $`F`$ is a closed, totally geodesic hypersurface in a finite-volume hyperbolic manifold of dimension $`3`$ and $`\mu `$ is an efficient fundamental cycle, then $`\mu \left(S_F\right)>0`$, where $`S_F`$ is the set of simplices intersecting $`F`$ transversally. To give a rough explanation of the proof: the Haar measure does not vanish on $`S_F`$, hence $`\mu \left(S_F\right)=0`$ would imply that $`\mu `$ is determined on the set of simplices with all vertices in parabolic points, contradicting the fact that it must invoke simplices with faces in the cuspless hypersurface $`F`$.
In chapter 6, theorem 6.3 is derived from theorem 5.3. Chapter 7 is devoted to the foliated Gromov norm and the proof of theorem 7.5.
The simplicial volume of a nonorientable, disconnected manifold is the sum over the connected components of half of the simplicial volumina of the orientation coverings. We will give all proofs for connected, oriented manifolds, since all statements generalise directly. This includes that the orientations of glued manifolds are understood to fit together.
I would like to thank Michel Boileau and Bernhard Leeb for discussions about the content of this paper.
## 2 Preliminaries
### 2.1 Volume of straight simplices
A simplex in hyperbolic space $`H^n`$, with vertices $`p_0,\mathrm{},p_i`$, is called straight if it is the barycentric parametrization of the geodesic simplex with vertices $`p_0,\mathrm{},p_i`$.
Given two regular ideal (straight) n-simplices $`\mathrm{\Delta }_0`$ and $`\mathrm{\Delta }`$ in $`H^n`$, with fixed orderings of their vertices, there is a unique $`gIsom\left(H^n\right)`$ mapping $`\mathrm{\Delta }_0`$ to $`\mathrm{\Delta }`$.
Hence, fixing a reference simplex $`\mathrm{\Delta }_0`$, we have an $`Isom\left(H^n\right)`$-equivariant bijection between the set of ordered regular ideal n-simplices and $`Isom\left(H^n\right)`$, this bijection being unique up to the choice of $`\mathrm{\Delta }_0`$, i.e., up to multiplication with a fixed element of $`Isom\left(H^n\right)`$.
As another consequence, all regular ideal n-simplices in $`H^n`$ have the same volume, to be denoted $`V_n`$.
By , any straight n-simplex $`\sigma `$ in $`H^n`$ satisfies $`Vol\left(\sigma \right)V_n`$ and equality is achieved only for regular ideal simplices.
### 2.2 Ergodic decomposition
For a topological space $`X`$, we consider Radon measures $`\mu `$ on $`X`$. This are, by definition, elements of $`C_c^{}\left(X\right)`$, the dual of the space of compactly supported continuous functions. They have a decomposition $`\mu =\mu ^+\mu ^{}`$ with $`\mu ^+,\mu ^{}`$ nonnegative Radon measures. (We will refer to $`\mu `$ as signed measure and to $`\mu ^\pm `$ as measures.) A probability measure on $`X`$ is a measure $`\mu `$ with $`\mu \left(X\right)=1`$.
Let a group $`G`$ act on a topological space $`X`$. A probability measure $`\mu `$ is called ergodic if any $`G`$-invariant set has measure $`0`$ or $`1`$. Denote by $``$ the set of ergodic G-invariant probability measures on $`X`$.
Let $`๐`$ be the weak measure class induced by the measure class on $`X`$, i.e., the smallest $`\sigma `$-algebra $`๐`$ on $``$ such that for all Borel sets $`AX`$ the application $`f_A:R`$ defined by
$$f_A\left(\mu \right):=\mu \left(A\right)$$
is measurable.
###### Lemma 1
: Let a group G act on a complete separable metric space X. If there exists a G-invariant probability measure on $`X`$, then the set $``$ of ergodic G-invariant measures on $`X`$ is not empty and there is a decomposition map $`\beta :X`$.
Here, a decomposition map is a $`G`$-invariant map $`\beta :X`$, which is
\- measurable with respect to $`๐`$,
\- satisfies $`e\left(\{xX:\beta \left(x\right)=e\}\right)=1`$ for all $`e`$, and
\- for all $`G`$-invariant probability measures $`\mu `$ and Borel sets $`AX`$ the following equality holds:
$$\mu \left(A\right)=_X\beta \left(x\right)\left(A\right)๐\mu \left(x\right).$$
For a proof of lemma 2.1, see theorem 4.2 in .
For later reference we state the following lemma, part (i) of which is known as Alaogluโs theorem, whereas a proof of part (ii) can be found in lemma 3.2 of .
###### Lemma 2
: (i) Any weak-\*-bounded sequence of signed Radon measures on a locally compact metric space has an accumulation point in the weak-\*-topology.
(ii) If $`\mu `$ is the weak-\*-limit of a sequence $`\mu _n`$ of measures on a space $`X`$, and $`UX`$ is an open subset, then $`\mu \left(U\right)lim\; inf\mu _n\left(U\right)`$.
Moreover, we recall that the support of a measure $`\mu `$ on $`X`$ is defined as the complement of the largest open set $`UX`$ with the property $`\mu \left(U\right)=0`$.
### 2.3 Measure homology
The following explanations are not necessary (from a logical point of view) for our arguments, but may be helpful to understand the framework. For a topological space $`X`$, let $`C^0(\mathrm{\Delta }^k,X)`$ be the space of singular $`k`$-simplices in $`X`$, topologized by the compact-open-topology. For a signed measure $`\mu `$ on $`C^0(\mathrm{\Delta }^k,X)`$, one has its decomposition $`\mu =\mu ^+\mu ^{}`$ as difference of two (non-negative) Borel measures, and one defines its total variation as $`\mu =๐\mu ^++๐\mu ^{}`$.
Let $`๐_k\left(X\right)`$ be the vector space of all signed measures $`\mu `$ on $`C^0(\mathrm{\Delta }^k,X)`$ which have compact support and finite total variation. (We assume finite total variation because we want $`.`$ to define a norm on $`๐_k\left(X\right)`$.The condition โcompact supportโ is imposed because otherwise the map $`j_{}:H_{}(X;R)_{}\left(X\right)`$ defined below would, in general, not be surjective, see , 6.1.7 for examples of this phenomenon.) Let $`\eta _i:\mathrm{\Delta }^k\mathrm{\Delta }^{k1}`$ be the i-th face map. It induces a map $`_i=\left(\eta _i^{}\right)_{}:๐_k\left(X\right)๐_{k1}\left(X\right)`$. We define the boundary operator $`:=_{i=0}^k_i`$, to make $`๐_{}\left(X\right)`$ a chain complex. We denote the homology groups of this chain complex by $`_{}\left(X\right)`$.
We have an obvious inclusion $`j:C_{}\left(X\right)๐_{}\left(X\right)`$, where $`C_{}\left(X\right)`$ are the singular chains, considered as finite linear combination of atomic measures. Clearly, $`j`$ is a chain map. Zastrowโs theorem 3.4. in says that we get an isomorphism $`j_{}:H_{}\left(M\right)_{}\left(M\right)`$ if $`M`$ is a smooth manifold (but not for arbitrary topological spaces $`X`$).
The $`l^1`$-norm on $`C_{}\left(M\right)`$ extends to the total variation $`.`$ on $`๐_{}\left(M\right)`$, and we get an induced pseudonorm on $`_{}\left(M\right)`$. Thurston conjectured in that the isomorphism $`j_{}`$ should be an isometry for this pseudonorm. There seems not to exist a proof of this general conjecture so far, but if $`M`$ is a closed hyperbolic n-manifold, it follows easily from the identity $`M=\frac{1}{V_n}Vol\left(M\right)`$ (,) that $`j_n:H_n\left(M\right)_n\left(M\right)`$ is an isometry.
### 2.4 Intersection numbers
###### Definition 1
: Let $`M`$ be an oriented differentiable n-manifold. For an immersed differentiable n-simplex $`\sigma :\mathrm{\Delta }^nM`$, and $`xM`$, define
$$\mathrm{\Phi }_x\left(\sigma \right)=\underset{y\sigma ^1\left(x\right)}{}\text{sign }detd\sigma \left(y\right).$$
For a singular chain $`c=_{j=1}^ra_j\sigma _j`$, let $`\mathrm{\Phi }_x\left(c\right)=_{j=1}^ra_j\mathrm{\Phi }_x\left(\sigma _j\right)`$.
###### Lemma 3
: Let $`M`$ be a connected, oriented, smooth, noncompact n-manifold, $`M^{}`$ an n-submanifold with boundary, such that $`MM^{}`$ is compact. Let $`c=_{j=1}^ra_j\sigma _j`$ be a smooth singular n-chain representing the relative fundamental class $`[M,M^{}]`$. Assume that all $`\sigma _j`$ are immersed smooth n-simplices. Then $`\mathrm{\Phi }_x\left(c\right)=1`$ holds for almost all $`xMM^{}`$.
Proof: Let $`K=_{j=0}^rim\left(\sigma _j\right)`$. $`K`$ is of measure zero, by Sardโs lemma.
We want to show that $`\mathrm{\Phi }_x\left(c\right)`$, as a function of $`x`$, is constant on $`M\left(M^{}K\right)`$. It is obvious that it is locally constant on $`M\left(M^{}K\right)`$, since all $`\sigma _i`$ are immersed. It remains to prove: for all $`xK\text{int}\left(MM^{}\right)`$, there is a neighborhood $`U`$ of $`x`$ in $`M`$ such that $`\mathrm{\Phi }_.\left(c\right)`$ is constant on $`U\left(MK\right)`$.
The point $`x`$ is contained in the image of finitely many (n-1)-simplices $`\kappa _1,\mathrm{},\kappa _k`$, which are boundary faces of some $`\sigma _{i_1},\mathrm{},\sigma _{i_k}`$. (Note that the $`\sigma _{i_j}`$โs need not be distinct and that there might be further $`\sigma _i`$โs containing $`x`$ in the interior of their image.) Since $`_{j=1}^ra_j\sigma _j`$ invokes only simplices whose image is contained in $`MM^{}`$, we necessarily have that all $`\sigma _{i_1},\mathrm{},\sigma _{i_k}`$ cancel each other, i.e., there is a partition of $`\{i_1,\mathrm{},i_k\}`$ in some subsets, such that for each of these subsets of indices the sum of the corresponding coefficients $`a_{i_j}`$, multiplied with a sign according to orientation of $`\sigma _{i_j}`$, adds up to zero. This implies that $`\mathrm{\Phi }_.`$ is constant in the intersection of a small neighborhood of $`x`$ with the complement of $`K`$ and, hence, also constant on all of $`M\left(M^{}K\right)`$.
We now prove that this constant does not depend on the representative of the relative fundamental class. This implies that the constant must be 1, since one can choose a triangulation as representative of the relative fundamental class.
If $`c`$ and $`c^{}`$ are different representatives of $`[M,M^{}]`$, we have that $`cc^{}=w+t`$ for some $`wC_{n+1}\left(M\right)`$ and $`tC_n\left(M^{}\right)`$. Because $`w`$ is a cycle, the same argument as above gives that $`\mathrm{\Phi }_.\left(w\right)`$ is a.e. constant on all of $`M`$. This constant must be zero, since $`w`$ has compact support in the noncompact manifold $`M`$. That means that $`\mathrm{\Phi }_x\left(c\right)\mathrm{\Phi }_x\left(c^{}\right)=\mathrm{\Phi }_x\left(t\right)`$ for almost all $`xM`$. But $`\mathrm{\Phi }_x\left(t\right)=0`$ for all $`xint\left(MM^{}\right)`$. Q.E.D.
### 2.5 Convergence of fundamental cycles
A major point of the next chapter will be to consider limiting objects of sequences of relative fundamental cycles of a finite-volume hyperbolic manifold $`M`$ with $`l^1`$-norms converging to the simplicial volume. Since straight simplices have volume smaller than $`V_n`$, there do not exist relative fundamental cycles actually having $`l^1`$-norm equal to $`\frac{1}{V_n}Vol\left(M\right)`$. Hence, the limits of such sequences can not be just singular chains. What we are going to do is to embed the singular chain complex into a larger space, where any bounded sequence has accumulation points. A straightforward idea would be to use the inclusion $`j:C_n\left(M\right)๐_n\left(M\right)`$ and to consider weak-\* accumulation points in $`๐_n\left(M\right)`$. This works perfectly well, however it is easy to see that the weak-\* limits are just trivial measures. The reason is roughly the following: a singular chain with $`l^1`$-norm close to $`\frac{1}{V_n}Vol\left(M\right)`$ has to have a very large part of its mass on simplices $`\sigma `$ with $`vol\left(str\left(\sigma \right)\right)`$ quite close to $`V_n`$. If we consider a compact set of simplices, it will have some upper bound (better than $`V_n`$) on $`vol\left(str(.)\right)`$. Hence, it will contribute very little to an almost efficient fundamental cycle, and the limiting measure will actually vanish on this set of simplices.
Therefore, to get nontrivial accumulation points, we are obliged to consider the larger space of simplices which might be ideal, i.e., whose lifts to $`H^n`$ might have vertices in $`_{\mathrm{}}H^n`$. This, however, raises another problem: the space of ideal simplices in $`M=\mathrm{\Gamma }\backslash H^n`$ is not Hausdorff, and there is no theorem guaranteeing existence of weak-\* accumulation points for signed measures on non-Hausdorff spaces.
(If $`M=\mathrm{\Gamma }\backslash H^n`$ has finite volume, then the action of $`\mathrm{\Gamma }`$ on $`_{\mathrm{}}H^n`$ has dense orbits. Thus the quotient $`\mathrm{\Gamma }\backslash SS_i\left(M\right)`$ can not be Hausdorff as long as $`SS_i\left(M\right)`$ contains degenerate simplices. We will show in section 2.5.3, however, that the action of $`\mathrm{\Gamma }`$ on the subspace of nondegenerate $`n`$-simplices is properly discontinuous, i.e., after throwing away the degenerate simplices we get a Hausdorff quotient. A similar idea seems to have been exploited in the proof of lemma 2.2 in where the author restricted to a compact subset of $`SS_n\left(M\right)`$, i.e., to simplices with a lower volume bound.)
#### 2.5.1 Straightening alternating chains
The symmetric group $`S_{n+1}`$ acts on the standard n-simplex $`\mathrm{\Delta }^n`$: any permutation $`\pi `$ of vertices can be realised by a unique affine map $`f_\pi :\mathrm{\Delta }^n\mathrm{\Delta }^n`$. For a singular simplex $`\sigma :\mathrm{\Delta }^nM`$ let $`alt\left(\sigma \right):=_{\pi S_{n+1}}sgn\left(\pi \right)\sigma f_\pi `$, and for a singular chain $`c=_{j=1}^ra_j\sigma _j`$ define $`alt\left(c\right):=\frac{1}{\left(n+1\right)!}_{j=1}^ra_jalt\left(\sigma _j\right)`$. Clearly, $`alt\left(c\right)c`$.
For a simplex $`\sigma `$ in $`H^n`$, we denote by Str($`\sigma `$) the straight simplex with the same vertices as $`\sigma `$ (as in section 2.1.). A straight simplex in a hyperbolic manifold $`M=\mathrm{\Gamma }\backslash H^n`$ is the image of a straight simplex in $`H^n`$ under the projection $`p:H^n\mathrm{\Gamma }\backslash H^n=M`$. For a simplex $`\sigma `$ in $`M`$, its straightening $`Str\left(\sigma \right)`$ is defined as $`p\left(Str\left(\stackrel{~}{\sigma }\right)\right)`$, where $`\stackrel{~}{\sigma }`$ is a simplex in $`H^n`$ projecting to $`\sigma `$. Since straightening in $`H^n`$ commutes with isometries, the definition of $`Str\left(\sigma \right)`$ does not depend on the choice of $`\stackrel{~}{\sigma }`$.
Finally, the straightening of a singular chain c=$`_{j=1}^ra_j\sigma _j`$ is defined as
$`Str\left(c\right)=_{j=1}^ra_jStr\left(\sigma _j\right)`$. $`Str\left(c\right)`$ is homologous to $`c`$, and clearly
$`Str\left(c\right)c`$ for any $`cC_{}\left(M\right)`$. ($`Str\left(c\right)`$ may possibly have smaller norm than $`c`$, since different simplices can have the same straightenings.)
If $`M^{}M`$ is a convex subset (meaning that $`\sigma M^{}`$ implies $`str\left(\sigma \right)M^{}`$), then $`Str:C_{}(M,M^{})C_{}(M,M^{})`$ is well-defined.
#### 2.5.2 Nondegenerate chains
Let $`M`$ be a hyperbolic manifold. We call a straight i-simplex $`\sigma :\mathrm{\Delta }^iN`$ degenerate if two of its vertices are mapped to the same point, nondegenerate otherwise.
For $`M^{}M`$ a convex subset of $`M`$, we consider $`algvol:C_n(M,M^{})R`$ which maps $`\sigma C_n\left(M\right)`$ to the algebraic volume (see , p.107) of $`str\left(\sigma \right)\left(MM^{}\right)`$. (Since $`M^{}`$ is convex, $`algvol`$ is well-defined on the relative chain complex.) It follows from Stokes theorem that we get an induced map $`algvol_{}:H_n(M,M^{};R)R`$.
###### Lemma 4
: Let $`M`$ be a hyperbolic n-manifold, $`M^{}`$ a convex subset such that $`algvol:H_n(M,M^{};R)R`$ is an isomorphism. Let $`_{iI}a_i\sigma _iC_n(M,M^{};R)`$ be a straight relative n-cycle. Then there is a subset of indices $`JI`$ such that all $`\sigma _j`$ with $`jJ`$ are non-degenerate and $`_{jJ}a_j\sigma _j`$ is relatively homologous to $`_{iI}a_i\sigma _i`$.
Proof: Let $`K:=\{kI:\sigma _k\text{ degenerate }\}`$ be the set of indices of degenerate simplices occuring in $`_{iI}a_i\sigma _i`$. We claim that $`_{kK}a_k\sigma _k`$ is a relative cycle. Indeed, the degenerate faces of $`_{kK}a_k\sigma _k`$ cancel each other (relatively), since they cancel in $`\left(_{iI}a_i\sigma _i\right)`$ and they can not cancel against faces of nondegenerate simplices. Moreover, the nondegenerate faces of degenerate simplices cancel anyway: if $`(a,v_1,\mathrm{},v_n)`$ and $`(b,v_1,\mathrm{},v_n)`$ are nondegenerate faces of a degenerate simplex, then necessarily $`a=b`$. Thus this face contributes twice to the boundary, with opposite signs.
We have obtained that $`_{kK}a_k\sigma _k`$ is a relative cycle. But, since all $`\sigma _k`$ are degenerate, they have vanishing volume, and we have that the relative homology class $`\left[_{kK}a_k\sigma _k\right]ker\left(algvol_{}\right)=0`$ (since $`algvol_{}`$ is an isomorphism, by assumption), i.e., $`_{kK}a_k\sigma _kker\left(algvol\right)=0`$ is a relative boundary. Then choose $`J=IK`$. Q.E.D.
In conclusion, if $`M^{}M`$ convex and $`n=dim\left(M\right)`$, then to any relative n-cycle $`cC_n(M,M^{};R)`$ we find $`c^{}C_n(M,M^{};R)`$ homologous to $`c`$ in $`C_{}(M,M^{};R)`$, such that $`c^{}c`$ and $`c^{}`$ is an alternating linear combination of nondegenerate straight simplices.
#### 2.5.3 Straight chains as measures
We explained in 2.3 that singular chains may be considered as measures on the space of singular simplices, thus getting a homomorphism $`C_{}(M;R)๐_{}\left(M\right)`$. As we said, to get nontrivial results, we should consider not only $`๐_{}\left(M\right)`$, but measures on the space of possibly ideal simplices. Since it is hard to prove existence of accumulation points in this measure space, we will consider measures on smaller sets of simplices.
Let $`M`$ be a hyperbolic manifold. The set of nondegenerate, possibly ideal, straight i-simplices in $`M=\mathrm{\Gamma }\backslash H^n`$ is
$$SS_i\left(M\right):=\mathrm{\Gamma }\backslash \{(p_0,\mathrm{},p_i):p_0,\mathrm{},p_i\overline{H^n},p_jp_k\text{ if }jk\},$$
where $`g\mathrm{\Gamma }`$ acts by $`g(p_0,\mathrm{},p_n)=(gp_0,\mathrm{},gp_n)`$.
Denote $`\left(SS_i\left(M\right)\right)`$ the space of signed regular measures on $`SS_i\left(M\right)`$. Straight singular chains $`c=_{j=1}^ra_j\sigma _jC_i(M;R)`$, with all $`\sigma _j`$ nondegenerate, can be considered as discrete signed measures on $`SS_i\left(M\right)`$ defined by
$$c\left(B\right)=\underset{\{j:\sigma _jB\}}{}a_j$$
for any Borel set $`BSS_i\left(M\right)`$.
Let $`n=dim\left(M\right)`$. To apply Alaogluโs theorem to $`\left(SS_n\left(M\right)\right)`$, we need to know that $`SS_n\left(M\right)`$ is locally compact (which is obvious) and metrizable.
###### Lemma 5
: Let $`M`$ be a hyperbolic manifold of dimension $`n3`$. Then $`SS_n\left(M\right)`$ is metrizable.
Proof: We have to show that $`\mathrm{\Gamma }`$-orbits on $`\mathrm{\Pi }_{j=0}^n\overline{H^n}D`$ are closed, $`D`$ being the set of degenerate straight simplices. On the complement of $`\mathrm{\Pi }_{j=0}^n_{\mathrm{}}\overline{H^n}`$ this follows from proper discontinuity of the $`\mathrm{\Gamma }`$-action on $`H^n`$.
Now we assume $`n3`$. To any n-tuple $`(v_0,\mathrm{},v_{n1})\mathrm{\Pi }_{j=0}^{n1}_{\mathrm{}}\overline{H^n}`$ of distinct points corresponds a unique $`v_n_{\mathrm{}}\overline{H^n}`$ such that $`(v_0,\mathrm{},v_n)`$ is a positively oriented regular ideal n-simplex. (If $`n=2`$, then $`v_n`$ is not uniquely determined.) Together with 2.1, we get a $`\mathrm{\Gamma }`$-equivariant homeomorphism
$`\mathrm{\Pi }_{j=0}^{n1}_{\mathrm{}}\overline{H^n}DIsom^+\left(H^n\right)`$. Since $`\mathrm{\Gamma }\backslash H^n`$ is a manifold, we know that $`\mathrm{\Gamma }`$ acts properly discontinuously on $`Isom^+\left(H^n\right)`$, thus also on $`\mathrm{\Pi }_{j=0}^{n1}_{\mathrm{}}\overline{H^n}D`$. This implies of course that it acts properly discontinuously on $`\mathrm{\Pi }_{j=0}^n_{\mathrm{}}\overline{H^n}D`$. Thus, $`\mathrm{\Gamma }`$-orbits are closed. Q.E.D.
## 3 Degeneration
### 3.1 Efficient fundamental cycles
For a closed hyperbolic manifold $`M`$, we know that $`M=\frac{1}{V_n}Vol\left(M\right)`$. This means that, for any $`ฯต>0`$, there is some fundamental cycle $`c_ฯต`$ satisfying $`c_ฯตM+\frac{ฯต}{V_n}`$. By 2.5.1 and 2.5.2, we can choose $`c_ฯต`$ to be an alternating chain consisting of nondegenerate straight simplices, without increasing the $`l^1`$-norm. To speak about limits of sequences of $`c_ฯต`$, one has to regard them as elements of some locally compact space, namely the space of signed Radon measures on $`SS_n\left(M\right)=\mathrm{\Gamma }\backslash \left(\mathrm{\Pi }_{j=0}^n\overline{H^n}D\right)`$ with the weak-\*-topology, as in 2.5.3.
Jungreisโ results from , for closed hyperbolic manifolds of dimension $`3`$, can be rephrased as follows:
\- any sequence of $`c_ฯต`$ as above, with $`ฯต0`$, converges,
\- the limit is a signed measure $`\mu `$, which is supported on the set of regular ideal simplices (to be identified with $`Isom\left(H^n\right)`$), and
\- up to a multiplicative factor one has $`\mu =\mu ^+\mu ^{}`$ with $`\mu ^+`$ the Haar measure on $`Isom^+\left(H^n\right)`$ and $`\mu ^{}=r^{}\mu ^+`$ for an arbitrary orientation reversing $`rIsom\left(H^n\right)`$.
The aim of this chapter is to generalize these results to finite-volume hyperbolic manifolds. For these cusped hyperbolic manifolds, there arises a technical problem: we wish to consider chains representing the relative fundamental class of a manifold with boundary, but we have a hyperbolic metric (and a notion of straightening) only on the interior. In the following, we will get around this problem and analyse the possible limits.
Let $`M`$ be a compact $`n`$-manifold with boundary $`M`$ such that $`int\left(M\right)`$ carries a hyperbolic metric of finite volume. With respect to this hyperbolic metric, denote $`M_{[a,b]}:=\{xint\left(M\right):ainj\left(x\right)b\}`$. It is a well-known consequence of the Margulis lemma (, D.3.12.) that, for sufficiently small $`ฯต>0`$, the โ$`ฯต`$-thin partโ $`M_{[0,ฯต]}`$ is a product neighborhood of $`M`$, i.e., homeomorphic to $`M\times [0,\mathrm{})`$. Thus, one has a retraction $`r_ฯต`$ from $`M`$ to the โ$`ฯต`$-thick partโ $`M_{[ฯต,\mathrm{}]}`$ which induces a homeomorphism of pairs $`r_ฯต:(M,M)(M_{[ฯต,\mathrm{}]},M_{[ฯต,\mathrm{}]})`$ and, thus, an isomorphism
$$r_ฯต:H_{}(M,M)H_{}(M_{[ฯต,\mathrm{}]},M_{[ฯต,\mathrm{}]}).$$
(This applies to all $`ฯต<ฯต_0`$, where $`ฯต_0`$ depends on $`M`$.)
It should be noted that $`M_{[0,ฯต]}`$ is convex and that one has the isomorphism
$$algvol:H_n(M,M_{[0,ฯต]};R)R.$$
Convexity of $`M_{[0,ฯต]}`$ implies that the straightening homomorphism
$$Str:C_{}(int\left(M\right),M_{[0,ฯต]})C_{}(int\left(M\right),M_{[0,ฯต]})$$
is well-defined and induces an isomorphism in relative homology. Moreover, there is the inclusion
$$exc:C_{}(M_{[ฯต,\mathrm{}]},M_{[ฯต,\mathrm{}]})C_{}(int\left(M\right),M_{[0,ฯต]}),$$
which induces an isomorphism in homology by the excision theorem. In conclusion,
$$Str\left(exc(r_ฯต.)\right):C_n(M,M;R)C_n(int\left(M\right),M_{[0,ฯต]};R)$$
induces an isomorphism in homology and does not increase $`l^1`$-norms.
Let, for $`ฯต<ฯต_0`$, $`c_ฯตC_n(M,M;R)`$ be some relative fundamental cycle satisfying
$$c_ฯตM,M+\frac{ฯต}{V_n}.$$
By the above arguments, we may replace $`c_ฯต`$ by
$`Str\left(exc\left(r_ฯตc_ฯต\right)\right)C_n(int\left(M\right),M_{[0,ฯต]};R)`$ without increasing the $`l^1`$-norm. Abusing notation, we will continue to denote this new relative cycle by $`c_ฯต`$.
###### Definition 2
: A signed measure $`\mu `$ on $`SS_n\left(M\right)`$ is called an efficient fundamental chain if there exists a sequence of $`ฯต`$ with $`ฯต0`$ and a sequence of $`c_ฯตC_n(M,M;R)`$ representing the relative fundamental class $`[M,M]`$, which are alternating chains invoking only nondegenerate simplices and which satisfy $`c_ฯตM,M+\frac{ฯต}{V_n}`$, such that the sequence $`Str\left(exc\left(r_ฯตc_ฯต\right)\right)C_n(int\left(int\left(M\right)\right),M_{[0,ฯต]};R)`$ converges to $`\mu `$ in the weak-\*-topology of $`\left(SS_n\left(M\right)\right)`$, the space of signed measures on the space of straight nondegenerate simplices.
###### Lemma 6
: Assume that $`M`$ is a manifold of dimension $`n3`$, such that $`int\left(M\right)`$ admits a hyperbolic metric of finite volume. Then there is at least one efficient fundamental chain.
Proof: Considering some sequence of $`c_ฯต`$ with $`ฯต0`$, we may by 2.5 assume that the support of the $`c_ฯต`$ consists of only straight nondegenerate simplices. $`Str\left(exc\left(r_ฯตc_ฯต\right)\right)`$ may be regarded as a sequence of signed measures on the locally compact metric space $`SS_n\left(M\right)`$, see 2.5.3. The sequence $`c_ฯต`$ is bounded by its definition and, hence, lemma 2.2 and 2.6 guarantee the existence of a weak-\*-accumulation point $`\mu `$. (The condition $`n3`$ is needed to apply lemma 2.6.) Q.E.D.
We recall that excision and straightening, as well as the homeomorphism $`r_ฯต`$ induce isomorphisms in relative homology. Hence, any new $`c_ฯต`$ represents the relative fundamental class in $`H_n(int\left(M\right),M_{[0,ฯต]};R)`$. As a special case of lemma 2.4 we have:
###### Lemma 7
: Let $`c_ฯต`$ be a representative of the relative fundamental class $`[int\left(M\right),M_{[0,ฯต]}]`$. Then $`\mathrm{\Phi }_x\left(c_ฯต\right)=1`$ holds for almost all $`xM_{[ฯต,\mathrm{}]}`$.
###### Definition 3
For a hyperbolic manifold $`M`$, let $`S_\delta SS_n\left(M\right)`$ be the set of nondegenerate straight simplices $`\sigma M`$ with $`vol\left(\sigma \right)<V_n\delta `$.
###### Lemma 8
: An efficient fundamental chain $`\mu `$ is supported on
$`SS_n\left(M\right)S_0`$, i.e., on the set of straight simplices of volume $`V_n`$.
Proof: It suffices to show that $`\mu \left(S_\delta \right)=0`$ holds for any $`\delta >0`$. By lemma 2.2, (ii), and openness of $`S_\delta `$, this follows if we can prove $`lim_{ฯต0}c_ฯต\left(S_\delta \right)=0`$ for any $`\delta >0`$. Here, $`c_ฯต=_{j=1}^ra_j\sigma _j`$ is the sequence from definition 3.1.
From lemma 3.3, we conclude $`_M\mathrm{\Phi }_x\left(c_ฯต\right)๐vol\left(x\right)Vol\left(M_{[ฯต,\mathrm{}]}\right)`$.
But $`_M\mathrm{\Phi }_x\left(c_ฯต\right)๐vol\left(x\right)=_{j=1}^ra_j_M\mathrm{\Phi }_x\left(\sigma _j\right)๐vol\left(x\right)=_{j=1}^ra_jalgvol\left(\sigma _j\right)`$, where $`algvol\left(\sigma _j\right)`$ is $`Vol\left(\sigma _j\right)`$ with a sign according to orientation. As a consequence:
$$a_jVol\left(\sigma _j\right)Vol\left(M_{[ฯต,\mathrm{}]}\right).$$
On the other hand, we want $`c_ฯต=_{j=1}^ra_j\sigma _j`$ to satisfy $`V_na_jVol\left(M\right)+ฯต`$.
Subtracting the two inequalities yields
$$a_j\left(V_nVol\left(\sigma _j\right)\right)ฯต+Vol\left(M_{[0,ฯต]}\right).$$
We get
$`ฯต+Vol\left(M_{[0,ฯต]}\right)a_j(V_nVol\left(\sigma _j\right))=_{j:Vol\left(\sigma _j\right)V_n\delta }a_j(V_nVol\left(\sigma _j\right))+_{j:Vol\left(\sigma _j\right)<V_n\delta }a_j(V_nVol\left(\sigma _j\right))_{j:Vol\left(\sigma _j\right)<V_n\delta }a_j(V_nVol\left(\sigma _j\right))\delta _{j:Vol\left(\sigma _j\right)<V_n\delta }a_j=\delta c_ฯต\left(S_\delta \right)`$.
Since $`lim_{ฯต0}Vol\left(M_{[0,ฯต]}\right)=0`$, we conclude $`lim_{ฯต0}c_ฯต\left(S_\delta \right)=0`$. Q.E.D.
We have just proved that, if $`c_ฯต`$ is a representative of $`[int\left(M\right),M_{[0,ฯต]}]`$ satisfying $`V_nc_ฯตVol\left(M\right)+ฯต`$, then $`lim_{ฯต0}c_ฯต\left(S_\delta \right)=0`$ holds for any $`\delta >0`$. Since $`c_ฯต^\pm c_ฯต`$ and $`_M\mathrm{\Phi }_x\left(c_ฯต^\pm \right)Vol\left(M_{[ฯต,\mathrm{}]}\right)`$, we can use the same argument to prove that $`lim_{ฯต0}c_ฯต^\pm \left(S_\delta \right)=0`$ holds for any $`\delta >0`$. This fact will be used in the proof of the following lemma.
###### Lemma 9
: Let $`\mu `$ be an efficient fundamental chain. Then $`\mu 0`$.
Proof: Choose a continuous $`f:SS_n\left(M\right)[0,1]`$, which vanishes on some $`S_\delta ^{}`$ and is $`1`$ on the complement of some $`S_\delta `$. As $`f`$ is compactly supported, we have $`\mu \left(f\right)=lim_{ฯต0}c_ฯต\left(f\right)`$. (Here we use that we are admitting ideal simplices: otherwise the support of $`f`$ would not be compact.)
Now using $`lim_{ฯต0}c_ฯต\left(S_\delta \right)=0`$ we have
$$\mu ^\pm \left(f\right)=\underset{ฯต0}{lim}c_ฯต^\pm \left(f\right)\underset{ฯต0}{lim}c_ฯต^\pm \left(SS_n\left(M\right)\right)c_ฯต^\pm \left(S_\delta \right)=\underset{ฯต0}{lim}c_ฯต^\pm \left(SS_n\left(M\right)\right).$$
But $`c_ฯต^+\left(SS_n\left(M\right)\right)+c_ฯต^{}\left(SS_n\left(M\right)\right)=c_ฯต^++c_ฯต^{}=c_ฯตM,M`$ implies that one of $`lim_{ฯต0}c_ฯต^\pm \left(SS_n\left(M\right)\right)`$ must be at least $`\frac{1}{2}M,M`$, thus positive. Q.E.D.
###### Lemma 10
: Efficient fundamental chains $`\mu `$ are cycles, i.e. $`\left(\mu \right)^+=\left(\mu \right)^{}=0`$.
Proof: Denote by $`T_ฯต^i\left(M\right)`$ the set of (possibly ideal) $`i`$-simplices intersecting $`M_{[ฯต,\mathrm{}]}`$. For all $`\delta <ฯต`$, we get by the convexity of $`M_{[0,\delta ]}M_{[0,ฯต]}`$:
$$BT_ฯต^{n1}\left(M\right)\text{ measurable }c_\delta ^\pm \left(B\right)=0.$$
When $`\mu ^\pm `$ is a weak-\* accumulation point of a sequence $`c_\delta ^\pm `$, we conclude $`\mu ^\pm \left(B\right)=0`$ for all measurable sets $`B`$ contained in some $`T_ฯต^{n1}\left(M\right)`$ by part (ii) of lemma 2.2, since we may consider them as subsets of an open set still contained in some slightly larger $`T_ฯต^{n1}\left(M\right)`$.
But clearly, $`_{k=1}^{\mathrm{}}T_{\frac{1}{k}}^{n1}\left(M\right)`$ is the set of all (even ideal) (n-1)-simplices, hence the claim of the lemma. Q.E.D.
Remark: In the case of closed manifolds, this lemma is, of course, an immediate consequence of the fact that $`n+1`$.
### 3.2 Invariance under ideal reflection group
Since we have an ordering of the vertices of a simplex $`\mathrm{\Delta }`$, we can speak of the i-th face of $`\mathrm{\Delta }`$, the codimension 1-face not containing the i-th vertex.
###### Definition 4
: Fix a regular ideal simplex $`\mathrm{\Delta }_0H^n`$ and, for $`i=0,\mathrm{},n`$, let $`r_i`$ be the reflection in the i-th face of $`\mathrm{\Delta }_0`$. Let $`RIsom\left(H^n\right)`$ be the subgroup generated by $`r_0,\mathrm{},r_n`$ and let $`R^+=RIsom^+\left(H^n\right)`$.
We know that $`\mu ^\pm `$ are measure cycles supported on the set of regular ideal simplices. By 2.1, we may consider $`\mu ^\pm `$ as measures on $`\mathrm{\Gamma }\backslash Isom\left(H^n\right)`$, after fixing some regular ideal simplex $`\mathrm{\Delta }_0`$ in $`H^n`$.
We will use the convention that $`\gamma Isom\left(H^n\right)`$ corresponds to the simplex $`\gamma \mathrm{\Delta }_0`$, i.e., we let $`Isom\left(H^n\right)`$, and in particular $`\mathrm{\Gamma }`$, act from the left. It will be important to note that, after this identification, the right-hand action of $`R`$ corresponds to the following operation on the set of simplices: $`r_i`$ maps a simplex to the simplex obtained by reflection in the i-th face. This is clear from the picture above.
###### Lemma 11
: For $`n3`$, efficient fundamental chains are invariant under the right-hand action of $`R^+`$ on $`\mathrm{\Gamma }\backslash Isom\left(H^n\right)`$.
Note: If $`\mathrm{\Delta }=g\mathrm{\Delta }_0`$ for some $`g\mathrm{\Gamma }\backslash Isom\left(H^n\right)`$, then the reflection $`s_i`$ in the i-th face of $`\mathrm{\Delta }`$ maps $`\mathrm{\Delta }=g\mathrm{\Delta }_0`$ to $`gr_i\left(\mathrm{\Delta }_0\right)`$. In other words, the choice of another reference simplex changes the identification with $`Isom\left(H^n\right)`$ by left multiplication with $`gIsom\left(H^n\right)`$, but does not alter the right-hand action of $`R^+`$ on $`Isom\left(H^n\right)`$. This implies that the truth of lemma 3.9 is independent of the choice of $`\mathrm{\Delta }_0`$.
Lemma 3.9 follows from
###### Lemma 12
: In dimensions $`n3`$, a signed alternating measure $`\mu `$ on the set of maximal volume simplices is a cycle iff $`r_i^{}\left(\mu \right)=\mu `$ for all $`i=0,\mathrm{},n`$.
Proof: If $`n3`$, then for any ordered regular ideal (n-1)-simplex $`\tau `$, there are exactly two ordered regular ideal n-simplices, $`\tau _i^+`$ and $`\tau _i^{}`$, having $`\tau `$ as i-th face. (By the way, this is besides lemma 2.6 and its โcorollaryโ lemma 3.2 the only point entering the proofs of our theorems which uses $`n3`$.) We fix them such that $`\tau _i^+`$ is positively oriented. For a measurable set $`B\left\{\text{ordered regular ideal (n-1)-simplices}\right\}`$ define
$`B_i^+=\{\tau _i^+:\tau B\}`$ and $`B_i^{}=\{\tau _i^{}:\tau B\}`$.
Since $`\mu `$ is supported on the set of regular ideal n-simplices, we have that
$$\mu ^\pm \left(B\right)=\underset{k=0}{\overset{n}{}}\left(1\right)^k\mu ^\pm \left(_k^1\left(B\right)\right)$$
$$=\underset{k=0}{\overset{n}{}}\left(1\right)^k\left(\mu ^\pm \left(B_k^+\right)+\mu ^\pm \left(B_k^{}\right)\right).$$
We may assume that $`\mu `$ is alternating, in particular $`\pi _{ik}^{}\mu =\left(1\right)^{ik}\mu `$, where $`\pi _{ik}`$ is induced by the affine map realizing the transposition of the i-th and k-th vertex. $`\pi _{ik}`$ maps $`B_i^+`$ to $`B_k^+`$ and $`B_i^{}`$ to $`B_k^{}`$. Therefore, for any $`i\{0,\mathrm{},n\}`$, we get
$$\mu ^\pm \left(B\right)=\underset{k=0}{\overset{n}{}}\left(1\right)^k\left(1\right)^{ik}\left(\pi _{ik}^{}\mu ^\pm \left(B_k^+\right)+\pi _{ik}^{}\mu ^\pm \left(B_k^{}\right)\right)$$
$$=\underset{k=0}{\overset{n}{}}\left(1\right)^i\left(\mu ^\pm \left(B_i^+\right)+\mu \left(B_i^{}\right)\right)$$
$$=\left(1\right)^i\left(n+1\right)\left(\mu ^\pm \left(B_i^+\right)+\mu ^\pm \left(B_i^{}\right)\right).$$
In particular $`\mu \left(B\right)=0`$ holds if and only if $`\mu \left(B_i^+\right)=\mu \left(B_i^{}\right)`$ for $`i=0,\mathrm{},n`$.
The action of $`r_i`$ maps $`B_i^+`$ bijectively to $`B_i^{}`$ and vice versa. This implies the โifโ-part of lemma 3.10.
To get the โonly ifโ-part, we use that $`\mu =0`$ implies that $`r_i^{}\mu \left(B_i^\pm \right)=\mu \left(B_i^\pm \right)`$ holds, for any set $`B\left\{\text{ordered regular ideal (n-1)-simplices}\right\}`$. Now let $`C\left\{\text{ordered regular ideal n-simplices}\right\}`$ be an arbitrary set. We divide $`C=C^+C^{}`$, where $`C^+=\{\sigma C:\sigma \text{ positively oriented }\}`$. Consider $`B:=\{_i\sigma :\sigma C^+\}`$. ($`i`$ is arbitrary, e.g. $`i=0`$.) Then we have $`B_i^+=C^+`$, because for any ordered regular ideal $`n1`$-simplex $`_i\sigma B`$, $`\sigma `$ is the unique positively oriented ordered regular ideal $`n`$-simplex having $`_i\sigma `$ as its $`i`$-th face. Thus $`\mu \left(C^+\right)=r_i^{}\left(C^+\right)`$. The same way one gets $`\mu \left(C^{}\right)=r_i^{}\mu \left(C^{}\right)`$, thus $`\mu \left(C\right)=r_i^{}\mu \left(C\right)`$. Since $`C`$ was arbitrary, this proves the โonly ifโ-part. Q.E.D.
Remark: A different proof of the same fact is given in lemma 2.2. of .
## 4 Decomposition of efficient fundamental cycles
If $`n4`$, then the group generated by reflections in the faces of a regular ideal n-simplex in $`H^n`$ is dense in $`Isom\left(H^n\right)`$. We get therefore from lemma 3.9 that efficient fundamental cycles are invariant under the right-hand action of $`Isom^+\left(H^n\right)`$. This implies that they are a multiple of $`Haarr^{}Haar`$, where $`Haar`$ is the Haar measure on $`Isom^+\left(H^n\right)`$. (It is well-known that all invariant measures on a Lie group are multiples of the Haar measure.)
In the following we will discuss the case $`n=3`$.
We wish to recall some facts from the ergodic theory of unipotent actions.
The Iwasawa decomposition $`G=KAN`$ of $`G=Isom^+\left(H^n\right)`$ is as follows: fix some $`v_{\mathrm{}}_{\mathrm{}}H^n`$ and some $`pH^n`$. Then we may take $`K`$ to be the group of isometries fixing $`p`$, $`A`$ the group of translations along the geodesic through $`p`$ and $`v_{\mathrm{}}`$, and $`N`$ the group of translations along the horosphere through $`p`$ and $`v_{\mathrm{}}`$.
We will consider the natural right-hand action of $`N`$ on $`G=KAN`$.
The next lemma follows from . It is nowadays a special case of the Ragunathan conjecture, which was proved by Ratner.
###### Lemma 13
: Let G=KAN be the Iwasawa decomposition of a simple Lie group of $`R`$-rank 1, and $`\mathrm{\Gamma }G`$ a discrete subgroup of finite covolume. If $`\mu `$ is a finite N-invariant ergodic measure on $`\mathrm{\Gamma }\backslash G`$, then $`\mu `$ is either a multiple of the Haar measure or it is supported on a compact $`N`$-orbit.
The following lemma is a straightforward generalisation of theorem 4.4. in .
###### Lemma 14
: Let G=KAN be the Iwasawa decomposition of a simple Lie group of $`R`$-rank 1, and $`\mathrm{\Gamma }G`$ a discrete subgroup of finite covolume. Let $`N^{}N`$ be a closed subgroup such that $`N/N^{}`$ is compact. Then any $`N^{}`$-invariant ergodic measure on $`\mathrm{\Gamma }\backslash G`$ is either a multiple of the Haar measure or is supported on a compact $`N`$-orbit.
Proof: We will use several times the following basic fact: If $`G_1`$ and $`G_2`$ are subgroups of a group $`G`$ endowed with a measure $`\mu `$, then the left action of $`G_1`$ on $`G/G_2`$ is ergodic if and only if the right action of $`G_2`$ on $`G_1\backslash G`$ is ergodic. (This is known as Moore-equivalence).
By Moore-equivalence, ergodic measures for the $`N^{}`$-action on $`\mathrm{\Gamma }\backslash G`$ correspond to ergodic measures for the action of $`\mathrm{\Gamma }`$ on $`G/N^{}`$. Consider, therefore, $`\mu `$ as a measure on $`G/N^{}`$, ergodic with respect to the $`\mathrm{\Gamma }`$-action. Let $`pr:G/N^{}G/N`$ be the projection. Since $`N/N^{}`$ is compact, we have a locally finite measure $`pr_{}\mu `$ on $`G/N`$ which is easily seen to be ergodic with respect to the $`\mathrm{\Gamma }`$-action. By lemma 4.1 and Moore-equivalence, $`pr_{}\mu `$ must either be the Haar measure or correspond to an $`N`$-invariant measure on $`\mathrm{\Gamma }\backslash G`$ which is determined on a compact orbit $`\mathrm{\Gamma }\backslash \mathrm{\Gamma }gN\mathrm{\Gamma }\backslash G`$.
If $`pr_{}\mu `$ = Haar measure, it follows easily that $`\mu `$ is absolutely continuous with respect to the Haar measure and then one gets, from ergodicity of the $`\mathrm{\Gamma }`$-action (theorem 7 in ), that $`\mu `$ is a multiple of the Haar measure.
In the second case, $`pr_{}\mu `$ must be supported on the $`\mathrm{\Gamma }`$-orbit of some $`gNG/N`$. Therefore, $`\mu `$ is supported on the $`\mathrm{\Gamma }\times N`$-orbit of $`gN^{}G/N^{}`$. By Moore-equivalence we get a measure supported on the compact $`N`$-orbit. Q.E.D.
Lemma 4.1 and 4.2 apply in particular to $`G=Isom^+\left(H^n\right)`$ with the Iwasawa decomposition described above.
Back to the situation of section 3.2. Let $`v`$ be an ideal vertex of the reference simplex $`\mathrm{\Delta }_0`$. Let $`N_vIsom^+\left(H^3\right)`$ be the subgroup of parabolic isometries fixing $`v`$. We may consider $`N_v`$ as the $`N`$-factor in the Iwasawa decomposition $`Isom^+\left(H^3\right)=K_vA_vN_v`$. (That means we use $`v`$ and some arbitrary $`pH^3`$ to construct the Iwasawa decomposition. In the following, we will fix some arbitrary $`pH^3`$ but consider various $`v_{\mathrm{}}H^3`$, therefore the labelling of the Iwasawa decompositions.)
Instead of $`R^+`$ defined in section 3.2, we consider only the subgroup $`T_v^{}R^+Isom^+\left(H^3\right)`$ generated by products of even numbers of reflections in those faces of $`\mathrm{\Delta }_0`$ which contain $`v`$. $`\mu `$ is, of course, also invariant under the smaller group $`T_v^{}`$. In it is shown that $`T_v^{}`$ contains a subgroup $`T_v`$ which is a cocompact subgroup of $`N_v`$ (if $`n=3`$).
The signed measure $`\mu `$ decomposes as a difference of two (non-negative) measures $`\mu ^+`$ and $`\mu ^{}`$. Both are invariant under the right-hand action of $`T_v`$. From lemma 2.1, we get that the probability measures $`\overline{\mu }^\pm `$, obtained by rescaling the restrictions of $`\mu ^\pm `$ to $`\mathrm{\Gamma }\backslash Isom^+\left(H^3\right)`$, have decomposition maps with respect to the action of $`T_v`$,
$$\beta _v^\pm :\mathrm{\Gamma }\backslash Isom^+\left(H^3\right).$$
Here, $``$ is the set of ergodic $`T_v`$-invariant measures on $`\mathrm{\Gamma }\backslash Isom^+\left(H^3\right)`$. From lemma 4.2, we get that $``$ consists of $`Haar`$ (the Haar measure, rescaled to a probability measure) and measures determined on compact $`N_v`$-orbits. The following lemma is well-known.
###### Lemma 15
: An orbit $`gN_v`$ is compact in $`\mathrm{\Gamma }\backslash Isom\left(H^n\right)`$ iff all simplices $`gh\mathrm{\Delta }_0`$ with $`hN_v`$ have its ideal vertex $`g\left(v\right)`$ in a parabolic fixed point of $`\mathrm{\Gamma }`$.
Proof: Parametrise elements of $`N_v`$ as $`u\left(s\right),sR^{n1}`$ (identifying a stabilized horosphere with euclidean (n-1)-space). The $`N_v`$-orbit of $`g`$ on $`\mathrm{\Gamma }\backslash Isom\left(H^n\right)`$ is compact if and only if, for all $`sR^{n1}`$, one finds $`\gamma \mathrm{\Gamma }`$ and $`tR`$ such that $`gu\left(ts\right)=\gamma g`$. This $`\gamma `$ is then conjugated to $`u\left(ts\right)`$ and, in particular, is parabolic, i.e., has only one fixed point. The fixed point of $`\gamma `$ must be $`g\left(v\right)`$, since $`\gamma g\left(v\right)=gu\left(ts\right)\left(v\right)=g\left(v\right)`$.
The other implication is straightforward. Q.E.D.
To summarize, we have the following statement: For any vertex $`v`$ of the reference simplex $`\mathrm{\Delta }_0`$, the ergodic decomposition of the rescaled $`\overline{\mu }^\pm `$ with respect to the right-hand action of $`T_v`$ uses the Haar measure and measures determined on the set of those simplices $`g\mathrm{\Delta }_0`$ which have the vertex $`g\left(v\right)`$ in a parabolic fixed point of $`\mathrm{\Gamma }`$.
### 4.1 Manifolds which are not Gieseking-like
###### Definition 5
: A 3-manifold is Gieseking-like if it has a hyperbolic structure $`M=\mathrm{\Gamma }\backslash H^3`$ of finite volume such that $`Q\left(\omega \right)\left\{\mathrm{}\right\}_{\mathrm{}}H^3`$ are parabolic fixed points of $`\mathrm{\Gamma }`$.
Here, we have used the upper half space model of $`H^3`$, and identified the ideal boundary with $`C\left\{\mathrm{}\right\}`$. $`\omega =\frac{1}{2}+\frac{\sqrt{3}}{2}`$ is the 4th vertex of a regular ideal simplex with vertices $`0,1,\mathrm{}`$. The condition is, of course, equivalent to the condition that $`\mathrm{\Gamma }`$ is conjugate to a discrete subgroup of $`PSL_2Q\left(\omega \right)`$ after the identification of $`Isom^+\left(H^3\right)`$ with $`PSL_2C`$. One does not seem to know any example of a Gieseking-like manifold which is not a finite cover of the Gieseking manifold (communicated to the author by Alan Reid, see also ).
###### Theorem 1
: Let $`M`$ be a compact manifold of dimension $`n3`$ such that $`int\left(M\right)`$ admits a hyperbolic metric of finite volume. Assume that $`M`$ is either of dimension $`4`$ or that $`M`$ is of dimension 3 and is not Gieseking-like.
If $`\mu `$ is an efficient fundamental cycle on $`M`$, then $`\mu =K\left(Haarr^{}Haar\right)`$ for some real number $`K`$.
Proof: By the first remark of chapter 4, we may restrict to dimension 3. We have to exclude the existence of a signed measure $`\nu `$ which is supported on the set of regular ideal simplices with vertices in cusps and which satisfies $`r^{}\nu =\pm \nu `$ for all $`rR`$. However, the existence of such a nontrivial signed measure would imply the existence of an $`R`$-invariant family $`\{\mathrm{\Delta }r:rR\}`$ of simplices with vertices in the cusps of $`M=\mathrm{\Gamma }\backslash H^3`$. By 2.1, there is $`gIsom\left(H^3\right)`$ with $`\mathrm{\Delta }=g\mathrm{\Delta }_0`$, where $`\mathrm{\Delta }_0`$ is the ideal simplex with vertices $`0,1,\mathrm{},\omega `$ in the upper half-space model. We get that all vertices of the form $`gv_{\mathrm{}}r`$ with $`rR`$ and $`v_{\mathrm{}}`$ one of $`0,1,\mathrm{},\omega `$ must be parabolic fixed points of $`\mathrm{\Gamma }`$. Note that $`\{v_{\mathrm{}}r:v_{\mathrm{}}\{0,1,\omega ,\mathrm{}\},rR\}=Q\left(\omega \right)\left\{\mathrm{}\right\}`$. Thus, conjugating $`\mathrm{\Gamma }`$ with $`g`$ we get a hyperbolic structure with all of $`Q\left(\omega \right)\left\{\mathrm{}\right\}`$ as parabolic fixed points. Q.E.D.
## 5 Cycles not transversal to geodesic surfaces
In the last section, we classified efficient fundamental cycles on finite-volume hyperbolic manifolds which are not Gieseking-like. In this chapter, we will see that for arbitrary (possibly Gieseking-like) finite-volume hyperbolic manifolds we can still obtain information which in chapter 6 will be used to derive glueing inequalities.
###### Definition 6
: For a hyperbolic manifold $`M`$ and a two-sided totally geodesic codimension-1 submanifold $`FM`$ call
\- $`S_{cusp}^i`$ the set of positively oriented ideal i-simplices with all vertices in parabolic fixed points of $`M`$, and
\- $`S_F^i`$ the set of (possibly ideal) positively oriented i-simplices that intersect F transversally.
Here, a simplex $`\sigma `$ is said to intersect $`F`$ transversally if it intersects both components of any regular neighborhood of $`F`$.
###### Lemma 16
: If $`M`$ is a hyperbolic manifold and $`F`$ is a two-sided totally geodesic codimension-1-submanifold, then
$`S_F^n\left\{regularidealsimplices\right\}\left\{regularidealsimplices\right\}`$
has positive Haar measure.
Proof: It is easy to see that $`S_F^n\left\{regularidealsimplices\right\}`$ is an open, non-empty subset of $`\left\{regularidealsimplices\right\}`$. Q.E.D.
###### Theorem 2
: Let $`M`$ be a compact manifold of dimension $`n3`$ such that $`int\left(M\right)`$ admits a hyperbolic metric of finite volume, and let $`FM`$ be a closed totally geodesic codimension-1-submanifold.
If $`\mu `$ is an efficient fundamental cycle (with $`\mu ^+_{\mathrm{\Gamma }\backslash Isom^+\left(H^n\right)}0`$),
then $`\mu ^+\left(S_F^n\right)0`$.
Proof: Very roughly, the idea is the following: If $`\mu ^+\left(S_F^n\right)`$ vanishes, then the Haar measure can only give a zero contribution to the ergodic decomposition of $`\mu ^+`$, hence, $`\mu ^+`$ is supported on $`S_{cusp}^n`$. In particular, $`\mu ^+`$ vanishes on the set of simplices with boundary faces in $`F`$, and this will give a contradiction.
Rescale $`\mu ^+_{\mathrm{\Gamma }\backslash Isom^+\left(H^n\right)}`$ to a probability measure $`\overline{\mu }^+`$.
Assume for some totally geodesic surface $`F`$ we had $`\overline{\mu }^+\left(S_F^n\right)=\mu ^+\left(S_F^n\right)=0`$.
Let $`v`$ be a vertex of the reference simplex $`\mathrm{\Delta }_0`$. Using the ergodic decomposition with respect to the $`T_v`$-action on $`\mathrm{\Gamma }\backslash G=\mathrm{\Gamma }\backslash Isom^+\left(H^n\right)`$ yields
$$0=\overline{\mu }^+\left(S_F^n\right)=_{\mathrm{\Gamma }\backslash G}\beta _v\left(g\right)\left(S_F^n\right)๐\overline{\mu }^+\left(g\right)_{g\mathrm{\Gamma }\backslash G:\beta _v\left(g\right)=Haar}\beta _v\left(g\right)\left(S_F^n\right)๐\overline{\mu }^+\left(g\right)$$
$$=_{g\mathrm{\Gamma }\backslash G:\beta _v\left(g\right)=Haar}Haar\left(S_F^n\right)๐\overline{\mu }^+\left(g\right)=Haar\left(S_F^n\right)_{g\mathrm{\Gamma }\backslash G:\beta _v\left(g\right)=Haar}๐\overline{\mu }^+\left(g\right)$$
By lemma 5.2, $`Haar\left(S_F^n\right)0`$ and, thus,
$$_{g\mathrm{\Gamma }\backslash G:\beta _v\left(g\right)=Haar}๐\overline{\mu }^+\left(g\right)=0.$$
We will conclude that $`\mu ^+`$ is supported on $`S_{cusp}^n`$ by means of lemma 5.5, which we state separately because it will be of independent use in chapter 7.
###### Definition 7
: Let $`\mathrm{\Gamma }G=Isom^+\left(H^n\right)`$ be a cocompact discrete subgroup, $`v_{\mathrm{}}H^n`$, $`T_vIsom^+\left(H^n\right)`$ the subgroup defined in chapter 4 and $`\beta `$ a decomposition map for the right-hand action of $`T_v`$, as defined in chapter 4. Define
$$H_v=\{g\mathrm{\Gamma }\backslash G:\beta _v\left(g\right)=Haar\}.$$
###### Lemma 17
: Let $`v_0,\mathrm{},v_n`$ be the vertices of a regular ideal simplex in $`H^n`$ and $`\overline{\mu }^+`$ a probability measure on $`\mathrm{\Gamma }\backslash G:=\mathrm{\Gamma }\backslash Isom^+\left(H^n\right)`$, invariant with respect to the right-hand action of $`R^+`$. If $`\overline{\mu }^+\left(H_{v_i}\right)=0`$ for $`i=0,\mathrm{},n`$, then $`\overline{\mu }^+`$ is supported on $`S_{cusp}^n`$.
Proof: : Let
$$A_i=\{g\mathrm{\Gamma }\backslash G:gv_i\text{ is cusp of }\mathrm{\Gamma }\}$$
and
$$B_i=\{g\mathrm{\Gamma }\backslash G:\mathrm{\Gamma }\backslash \mathrm{\Gamma }gN_{v_i}\text{ is compact }\}.$$
We have
$`\mathrm{\Gamma }\backslash GS_{cusp}^n=\mathrm{\Gamma }\backslash G_{j=0}^nA_j=\mathrm{\Gamma }\backslash G_{j=0}^nB_j=_{j=0}^n\mathrm{\Gamma }\backslash GB_j`$,
where the second equality holds by lemma 4.3.
If $`e`$ is a $`T_{v_i}`$\- ergodic measure supported on a compact $`N_{v_i}`$-orbit, then
$$e\left(\mathrm{\Gamma }\backslash GB_i\right)=0.$$
Thus (abbreviating $`\beta _g:=\beta _{v_i}\left(g\right)`$),
$$\overline{\mu }^+\left(\mathrm{\Gamma }\backslash GB_i\right)=_{\mathrm{\Gamma }\backslash G}\beta _g\left(\mathrm{\Gamma }\backslash GB_i\right)๐\overline{\mu }^+\left(g\right)$$
$$=_{H_{v_i}}\beta _g\left(\mathrm{\Gamma }\backslash GB_i\right)๐\overline{\mu }^+\left(g\right)+_{\mathrm{\Gamma }\backslash GH_{v_i}}\beta _g\left(\mathrm{\Gamma }\backslash GB_i\right)๐\overline{\mu }^+\left(g\right)$$
$$=Haar\left(\mathrm{\Gamma }\backslash GB_i\right)\overline{\mu }^+\left(H_{v_i}\right)+_{\mathrm{\Gamma }\backslash GH_{v_i}}\beta _g\left(\mathrm{\Gamma }\backslash GB_i\right)๐\overline{\mu }^+\left(g\right)$$
$$=Haar\left(\mathrm{\Gamma }\backslash GB_i\right)\mathbf{0}+_{\mathrm{\Gamma }\backslash GH_{v_i}}\mathrm{๐}๐\overline{\mu }^+\left(g\right)=\mathrm{๐}$$
and, therefore,
$$\overline{\mu }^+\left(\mathrm{\Gamma }\backslash GS_{cusp}^n\right)=\overline{\mu }^+\left(_{i=0}^n\mathrm{\Gamma }\backslash GB_i\right)\underset{i=0}{\overset{n}{}}\overline{\mu }^+\left(\mathrm{\Gamma }\backslash GB_i\right)=0.$$
Q.E.D.
We are now going to finish the proof of theorem 5.3:
We know (from the proof of lemma 3.3) that $`\mathrm{\Phi }_x\left(c_ฯต^+\right)\mathrm{\Phi }_x\left(c_ฯต\right)1`$ for all $`xM_{[ฯต,\mathrm{}]}`$. F is a closed totally geodesic hypersurface. Therefore $`FM_{[ฯต,\mathrm{}]}`$ for sufficiently small $`ฯต`$. We conclude $`\mathrm{\Phi }_x\left(c_ฯต^+\right)1`$ for all $`xF`$.
For $`xM`$ let $`S_x^n`$ be the set of straight n-simplices $`\mathrm{\Delta }`$ containing $`x`$ in their image. If $`xF`$ is contained in the totally geodesic submanifold $`F`$, then $`S_x^n`$ is the union of the following two sets of simplices:
-simplices in $`S_x^n`$ which intersect $`F`$ transversally, and
-simplices in $`S_x^n`$ which have a vertex in $`F`$.
$`\mu ^+`$ vanishes on the second set, since it is determined on $`S_{cusp}^n`$ and the closed totally geodesic hypersurface $`F`$ can not have cusps. Thus, we obtain
$$\mu ^+\left(S_x^n\right)=\mu ^+\left(S_F^nS_x^n\right)\mu ^+\left(S_F^n\right),$$
i.e., it suffices to show that $`\mu ^+\left(S_x^n\right)>0`$.
For a measure $`\mu ^+`$ on $`SS_n\left(M\right)`$, let $`\mathrm{\Phi }_X\left(\mu ^+\right)=_{SS_n\left(M\right)}\mathrm{\Phi }_x\left(\sigma \right)๐\mu ^+\left(\sigma \right)`$, where $`\mathrm{\Phi }_x\left(\sigma \right)`$ is given in definition 2.3. Weak-\*-convergence implies $`\mathrm{\Phi }_x\left(\mu ^+\right)=lim_{ฯต0}\mathrm{\Phi }_x\left(c_ฯต^+\right)1`$.
On the other hand, $`\mathrm{\Phi }_x\left(\sigma \right)=0`$ if $`\sigma S_x^n`$, hence
$$\mathrm{\Phi }_x\left(\mu ^+\right)=_{S_x^n}\mathrm{\Phi }_x\left(\sigma \right)๐\mu ^+\left(\sigma \right).$$
If $`\mu ^+\left(S_x^n\right)=0`$, then $`\mathrm{\Phi }_x\left(\mu ^+\right)=_{S_x^n}\mathrm{\Phi }_x\left(\sigma \right)๐\mu ^+\left(\sigma \right)=0`$ (regardless whether $`\mathrm{\Phi }_x`$ is bounded or not), giving a contradiction. Thus $`\mu ^+\left(S_x^n\right)>0`$, implying $`\mu ^+\left(S_F^n\right)>0`$. Q.E.D.
Remark: If $`\mu ^+_{Isom^+\left(H^n\right)}=0`$, then $`\mu ^{}_{Isom^+\left(H^n\right)}0`$ because of lemma 3.61 and lemma 3.10, and we get with an analogous proof $`\mu ^{}\left(S_F^n\right)0`$.
## 6 Acylindrical hyperbolic manifolds
In this chapter we extend corollary 1 from to manifolds with cusps.
If M is a hyperbolic manifold, define its convex core to be the smallest closed convex subset $`C_M`$ of $`M`$ such that the embedding $`C_MM`$ is a homotopy equivalence. $`C_M`$ is either contained in a geodesic codimension 1 submanifold, or it is a codimension 0 submanifold with boundary $`C_M`$. (If $`dim\left(M\right)=3`$, then $`C_M`$ is, in general, a pleated surface (see ), i.e, is almost everywhere totally geodesic and is bent along a family of disjoint geodesics.) We say that $`M`$ has totally geodesic boundary if $`C_M`$ is homeomorphic to M and $`C_M`$ is a non-empty totally geodesic submanifold of $`M`$. Note that we admit that $`C_M`$ may have cusps. If $`M`$ is an orientable geometrically finite hyperbolic 3-manifold (with $`C_M`$ not contained in a geodesic codimension 1 submanifold), then $`C_M`$ is homeomorphic to the union of all non-torus components of the topological boundary $`M`$. This applies in particular to any hyperbolic 3-manifold $`M`$ with totally geodesic boundary $`C_M`$.
Although hyperbolic structures of infinite volume are not necessarily rigid, it follows easily from Mostowโs rigidity theorem that on a manifold of dimension $`3`$, there can be at most one hyperbolic metric $`g_0`$ admitting totally geodesic boundary, up to isometry. In particular, the volume of the convex core with respect to the metric $`g_0`$ is a topological invariant. Actually, it was shown in that $`g_0`$ minimizes the volume of the convex core among all hyperbolic metrics on M.
###### Lemma 18
: Let $`M`$ be a compact 2-manifold with boundary $`M=_0M_1M`$, such that $`M_0M`$ admits an incomplete hyperbolic metric of finite volume with $`_1M`$ totally geodesic and the ends corresponding to $`_0M`$ complete. Then
$$M,M=\frac{1}{V_2}Vol\left(M\right).$$
Proof: It is well-known that any (possibly bounded) surface of non-positive Euler characteristic satisfies $`M,M=2\chi \left(M\right)`$. By the Gauร-Bonnet-formula, this is the same as $`\frac{1}{\pi }Vol\left(M\right)=\frac{1}{V_2}Vol\left(M\right)`$. Q.E.D.
###### Corollary 1
: Let $`n3`$ and let $`M`$ be a compact n-manifold with boundary $`M=_0M_1M`$, such that $`M_0M`$ admits an incomplete hyperbolic metric of finite volume with $`_1M`$ totally geodesic and the ends corresponding to $`_0M`$ complete. Then,
$$M,M>\frac{1}{V_n}Vol\left(M\right).$$
Proof:
$`M,M\frac{1}{V_n}Vol\left(M\right)`$ follows from the familiar argument that fundamental cycles can be straightened to invoke only simplices of volume smaller than $`V_n`$ or, equivalently, from the trivial inequality $`DM2M,M`$.
Suppose we had equality $`M,M=\frac{1}{V_n}Vol\left(M\right)`$. Glue two differently oriented copies of $`M`$ via $`id_M`$ to get $`N=DM`$. The incomplete metrics can be glued along the totally geodesic boundary and, hence, we have that $`N`$ is a complete hyperbolic manifold of finite volume $`Vol\left(N\right)=2Vol\left(M\right)`$. A relative fundamental cycle for M of norm smaller than $`\frac{1}{V_n}Vol\left(M\right)+\frac{ฯต}{2}`$ fits together with its reflection to give a relative fundamental cycle $`c_ฯต`$ on $`N`$ of $`l^1`$-norm smaller than $`2\frac{1}{V_n}Vol\left(M\right)+ฯต=\frac{1}{V_n}Vol\left(N\right)+ฯต`$, but consisting of simplices which do not intersect transversally the totally geodesic surface $`MN`$, i.e., $`c_ฯต^\pm \left(S_M^n\right)=0`$.
Recall that a representative $`c_ฯต`$ of $`[N,N]`$ was used in chapter 3 to get a representative $`Str\left(exc\left(r_ฯตc_ฯต^\pm \right)\right)`$ of $`[int\left(N\right),N_{[0,ฯต]}]`$ with (at most) the same $`l^1`$-norm. Here $`r_ฯต:(N,N)(N_{[ฯต,\mathrm{}]},N_{[ฯต,\mathrm{}]})`$ was a homeomorphism, $`exc`$ was the canonical inclusion, and $`Str`$ means straightening. $`c_ฯต^\pm \left(S_M^n\right)=0`$ implies $`Str\left(exc\left(r_ฯตc_ฯต^\pm \right)\right)\left(S_M^n\right)=0`$, because $`r_ฯต`$ can be choosen to be the identity in a neighborhood of the totally geodesic hypersurface $`MN`$ (which belongs to the thick part if $`ฯต`$ is small enough), and because straightening in $`N=DM`$ preserves the set of simplices not intersecting transversally the totally geodesic surface $`M`$.
By lemma 3.2, we have some accumulation point $`\mu `$ of $`Str\left(exc\left(r_ฯตc_ฯต\right)\right)`$ for a sequence of $`ฯต`$ tending to zero. Similarly to lemma 5.2, it is easy to see that $`S_M^n`$ is open in $`SS_n\left(N\right)`$. Hence, we can apply part (ii) of lemma 2.2 to get $`\mu ^+\left(S_M^n\right)=0`$. But this contradicts theorem 5.3. Q.E.D.
###### Theorem 3
: (a) Let $`n3`$ and let $`M_i,i=1,2`$ be compact n-manifolds with boundaries $`M_i=_0M_i_1M_i`$, such that $`M_i_0M_i`$ admit incomplete hyperbolic metrics of finite volume with $`_1M_i`$ totally geodesic and the ends corresponding to $`_0M_i`$ complete. If $`_1^{}M_i_1M_i`$ are non-empty sets of connected components of $`_1M_i`$, $`f:_1^{}M_1_1^{}M_2`$ is an orientation-reversing isometry, and $`M=M_1_fM_2`$, then
$$M,M<M_1,M_1+M_2,M_2.$$
(b) Let $`n3`$ and let $`M_0`$ be a compact n-manifold with boundary $`M_0=_0M_0_1M_0`$, such that $`M_0_0M_0`$ admits an incomplete hyperbolic metric of finite volume with $`_1M_0`$ totally geodesic and the ends corresponding to $`_0M_i`$ complete. If $`_1^{}M_0_1M_0`$ is a non-empty set of connected components of $`_1M_0`$, and $`f:_1^{}M_0_1^{}M_0`$ is an orientation-reversing isometry of $`_1^{}M_0`$ exchanging the connected components by pairs, then, letting $`M=M_0/f`$,
$$M,M<M_0,M_0.$$
Proof: (a) The incomplete hyperbolic metrics on $`M_1`$ and $`M_2`$ glue together to give a complete hyperbolic metric on M of volume $`Vol\left(M\right)=Vol\left(M_1\right)+Vol\left(M_2\right)`$. By the Gromov-Thurston theorem, we know that
$`M,M=\frac{1}{V_n}Vol\left(M\right)`$ and, by corollary 6.2, we have $`M_i,M_i>\frac{1}{V_n}Vol\left(M_i\right)`$. The claim follows.
The proof of (b) is similar. Q.E.D.
If $`M_i`$ has dimension $`3`$, any homeomorphism is homotopic to an isometry, by Mostow rigidity. We conclude:
###### Corollary 2
: Let $`n4`$, and let $`M_1,M_2,M_0`$ and $`_1^{}M_i`$ satisfy all assumptions of theorem 6.3.
If $`f:_1^{}M_1_1^{}M_2`$ is a homeomorphism, then
$`M_1_fM_2,\left(M_1_fM_2\right)<M_1,M_1+M_2,M_2`$.
If $`f:_1^{}M_0_1^{}M_0`$ is an orientation-reversing homeomorphism of $`_1^{}M_0`$ exchanging the boundary components by pairs, then
$`M_0/f,(M_0/f)<M_0,M_0`$.
## 7 Branching of laminations
We are going to extend results of to manifolds with cusps (which are not Gieseking-like).
In this chapter, we always consider foliations/laminations of codimension 1.
For more background on the Gromov norm of foliations (and foliations in general), we refer to .
###### Definition 8
: Let $`M`$ be a manifold, possibly with boundary, and $``$ a lamination of M. Define
$$M,M_{}:=inf\{\underset{i=1}{\overset{r}{}}a_i:\underset{i=1}{\overset{r}{}}a_i\sigma _i[M,M],\sigma _i\text{ transverse to }\}.$$
Here, a simplex $`\sigma `$ is said to be transverse to the lamination $``$, if the induced lamination $`_\sigma `$ is topologically conjugate to the subset of a foliation of $`\sigma `$ by level sets of an affine map $`f:\sigma R`$.
A typical example for non-transversality of a tetrahedron $`\mathrm{\Delta }`$ to a lamination $``$ is the following: let $`e_1,e_2,e_3`$ be the three edges of a face $`\tau \mathrm{\Delta }`$. If $`_\tau `$ contains three lines which connect respectively $`e_1`$ to $`e_2`$, $`e_2`$ to $`e_3`$ and $`e_3`$ to $`e_1`$, then $`\mathrm{\Delta }`$ can npt be transverse to $``$.
Remark: If $``$ is not transverse to $`M`$ nor contains $`M`$ as a leaf, then $`M,M_{}=\mathrm{}`$. Otherwise the foliated Gromov norm is finite. In the following, we will always assume that either $``$ is transverse to $`M`$ or that $`M`$ is a leaf of $``$.
### 7.1 Laminations with no or one-sided branching
Recall that a codimension 1 lamination $``$ of an n-manifold $`M`$ is a decomposition of a closed subset $`\lambda M`$ into codimension 1 submanifolds (leaves) so that $`M`$ is covered by charts of the form $`I^{n1}\times I`$, the intersection of a leaf with a chart being of the form $`I^{n1}\times \{\}`$. A lamination $``$ of a 3-manifold $`M`$ with image $`\lambda M`$ is called essential if no leaf is a sphere or a torus bounding a solid torus, $`\overline{M\lambda }`$ is irreducible, and $`\overline{M\lambda }`$ is incompressible and end-incompressible in $`\overline{M\lambda }`$, where the closure of $`M\lambda `$ is taken w.r.t. any metric (see , ch.1). E.g., if $`M`$ is a 3-manifold and $``$ a foliation without Reeb components, this is an essential lamination.
To motivate the following results about the relation between foliated Gromov norm and branching of laminations, we recall a notion from . An order tree is a set $`T`$ together with a collection $`S`$ of linearly ordered segments $`\sigma `$, each having distinct least and greatest elements, $`e\left(\sigma \right)`$ and $`i\left(\sigma \right)`$, respectively, satisfying the following conditions:
\- if $`\sigma S`$, then $`\sigma S`$ (the set $`\sigma `$ with reversed order),
\- any closed subset of $`\sigma S`$ belongs to $`S`$,
\- any $`v,wT`$ can be joined by some $`\sigma _1,\mathrm{},\sigma _kS`$, i.e., $`v=i\left(\sigma _1\right),e\left(\sigma _j\right)=i\left(\sigma _{j+1}\right)`$ and $`w=e\left(\sigma _k\right)`$,
\- any cyclic word $`\sigma _0,\mathrm{},\sigma _{k1}`$ with $`e\left(\sigma _j\right)=i\left(\sigma _{j+1}\right)`$ for all $`j`$ and $`e\left(\sigma _{k1}\right)=i\left(\sigma _0\right)`$ becomes trivial after subdividing the $`\sigma _i`$โs and performing trivial cancellations,
\- if $`\sigma _1\sigma _2=\left\{i\left(\sigma _2\right)\right\}=\left\{e\left(\sigma _1\right)\right\}`$, then $`\sigma _1\sigma _2S`$.
To a codimension 1 lamination $``$ of $`M`$, one considers the pull-back lamination $`\stackrel{~}{}`$ of $`\stackrel{~}{M}`$ with image $`\lambda \stackrel{~}{M}`$, and one constructs $`(T,S)`$ as follows:
elements of $`T`$ are either leaves of $`\stackrel{~}{}`$ not contained in $`\overline{\stackrel{~}{M}\lambda }`$ or components of $`\stackrel{~}{M}\lambda `$. For each directed arc $`\alpha `$ intersecting leaves of $`\stackrel{~}{}`$ transversally, having non-empty intersection with at least two leaves and being effective (no two points on the intersection with a leaf can be cancelled by an obvious homotopy), let $`\sigma `$ be the set of elements (of $`T`$) intersected by $`\alpha `$, with the inherited linear order.
According to , prop.6.10, $`(T,S)`$ is an order tree if $``$ is an essential lamination.
$``$ is then called $`R`$-covered, one-sided branched, or two-sided branched according to whether the leaf space of $`\stackrel{~}{}`$, considered as an order tree, is $`R`$, branched in one direction, or branched in both directions.
###### Lemma 19
: If $``$ is an $`R`$-covered or one-sided branched essential lamination on a 3-manifold $`M`$ such that $`_M`$ is $`R`$-covered, then
$$M,M=M,M_{}.$$
Proof: This is shown in theorems 2.2.10 and 2.5.9 of , assuming that $`M`$ is closed. However, the proof works also for manifolds with boundary.
Indeed, since $`M`$ is either transverse to $``$ or is a leaf of $``$, the straightening defined in lemma 2.2.8 of , for chains with vertices on comparable leaves, preserves $`C_{}\left(M\right)`$. This implies, in particular, the claim for $`R`$-covered foliations. In the case of one-sided branching (say in positive direction), the argument in 2.5.9 of was then to isotope a chosen lift of the finite singular chain in $`\stackrel{~}{M}`$ in the negative direction until its vertices are on comparable leaves. (This has to be done $`\pi _1M`$-equivariantly in the sense that the projection to $`M`$ stays a relative cycle.) If $`M`$ is a leaf of $``$, then one can leave all vertices on $`M`$ fixed and only isotope the other vertices. If $`M`$ is transversal to $``$, the isotopy can clearly be performed in such a way that vertices on $`M`$ (which already are on comparable leaves since $`_M`$ is $`R`$-covered) are isotoped inside $`M`$.
Hence, in any case, the straightening maps $`C_{}\left(M\right)`$ to $`C_{}\left(M\right)`$ and, by the five lemma, it induces the identity map in relative homology. Thus, it maps relative fundamental cycles to relative fundamental cycles transversal to $``$, not increasing the $`l^1`$-norm. Q.E.D.
### 7.2 Asymptotically separated laminations
###### Definition 9
: Let $`int\left(M^n\right)`$ be hyperbolic and let $``$ be a lamination of $`M`$. Let $`\stackrel{~}{}_{int\left(\stackrel{~}{M}\right)}`$ be the pull-back lamination of $`H^n`$. $``$ is called asymptotically separated if, for some leaf $`F\stackrel{~}{}`$, there are two geodesic (n-1)-planes on distinct sides of $`F`$.
We include a proof of the following lemma, implicit in , for lack of an explicit reference and because it might help to understand the idea behind theorem 7.5.
###### Lemma 20
: If $``$ is an asymptotically separated lamination of a finite-volume hyperbolic manifold $`M=\mathrm{\Gamma }\backslash H^n`$, then $``$ is two-sided branched.
Proof: Let $`F`$ be a leaf of $`\stackrel{~}{}`$ such that there exist geodesic (n-1)-planes on distinct sides of $`F`$. These two planes cut out two half-spaces $`U_1`$ and $`U_2`$ on distinct sides of $`FH^n`$. Let $`H`$ be the complement of $`U_1`$ and let $`H_1`$ and $`H_2`$ be disjoint half-spaces in $`U_2`$. Note that $`FH`$.
If $`\mathrm{\Gamma }\backslash H^n`$ has finite volume, then it is well-known that the $`\mathrm{\Gamma }`$-orbits on the space of pairs of distinct points in $`_{\mathrm{}}H^n`$ are dense.
In particular, fixing some arbitrary $`\gamma \mathrm{\Gamma }`$ with fixed points $`p_1,p_2`$, one finds conjugates of $`\gamma `$ in $`\mathrm{\Gamma }`$, such that their fixed points come arbitrarily close to two given points $`q_1q_2`$ in $`_{\mathrm{}}H^n`$. (Namely, conjugate with elements of $`\mathrm{\Gamma }`$ which map $`p_1`$ close to $`q_1`$ and $`p_2`$ close to $`q_2`$.)
It follows that, in a finite-covolume subgroup $`\mathrm{\Gamma }Isom^+\left(H^n\right)`$, to any given disk $`D_{\mathrm{}}H^n`$, one finds loxodromic isometries with both fixed points in this disk. Let $`\alpha _1`$ resp. $`\alpha _2`$ be such loxodromic isometries with both fixed points in $`_{\mathrm{}}H_1`$ resp. both fixed points in $`_{\mathrm{}}H_2`$. Loxodromic isometries map any set in the complement of a neighborhood of the repelling fixed point, after sufficiently many iterations, inside any neighborhood of the attracting fixed point. Hence, replacing $`\alpha _1`$ and $`\alpha _2`$ by sufficiently large powers, we get that $`\alpha _1\left(F\right)H_1`$ and $`\alpha _2\left(F\right)H_2`$.
Since $`\stackrel{~}{}`$ is $`\mathrm{\Gamma }`$-invariant, we have found incomparable leaves $`\alpha _1\left(F\right)`$ and $`\alpha _2\left(F\right)`$ above $`F`$ and, by analogous arguments, we also get incomparable leaves below $`F`$. Q.E.D.
Remark: A conjecture of Fenley would imply that a foliation of a finite-volume hyperbolic 3-manifold $`int\left(M\right)`$ is two-sided branched if and only if it is asymptotically separated, see the discussion in chapter 2.5. of . Namely, Calegari proves that a two-sided branched foliation (on an arbitrary hyperbolic manifold) either is asymptotically separated or the leaves have as limit sets all of $`_{\mathrm{}}H^3`$. On the other hand, Fenley conjectures that for foliations of finite-volume hyperbolic manifolds (which are transversal to the boundary $`M`$), the limit set of a leaf can be all of $`_{\mathrm{}}H^3`$ only if $``$ is $`R`$-covered.
The following theorem 7.5 extends theorem 2.4.5 in to the cusped case.
###### Theorem 4
: If the interior of M is a hyperbolic n-manifold of finite volume which is not Gieseking-like, $`n3`$, and if $``$ is an asymptotically separated lamination, then
$$M,M<M,M_{}.$$
Proof:
We want to give an outline of the proof. We will show that there exist three half-spaces $`D_0,D_1,D_2`$ such that the following holds: whenever a straight simplex has at least one vertex in each of $`D_0,D_1,D_2`$, it can not be transverse to $``$. Assuming $`M,M_{}=M,M`$, we would have an efficient fundamental cycle $`\mu `$ which actually comes from a sequence of fundamental cycles transverse to $``$. If $`M`$ is closed, one gets easily that $`\mu ^\pm `$ have to vanish on the set of those ideal simplices with at least one vertex in each of $`_{\mathrm{}}D_0,_{\mathrm{}}D_1,_{\mathrm{}}D_2`$. If $`M`$ has cusps, we still get the slightly weaker statement that $`\mu ^\pm `$ have to vanish on the set of those ideal simplices with at least one vertex in each of $`_{\mathrm{}}D_0P,_{\mathrm{}}D_1P,_{\mathrm{}}D_2P`$, where $`P`$ is the set of parabolic fixed points of $`\mathrm{\Gamma }`$. We can then use our knowledge of $`\mu `$ to derive a contradiction.
Let $`F`$ be a leaf which has the property in the definition of โasymptotically separatedโ, i.e., there are planes, and hence half-spaces $`U_1`$ and $`U_2`$, in disjoint components of $`H^nF`$. We choose in $`U_2`$ two smaller disjoint half-spaces $`H_1`$ and $`H_2`$. Like in the proof of lemma 7.4, one finds loxodromic isometries $`\alpha _1\mathrm{\Gamma }`$ with both fixed points in $`H_1`$ and $`\alpha _2\mathrm{\Gamma }`$ with both fixed points in $`H_2`$. Replacing, if necessary, $`\alpha _1`$ and $`\alpha _2`$ by sufficiently large powers, we arrange that $`\alpha _1\left(U_1\right)H_1`$ and $`\alpha _2\left(U_1\right)H_2`$, and that $`F,\alpha _1\left(F\right),\alpha _2\left(F\right)`$ are disjoint. Letting $`D_0=U_2,D_1=\alpha _1\left(U_1\right)`$, and, $`D_2=\alpha _2\left(U_1\right)`$, the remark after definition 7.1 tells us that there is no tetrahedron transverse to $`\stackrel{~}{}`$ with one vertex in each of $`D_0,D_1`$ and $`D_2`$.
For the convenience of the reader, we first explain the proof for closed manifolds. Assume that we have straight fundamental cycles $`c_ฯต`$, transverse to $``$, with $`c_ฯต<M+\frac{ฯต}{V_n}`$, and that $`\mu `$ is the weak-\*-limit of $`c_ฯต`$. Denoting by $`S_{D_0,D_1,D_2}`$ the open set of straight (possibly ideal) simplices with one vertex in each of $`D_0,D_1`$ and $`D_2`$, we have just seen that transversality to $``$ implies $`c_ฯต^\pm \left(S_{D_0,D_1,D_2}\right)=0`$. This implies $`\mu ^\pm \left(S_{D_0,D_1,D_2}\right)=0`$, contradicting the fact that $`\mu ^+`$ is the Haar measure. (A similar argument was given by Calegari in 2.4.5 of .)
Now we are going to consider hyperbolic manifolds of finite volume. Let $`P_{\mathrm{}}H^n`$ be the parabolic fixed points of $`\mathrm{\Gamma }`$, and $`H_ฯต=p^1\left(M_{[0,ฯต]}\right)H^n`$ the preimage of the $`ฯต`$-thin part. It is the union of horoballs centered at the points of $`P`$. For $`\delta `$ sufficiently small, $`D_0\overline{H_\delta },D_1\overline{H_\delta }`$ and $`D_2\overline{H_\delta }`$ are nonempty. Fix such a $`\delta `$. Let
$$S_{D_0,D_1,D_2}=\left\{\text{ simplices having vertices }v_0D_0\overline{H_\delta },v_1D_1\overline{H_\delta },v_2D_2\overline{H_\delta }\right\},$$
where we admit ideal simplices.
We have seen that simplices in $`S_{D_0,D_1,D_2}`$ are not transversal to $`\stackrel{~}{}`$. Moreover, we define
$$Str\left(S_{D_0,D_1,D_2}\right):=\{Str\left(\sigma \right):\sigma S_{D_0,D_1,D_2}\}$$
and
$$U:=\{\text{ pos. or. regular ideal simplices }(v_0,\mathrm{},v_n):v_i_{\mathrm{}}D_iP\text{ for }i=0,1,2\}.$$
Now suppose we had the equality $`M,M=M,M_{}`$. We will stick to the notations of chapter 3. Take some transverse relative fundamental cycle $`c_ฯต`$ of norm smaller than $`M,M+\frac{ฯต}{V_n}`$ and make it, via the homeomorphism $`r_ฯต:(M,M)(M_{[ฯต,\mathrm{}]},M_{[ฯต,\mathrm{}]})`$, to a relative fundamental cycle $`r_ฯต\left(c_ฯต\right)`$ of the $`ฯต`$-thick part, which is transverse to the foliation $`r_ฯต\left(\right)`$. We may arrange $`r_ฯต`$ to be the identity on the $`ฯต^{}`$-thick part for $`ฯต^{}`$ slightly larger than $`ฯต`$. Then, the lift of $`r_ฯต\left(c_ฯต\right)`$ to $`H^n`$ is transverse to $`\stackrel{~}{}`$ outside $`H_ฯต^{}`$. By choosing $`ฯต`$ and $`ฯต^{}`$ sufficiently small, one may make this exceptional set $`H_ฯต^{}`$ as small as one wishes.
Decompose $`S_{D_0,D_1,D_2}`$ as a countable union $`S_{D_0,D_1,D_2}=_{i=1}^{\mathrm{}}V_i`$, where $`V_iS_{D_0,D_1,D_2}`$ is the open subset of (possibly ideal) positively oriented simplices $`\sigma S_{D_0,D_1,D_2}`$ satisfying $`\sigma H_{\frac{1}{i}}=\mathrm{}`$. (The union is all of $`S_{D_0,D_1,D_2}`$ because any ideal or non-ideal simplex with vertices outside $`H_\delta `$ must remain outside some $`H_{\frac{1}{i}}`$ for sufficiently large $`i`$.) Let $`W_i=Str\left(V_i\right)=\{str\left(\sigma \right):\sigma V_i\}`$. For $`ฯต`$ sufficiently small (such that we can choose $`ฯต^{}<\frac{1}{i}`$), we have $`r_ฯต\left(c_ฯต^\pm \right)\left(V_i\right)=0`$, since $`r_ฯต\left(c_ฯต\right)`$ is transverse to $``$ outside $`H_{\frac{1}{i}}`$ and $`V_i`$ consists of simplices which do not intersect $`H_{\frac{1}{i}}`$ and which are not transverse to $``$. As a consequence, $`Str\left(exc\left(r_ฯต\left(c_ฯต\right)\right)\right)\left(W_i\right)=0`$. If $`\mu `$ is the weak-\* limit of the sequence $`Str\left(exc\left(r_ฯต\left(c_ฯต\right)\right)\right)`$ with $`ฯต0`$, we get $`\mu ^\pm \left(W_i\right)=0`$ by openness of $`W_i`$ and part (ii) of lemma 2.2.
$`W=Str\left(S_{D_0,D_1,D_2}\right)=\{Str\left(\sigma \right):\sigma S_{D_0,D_1,D_2}\}`$ is a countable increasing union $`W=_{i=1}^{\mathrm{}}W_i`$. Hence $`\mu ^\pm \left(W\right)=0`$. $`UW`$ implies
$$\mu ^\pm \left(U\right)=0.$$
On the other hand, $`U`$ has nontrivial Haar measure. Indeed, $`Isom^+\left(H^n\right)`$ corresponds to ordered n-tuples of points in $`_{\mathrm{}}H^n`$, because any such ordered n-tuple is the set of first $`n`$ vertices for some unique positively oriented ordered regular ideal simplex. Hence, the set of positive regular ideal simplices, with $`v_i_{\mathrm{}}D_i`$ for $`i=0,1,2`$, corresponds to an open set of positive Haar measure in $`Isom^+\left(H^n\right)`$. Clearly, a discrete subgroup of $`Isom^+\left(H^n\right)`$ has a countable number of parabolic fixed points. Thus, $`U`$ has positive Haar measure.
Recall the notation from chapter 4: $`v_{\mathrm{}}H^n`$ is an arbitrary vertex of the reference simplex $`\mathrm{\Delta }_0`$ and $`\beta _v\left(g\right)`$ is the ergodic component of $`g\mathrm{\Gamma }\backslash Isom^+\left(H^n\right)`$ with respect to the $`T_v`$-action. We define
$$H_v=\{g\mathrm{\Gamma }\backslash G:\beta _v\left(g\right)=Haar\}.$$
$`Haar\left(U\right)0`$ implies $`\mu ^\pm \left(H_v\right)=0`$. Indeed, from lemma 4.2 and lemma 4.3 we know that the complement of $`H_v`$ in the set of regular ideal simplices is the set of simplices $`g\mathrm{\Delta }_0`$ with the vertex $`g\left(v\right)`$ in a parabolic fixed point of $`\mathrm{\Gamma }`$. $`\mathrm{\Gamma }`$ has a countable number of parabolic fixed points and, therefore, this complement is a set of trivial Haar measure. Thus,
$$Haar\left(UH_v\right)=Haar\left(U\right)>0$$
and we apply the ergodic decomposition from 2.2 to get
$$0=\mu ^\pm \left(UH_v\right)=Haar\left(UH_v\right)\mu ^\pm \left(H_v\right)$$
which implies
$$\mu ^\pm \left(H_v\right)=0.$$
This discussion applies to all vertices $`v_i`$ of the reference simplex $`\mathrm{\Delta }_0`$. By lemma 5.5, we can conclude that $`\mu ^\pm `$ are determined on $`S_{cusp}^n`$.
In particular, since $`\mu 0`$, there necessarily are regular simplices with all vertices in parabolic fixed points. By lemma 3.10, $`\mu `$ is invariant up to sign under the right-hand action of the regular ideal reflection group $`R`$ defined in section 3.2. Hence, there must even be an $`R`$-invariant family of regular ideal simplices with vertices in parabolic fixed points. This is only possible in dimension 3 and, after conjugating with an isometry, $`Q\left(\omega \right)\left\{\mathrm{}\right\}`$ must be parabolic fixed points of $`\mathrm{\Gamma }`$. Q.E.D.
A surface $`F`$ in a 3-manifold $`M`$ is called a virtual fiber if there is some finite cover $`p:\overline{M}M`$ and some fibration $`\overline{F}\overline{M}S^1`$ with $`\overline{F}`$ isotopic to $`p^1\left(F\right)`$.
A theorem of Thurston and Bonahon asserts that a properly embedded compact $`\pi _1`$-injective surface in a finite-volume hyperbolic 3-manifold is either quasigeodesic or a virtual fiber. Since quasigeodesic surfaces are asymptotically separated, one gets analogously to , theorem 4.1.4:
###### Corollary 3
: If the interior of $`M`$ is a hyperbolic 3-manifold of finite volume which is not Gieseking-like and $`FM`$ is a properly embedded compact $`\pi _1`$-injective surface, then $`F`$ is a virtual fiber if and only if $`M,M_{}=M,M`$.
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# Pre-Orion Cores in the Trifid Nebula
## 1 Introduction
The presence of numerous protostellar objects in the bright-rimmed globules inside or at the border of HII regions has been widely reported. Based on the analysis of their IRAS colors, Sugitani et al. (1991) concluded that theses sources could be preferentially forming intermediate-mass stars. They suggested that star formation triggered by the radiatively-driven implosion of bright-rimmed clouds could be a very efficient mechanism, contributing up to the formation of $`5\%`$ of the total stellar mass of the Galaxy.
The few detailed studies of the molecular content and the continuum emission of protostellar cores in bright-rimmed globules have reported the presence of intermediate-mass (AeBe) stars alone (Cernicharo et al. 1992) or accompanied by a cluster of low-mass stars (Megeath et al. 1996; Lefloch et al. 1997). However, hardly anything is known about the first evolutionary stages of these objects, mainly because their search is based on IRAS color-color diagram. Hence we are led to deal with already evolved protostars which radiate a non-negligible part of their luminosity in the infrared (sources of type I/II in the classification of Lada, 1985) and have typical ages of a few $`10^5\text{yr}`$ or more. Also, this characterization did not consider the multiplicity of the protostellar objects in the infrared source.
However, as pointed out by Sugitani et al. (1991), bright-rimmed globules are found in relatively old HII regions, with ages of a few Myr. These ionized regions are well-developed, with typical sizes $`60^{}`$, $`1836\text{pc}`$ at typical distances of $`12\text{kpc}`$. The first drawback is that it is necessary to map/study huge areas in order to determine the whole protostellar content. The second drawback is that bright-rimmed globules are typically found at rather large distances from the ionizing stars and experience a reduced UV field; hence, it is difficult to discriminate between a star formation induced by the radiatively-driven evolution of the parent core and a globule which is spontaneously evolving and has already started to form stars when it is hit by the ionization front.
With the aim of better understanding the impact of a strong UV field on star formation, and given the limitations of the previous studies, we have started a systematic multiwavelength study of a young HII region : the Trifid (Cernicharo et al. 1998, hereafter CL98). It appears as a small dusty nebula of $`10\mathrm{}`$ diameter immersed in a large CO molecular cloud (first reported by OโDell, 1966) with a dynamical age of $`0.30.4\text{Myr}`$ (see Sect. 7.2). Adopting a heliocentric distance of $`1.68\text{kpc}`$ (Lynds et al. 1985), the molecular cores on the border of the HII region lie at distances of $`2\text{pc}`$ from the ionizing star. This is almost 5 to 10 times closer than for the sources studied by Sugitani (1991). The nebula is excited by HD 164492A, an O7V-type star of Ly-c luminosity $`L_i=7\times 10^{48}\text{s}\text{-1}`$ (Panagia 1973).
As can be seen from optical plates (Figure 1), the Southwest region of the nebula is characterized by heavy obscuration and large amounts of dust. The ionization front of the nebula impinges on a large massive cloud ($`M1300M_{}`$), first reported by Chaisson & Willson (1975) in their study of the low-density gas content of the Trifid. They suggested that the cloud was undergoing a large-scale gravitational collapse and could be a nest of star formation. More direct evidence for protostellar activity in the Trifid was recently shown by CL98, who detected an Herbig-Haro jet emerging from a cometary globule (dubbed TC2) in the Southern part of the nebula (see also Rosado et al. 1999). They also reported the presence of two embedded sources (TC3 and TC4) in the Southwest molecular cloud.
We present here a detailed study of the embedded sources reported by CL98 in the Southwest cloud, and show that they are similar to the protostellar cores found in the Orion nebula.
## 2 Observations
### 2.1 The millimeter observations
Observations of the 1.25mm continuum emission in the Trifid were carried out in March 1996 and March 1997 at the IRAM 30m-telescope (Pico Veleta, Spain) using the MPIfR 19-channel bolometer array. The beam size of the telescope is $`11\mathrm{}`$. The final map was obtained by combining several individual fields, centered on the brightest condensations of the nebula. Each field was scanned by moving the telescope in the azimuth direction at a speed of $`4\mathrm{}`$ per sec and using a chopping secondary at 2Hz. The throw was chosen between 35โณ and 60โณdepending on the size of the structures to be mapped. Subsequent azimuth scans were displaced by $`4\mathrm{}`$. With a sampling rate of 1/3 of a telescope beam, higher than the Nyquist frequency, we achieve an angular resolution of one half telescope beam (6โณ). We adopted the coordinates of the central star as determined from Hipparcos : $`\alpha _{2000}=18^\mathrm{h}02^\mathrm{m}23.55^\mathrm{s}`$ $`\delta _{2000}=23^{}01\mathrm{}51\mathrm{}`$. The weather conditions were good and rather stable during the two observing sessions. The final map yields an rms of $`8\text{mJy}/11\mathrm{}`$ beam. Hence, it is sensitive enough to detect at the $`3\sigma `$ level condensations of $`1M_{}`$ in one $`11\mathrm{}`$ telescope beam ($`0.09\text{pc}`$ at the distance of the Trifid).
In July 1996 and 1997, we mapped the whole nebula and the surrounding molecular gas with the IRAM 30m-telescope over an area of $`10\mathrm{}\times 10\mathrm{}`$ at full sampling, using the On-The-Fly technique in the millimeter lines of CO and <sup>13</sup>CO, and in the C<sup>18</sup>O$`J=10`$ transition. The technical details and the full maps will be presented and discussed in a forthcoming paper (Lefloch et al. 2000). Complementary observations with the 30m telescope were performed in the $`J=21`$, $`J=32`$ and $`J=54`$ lines of SiO and CS to trace the dense molecular gas in the direction of the main condensations detected in CO and in the continuum maps. All the lines were observed with a spatial sampling of $`15\mathrm{}`$ and a velocity resolution of $`0.2\text{kms}\text{-1}`$. We present here the data in the region of the Southwestern cloud (Figure 1). As the Trifid transits at low-elevation at Pico Veleta, pointing was checked every hour and corrections were always lower than $`2\mathrm{}3\mathrm{}`$.
### 2.2 The ISO data
The IR emission of the dust cores was observed with the instruments on the Infrared Space Observatory ISO (see CL98 for details). We present here the data obtained with ISOCAM (Cesarsky et al. 1996) at 3โณ resolution, taken with the LW10 filter ($`\lambda =11.5\mu \text{m}`$, $`\mathrm{\Delta }\lambda =7\mu \text{m}`$) and based on the most recent data reduction (pipeline 7). The images were corrected for field deformation. The noise in the region of the dust cores is $`1\text{mJy}/3^{\prime \prime }`$ pixel ($`1\sigma `$). The ISOCAM image was positioned in right ascension and declination in two steps. In a first step, we took two optical images, one in $`\mathrm{H}\alpha `$ with the IAC80 telescope (Observatorio del Teide, Tenerife, Spain), and one in the \[SII\] $`\lambda 67166730\mathrm{A}`$ lines with the Nordic Optical Telescope (NOT) at the Observatorio del Roque de los Muchachos (La Palma, Spain) (these images are shown in CL98). Their astrometry was performed by identifying the sources reported on the Tycho catalog. The positional errors are less than $`1\mathrm{}`$. In a second step, the optical sources with a counterpart in the $`12\mu \text{m}`$ band were used to position the ISOCAM image. We found an agreement over the whole maps better than $`3\mathrm{}`$.
We have observed the dust continuum emission towards one dust core (TC4) between 43 and $`197\mu \text{m}`$ with the LWS spectrometer in grating mode. The spectral resolution of the LWS was 0.6$`\mu m`$ for $`\lambda `$ greater than $`90\mu m`$ and 0.3$`\mu m`$ below (R= 150/300). The size of the LWS beam (HPFW) is known to vary from $`60\mathrm{}`$ to $`70\mathrm{}`$, depending on the detector (E. Caux, priv. comm.). In this work, we assume a gaussian beam of $`70\mathrm{}`$ HPFW.
## 3 The Continuum Emission
### 3.1 The dust millimeter cores
We show in Fig. 1 a map of the 1.25mm continuum emission in the Trifid nebula, superposed on an $`\mathrm{H}\alpha `$ image taken with the IAC80 telescope (see CL98 for details), and the location of the Southwestern cloud where the embedded sources were discovered. A magnified view, displayed on Fig. 2, shows the dust thermal emission of two strongly peaked condensations (dubbed TC3 and TC4) at offset positions (-246โณ, -221โณ) and (-150โณ,-246โณ) respectively. To the Southeast of TC4 we detect two faint and smaller condensations (dubbed TC4b and TC4c) at offset positions (-126โณ, -300โณ) and (-90โณ, -320โณ). The TC4-TC4c condensations lay in a dust lane of $`40\mathrm{}`$ width (0.33pc) and $`160\mathrm{}`$ length (1.3pc), at a projected distance of $`2.7\text{pc}`$ from the exciting star of the nebula. The dust lane is essentially adjacent to the ionized gas region, as traced by the $`\mathrm{H}\alpha `$ emission, and constitutes one of the several fragments of a shell which bounds the HII region. We note however a small overlap between the dust lane and the ionized region. The geometry of the cores with respect to the nebula is analyzed in more detail in Sect. 4.
The sources have sizes (estimated from the $`50\%`$ contour in the millimeter flux map and after beam deconvolution) of 0.11pc and 0.16pc for TC4c and TC4b respectively, and 0.2pc for TC4 and TC3, with a smooth flux distribution down to 6โณ (0.05pc at the distance of the Trifid). They are well resolved by the 11โณ beam of the 30m telescope though only marginally in the case of TC4b-TC4c. The peak flux of the dust cores is 0.39 Jy/11โณ beam and 0.29 Jy/11โณ beam for TC3 and TC4 respectively. Based on the analysis of the far-infrared continuum emission of TC4, we estimate a dust temperature of $`20\text{K}`$ and a dust spectral index $`\beta =2`$ (see below). Since our millimeter mapping shows a large similarity between the TC3 and TC4, we also applied these dust parameters to derive the properties of TC3. Adopting a dust opacity $`\kappa _{250}=0.1\text{cm}\text{2}\text{g}\text{-1}`$ at $`250\mu m`$, and integrating over the $`50\%`$ contour level, we derive core masses ranging from $`8M_{}`$ (for TC4c) to $`90M_{}`$ (for TC3). The hydrogen column densities estimated at the flux peak of the cores range from 0.6 to $`4\times 10^{23}\text{cm}\text{-2}`$ (see Table LABEL:core). Assuming a โnormalโ extinction ratio this corresponds to visual extinctions $`\mathrm{A}_\mathrm{v}`$ between 34 (TC4c) and 192 (TC3). If we adopt the โanomalousโ extinction ratio $`\mathrm{A}_\mathrm{v}/\mathrm{E}(\mathrm{B}\mathrm{V})=5.1`$ (derived by Lynds, Canzian & OโNeil (1985) from $`\mathrm{H}\alpha `$ and $`\mathrm{H}\beta `$ measurements of the Trifid) we obtain even higher visual extinctions, in the range 60 โ 325. The physical properties of the cores are summarized in Table LABEL:core.
TC3 appears to be immersed in an extended envelope of low-emissivity. This envelope is elongated in the North-South direction, and has a typical size of $`1.5\times 1\text{pc}`$ ($`3^{}\times 2^{}`$), defined from the contour level at $`15\text{mJy}/15\mathrm{}\mathrm{beam}`$ in the degraded map (Fig. 2). The flux distribution appears somewhat irregular (โclumpyโ), exhibiting two other small condensations close to TC3. Assuming the same dust physical properties for the envelope as for TC3 we derive a total mass of $`750M_{}`$.
### 3.2 The mid to far-infrared emission
The low angular resolution and sensitivity of IRAS provided only poorly contrasted images of the Trifid. Subsequently, it also failed in detecting point sources in the nebula. We show in Figure 3 a view of the TC3-TC4 region observed with ISOCAM at $`12\mu \text{m}`$ (LW10 filter) and a pixel size of $`3\mathrm{}`$. We detect a diffuse extended component of flux ranging between 70 and $`150\text{MJy}\text{sr}\text{-1}`$. The rms of the map in the region is $`5\text{MJy}\text{sr}\text{-1}`$, or $`1\text{mJy}`$ in a $`3\mathrm{}`$ pixel. The region of minimum emissivity coincides with the dense molecular gas layers at the border of the nebula. We also find evidence for a few point-like sources in the surrounding of TC3 and TC4. These IR sources probably correspond to newly born stars, formed in the large burst which accompanied the formation of the nebula.
In the Southern part of the TC3 envelope, two objects are apparent at offset positions (-257โณ,-326โณ) and (-248โณ,-300โณ). Close to TC4, we discovered two sources, unnoticed previously : the first one lies at the offset position (-152โณ,-205โณ) and the second one lies $`6\mathrm{}`$ North of the TC4 dust peak, at the offset position (-148โณ,-237โณ). The latter has a peak flux of $`170\text{MJy}\text{sr}\text{-1}`$ and an integrated flux of $`0.25\text{Jy}`$. It is marginally resolved by ISOCAM : we estimate a size of $`3\mathrm{}`$ (0.024pc), comparable to the angular resolution of the observations. The distance between the IR point source and the TC4 dust peak is comparable to the relative position uncertainties of the $`1300\mu m`$ and $`12\mu m`$ maps, hence we cannot exclude that, instead of originating from another object on a closeby line-of-sight, this emission could be associated with the TC4 dust peak. In agreement with CL98, we find only a smooth flux distribution and no point-like emission towards TC3.
The far-infrared emission towards TC4 was observed with the LWS spectrometer in the range $`45197\mu m`$, in the course of a one-dimensional raster across the nebula (not shown here). The emission line spectrum of TC4 (Fig. 4) is dominated by atomic and ionic lines (OI, OIII, NII, NIII, CII), excited mainly in the Photon-Dominated Region (PDR) and the ionized gas of the nebula (Fig. 4). In particular, even the CO rotational transition of lowest energy accessible at $`185.9\mu m`$ remains undetected. This stresses the fact that the line emission originates from a cold molecular component. We used the LWS data to build the spectral energy distribution (SED) of TC4, in order to estimate the dust physical conditions in the region. Three terms contribute to the flux collected in the direction of TC4 : the TC4 core, the PDR and the HII region.
We first derive a lower limit to the SED by estimating and subtracting the contributions of the extended components, i.e. the PDR and the HII region to the flux collected towards the TC4 core. These two contributions were estimated from observing a reference position located on the eastern side of the nebula : $`\alpha (2000)=18^h02^m35.1^s`$, $`\delta (2000)=23^{}03^{}52^{\prime \prime }`$ (J2000). This position was chosen because all the maps of various molecular tracers indicated only very weak or no emission at all in this direction. The raster shows only weak variation of the emission in the range $`4590\mu m`$ over the nebula, irrespective of the presence of molecular gas on the line of sight. This suggests that the bulk of the emission between 45 and $`90\mu m`$ rather originates from the HII region and the PDR. Hence, it is unlikely that the contribution of the HII region and the PDR are much overestimated and it gives us confidence in the procedure followed. We cannot exclude however that a small mid-infrared contribution originating from some warm material within the TC4 core itself might have been missed through this procedure.
After subtracting the contribution of the PDR and the HII region, the overall emission from TC4 can be satisfactorily fitted by a modified black-body with an opacity law $`\tau _\nu \nu ^2`$, for a hydrogen column density $`\mathrm{2.1\hspace{0.17em}10}^{23}\text{cm}\text{-2}`$ and a dust temperature $`T=20\text{K}`$. Figure 4 shows that the fit is well constrained by the data. Some deviation is observed at $`\lambda <60\mu m`$. This excess probably arises from the contribution of the photon-dominated region and the ISOCAM sources. Interestingly, the distribution peak appears to lay longwards of $`200\mu \text{m}`$; more measurements, especially in the submillimeter regime would help to better determine the dust properties in the far-infrared range. Integrating under the fit to the spectral energy distribution (SED), we derive a bolometric luminosity of $`520L_{}`$ for TC4. This value is probably a lower limit as discussed above.
An upper limit to the bolometric luminosity can be obtained by fitting the emission of the full unsubtracted LWS spectrum The emission between 45 and $`197\mu m`$ can be reproduced quite closely by assuming the LWS beam to be filled by two components, modeled as a modified black-body : a cold component of column density $`\mathrm{N}_\mathrm{H}=1.3\times 10^{23}\text{cm}\text{-2}`$ at 20 K with a spectral dust index $`\beta =2`$, and a warmer component of lower column density $`N_H=2.5\times 10^{21}\text{cm}\text{-2}`$, at 40 K, with $`\beta =1.2`$, typical of the dust emission in the mid-IR (Hildebrand 1983). Integrating under the fit (Fig 4), we obtained a total luminosity $`L2400L_{}`$. As a conclusion, the bolometric luminosity of TC4 lies in the range $`5202400L_{}`$.
As the bolometer bandpass is $`70`$ GHz, and adopting a bolometric luminosity $`L_{bol}=520`$, we derive a ratio $`L_{bol}/(10^3\times L_{1.25})9`$; such low values are typical of young protostars (see e.g. Andrรฉ et al. 1993) and indicate that a non-negligible fraction of the mass is still to be accreted from the envelope. The nature of TC3 and TC4 is further discussed in Sect. 5.
## 4 The molecular emission
We first examine the overall geometry of the dust cores TC3-TC4 with respect to the HII region, by analyzing the kinematics of the molecular material and its distribution with respect to the ionized gas.
Figures 1 and 2 show that the dust lane containing the dense cores TC3-TC4 partly overlaps with the ionized gas region. The high visual extinction of the cores and the dust lane implies that they are located behind the ionized region, on the rear side of the nebula. The Southern part of the TC3 envelope appears free of any $`\mathrm{H}\alpha `$ emission, hence must lay below the border of the HII region.
This is confirmed by the analysis of the molecular gas kinematics. The mapping of the molecular emission shows very complex profiles in the low-density gas, as traced by CO (Fig. 5; Lefloch et al. 2000). The spectra display numerous kinematic components in the range $`[50;+50]\text{kms}\text{-1}`$, most of them of low column density. From a comparison with an optical image of the nebula (Fig. 1), we found that some of this material is seen in absorption against the HII region as the well-known โarmsโ of the Trifid. The material on the front side has a velocity $`v_{lsr}`$ in the range $`010\text{kms}\text{-1}`$. There is hardly any molecular emission between 10 and $`15\text{kms}\text{-1}`$. At higher velocities, between 15 and $`18\text{kms}\text{-1}`$, one finds again large column densities of material, over the area of the optical nebula. The material on the rear side emits at velocities larger than $`15\text{kms}\text{-1}`$, in agreement with an expanding motion for the HII region.
The molecular emission of the TC3-TC4 cores peaks at velocities $`v_{lsr}2023\text{kms}\text{-1}`$, somewhat larger than the mean velocity of the rear side of the nebula. Some molecular transitions, like the CO $`J=21`$ line (see Fig. 5), are absorbed between 5 and $`20\text{kms}\text{-1}`$. This velocity range implies that the absorbing material is located on the front side of the nebula.
The low-density gas was already studied by Chaisson & Willson (1975) in some lines of H<sub>2</sub>CO (angular resolution of 6.6โ) and OH (angular resolution of 18โ). They found a maximum of emission coinciding with the Southwestern molecular cloud. They reported a broadening of the lines and a velocity gradient towards the cloud center, where TC3 and TC4 are found, which they suggested as evidence of gravitational collapse.
### 4.1 The CS observations
The region of TC3 and TC4 was mapped in the millimeter lines of CS. We show in Fig. 6 a map of the main-beam brightness temperatures detected in the $`J=32`$ line. We found two centrally peaked condensations centered on the continuum flux peaks of the TC3 and TC4 cores. The lines are relatively bright with typical intensities of 1-2 K in all three transitions. Towards the center, the line profiles exhibit broad wings which are the signature of bipolar outflows whose properties are studied in Sect. 5. The linewidths of the three transitions range between $`2\text{kms}\text{-1}`$ (TC3) and $`4\text{kms}\text{-1}`$ (TC4) and are larger than the lines observed in the low-density gas traced by C<sup>18</sup>O ($`1.6\text{kms}\text{-1}`$), especially in the direction of the TC4. However, as discussed in Sect. 5, this apparent broadening could be due to the geometry of the outflows powered by the protostars.
In TC4, the emission peaks at $`22.3\text{kms}\text{-1}`$ (Fig. 5). The half-power contour delineates a round condensation of $`40\mathrm{}`$ diameter ($`0.33\text{pc}`$). The $`J=54`$ line was detected at a few positions towards the center of the dust core. We derived the temperature, H<sub>2</sub> volume density and CS column density in the condensation peak from a Large Velocity Gradient (LVG) analysis of the three lines, using the collisional rates of Green & Chapman (1978). In the central region, the lower $`J=21`$ and $`J=32`$ transitions are mainly sensitive to the gas column density; hence these two lines do not constrain very severely the density and the temperature. We found as โbest solutionโ a kinetic temperature of 20 K (in good agreement with the determination from the SED), an H<sub>2</sub> volume density $`6\times 10^5\text{cm}\text{-3}`$ and a column density $`\mathrm{N}(\mathrm{CS})=3.3\times 10^{13}\text{cm}\text{-2}`$. In the outer parts, the H<sub>2</sub> density and the CS column density were determined from the $`J=21`$ and $`J=32`$ lines. We find little variations in the values derived across the core. Integrating over the HPFW contour and assuming an abundance $`[\mathrm{CS}]=10^9`$, we obtain a total mass $`\mathrm{M}=58M_{}`$, a value in very good agreement with the estimate from the dust millimeter observations.
In TC3, the $`J=32`$ emission reveals a flattened condensation of $`20\mathrm{}\times 14\mathrm{}`$ ($`0.16\times 0.11\text{pc}`$, after beam-deconvolution). Unlike TC4, the emission of the $`J=54`$ line is unresolved and coincides with the peak of 1.25mm continuum core, where we detect some bright emission ($`\mathrm{T}_{\mathrm{mb}}=1.8\text{K}`$); only some weak emission is detected elsewhere. The linewidths (HPFW) are $`2\text{kms}\text{-1}`$, narrower than in the TC4 condensation ($`\mathrm{\Delta }v4\text{kms}\text{-1}`$). The $`J=32`$ line profiles are double-peaked in the center and East of TC3 (Fig. 5). One of the peaks is centered at the velocity of the TC4 core ($`22.7\text{kms}\text{-1}`$) whereas the other one is centered at $`20.7\text{kms}\text{-1}`$ (Fig. 5). The first component is spatially distributed between TC4 and TC3. In the higher $`J=54`$ transition, the emission is centered at $`20.7\text{kms}\text{-1}`$, similar to what is observed in other molecular tracers like SiO, which are more indicative of protostellar activity. This shows that the $`J=32`$ line is not self-absorbed but that we detect a second component. Based on its velocity and its spatial distribution, the latter appears to be nothing else but the gas layer containing TC4 superposed on the red wing of the TC3 outflow, which produces the bright emission observed. We find for this layer typical densities of $`12\times 10^5\text{cm}\text{-3}`$ and column densities N(CS)$`10^{13}\text{cm}\text{-3}`$. Towards the TC3 core, we derive physical properties rather similar to those reigning in TC4. At the brightness peak, we find a kinetic temperature of 20 K, a density $`1.6\times 10^6\text{cm}\text{-3}`$ and a column density $`2\times 10^{13}\text{cm}\text{-3}`$. In the envelope, we find densities $`45\times 10^5\text{cm}\text{-3}`$ out to $`30\mathrm{}`$ North of the TC3 peak. However, only $`15\mathrm{}`$ South of TC3, the density has already decreased to $`1.4\times 10^5\text{cm}\text{-3}`$. Similarly, we note a decrease from $`2\times 10^{13}\text{cm}\text{-2}`$ to $`8\times 10^{12}\text{cm}\text{-2}`$ in the column densities as one moves away from the TC3 peak. Integrating the column densities over the HPFW contour and adopting a CS abundance $`[\mathrm{CS}]=10^9`$, we derive a mass $`M12M_{}`$.
The above mass determinations are affected by the uncertainties on the CS abundance in the Trifid nebula. The comparison with the results from the 1.25mm continuum observations is very satisfying in the case of TC4, but there is a noticeable discrepancy between both estimates in the case of TC3. A simple calculation of the core virial mass based on the extent of the CS emission and the non-thermal C<sup>18</sup>O linewidth yields a value of $`35M_{}`$ and $`88M_{}`$ for TC3 and TC4 respectively. The three mass estimates of the TC4 core (millimeter continuum, CS, virial) agree quite well. The situation is more contrasted in the case of TC3.
The kinetic support against gravity was not estimated from the CS linewidths for the reasons explained above. Instead, it was calculated from the C<sup>18</sup>O$`J=10`$ line. Thanks to its low opacity and its lower critical density (see Sect. 4.2), the C<sup>18</sup>O$`J=10`$ transition probes larger amounts of ambient material in and around the cores and their envelope, without being too much sensitive to the outflowing gas. This is illustrated by the line profiles displayed on Fig. 5 : unlike CO, CS and SiO, the C<sup>18</sup>O line does not display any strong high-velocity wing . Hence, this linewidth is a better tracer of the non-thermal motions in the regions considered here.
In order to estimate the physical conditions in the molecular gas surrounding the TC3-TC4 condensations, we also observed the position $`(240\mathrm{},120\mathrm{})`$, inside the gas filament on which the Trifid impinges and detected in the C<sup>18</sup>O line (see below). We found a weak $`J=21`$ line of $`0.4`$ K, and set an upper limit of 0.15 K to the $`J=32`$ line. From the line ratio, we derive an upper limit to the H<sub>2</sub> density of $`3\times 10^4\text{cm}\text{-3}`$, and an average CS column density $`10^{13}\text{cm}\text{-2}`$.
### 4.2 The C<sup>18</sup>O observations
The picture drawn by the C<sup>18</sup>O emission is very different from the high-density gas tracers like HCO<sup>+</sup> or CS. The bulk of the emission is comprised in the velocity range $`1723\text{kms}\text{-1}`$. The lines are bright ($`\mathrm{T}_{\mathrm{mb}}`$ of a few K) and rather broad ($`\mathrm{\Delta }v1.61.8\text{kms}\text{-1}`$). Figure 7 shows the C<sup>18</sup>O$`J=10`$ emission integrated in channels of $`0.5\text{kms}\text{-1}`$ between 17.5 and $`23\text{kms}\text{-1}`$.
In the velocity interval where the dense gas was observed -as traced by the CS lines- ($`2022\text{kms}\text{-1}`$), there is no clear large-scale condensation centered on the TC3 and TC4 dust peaks. We detect a local maximum centered on TC4 and a condensation where TC3 peaks at its apex. We note however a good agreement between the C<sup>18</sup>O emission and the 1.25mm continuum map when the resolution of the latter is degraded to $`22\mathrm{}`$. Also, the gas column densities derived under the LTE hypothesis, assuming an excitation temperature of 20 K, a standard abundance of $`2.5\times 10^7`$ (Cernicharo & Guรฉlin 1987) and optically thin lines, agree within a factor of 2 with the estimates from the dust emission, except in the central region of the cores. We find that the column densities derived from the line measurements tend to be lower than those derived from the dust emission. The discrepancy is more and more pronounced in the densest layers of the core, up to a factor of 5 at the peak of TC3. At this position, we estimate a โdegradedโ continuum flux of $`0.24\text{Jy}`$ in one $`22\mathrm{}`$ beam, which corresponds to a column density $`\mathrm{N}(\text{C}\text{18}\text{O})=7.5\times 10^{15}\text{cm}\text{-2}`$. Adopting the same density and temperature as for the dense cores, an LVG calculation gives an opacity $`\tau ^{10}=0.17`$ for the $`J=10`$ transition. The low opacity of the C<sup>18</sup>O$`J=10`$ line suggests that the discrepancy could be the signature of molecular depletion onto the dust grains. We note that in the protostellar cores of other star-forming regions (e.g. IRAS4A and IRAS2 in NGC1333, Lefloch et al. 1998) where evidences of molecular depletion have been reported, larger discrepancies are found. Observations at higher angular resolution could help clarify this point.
On larger scales, the mapping of the region in the C<sup>18</sup>O and CO lines shows that the gas emission is distributed in a very long filament on the rear side of the nebula, which stretches far away from it. This emission arises at lower velocities than those of the protostellar cores and can be seen on Figure 7 in the range $`17.520.0\text{kms}\text{-1}`$. The morphology of the filament is very conspicuous in that it seems to change in direction and bend around the TC3-TC4 cores, leaving a โholeโ at their location. It is actually the whole layer detected in the dust millimeter emission and housing the TC4-TC4c condensations which is unambiguously separated from the filament. The border of the filament around the cores is characterized by stronger gradients in the brightness map, especially at the Northwest of the TC3 condensation. We estimated the H<sub>2</sub> column densities in the filament with the assumption of optically thin lines in the LTE regime. We find low values of the order of $`15\times 10^{21}\text{cm}\text{-2}`$.
## 5 Bipolar Outflows around and TC3 and TC4
We mapped the dust core region in the SiO $`J=21`$ line as this molecule is a good tracer of the outflowing gas of young and/or massive protostellar sources. We show in Fig. 8 a map of the SiO $`J=21`$ velocity-integrated emission. We detected in the three millimeter SiO lines two compact bipolar outflows centered on the TC3 and TC4 dust peaks at the velocities $`v_{lsr}=21.0\text{kms}\text{-1}`$ and $`v_{lsr}=23.5\text{kms}\text{-1}`$ respectively. However, due to lack of time, only a few positions could be observed in the higher $`J=32`$ and $`J=54`$ transitions.
We found that the wings cover a total velocity range of 70kms<sup>-1</sup> (from -10 to $`+60\text{kms}\text{-1}`$) in both sources (see Fig. 5). Towards TC3, the wings have a size (beam deconvolved) of 35โณ (0.28pc), and their centroids are separated by 15โณ, nearly one telescope beam at 2mm. The line profiles are typical of young high-velocity outflows : a narrow line core with some low brightness emission at high-velocity (see left panel of Fig. 5). Towards TC4, the wings have a similar size but fully overlap (Fig. 8), indicating that the outflow is oriented close to the line of sight. Such a geometry implies that the column densities of accelerated material along the line of sight are larger; adding their contribution to the ambient material results in broader and more complex profiles. Indeed, the line profiles are broader in TC4 than in TC3 : $`2\text{kms}\text{-1}`$ versus $`4\text{kms}\text{-1}`$ for the CS $`J=32`$ line. This effect can be seen also on the SiO $`J=54`$ profile on Fig. 5. In any case, given the compactness of the TC3 and TC4 outflows, they are probably very young. From the extent of the wings we estimate a kinematical age of $`6.8\times 10^3\text{yr}`$, a value typical for Class 0 sources.
We first estimated the physical conditions in the gas from an LVG analysis of the three transitions. The CS collision rates were adopted for the SiO molecule. We used a velocity width of 4kms<sup>-1</sup> corresponding to the core of the lines. We attempted to determine the density, column density and kinetic temperature at the central position of TC3 and TC4. The temperature and density determinations are somewhat uncertain as the $`J=21`$ and $`J=32`$ are mostly sensitive to the column density. We found that the kinetic temperature which best allows to reproduce the brightness temperatures is definitely above 40 K and close to 60 K. We adopted this value as the gas kinetic temperature in the derivation of the outflows parameters. For kinetic temperatures $`T_k`$ in the range 20-80 K, we find that the density, as determined from the $`J=54`$ and $`J=32`$ lines, is comprised between $`3\times 10^5\text{cm}\text{-3}`$ and $`1.0\times 10^6\text{cm}\text{-3}`$, and the column density $`\mathrm{N}(\mathrm{SiO})5\times 10^{13}\text{cm}\text{-2}`$. In this regime, the opacity $`\tau ^{21}`$ varies in the range 0.02-0.05, so that the $`J=21`$ line is optically thin. The excitation temperature of the line varies between $`T_{ex}^{21}=30`$ K for a kinetic temperature $`T_k=40K`$, to $`T_{ex}^{21}=43`$ K for $`T_k=80`$ K; the line is thermalized only at low temperatures. The same conclusions hold for TC4, where we find a slightly lower column density N(SiO)$`2.7\times 10^{13}\text{cm}\text{-2}`$.
Towards the central position, we estimated the gas density in the wings from the ratio of the $`J=32/J=21`$ brightness temperatures. The results are consistent with an analysis done on the $`J=54/J=32`$ ratio but it offers the advantage of a higher signal-to-noise ratio. We find that the line ratio does not depend very much on the velocity; it varies in the range 1.1-1.4 for TC3 and 1.2-1.4 for TC4. This corresponds to densities in the range $`2.020\times 10^5\text{cm}\text{-3}`$ and $`2.57.5\times 10^5\text{cm}\text{-3}`$, respectively, for a kinetic temperature in the interval of 20-80 K. These densities are of the same order as in the surrounding molecular gas, as determined from the CS lines.
Since the excitation temperature of $`J=21`$ line does not vary too much in the range of kinetic temperatures considered, and the line is optically thin, we adopted an average value $`T_{ex}^{21}=40K`$ in order to derive the large-scale properties of the outflows in the LTE regime. We did not correct for the inclination of the outflows with respect to the plane of the sky. As discussed above, the adopted excitation temperature is probably accurate only within 50%. However, we believe it is well representative of the physical conditions in the outflowing gas. Hence, we derived the SiO abundance in the high-velocity gas from comparison of the CO and SiO column densities in the red wing of TC3. As can be seen on Fig. 5, the CO red wing appears to be free from contamination by the ambient molecular cloud for $`v24\text{kms}\text{-1}`$. At the typical densities encountered in the outflows, the CO millimeter lines are thermalized and we adopted an excitation temperature of 60 K for the $`J=21`$ line. We also assumed a standard CO abundance of $`10^4`$. We derived $`[\mathrm{SiO}]2\times 10^8`$, a value rather high and typical of very young high-velocity flows (Lefloch et al. 1998), that we used to estimate the outflows parameters. We find total masses of 1.1 and $`1.5M_{}`$, mechanical energies of $`10^{45}\text{erg}`$ and luminosities of 1.2 and $`1.1L_{}`$ for the TC3 and TC4 outflows respectively. The physical parameters are summarized in Table 3. Both outflows appear very similar under the reasonable assumptions that their SiO abundance and temperature are not too different.
## 6 TC3 and TC4 as Pre-Orion Cores
### 6.1 Temperature of the sources
Our continuum observations show the presence of an extended cold envelope around protostars TC3 and TC4. However, we cannot exclude the presence of a warm component unresolved by the beam of the IRAM 30m telescope, since it gives only access to spatial structures larger than $`0.05\text{pc}`$ at the distance of the Trifid (1.68kpc). Actually, observations of high-mass protostars in Orion reveal the presence of a hot core in these sources, a dense component with a size of $`0.02\text{pc}`$ and a temperature of 70-100 K (see Table 2).
Such component would remain unresolved in our continuum millimeter observations; moreover, its contribution could have been ignored when we derived the far-infrared emission of TC4 from the LWS spectrum. On the contrary, the angular resolution and the sensitivity of our $`12\mu `$m ISOCAM map are high enough to constrain the temperature of this warm component. Our $`12\mu `$m map shows one source with a size of $`0.025\text{pc}`$ which could coincide with the TC4 dust peak taking into account the positional uncertainties.
We now assess if the ISOCAM fluxes measured towards the region are compatible with the presence of a warm core embedded in a cold gas envelope of column density similar to the peak value derived from the 1.25mm continuum observations. The column density of the cold component could be higher than the estimates at the 1.25mm flux peak but it seems unlikely that it be much higher. We also assumed that the warm source lies approximately at the center of the envelope. The absorption by the cold component was estimated from the visual extinctions derived towards TC3-TC4 (see Sect. 3.1), assuming an average extinction ratio $`<A_\lambda /A_v>=0.03`$ for the LW10 band, based on the values tabulated by Savage & Mathis (1979).
Applying this procedure to the TC4 region, it comes out that an optically thick black-body of $`2.5\mathrm{}`$ diameter (0.02pc) at a temperature $`\mathrm{T}_\mathrm{d}=80\mathrm{K}`$ provides a flux $`0.1\text{Jy}`$ at 12$`\mu `$m, compatible with the $`0.25\text{Jy}`$ source detected close to the millimeter dust peak. In the case of TC3, there is no indication of a point-like source down to $`1\text{mJy}`$ per $`3\mathrm{}`$ pixel. This sets an upper limit of $`70\text{K}`$ for the warm (optically thick) component.
These simple estimates show that the presence of a hot core in TC4 is likely if the physical association with the $`12\mu m`$ is real. The situation is less clear for TC3, and complementary observations in various molecular transitions could help determine more accurately the temperature towards the peak of the condensation. Confirming the absence of a gas component significantly warmer than the TC3 envelope would mean that the central source is a true massive protostar. It is interesting however that both TC3 and TC4 are still deeply embedded in large amounts of cold dense material. Together with the young kinematical age of the outflows, this is suggestive of an early evolutionary age.
### 6.2 Comparison with other young protostellar sources
The Jeans length is $`0.06\text{pc}`$ in the cores of TC3 and TC4 : the presence of subcomponents in both cores is therefore possible in principle. However, the absence of apparent substructure down to $`0.05\text{pc}`$ (one half telescope beam at 1.25mm) makes the presence of more than a few unresolved components in our observations very unlikely. This does not alter our conclusions about the high mass of the protostellar cores in the Trifid.
Comparison with other protostellar sources is somewhat hampered by the relatively large distance to the Trifid, as compared to the star-forming regions where the youngest protostars have been found until now. The difference in size between TC3-TC4 and other protostellar sources (typically a factor 3 to 5) comes from the fact that we take into account the contribution of the extended envelope. For instance, the Cep E protostellar condensation has a size of $`0.2\times 0.12\text{pc}`$ (Lefloch et al. 1996). TC3 and TC4 are more massive and brighter than most of the Class 0 sources known to date (Bachiller 1996). Their masses are more than one order of magnitude larger than the typical sources VLA1623, L1448-mm (see Table 1). They appear also more massive than most of the protostars discovered by Chini et al. (1997) in Orion towards the OMC-2 and OMC-3 cores.
The luminosity of TC4 compares well with the young intermediate-mass protostar NGC 7129-FIRS2 (Eiroa et al. 1998). However the more massive envelope of TC3-TC4 and their lower mean core temperature ($`20\text{K}`$ versus $`35\text{K}`$ for NGC7129) suggests an earlier evolutionary age. On the contrary, the similarity of the physical properties between the outflows of TC3-TC4 and the sources studied by Shepherd & Churchwell (1996), as well as the bolometric luminosity of TC4 (comparable to a $`5M_{}`$ star), strongly suggests that the Trifid protostars could be intermediate-mass objects.
It is interesting to compare the line intensities of some high-density tracers like CS of SiO with what is observed in the massive cores of Orion. Neglecting the structure of the emitting regions, a rough estimate for the expected CS and SiO lines is provided by directly scaling the peak main-beam temperatures observed towards TC3 and TC4 at the distance of Orion ($`500\text{pc}`$). As a result, the CS lines observed in TC3 would appear similar to those measured towards the massive cores detected of Mundy et al. (1986) in the OMC1 region (see Table 2). Similarly, the millimeter SiO lines would be $`614\text{K}`$ whereas Martin-Pintado (1998) has detected lines of $`1723\text{K}`$ in the IRc2 core.
Therefore, the central protostars in TC3 and TC4 look similar to the Orion protostellar cores. On the other hand, the Trifid cores are still deeply embedded in some material much colder than the Orion nebula. Presumably, the parental medium has not yet been warmed up neither by the UV radiation of the exciting star, nor by the central sources. The TC3 and TC4 cores appear to be in a โpre-Orionโ stage, characteristic of the early evolution of a nascent HII region : the massive forming protostars are still deeply embedded in very cold material, before eventually converting into the massive and warm cores now observed in the fully developed Orion nebula.
## 7 Implications for Star Formation
We examine in this section the possibility of a triggered formation for the protostellar cores through the onset of instabilities in the molecular gas surrounding the HII region. The efficiency of an instability depends on its characteristic growth rate, which obviously has to be compatible with the age of the nebula in order to perturb the overall stability of the gas. We first precise the dynamical age of the Trifid nebula before turning to the observational evidence for a triggered formation scenario and confront our observations with the predictions of a simple model.
### 7.1 The age of the nebula
The size of the nebula suggests its expansion is only very recent. It has a radius of $`2\text{pc}`$, approximately 5 times the radius of the Stromgren sphere created by the exciting star (we assume a mean density of $`2\times 10^3\text{cm}\text{-3}`$ in the parental cloud, determined from the analysis of the large-scale CO emission, Lefloch et al. 2000). From the time-radius relation for evolved HII regions, we infer an early dynamical age of 0.3-0.4 Myr for the Trifid. This agrees with the relatively high electron density measured : 150cm<sup>-3</sup> (Lynds et al. 1985 ) versus 10-20cm<sup>-3</sup> in the Rosette nebula (Celnik 1985). However, taking into account the duration of the ultra-compact HII phase undergone by the exciting star HD164492A, more difficult to quantify but probably of the order of a few $`10^5\text{yr}`$, the nebula is probably older and the expansion phase could have lasted already long enough to leave ample time for condensations to collapse and form protostars.
### 7.2 The shocked environment of TC3 and TC4
From our observations, TC3 and TC4 are deeply embedded in a layer of dense gas and high-column density. When examining the morphology of the layer containing the TC4-TC4b-TC4c cores, we see that it is not much wider than the dust cores, with a typical length-to-width ratio of $`7`$ (Fig. 2). It is suggestive of a layer which would have fragmented into three condensations separated by $`1.11.5\times 10^{17}\text{cm}`$. The high-density gas observations draw the picture of a gas layer rather uniform with a few condensations. The gas column densities derived from CS and C<sup>18</sup>O appear rather uniform across the gas : the variations observed between the protostellar cores and the ambient gas not more than a factor of 2-3. For H<sub>2</sub> densities on the contrary, the differences are much more pronounced : typically one order of magnitude. The emission of the dense gas detected appears to trace fragments of a larger shell surrounding the ionized bubble (CL98). Moreover the layer is spatially anticorrelated with the ambient gas, which is hardly detected in the high-density gas and column density tracers. These observations provide evidence that the molecular layer consists of some gas compressed and accelerated to a few kms<sup>-1</sup> in the pre-cursor shock associated with the ionization front.
In the early stages of the expansion of the HII region, the self-gravity of the molecular gas layer is negligible and the latter is confined by the external (thermal or ram) pressure of the surrounding medium. As the layer builds up with some compressed material, self-gravity starts to compete with the external pressure. This configuration is favorable to its fragmentation through the triggering of โRayleigh-Taylor - likeโ or โJeans-likeโ instabilities. Accordingly, the TC3-TC4c may have formed from the fragmentation of the compressed layer.
In the molecular gas layers containing TC3 and TC4 the linewidths are much larger than what is observed in the Taurus cloud for instance ($`1.6\text{kms}\text{-1}`$ versus $`0.5\text{kms}\text{-1}`$) where kinetic temperatures of the same order can be found. Several authors have studied the stability of a thin plane-parallel gas layer confined by external pressure and self-gravity (see e.g. Elmegreen & Elmegreen 1978; Vishniac 1983; Elmegreen 1989; Whitworth et al. 1994a,b). The results vary somewhat depending on the assumed boundary conditions but show in all cases that the first growing modes are purely hydrodynamical. In particular, MacLow & Norman (1992) showed that the overstable modes which arise in the layer do not fragment it but generate some weak transverse shocks which can, in turn, generate some weak turbulence. It is therefore tempting to interpret these large non-thermal motions as the result of the turbulence generated in the shocked gas as the shell expands.
### 7.3 Was the birth of TC3 and TC4 triggered ?
Previous work on the fragmentation of a compressed gas layer has shown the existence of two fast self-gravitating modes, a โslowโ one on a timescale $`(G\rho _0)^{1/2}`$, where $`\rho _0`$ is the density of the ambient molecular cloud $`2\times 10^3\text{cm}\text{-3}`$, and a โfastโ one on a timescale $`(G\rho _0M)^{1/2}`$ where M is the Mach number of the shocked layer relative to the effective sound-speed in the layer. In the case of the Trifid, the slowest mode has a typical timescale $`\tau =1.3Myr`$, hence cannot be efficient enough to trigger the condensation of the compressed layer and allow the formation of protostars.
As can be seen on Fig. 7, the velocity of the ambient gas surrounding the compressed layer is $`1718\text{kms}\text{-1}`$, whereas the velocity of the compressed layer containing TC4-4c is $`2223\text{kms}\text{-1}`$. Therefore, we adopt a typical expansion velocity of $`5\text{kms}\text{-1}`$ and an effective sound speed $`c_s`$ of $`0.6\text{kms}\text{-1}`$ in the shocked layer (the typical linewidth is $`1.6\text{kms}\text{-1}`$ from our C<sup>18</sup>O observations) : we derive $`M8`$ and a timescale of $`4.6\times 10^5\text{yr}`$. This compares well to the age of the nebula, so that the fast instability could be efficient enough to trigger the โJeans-collapseโ of the gas layer (Whitworth et al. 1994a,b). We now estimate the physical parameters of the fragments which would form. The distance between two fragments is $`Lc_s(G\rho _0M)^{1/2}=9\times 10^{17}\text{cm}`$, and their mass is $`c_s^3(G^3\rho _0M)^{1/2}=24M_{}`$. The density in the shell is expected to be $`M^2\times \rho _0`$ $`64\times 2000=10^5\text{cm}\text{-3}`$. The typical fragment mass varies like $`c_s^3`$, hence even a difference of a factor of 2-3 with the mass of TC4b and TC4c can be regarded as satisfactory.
Although the derivation of all these figures is subject to the uncertainties in the actual values of the parameters, the good agreement between the predicted properties of the fragments and the observational constraints from the properties of TC3-TC4c and the dynamical age of the Trifid is intriguing. If the instability studied here would have triggered the formation of TC3-TC4c, one would expect the velocity of the protostellar fragments to be close to that of the compressed layer, and differ somewhat from that of the unperturbed surrounding gas, possibly up to a few kms<sup>-1</sup>. This is indeed observed towards TC3-TC4. As a conclusion, we cannot exclude that all the cores reported here might be the result of a spontaneous process rather than the fragmentation of the compressed layer in which they were found. There is no clear and direct evidence that the protostellar cores did form from the fragmentation of that layer. However, all the predictions about the physical properties of the fragments which can be made without a detailed modeling of the Trifid (mass, size, velocity) fully agree with our observations. These are therefore good indications that such mechanism could be at work, and that the formation of the protostars would have been triggered by the expansion of the nebula.
### 7.4 Star formation on a large-scale
The indications of star formation inside TC3 and TC4 suggest that they are the cocoons of the most recent generation of stars of the nebula. The physical conditions imply a typical Jeans mass $`70M_{}`$, which is comparable to the mass of TC3 and TC4. We speculate that the other cores TC4b-c and the subcondensations found in the envelope of TC3, smaller and less massive, are still in a pre-stellar stage, on the verge of collapsing. We have indirect evidences that other stellar births took place in the Trifid through the detection with ISOCAM of a hot dust component of 2-3โณ in size which coincides spatially with 2 ultra-compact HII regions of B-type stars at only $`6\mathrm{}`$ from the exciting star of the Trifid (Lefloch et al. 2000).
Although more work is needed to establish their nature, the point-like sources detected close to the TC3 and TC4 cores in the $`12\mu `$m image are probably some other newly born stars of the nebula. TC3 and TC4 are the most recent events of a process which started with the formation of the exciting star of the Trifid. Altogether these observations suggest a continuous star forming process occuring on a scale large enough to encompass the nebula, rather than a sequential process.
Although compatible with a triggered formation scenario, our observations do not enable us to determine whether TC3 and TC4 were in a quiescent stage before being hit by the shock wave, and subsequently started to collapse, or if they were already on the path to form stars. However, they show in a rather unambiguous way massive protostellar cores undergoing shock compression. High-angular observations are required to get more insight on this interaction and how severely the collapse can be perturbed.
## 8 Conclusions
We have observed at millimeter and far-infrared wavelengths the molecular condensation on the Southwestern border of the Trifid nebula, a young HII region. Mapping of the dust thermal emission at 1.25mm reveals several massive condensations (between 8 and $`90M_{}`$). These condensations are made of very dense and cold gas and dust ($`\mathrm{T}20\text{K}`$). Two of them, TC3 and TC4, exhibit unambiguous signs of star formation activity and are associated with outflows.
The dust and line properties of TC3 and TC4 are very similar to those of some massive protostellar cores observed in Orion, once scaled at the distance of the HII region. The physical properties of their outflows are also similar to those powered by intermediate and high-mass sources. The SiO abundances we derive ($`2\times 10^8`$) are also typical of outflows from young protostars and/or high-mass sources. TC4 might be associated with a point-like infrared source at 12$`\mu `$m; TC3 remains undetected at this wavelength and is a potential true high-mass protostar.
The dust cores are embedded in a dense layer of molecular gas. The physical properties of this component suggest it is made of material compressed by the precursor shock of the ionization front driven by the exciting star of the Trifid. Based on a simple comparison of the large-scale properties of the dust cores with analytical studies (mass and size), it seems plausible that they formed from the fragmentation of the dense compressed layer. Rather than TC3 and TC4 experiencing the shock ahead of the ionization front while in the protostellar phase, the core formation and gravitational collapse of these cores could have been triggered by the expansion of the nebula a few $`10^5\text{yr}`$ ago. Our ISOCAM data suggest that the formation of TC3 and TC4 has been preceeded by other star formation episodes in the whole nebula.
Several $`10^5\text{yr}`$ later after the birth of the Trifid nebula, young massive protostars are still formed in the surrounding molecular gas. The protostellar cores of the Trifid provide us with a large wealth of information on the infancy of now well-developed and well studied HII regions like Orion.
Acknowledgements
We thank an anonymous referee for numerous comments in order to improve the manuscript. We acknowledge Spanish DGES for this research under grants PB96-0883 and ESP98-1351E.
Fig. 1 โ $`\mathrm{H}\alpha `$ image of the Trifid nebula taken at the IAC80 telescope (see CL98). We have superposed the 1250$`\mu `$m continuum emission observed with the IRAM 30m-telescope, which coincides with the dust lanes of the nebula and the surrounding molecular shell. The region studied in the article is marked with the box.
Fig. 2 โ Map of the 1250$`\mu `$m continuum emission in the Southwestern part of the Trifid nebula observed with the IRAM 30m-telescope, superposed upon the $`\mathrm{H}\alpha `$ emission of the region (greyscale) . The millimeter emission has been convolved with a gaussian $`11\mathrm{}`$ HPFW and degraded to a resolution of $`15\mathrm{}`$. Contour levels are 5, 10, 15, 20, 30, 45, 60 to 150 by 30, 200 to 350 by 50 mJy/beam. The units of the axis are in arcsec offsets with respect to the position of exciting star of the nebula : $`\alpha _{2000}=18^\mathrm{h}02^\mathrm{m}23.55^\mathrm{s}`$ $`\delta _{2000}=23^{}01\mathrm{}51\mathrm{}`$. The position of the different cores is indicated by arrows.
Fig. 3 โ Continuum emission (greyscale) observed at $`12\mu \text{m}`$ with ISOCAM towards TC3-TC4. The original map was centered on the exciting star of the Trifid ($`\alpha _{2000}=18^\mathrm{h}02^\mathrm{m}23.55^\mathrm{s}`$ $`\delta _{2000}=23^{}01\mathrm{}51\mathrm{}`$). The axis are in arcsec offsets with respect to this position. The cores are located in the region of minimum emission. There is one possible IR point-like source associated with TC4. We show in contours the $`1250\mu m`$ flux distribution observed with the IRAM 30m-telescope.
Fig. 4 โ top) Far-infrared emission in the range $`45197\mu m`$ observed with the ISO LWS spectrometer towards TC4 (thick) and a reference position outside the molecular gas region (thin), at $`\alpha =18^h02^m35.1^s`$ $`\delta =23^{}03^{}52^{\prime \prime }`$ (J2000). The spectrum is dominated by ionic and atomic lines excited in the PDR and the ionized nebula. We show (thin line) the fit of the emission towards TC4 from two modified black-bodies at 18 K and 40 K (see text). bottom) Spectral Energy Distribution of TC4 after subtracting the contribution of the PDR, observed throughout the whole nebula. We have indicated (square) the $`1250\mu \text{m}`$ flux (integrated over one ISO beam) and the $`12\mu m`$ flux of the IR source near the TC4 millimeter dust peak. The emission of the extended dust component was estimated from the reference position and subtracted to the LWS spectrum.
Fig. 5 โ Montage of spectra in the different millimeter lines observed towards the TC3 and TC4 dust cores (left and right panel respectively). The intensities are in main-beam brightness temperatures. The wings of the outflows (nicely defined in the SiO $`J=32`$ line), are very broad and range from -20 to $`+60\text{kms}\text{-1}`$.
Fig. 6 โ Map of the main-beam brightness temperature in the CS $`J=32`$ line. First contour and contour interval are 0.25 K. The contour at half-power is marked in thick.
Fig. 7 โ Channel map of the C<sup>18</sup>O$`J=10`$ velocity-integrated emission, between 17.5 and $`23\text{kms}\text{-1}`$. Contours are 0.25, 0.5, 1, 1.5, etcโฆ up to $`5\text{K}\text{kms}\text{-1}`$. The position of the exciting star HD 164492A and of protostars TC3 and TC4 is indicated by a white mark.
Fig. 8 โ Velocity-integrated emission map of the SiO $`J=21`$ line (contours) superposed on the 1.25mm continuum emission (greyscale). The emission was integrated between -10 and $`18.5\text{kms}\text{-1}`$ for the blue wing (solid contours), and from 24 to $`60\text{kms}\text{-1}`$ for the red wing (dashed contours). Contours range from 25% to 95% of the maximum peak in each wing.
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# An Unusual Burst from Soft Gamma Repeater SGR 1900+14: Comparisons with Giant Flares and Implications for the Magnetar Model
## 1 Introduction
Soft Gamma Repeaters (SGRs) are high-energy transient astrophysical sources that have been identified as young neutron stars associated with persistent X-ray counterparts and supernova remnants (SNRs). There are only four known SGRs; three within our galaxy (SGR 1900+14, SGR 1806โ20, and SGR 1627โ41) and one in the Large Magellanic Cloud (SGR 0526โ66). A fifth candidate, SGR 1801โ23, has not been well-localized yet (Cline et al. 2000). These sources are characterized by their recurrent emission of brief ($`0.1`$ s), intense ($`10^310^4L_{Edd}`$) bursts with non- or modestly varying soft $`\gamma `$-ray spectra (Fenimore et al. 1994; Strohmayer & Ibrahim 1997; Woods et al. 1999b). Burst emission from these sources tends to be concentrated into short periods (weeks to months) of intense activity separated by relatively long periods (years) of quiescence (Kouveliotou et al. 1995).
Recently, it was discovered that two SGRs (1806โ20 and 1900+14) are also persistent X-ray pulsars which spin down at a rapid rate of $``$ 10<sup>-10</sup> s s<sup>-1</sup> (Kouveliotou et al. 1998, 1999; Hurley et al. 1999c) . Kouveliotou et al. have attributed this spin-down to magnetic braking and the corresponding magnetic fields are found to be greater than $`10^{14}`$ G. This provides strong evidence that SGRs are highly magnetized neutron stars, i.e. magnetars, an idea first proposed by Duncan & Thompson (1992). In a magnetar, the magnetic field is the dominant source of free energy, greater even than the rotational energy of the star. It is this energy source which is likely tapped to generate the recurrent bursts of $`\gamma `$-rays. When magnetic stresses build up sufficiently to crack a patch of the neutron star crust, the resulting โcrustquakeโ ejects hot plasma particles (fireball) into the magnetosphere, which result in an SGR burst (Thompson & Duncan 1995).
After a long period of quiescence lasting more than five years (Kouveliotou et al. 1993), SGR 1900+14 entered a phase of extreme burst activity starting in May 1998 (Hurley et al. 1999b). This period of enhanced burst activity has now ended, but not before hundreds of bursts were emitted by the source. The pinnacle of this active period was reached on August 27, 1998 when a giant $`\gamma `$-ray flare was detected with multiple spacecraft (Cline et al. 1998; Hurley et al. 1999a; Feroci et al. 1999; Mazets et al. 1999a) and by its affect on the earthโs ionosphere (Inan et al. 1999). This flare closely resembles the famous March 5 1979 event from SGR 0526โ66 (Mazets et al. 1979) in that it reached a much higher peak luminosity than typical SGR bursts ($`10^{43}10^{44}`$ ergs s<sup>-1</sup>), released a large amount of energy ($`10^{44}`$ ergs), and persisted for a long time ($`300`$ s) during which the $`\gamma `$-ray intensity was clearly modulated by the stellar rotation period. In the magnetar model, giant flares are triggered by subsurface motions in which the internal magnetic field rearranges itself into a lower energy state. This instability induces reconnection and large-amplitude wave motions in the magnetosphere, which rapidly dissipate into a hot fireball that gives rise to an observable $`\gamma `$-ray flare.
The August 27 giant flare can be separated into roughly three distinct regions: a soft, short precursor, a hard, bright initial pulse, and $`5`$ minute long oscillatory tail. The initial pulse has a much harder spectrum which is qualitatively similar to what was seen in the March 5 event (Hurley et al. 1999a). During the course of the oscillating tail, the spectrum varied only modestly (from hard to soft), but the pulse profile changed dramatically from a complex four-pronged profile to a more nearly sinusoidal profile near the end of the burst (Feroci et al. 1999, Mazets et al. 1999a, Feroci et al. 2000). Furthermore, the pulse profile of the persistent emission from this pulsar has changed accordingly. In all observations prior to 27 August 1998, the profile ($`210`$ keV) is fairly complex, but all observations to date following this flare show a nearly sinusoidal profile over the same energy range (Kouveliotou et al. 1999, Woods et al. 1999a).
Following the August 27 flare, a series of public observations of SGR 1900+14 were initiated with the Proportional Counter Array (PCA) aboard the Rossi X-ray Timing Explorer (RXTE). On 29 August 1998, a strong, bright burst was observed simultaneously with RXTE (Fig. 1a) and the Burst and Transient Source Experiment (BATSE) (Fig. 1b). We note that this event occurred only 47 hours and 55 minutes after the onset of the August 27 flare, and that it was also seen by the Ulysses and BeppoSAX Gamma-ray Burst Monitor (Hurley et al. 2000). This event shared some similarities with both short SGR outbursts, and the March 5 and August 27 giant flares. Its bright peak component appears to have been an unusually long version of the short SGR bursts, as indicated by its spectral hardness and weak spectral evolution. Large amplitude pulsations were present in a tail extending for hundreds of seconds which, in spite of not being of the same nature as the pulsating phases of the giant flares, appears to represent a new phenomenon in the SGR sources. This tail was much fainter and showed stronger spectral softening than the pulsating phases of the two giant flares. In addition, its flux did not terminate sharply but appears instead to have smoothly merged with the persistent emission of SGR 1900+14.
In this paper we present a detailed study of the spectral and temporal behavior of the August 29 event and compare it with the two giant flares of August 27 and March 5.
## 2 BATSE Observations
On August 29, 1998, BATSE triggered at 10:16:32.5 UT on a bright burst whose location was consistent with SGR 1900+14. This association was later confirmed through construction of an IPN annulus that included the SGR (Hurley et al. 1999d). This event has a very smooth temporal profile lasting $``$ 3.5 s with a very abrupt beginning and end to the burst (Fig. 1b). Furthermore, there is a weak precursor which starts $``$ 1 s before the onset of the main burst. No significant emission from the SGR is seen in the BATSE data following this burst for more than 8 hours. Only two out of $``$ 200 bursts from SGR 1900+14 observed with BATSE in that phase of activity (Woods et al. 1999b) have had such smooth profiles and relatively long durations: this event and a burst recorded on 1998 October 28. Unfortunately, the second burst was not observed with RXTE/PCA.
The precursor was too weak in the BATSE energy band to reconstruct a meaningful spectrum, but the burst itself yielded multiple spectra. The binning of the data on-board provided 10 time bins during which high-quality spectra (256 energy channels) were available covering 25 keV to 4 MeV. As is traditionally done for SGR burst spectra (Fenimore et al. 1994), we fit an optically thin thermal bremsstrahlung (OTTB, model bremss in XSPEC) model to the data. Based upon the low reduced $`\chi _\nu ^2`$ values, we find this function well represented these data. The bremsstrahlung temperature, $`kT`$, did not change significantly through the burst interval, despite a factor $``$ 4 change in flux. For the time-integrated burst spectrum, we find $`kT`$ = 20.6 $`\pm `$ 0.3 keV and the fluence ($`>`$ 25 keV) = (1.88 $`\pm `$ 0.08) $`\times `$ 10<sup>-5</sup> ergs cm<sup>-2</sup>. The peak flux on the 0.064 s timescale is F<sub>peak</sub> = (1.31 $`\pm `$ 0.08) $`\times `$ 10<sup>-5</sup> ergs cm<sup>-2</sup> s<sup>-1</sup>. For an assumed distance of 7 kpc for SGR 1900+14 (Vasisht et al. 1994), we find a peak luminosity L<sub>peak</sub> $``$ 8 $`\times `$ 10<sup>40</sup> ergs s<sup>-1</sup> and a total burst energy E<sub>burst</sub> $``$ 1 $`\times `$ 10<sup>41</sup> ergs.
When compared to other bursts from SGR 1900+14 observed with BATSE, this event is one of the most energetic due to its long duration, but it does not have an exceptionally large peak flux. There are at least three events with larger peak fluxes that have more typical SGR burst durations of less than one second. We conclude this peculiar feature of a smooth temporal profile with a sharp beginning and end is not entirely determined by the peak intensity of the burst.
## 3 RXTE/PCA Observations
A series of public Target of Opportunity (TOO) observations of SGR 1900+14 with RXTE began on 29 August 1998. Shortly into the first day of observations, the bright burst which triggered BATSE (described above) was recorded with the PCA. Due to a much lower background than BATSE, its large area, high sensitivity, and a more optimal SGR emission bandpass ($`260`$ keV), this event was seen in much greater detail with the PCA. Unfortunately, the event was so bright that the detector was saturated during the majority of the burst peak. However, the enhanced sensitivity allowed us to observe the precursor and the extended tail emission following the peak of the burst.
As seen in Fig. 1c, the precursor which is very weak in the BATSE light curve is easily visible here and shows significant substructure. Fig. 1a gives an expanded view of the PCA light curve that reveals an extended tail of emission which lasts more than 1000 s beyond the peak of the burst. The tail is clearly modulated at the stellar rotation period of 5.16 s. Superposed on this tail are several smaller bursts similar to typical SGR burst emissions.
We have performed spectral fits to the precursor, burst rise and fall intervals, and tail emission. Several models produced acceptable fits, but the best fits were obtained with an OTTB model and a combination of power law (PL) plus blackbody radiation (BB), each modified by photoelectric absorption. As background, we chose $`1000`$ s of pre-burst data, with no other burst emission, but still containing persistent emission from SGR 1900+14. Our resulting spectral fits are therefore of the burst emission only. We have also tracked the spin of the pulsar before and after this burst to search for a discrete change (i.e. glitch) at the time of the burst.
We begin this section by addressing the deadtime and pile-up effects on the data then present the spectral analysis results for the different components of the event.
### 3.1 Deadtime and Pile-up Issues
The importance of deadtime effects in the PCA during this burst are illustrated in Fig. 2 which shows the good X-ray event rate, $`r_G`$ (solid), and the so-called remaining counts rate, $`r_{\mathrm{rem}}`$ (dashed), during the burst. Both of these rates are tabulated every 1/8 s in the Standard1 data mode of the PCA Experiment Data System (EDS). The remaining counts rate includes all events which triggered more than one anode in the PCA and at modest source counting rates gives a measure of the particle background rate. During the main burst, the remaining counts rate is dominated by multiple anode events due to the high X-ray flux from the source. During the precursor, the deadtime fraction is dominated by the good counting rate. This is the simplest regime to treat deadtime effects in the PCA (see Jahoda et al. 1998; and Strohmayer et al. 1997). In the precursor the event rate briefly reaches about 90,000 s<sup>-1</sup> in the PCA, but the average rate is only about 15,000 s<sup>-1</sup>. At the peak rate of the precursor deadtime effects approach $`30\%`$, but on average the deadtime is $`<10\%`$ (see for example Strohmayer et al. 1997).
Note that the remaining counts rate dominates the good event rate during the main peak of the burst. The deadtime in this regime is extreme and we do not use data from this interval to generate spectra. Rather, we only investigate spectra for intervals in which the peak good rate is less than about 90,000 s<sup>-1</sup> and the remaining counts rate is less than the good event rate. This criterion amounts to a rejection of any data during intervals when the deadtime as estimated using the procedure outlined by Jahoda et al. (1998) is more than about 30 %. Using the spectrum and peak flux observed by BATSE during the main peak of the burst we can estimate a peak incident contrite on the PCA of $`1\times 10^7`$ s<sup>-1</sup>, which is about 100 times the maximum throughput of the instrument, further confirming a huge deadtime problem during the peak of the burst.
An instrumental effect which could conceivably alter the inferred spectral temperature at high counting rates, and thus any conclusions regarding spectral evolution, is pulse pile-up in the PCA. We have used the pulse pile-up correction procedure recently outlined by Tomsick & Kaaret (1998) to investigate the possible extent of pile-up effects on our spectral analysis. To estimate the magnitude of any pile-up effects we computed model counts rate spectra by folding OTTB models, including photoelectric absorption, with parameters similar to those inferred from the BATSE and PCA spectral analysis, through the PCA response function and then applied the pile-up model in order to simulate the effects of real pile-up in the detectors. We then generated Poisson realizations of the model counts rate spectra using both the piled-up and unpiled spectra. We fit these simulated spectra to the same model and compared the derived temperatures and absorbing columns. As an example we describe results for one set of simulations which were representative of the magnitude of the effects expected at the highest observed counts rates during the precursor. For an input OTTB spectrum with $`kT=30`$ keV and $`n_H=3.75\times 10^{22}`$ we found that the pile-up effect increases the inferred temperature by $`10\%`$ and decreases the inferred column density by about 2 %.
### 3.2 Precursor
The precursor to this burst has a rapid onset, rising to a peak in 9.8 ms and a relatively long duration of $`1`$ s. An exploded view of the time history of the precursor is shown in Fig. 3a. There is no clear distinction between the end of the precursor and the start of the main burst emission in the PCA data since the counts rate is not observed to return to background.
We fit the OTTB model to several intervals during the precursor that met our deadtime constraints. In order to acquire spectra with similar statistical quality, we divided the precursor into 5 intervals each of which contained the same number of source counts. We find significant spectral evolution throughout the precursor (see Table 1). The results are illustrated in Fig. 3 which shows (a) the precursor light curve, (b) the hardness ratio ($`1150`$ keV)/($`210`$ keV), (c) the OTTB temperature, and (d) the inferred column density. The temperature drops significantly from 28.7 $`\pm `$ 4.3 keV to 11.8 $`\pm `$ 1.0 keV before recovering somewhat to 20 keV just before the burst rise. To quantify the spectral deviations we fit a constant temperature to the 5 intervals and confirm that a constant OTTB temperature during the precursor is rejected at $`2\times 10^4`$ significance. We find no evidence for a correlation between intensity and hardness. However we note that interval 4 which contains the highest counts rate during the precursor also shows the softest spectrum with the lowest $`kT`$.
We expect that the shift in $`kT`$ between the piled-up and unpiled spectra, of order $`10\%`$, represents an upper limit to the shift which could be introduced by pile up effects during the precursor. We are confident of this conclusion for several reasons: 1) We estimated the effect by normalizing the counts rate to its peak value measured during the precursor, which exceeded the average counts rate in all intervals $`15`$; 2) Within each interval, the variation in the counts rate was smaller than the full range represented in Fig. 3a; 3) The softest intervals near the beginning of interval 4 correspond to the highest intensity observed in the precursor. Pile-up would act to harden the spectrum, indicating that the intrinsic incident spectrum would be even softer than inferred. For these reasons, we conclude that the observed changes in $`kT`$ cannot be entirely due to instrumental effects and that they represent real physical changes within the source.
### 3.3 Burst Emission
Following the precursor, the main burst emission rises sharply (in $``$ 20 ms) to PCA saturation and persists for 3.5 s before decaying abruptly (see Fig. 1). We extracted PCA spectra for only the rising and falling edges of the main burst emission on account of the high deadtime during PCA saturation. We selected intervals during which the counting rates were $`<`$ 90,000 counts s<sup>-1</sup>, using the same criterion as described above for the precursor so as not to be dominated by deadtime effects. We fit the data with the OTTB model and found that the spectra of the rising and falling edges were consistent, with $`kT=20.0\pm 2.3`$ keV, $`n_H=3.3\pm 1.9\times 10^{22}`$ cm<sup>-2</sup> for the rising edge and $`kT=20.9\pm 2.1`$ keV, $`n_H=5.48\pm 1.8\times 10^{22}`$ cm<sup>-2</sup> for the falling edge. This, combined with the BATSE result suggests a non-varying spectrum with an average $`kT`$ of about 20 keV for the main portion of the burst, in contrast with the precursor spectrum which shows significant changes in temperature.
### 3.4 Pulsating Tail Emission
A clear transition from the main burst peak to an extended tail is seen in Fig. 1a and 1d. The main burst emission shows an abrupt cutoff on a timescale of $``$17 ms, beyond which the X-ray flux remained well above the pre-burst level. This residual emission decayed slowly over about 1000 s, forming the extended โafterglowโ tail. Our first step in analyzing the tail was to remove, by visual inspection, the small overlying bursts from the light curve. We then broke up the tail into 8 intervals, increasing the integration time in successive intervals so as to keep the total number of counts (after subtraction of the pre-burst emission as background) consistent among the different intervals.
The intervals used to investigate the tail spectrum are shown in Fig. 4a, the 5.16 s pulsations are also evident here. We first fit the spectrum of the tail to the OTTB model (see Table 1). We found that the OTTB model gave reasonable fits to some of the intervals but not all, however it does give a simple characterization of the spectral continuum. To investigate spectral evolution during the tail we plotted the derived OTTB temperature and the inferred column density for the 8 intervals as shown in Fig. 4b and 4c. We found that a combination of a power law plus a black body spectrum (PL+BB) generally produced a better fit to the tail intervals. The parameters of this model through the tail are shown in table 2. The fitted evolution of the black body component is consistent with a hot spot of constant radius $`0.6`$ km.
The temporal behavior of the flux of the X-ray tail can be characterized by a power-law decay with an exponent $`\alpha =0.8\pm 0.1`$. With the smaller bursts removed, background subtracted, and correcting for RXTE offset pointing of $`0^{}.441`$, the total fluence and energy released in the tail are 7.5 $`\times 10^8`$ ergs cm<sup>-2</sup> and 4.4 $`\times 10^{38}`$ ergs respectively (assuming a distance of 7 kpc).
### 3.5 Pulse Phase Spectral Analysis
The pulsations throughout the tail have a simple pulse profile as shown in Fig. 5a. The ephemeris of the pulsar during this time period was determined precisely elsewhere (Woods et al. 1999a). Using a phase folding technique, we fit the data around this burst with finer sampling intervals than before in order to search for any discontinuous changes in phase at the time of this event. We do not find any significant deviation in frequency which places a limit on a glitch associated with this burst of $`|\mathrm{\Delta }P/P|<5.4\times 10^5`$.
The bursts during the tail were again removed, and using the ephemeris derived earlier, we folded the tail over different energy bands. The phase folded profile of the tail emission is nearly sinusoidal following this burst which is similar to what is seen in the persistent emission following the August 27 flare (Kouveliotou et al. 1999; Murakami et al. 1999; Woods et al. 1999). Comparison of the light curves in different energy bands shows there is spectral evolution over the phase of the pulsar during the tail (Fig. 5b and 5c). The data were binned in phase according to our model and fit for five different phase intervals. We find the maximum of the pulsed emission is slightly hotter than elsewhere in phase (Fig. 5b).
## 4 Comparisons with the August 27 and March 5 Giant Flares
The August 29 event and the preceding giant flare on August 27, 1998 are โ together with the March 5, 1979 giant flare from SGR 0526โ66 โ the only SGR outbursts whose observed emissions lasted long enough to show a clear modulation at the stellar rotation period. Table 3 compares the properties of these three remarkable events.
The August 29 event released less energy than either giant flare by a factor $`10^3`$ if the emission was isotropic (as assumed in Table 3). Unlike the giant flares, the August 29 event did not show an intense spike of hard photons with energies $`100`$ keV. These pulses of $`\gamma `$-rays give evidence for a vigorous relativistic outflow during the first 0.2 to 0.4 seconds of each giant outburst. The radio afterglow detected following the August 27 event provides independent evidence for the ejection of particles (Frail, Kulkarni & Bloom 1999). However, the energy released on August 29 seems to have been insufficient to drive such an outflow. On the basis of its BATSE light curve and spectrum, the bright component of the August 29 event would be classified as a rare, unusually long SGR burst (non-flare), albeit with a fluence near the upper limit detected in ordinary bursts. The energies of these events span more than 3.5 orders of magnitude, and follow a power-law distribution (Gรถฤรผล et al. 1999; Gรถฤรผล et al. 2000).
On the basis of physical similarities, the main component of the August 29 event is listed in the same row (โBright X-ray Emissionโ) of Table 3 as the bright oscillating X-ray tails of the two giant flares. These components all have hyper-Eddington luminosities ($`L10^4L_{Edd}`$), similar quasi-thermal spectra (OTTB temperatures $`2030`$ keV), and little observed spectral evolution even as the flux declines significantly. In each case, the emission terminates abruptly: after 3.5 s on August 29 (Fig. 1b and 1c) and after about 370 s on August 27 (Feroci et al. 2000). (The final portions of the 1979 March 5 event were not clearly observed.) In the magnetar model, these bright X-ray emissions come from a reservoir of hot, thermal pair-photon plasma that is trapped on closed field lines in the magnetosphere (Thompson & Duncan 1995). The abrupt termination gives evidence for complete self-annihilation and evaporation of this plasma via surface X-ray emission in a finite time (Feroci et al. 2000; Thompson et al. 2000b).
The main difference between the August 29 event and the giant flares is that its bright component was too short to show a clear rotational modulation. The 3.5 s duration of this component was less than the 5.16 s spin period of SGR 1900+14, indicating that the trapped fireball evaporated before the star completed one rotation.
The extended afterglow tail of the August 29 burst does show a clear rotational modulation (Fig. 4a and 5a), but its luminosity is orders of magnitude lower than those which were measured in the bright tails of the giant flares (or in the bright component of the August 29 event). Another interesting difference is the simple pulse profile of the afterglow tail pulsations in the August 29 event versus a complex, evolving pulse shape in the August 27 and March 5 flares. The pulse profile of the August 29 tail did not change with time (over $`1000`$ s) and we found no evidence for a 1-s sub-pulsation similar to that reported by Feroci et al. in the tail of the August 27 flare (Feroci et al. 1999). Furthermore, the spectrum of the August 29 afterglow tail is quite distinct from those of the giant flare tails. The August 29 tail shows a significant softening over time, and its light curve declines gradually without any abrupt termination. For these reasons we conjecture that the August 29 afterglow tail is a new component of SGR emission that has not been previously observed or identified, and is generated via some novel physical mechanism (or in a different location) than the bright components of SGR outbursts. It should be noted that the published observations of the two giant flares do not significantly constrain the presence of an extended afterglow tail, after the bright magnetospheric emission has terminated.
Based on observational ground, we can rule out extended afterglow tails following other โordinaryโ (non-giant flare) SGR bursts observed by RXTE. For example, among over 800 events from SGR 1900+14 and SGR 1806โ20, no burst other than August 29 shows a modulated afterglow tail that lasts for longer than one rotational period. It was however predicted by the magnetar model (Thompson & Duncan 1995) that most SGR bursts show faint transient afterglows on a timescale comparable to the burst peak duration. Such short afterglows are mainly due to passive cooling from the neutron star surface, a mechanism that cannot explain the extended afterglow tail of August 29. This feature has been observed in many SGR bursts. For example Strohmayer and Ibrahim 1997 show a typical burst from SGR 1806โ20 with peak and faint tail durations of about 0.2 s and 0.3 s respectively. Bursts from SGR 1900+14 also show this behavior both before and after the August 29 event.
It is difficult to make detailed comparisons between the precursors of the three events of Table 3, because the events were studied with very different instruments. No precursor was detected in the Venera data before the March 5 flare (Mazets et al. 1999a), but the detection threshold was relatively high because of instrumental limitations and the remoteness of SGR 0526โ66 in the Large Magellanic Cloud. A precursor was detected about $`0.45`$ s before the sharp onset of the August 27 eventโs hard spike. It was a simple pulse about 0.05 s in width, evident in only the lowest-energy channel of the Konus WIND experiment ($`1550`$ keV; Mazets et al. 1999a) and by the GRB monitor aboard Ulysses ($`25150`$ keV; Hurley et al. 1999a). This precursor clearly had a softer spectrum than the $`\gamma `$-ray spike which followed, but it could have been spectrally similar to the bright X-ray emissions in all three events of Table 3 and to some parts of the August 29 precursor. Note that Konus also revealed a second precursor on August 27: a faint component of smoothly-intensifying X-rays during the last $`0.08`$ s before the sudden onset of the hard spike, again detected in only the lowest-$`E`$ channel (Mazets et al. 1999a).
## 5 Discussion
The different spectral and temporal signatures of the precursor, main peak and afterglow tail of the August 29 event suggest that these three components are produced by different emission mechanisms. Our spectral results indicate that the spectrum is uniform and statistically unvarying during during the 3.5 s main peak of the August 29 event. Such spectral uniformity of SGR bursts was first noted by Mazets et al. (1982) in their analysis of the March 5 flare from SGR 0526โ66. It was also found by Kouveliotou et al. (1987) and Fenimore et al. (1994) in their analyses of the spectra of bursts from SGR 1806โ20. In addition, SGR bursts of widely differing fluences emitted by the same source have been found to have similar spectra (Fenimore et al. 1994).
However, recent evidence from RXTE observations of SGR 1806โ20 indicates that modest spectral variations can occur during SGR bursts (see Strohmayer & Ibrahim 1997). Our results on the precursor and the afterglow tail emissions point out that strong spectral evolution can also occur in SGR outbursts. The evolution in both the precursor and tail is hard-to-soft where the temperature decreases by more than 50% in both regions. The decline in $`kT`$ during the precursor is accompanied by a slower decrease in $`n_H`$. However, during the tail $`n_H`$ does not show the same trend. Modest spectral evolution has recently been observed in the August 27 giant flare from SGR 1900+14. For example, spectral modulations with pulse phase as well as overall modest spectral softening have been reported during this event by several researchers (see Hurley et al. 1999a; Feroci et al. 1999; Mazets et al. 1999a).
In the following, we discuss the physical mechanisms that could produce the components of the August 29 event (i.e. precursor, peak, and tail), and account for their spectral properties. In section 5.1 we describe how giant flares and regular SGR bursts are produced in the magnetar model. In section 5.2 we discuss in detail the afterglow tail of August 29 event and elaborate on the possible mechanisms that could power its extended emission. The precursor is discussed in section 5.3. We conclude with a summary and final remarks in sections 5.4 and 5.5.
### 5.1 Giant Flares and Regular SGR Burst Emission
According to the magnetar model detailed in Thompson & Duncan (1995), the giant flares of March 5 and August 27 involve a readjustment of the stellar magnetic field on large scales of up to several km. A flare occurs when the field reaches a point of instability, gated by the rigid neutron star crust, and relaxes to a lower energy state. The extreme energetic output of $`10^{45}`$ ergs (Duncan & Thompson 1992) and the very fast rise time of the March 5 flare (Paczyลski 1992) point to such a source of โcleanโ energy. Indeed, a magnetic field stronger than $`10B_{\mathrm{QED}}=4.4\times 10^{14}`$ G contains enough energy to power $`100`$ giant flares over the lifetime of an SGR source, and appears needed to explain the extreme peak luminosity of $`10^610^7`$ Eddington (Thompson 2000). The elastic energy of the deformed crust is, in itself, probably insufficient to power a giant flare; but the energy available in the pinned magnetic field is much larger. For this reason, the outburst is conjectured to be a hybrid of an earthquake and a โsolar flareโ, involving a large propagating fracture in the crust of the neutron star that induces rapid reconnection and large-amplitude wave motions in its magnetosphere. The short SGR bursts do not necessarily involve such a large-scale fracture: a localized yield of the crustal lattice with sufficiently large fault slippage driven by magnetic stresses could account for their energetics.
The initial $`\gamma `$-ray spikes of the giant flares have been identified with the rapid deposition of energy in a hot fireball, which blows open some of the closed magnetic field lines that are anchored in the neutron star (Thompson & Duncan 1995). The $`0.20.5`$ s duration of the spike is comparable to the time for a $`10^{15}`$ G magnetic field to rearrange material in the core and deep crust of the neutron star. The hard spectrum combined with rapid time-variability (e.g. Feroci et al. 1999; Mazets et al. 1999b) directly points to bulk relativistic expansion โ similar to but on a smaller scale than the classical gamma ray bursts (GRBs). The observation of a radio afterglow from the August 27 flare supports this view (see Frail, Kulkarni & Bloom 1999). In this model, a portion of the dissipated energy remains trapped in the magnetosphere, in the form of an optically thick, electron-positron plasma that is essentially baryon free. This โtrapped fireballโ cools by X-ray emission from its surface for hundreds of seconds, and is identified with the extended pulsating tail of the giant flares. A recent analysis of the August 27 light curve provides direct evidence for this cooling mechanism, which involves a gradual contraction of the fireball photosphere to a sharp termination (Feroci et al. 2000).
### 5.2 The August 29 Afterglow Tail
Searches for afterglow from the heated surface of the neutron star provide a direct test of the presence of a trapped fireball (Thompson & Duncan 1995). A fraction $`10^210^3`$ of the fireball energy is conducted into the relatively cold outer crust of the neutron star over the observed duration of the hard X-ray outburst, if the surface magnetic field is stronger than $`10^{14}`$ G. After the fireball dissipates, most of this energy will be conducted back out to the surface. The luminosity of this afterglow radiation is correspondingly reduced with respect to the main burst. The internal fireball temperature is estimated to be $`1`$ MeV in the giant flares, given a confinement volume of $`(10\mathrm{km})^3`$.
In the short SGR bursts, the confining volume could be smaller, and we wish to constrain it in the case of the August 29 event. One infers $`T100`$ keV for the August 29 burst if it was powered by a trapped fireball of similar dimensions to the August 27 giant flare. (Given the overall reduction of $`\epsilon _X=0.004`$ in fluence and the thermodynamic properties of a pair-photon plasma in a very intense magnetic field; Thompson & Duncan 1995.) However, the shorter duration and simpler light curve of the August 29 burst (without the conspicuous four-pronged profile of the giant flare) suggest a different geometry for this outburst. As we now describe, its afterglow, pulsating tail provides direct evidence for a small emitting area.
If we identify a surface hotspot with the pulsating tail, then the best-fit blackbody temperature of Table 2 points to a radiative area of $`2.2(12GM_{NS}/R_{NS}c^2)(D/7\mathrm{kpc})^2`$ km<sup>2</sup>, less than one percent of the surface area of a neutron star. The factor $`(12GM_{NS}/R_{NS}c^2)0.6`$ accounts for the gravitational redshifting of the measured temperature and luminosity. A bundle of closed magnetic field lines with this cross-sectional area and a length comparable to the stellar radius has a volume of $`10`$ km<sup>3</sup>, and the fireball temperature is inferred to be $`1`$ MeV, similar to the giant flare. The duration of the main August 29 burst relative to the giant flare then depends on the geometry of the fireball: the duration is smaller by $`\epsilon _X=0.004`$ in planar geometry, and by $`\epsilon _X^{1/2}`$ in cylindrical geometry. Since the relative durations<sup>1</sup><sup>1</sup>1Of the components of the two bursts with weak measured spectral evolution. are $`3.5/4000.009`$, we infer that the geometry of the August 29 fireball is closest to planar, e.g., that the plasma-loaded magnetic field lines straddle an extended fault.
The light curve of the August 29 burst is also consistent with a planar geometry. A trapped fireball cools as its outer surface contracts. The surface X-ray flux from a homogeneous fireball will have a flat-topped profile (and a very sharp termination) in planar geometry; whereas in cylindrical geometry the profile will be triangular and the termination more gradual.<sup>2</sup><sup>2</sup>2A number of short SGR bursts are observed to have triangular profiles: see, e.g., Mazets et al. (1999b). The pulsating phase of the August 27 giant flare, which involved a much larger disturbance of the magnetosphere, appears to be best fit by a fireball of approximately spherical geometry (Feroci et al. 2000).
#### 5.2.1 Photospheric Expansion
Can passive cooling of the heated surface of a neutron star account adequately for the total fluence and long duration of the August 29 tail emission? In the absence of photospheric expansion, most of the absorbed heat should be reradiated on the same $`4`$ s timescale over which the crust was exposed to a trapped fireball (Thompson & Duncan 1995).
Expansion is, however, inevitable when the fireball temperature is as high as $`1`$ MeV. During the main part of the burst (the โBright X-ray Emissionsโ phase of Table 3) the trapped fireball compresses that part of the stellar surface which lies beneath it. For a surface magnetic field $`B>10^{15}`$ G, the relativistic Landau level excitation energy is $`(2\mathrm{}ceB)^{1/2}>3kT`$, so that only the lowest (one-dimensional) Landau state is populated. The fireball pressure at the starโs surface is dominated by this relativistic, non-degenerate ($`\mu _{e^\pm }=0`$) pair gas: $`P_{e\pm }=\frac{1}{12}eB(kT)^2/(\mathrm{}c)^2`$. In the cooler layer below, the electrons are compressed into a degenerate, relativistic gas with a 1-D fermi energy $`\mu _e^{}=\pi kT/\sqrt{3}`$. This compressed layer is then heated, via radiative diffusion, down to an electron column density
$$N_e\sigma _T2\times 10^9(t_{burst}/4s)^{1/2}(B/10^{15}G)(T/MeV)^{1/2}$$
(cf. ยง4.1 of Thompson & Duncan 1995).
Before being heated by the August 29 fireball, this surface layer had a hydrostatic pressure at its base of $`P_{\mathrm{hyd}}=N_em_pg.`$ Comparing this with the fireball pressure, one finds
$$\frac{P_{\mathrm{hyd}}}{P_{e^\pm }}=0.005\left(\frac{N_e\sigma _T}{10^9}\right)\left(\frac{T}{\mathrm{MeV}}\right)^2\left(\frac{B}{10^{15}G}\right)^1$$
at a surface gravity of $`g=2\times 10^{14}`$ cm s<sup>-2</sup>. As a result, substantial surface layer expansion and wind emission will occur immediately after a trapped pair-photon plasma dissipates above any area of the crust. This wind supplies an ion-electron plasma which dominates the scattering opacity of the cool ($`T1020`$ keV) fireball photosphere (Thompson & Duncan 1995). The vertical scale height of the heated layer expands by a factor $`10^2(B/10^{15}\mathrm{G})(T/\mathrm{MeV})^2(N_e\sigma _T/10^9)^1`$. The net effect of this expansion is to increase the radiative cooling time of this layer by a factor $`30`$ with respect to the initial heating time of $`4`$ s.
The net energy radiated by the August 29 afterglow tail implies more stringent constraints on passive surface cooling. The energy absorbed from the fireball over a timescale $`t_{\mathrm{burst}}`$ is $`N_eT=4\times 10^{27}(t_{\mathrm{burst}}/4\mathrm{s})^{1/2}(B/10^{15}\mathrm{G})`$ $`(T/\mathrm{MeV})^{3/2}`$ erg cm<sup>-2</sup> per unit area; whereas the output of the afterglow tail is inferred to be somewhat larger, $`4.4\times 10^{38}\mathrm{erg}/1.3(\mathrm{km})^23\times 10^{28}`$ erg cm<sup>-2</sup>. This difference could be explained if the surface magnetic field is stronger than $`10^{15}`$ G, or if the area of the hotspot has been underestimated.
#### 5.2.2 Thermonuclear Burning
Given the high temperatures to which the surface of the neutron star appears to be exposed, it is also worth considering thermonuclear burning as a supplemental source of energy. Indeed, the energy released per nucleon burning hydrogen to helium is somewhat larger, $`7`$ MeV, than the energy absorbed from the fireball. Helium is photodissociated above a temperature of $`1.0`$ MeV in a mildly degenerate surface layer. This critical temperature for photodissociation decreases to $`0.3`$ MeV at a density of 1 g cm<sup>-3</sup>. The long duration of fireball emission in the August 27 giant flare suggests that photodissociation occurred most effectively in that previous event.
In order to supply hydrogen for later burning, there are two additional requirements: first, neutrons must be effectively converted to protons through positron capture, $`n+e^+p+\overline{\nu }_e`$; and, second, the proton-neutron-pair plasma must cool off rapidly, before the proton excess is reduced through electron captures and the nucleons are bound up in alpha particles. At a temperature of 1 MeV, the timescale for positron capture is $`n_n|dn_n/dt|^12(B/10^{15}\mathrm{G})^1`$ s. (A strong surface magnetic field $`B>10^{15}`$ increases the phase space of the positrons at a fixed temperature.) This capture time is much shorter than the observed duration of the giant flares, and is comparable to the width of the main X-ray pulse in the August 29 flare. The equilibrium proportions of neutrons and protons depend on the degree of degeneracy; they are $`n_n/n_p0.1`$ at $`T=1`$ MeV, in a pair-dominated plasma with $`n_pn_{e^+}`$ and $`n_{{}_{}{}^{4}He}0`$. (Because the background neutrino flux is negligible, these abundances depart from nuclear statistical equilibrium.) In the trapped fireball model, decompression of the heated surface layer occurs over a tiny fraction of the duration of the SGR outburst, as the thin radiative surface layer of the fireball contracts toward its center. By contrast, the time for electron captures to change the proton density is $`20(B/10^{15}\mathrm{G})^1`$ s at $`T1`$ MeV, and becomes much longer as the temperature drops during decompression. This guarantees that a significant fraction of the hydrogen created by photodissocation will be retained for subsequent burning.
The burning history of the heated layer, and the mechanism by which burning could be triggered at a subsequent outburst, will be explored elsewhere. Nonetheless, it should be emphasized that direct empirical evidence for extended H-burning flares is present in a source of a very different nature, the recurrent transient Aql X-1. The first Type I X-ray burst detected during an outburst in March/April 1979 had a very long tail lasting some 2500 s (Czerny, Czerny, & Grindlay 1987). It has been noted for independent reasons that a light hydrogen-helium atmosphere will increase the surface X-ray flux from a warm magnetar (Heyl & Hernquist 1998, and references therein).
#### 5.2.3 Persistent Particle Flows and Non-thermal Spectra
Are the hard spectrum and large-amplitude pulsations of the afterglow tail consistent with this interpretation? Can the X-ray photons detected above $`40`$ keV survive splitting in the intense magnetic field inferred for SGR 1900+14? Note, first, that the large black body temperature (Table 2) implies a radiative flux 4 to 20 times larger than the classical Eddington flux. The radiative flux (and hence the โEddingtonโ flux) can be increased by a suppression of the magnetic scattering opacity in the strong magnetic field (Paczyลski 1992), although this effect occurs unambiguously only for radiative diffusion across a confining magnetic field (Thompson & Duncan 1995). The radiative force on matter near the neutron star surface is increased through several effects, including conversion of the two polarization modes by Compton scattering below the electron cyclotron resonance (Miller 1995; Thompson & Duncan 1995) and near the proton cyclotron resonance (Thompson 2000). Indeed, the inferred radiative flux of the afterglow tail is sufficient to lift protons off the stellar surface through scattering at the proton cyclotron line (energy $`\mathrm{}eB/m_pc=6.3(B/10^{15}\mathrm{G})`$ keV, and integrated scattering cross section $`(\pi /4\alpha _{\mathrm{em}})(B/B_{\mathrm{QED}})^1\sigma _T`$ in a dipole magnetic field). The critical isotropic X-ray luminosity is $`EL_E1.2\times 10^{37}(B/10^{15}\mathrm{G})`$ erg s<sup>-1</sup> at the line. As the protons (and neutralizing electrons) accelerate from the surface, the range of frequencies that interact resonantly with the line becomes Doppler-broadened, and a significant fraction of the radiative flux could be converted to bulk kinetic energy. Material excavated from depth will carry heavier elements processed by nuclear burning.
The presence of such a particle flow opens up the possibility of creating a non-thermal spectrum through Comptonization of the ordinary polarization mode. This mode is the dominant coolant for hot electrons because it has a large scattering cross section (close to Thomson) and because it does not split even in magnetic fields much stronger than $`B_{\mathrm{QED}}`$. (Only the orthogonal extraordinary mode can split.) An added bonus is that the emergent O-mode radiation has a tendency to be beamed along the magnetic field lines (Basko & Sunyaev 1975), because the net scattering cross-section of this mode varies as $`\mathrm{sin}^2\theta `$ with the angle $`\theta `$ between the incident photon and a very strong magnetic field (e.g. Herold 1979).
Detection of faint afterglow radiation from the heated surface of a strong-B neutron star, containing both blackbody and power-law components in its spectrum, has potentially interesting implications for the persistent emission of the Soft Gamma Repeaters and especially the Anomalous X-ray Pulsars. The non-thermal emission of SGR 1900+14 brightened by a factor $`2.5`$ and simplified into a single pulse following the August 27 giant flare (Murakami et al. 1999; Woods et al. 1999). This effect has been ascribed, in the magnetar model, to a persistent current driven by a twisting up of the external magnetic field lines during the August 27 giant flare (Thompson et al. 2000a).
#### 5.2.4 Alternative Mechanism: Ejection and Delayed Fallback
An alternative model for the afterglow radiation of the August 29 burst should be mentioned. During an SGR outburst, a modest amount of material can be ejected beyond the corotation radius $`R_{\mathrm{co}}=(GM_{\mathrm{NS}})^{1/3}(P_{\mathrm{rot}}/2\pi )^{2/3}`$, where it is centrifugally supported, and (temporarily) confined there by magnetic tension: $`\mathrm{\Delta }MB_{\mathrm{dipole}}^2R_{\mathrm{NS}}^6\mathrm{\Omega }^{4/3}/4\pi (GM_{\mathrm{NS}})^{5/3}=2\times 10^{20}(B_{\mathrm{dipole}}/4\times 10^{14}\mathrm{G})^2(P_{\mathrm{rot}}/8\mathrm{s})^{4/3}`$ g (Woods et al. 2000). The corresponding column density (assuming this material to be mainly hydrogen) is $`N_H3\times 10^{25}(B_{\mathrm{dipole}}/4\times 10^{14}\mathrm{G})^2(P_{\mathrm{rot}}/8\mathrm{s})^{8/3}`$ cm<sup>-2</sup>. After an SGR outburst, this suspended material will cool off and settle into a thin, rotationally-supported disk. As this disk thins out, the centrifugal force density rises with respect to $`B_{\mathrm{dipole}}^2/4\pi `$ at the corotation radius, and the disk begins to spin outward adiabatically.
During a subsequent SGR outburst this material will be re-heated, and some may spill back across the corotation radius, where it is no longer centrifugally supported against gravity and can collapse back onto the neutron star. The covering fraction $`\mathrm{\Delta }\mathrm{\Omega }_{\mathrm{spot}}/4\pi `$ of the resulting surface hotspots depends on the geometry of the magnetic field. However, in a pure dipole geometry it is too small: $`\mathrm{\Delta }\mathrm{\Omega }_{\mathrm{spot}}/4\pi =(\frac{1}{4}\frac{1}{2})(R_{NS}/R_{co})47\times 10^4(P_{\mathrm{rot}}/8\mathrm{s})^{2/3}`$. We are not aware of a simple argument leading to accretional luminosity that is $`10^210^3`$ of the SGR burst luminosity. Nonetheless, the energetics are acceptable for the August 29 afterglow tail: a net accretional energy up to $`10^{40}`$ erg could be released. It should also be emphasized that this process can make only a tiny contribution to the extended persistent emission of the SGR sources.
### 5.3 The Precursor Emission
The precursors detected before the August 27 and 29 outbursts offer an interesting test of the idea that SGR bursts arise from a trapped, pair-loaded plasma. The weak precursor of August 27 did not yield a meaningful spectrum and no spectral properties were reported; however, it was estimated that it had a much softer spectrum than the rest of the event (Mazets et al. 1999a). The precursor of August 29 event, as observed by RXTE, has several interesting features. It is relatively long ($``$ 1 s), has complex structure with multiple peaks, and showed significant spectral evolution. The measured fluence of short SGR outbursts covers a very wide range of up to four decades (Gรถฤรผล et al. 2000), and indeed the precursor lies within this established range. The individual features have durations $`0.1`$ s not atypical of SGR bursts; the light curve is unusual in that the several X-ray pulses are connected up into a continuous period of emission.
The spectrum at the beginning of the precursor is harder than any other point during the first $`4.5`$ s of the event, including the burst peak. The hardness ratio (Fig. 3b) shows a systematic softening of the spectrum in the first 0.5 s. The precursor also showed a very fast rise time of 9.8 ms at its onset, which is comparable to the $`4`$ ms rise time of the intense $`\gamma `$-ray spike of August 27 flare. We also notice that although there is no clear temporal distinction between the end of the precursor and the beginning of the main peak, they have different spectral properties.
In the trapped fireball model for SGR outbursts, the thermodynamic properties of the emitting plasma in a faint outburst depend crucially on the geometry. The rapid injection of a small amount of energy in a correspondingly small volume (involving e.g. a localized adjustment of the magnetic field lines over a small patch of the neutron star surface), will trigger the formation of a trapped thermal fireball. However, if the energy is injected more gradually over a larger volume, then it is possible to establish a continuous balance between electrostatic heating of the suspended pairs, and their diffusive radiative cooling. The critical rate of energy injection (through reconnection and dissipation of charge-starved Alfvรฉn waves) is $`L_{\mathrm{crit}}10^{42}(L/10\mathrm{km})`$ erg s<sup>-1</sup>, where $`L`$ is the characteristic dimension of the heated magnetospheric plasma (idealized as being spherical in this analysis; Thompson et al. 2000b). Below this injection luminosity, the heated O-mode photons can maintain an approximately Wien distribution at the same temperature as the pairs (approximately 20 keV in the plasma interior), with a stable balance between diffusive loss and creation by splitting. Above this injection luminosity, the photons are approximately black body, and the plasma is unstable to an upward perturbation to the pair density and temperature. This causes a runaway to a very dense, hot fireball which cools on a much longer timescale, via a diffusive surface cooling wave (Thompson & Duncan 1995). The initial luminosity of the giant flares is measured to exceed $`L_{\mathrm{crit}}`$, which together with the rapid termination of the bursting flux (Feroci et al. 2000) directly points to the formation of a dense, hot fireball. However, the intermediate $`40`$ s of the August 27 flare, before the appearance of large-amplitude pulsations, had a somewhat harder spectrum and has been identified with continuing seismic input leading to the formation of an extended pair corona (Feroci et al. 2000).
The rapid rises of many short SGR bursts are also consistent with a rapid injection of energy into the magnetosphere, on a timescale much shorter than the observed X-ray outburst. The main 3.5 s component of the August 29 burst appears to fit this description. However, the relatively high temperature measured in the first peak of the August 29 precursor, its relatively low peak luminosity ($`10^2`$ of the main burst), and the long duration of the precursor, are all suggestive of a more gradual energy input, below the luminosity $`L_{\mathrm{crit}}`$. The high temperature is consistent with bounds from photon splitting, if a significant component of the radiative flux is carried by the Compton-heated O-mode (which does not split) and/or if the observed high-energy photons are produced outside the spitting photosphere at $`BB_{\mathrm{QED}}`$. Some previously analyzed SGR outbursts with hard spectra (Strohmayer & Ibrahim 1997) may also involve such a radiative mechanism.
### 5.4 Summary
As discussed above, the afterglow tail emission of the August 29 event, and its spectral evolution, could be explained by a hot spot that covers $`1`$ percent of the neutron star surface. In the trapped fireball model for SGR bursts (including the main 3.5 s component of August 29), such a hotspot is predicted to form when a small patch of the neutron star crust is exposed to high temperatures ($`T1`$ MeV).
Although vertical expansion of this heated surface layer will prolong the cooling X-ray flux, the measured fluence of the afterglow tail may point to an additional energy source: we suggest burning in a surface layer of hydrogen and helium that results from photodissociation by SGR burst fireballs. Thus the oscillatory tails of the August 27 and 29 bursts are ascribed to independent mechanisms: in the giant flare, the envelope of the pulsations is consistent with a cooling, trapped fireball (Feroci et al. 2000). It should be emphasized that published observations of the August 27 giant flare do not presently constrain the presence of a afterglow tail, formed by surface heating, following the termination of the magnetospheric emission.
The precursor and main peak of the August 29 burst appear both to involve emission from a trapped plasma, but with different emission properties, that on one hand produce a spectrally evolving precursor, and on the other hand a spectrally uniform burst peak. The rate of energy injection in the precursor may be below the critical value for the formation of a truly thermal fireball, thereby allowing a more direct balance between heating and cooling.
### 5.5 Conclusion
The August 29 event is unique amongst SGR bursts. The unusually long $`3.5`$ s duration of its peak emission, the presence of an extended precursor, and the very extended periodic tail, distinguish it from ordinary SGR bursts. The spectral signatures seen in this event are also quite remarkable. Recently, a 6.4 keV emission line has also been discovered in the precursor of this event (Strohmayer & Ibrahim 2000). This is the first ever emision line to be detected from an SGR.
While the shape of the light curve has some resemblance to the giant flares of March 5 and August 27, the August 29 event released much less energy and did not show the initial, hard $`\gamma `$-ray spike seen in giant flares. The luminosity and spectrum of its main pulse were, in fact, much closer to the luminosity and spectrum of the pulsating tail of the August 27 flare that preceded it. Nonetheless, both bursts from SGR 1900+14 were initiated by a precursor, which points to a basic similarity in the triggering mechanism.
The occurrence of the August 29 event less than two days after the August 27 giant flare, its relatively large fluence and unusually long durations (by the standards of ordinary SGR bursts), and the appearance of a precursor in both outbursts, suggests that the August 29 event is an โaftershockโ from the August 27 giant flare.
## 6 Acknowledgments
A. I. is grateful to Jean Swank for carefully reading the manuscript and many useful advice, and to David Palmer, Samar Safi-Harb, and Craig Markwardt for many helpful comments. He also wishes to thank Kevin Hurley for providing the Ulysses data, which allowed looking at the event with three different instruments. P. M. W. and C. K. acknowledge support under the LTSA grant NAG 5-9350. C. T. acknowledges support from NASA grant NAG5-3100 and the Alfred P. Sloan foundation. R. D. acknowledges support from NASA (NAG5-8381) and the Texas Advanced Research Project (ARP-028).
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# Flowing from a noncommutative (OM) five brane via its supergravity dual
## I Introduction
The space/time noncommutativity that arises on D-branes in the presence of a near critical โelectricโ Neveu-Schwarz potential has produced some interesting surprises. In particular on a D3 brane after taking a certain limit, one is left with a new noncommutative open string theory (NCOS) that is decoupled from closed strings . One natural question is to determine the Mโtheory origin of these NCOS. The fiveโbrane plays the role of the D-brane and the open membrane plays the role of the string. The background three form $`C`$ then plays the role of the NS two form. This has motivated the investigation of the fiveโbrane theory in the background of a non trivial $`C`$ field . A decoupling limit for the fiveโbrane that is the Mโtheory origin of the NCOS limit was given in . This theory has near critical field strength and is believed to be associated with an open membrane theory in six dimensions.
Previously, the dual supergravity descriptions of different brane theories have been investigated in several contexts, for a review see . In particular the soliton that interpolates between two different SUSY vacua has been interpreted as providing a description of the the flow between the corresponding decoupled brane theories . This has recently been discussed for the NCOS in . In this paper we will examine some aspects of the supergravity dual of the fiveโbrane theory. In particular we identify the solution to eleven dimensional supergravity that is dual to the fiveโbrane theory at critical field strength and also describes the flow from the conformal (2,0) theory to the noncommutative five brane (OM) theory. This solution has been analysed previously in . We will also describe the appropriate critical decoupling limit for the noncommutative fiveโbrane (OM) theory from the supergravity point of view as an asymptotic flow.
There is one important consideration that need to be adressed when determing the limits that one may take on the fiveโbrane. The adapted field strength $`=db+f_5^{}C`$ must obey the following nonlinear selfโduality constraint ,
$$\frac{\sqrt{detg}}{6}ฯต_{\mu \nu \rho \sigma \lambda \tau }^{\sigma \lambda \tau }=\frac{1+K}{2}(G^1)_\mu {}_{}{}^{\lambda }_{\nu \rho \lambda }^{},$$
(1)
where g is the determinant of the induced spacetime metric $`g_{\mu \nu }`$, $`ฯต^{012345}=1`$, the scalar $`K`$ and the tensor $`G_{\mu \nu }`$ are given by
$`K`$ $`=`$ $`\sqrt{1+{\displaystyle \frac{\mathrm{}_p^6}{24}}^2},`$ (2)
$`G_{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1+K}{2K}}\left(g_{\mu \nu }+{\displaystyle \frac{\mathrm{}_p^6}{4}}_{\mu \nu }^2\right).`$ (4)
This presents a small puzzle; why should the bulk supergravity three form potential obey such a selfโduality constraint? Here we will analyse the fiveโbrane supergravity solution described in and demonstrate how this solution leads to the nonโlinear selfโduality of $`C`$ pulled back to the fiveโbrane and also how one may describe the critical field limit, crucial to the NCOS construction, from the point of view of the fiveโbrane SUGRA solution.
We will also examine the fiveโbrane directly in six dimensions from the open membrane point of view. A solution to the open membrane equations of motion in the background of near critical field strength is presented that is the natural lift of the string solution given in . The properties of this solution are in accordance with the physical picture of the critical field limit where the tension of the membrane cancels the force excerted due to the charged membrane boundary. This solution describes how the membrane becomes absorbed into the fiveโbrane worldvolume which is also in agreement with the dual supergravity solution. Related ideas concerning the noncommutaive fiveโbrane (OM) theory and NCOS can be found in .
## II The supergravity description
A fiveโbrane solution of elevenโdimensional supergravity with a finite deformation of the spacetime threeโform potential was found in . Here we will use the notation of . ($`\mu =0,1,..,5`$; $`p=6,..,9,11`$):
$$ds^2=(\mathrm{\Delta }^2\nu ^2)^{\frac{1}{6}}\left(\left(\frac{\mathrm{\Delta }+\nu }{\mathrm{\Delta }\nu }\right)^{\frac{1}{2}}dx_{}^2+\left(\frac{\mathrm{\Delta }\nu }{\mathrm{\Delta }+\nu }\right)^{\frac{1}{2}}dx_+^2\right)+(\mathrm{\Delta }^2\nu ^2)^{\frac{1}{3}}dy^2,$$
(5)
$$H_{pqrs}=\mathrm{}_p^3ฯต_{pqrst}_t\mathrm{\Delta },\mathrm{\Delta }=k+\frac{R^3}{r^3},RN^{\frac{1}{3}}\mathrm{}_p,$$
(6)
$$H_{\mu \nu \rho p}=\mathrm{}_p^3e_\mu {}_{}{}^{i}e_{\nu }^{}{}_{}{}^{j}e_{\rho }^{}{}_{}{}^{k}F_{ijk}^{}_p\mathrm{\Delta }$$
(7)
where $`k`$ and $`R`$ are integration constants and $`F_{ijk}`$ ($`i=0,1,\mathrm{},5`$) is the following threeโform;
$$F_{ijk}=(\mathrm{\Delta }^2\nu ^2)^{\frac{1}{2}}\left(\frac{(\delta _i^l+\frac{1}{2\nu }q_i{}_{}{}^{l})h_{ljk}}{2(\mathrm{\Delta }+\nu )^{\frac{1}{2}}}+\frac{(\delta _i^l\frac{1}{2\nu }q_i{}_{}{}^{l})h_{ljk}}{2(\mathrm{\Delta }\nu )^{\frac{1}{2}}}\right),$$
(8)
$$h_{ijk}=\frac{1}{6}ฯต_{ijklmn}h^{lmn},q_{ij}=h_{ikl}h_j{}_{}{}^{kl},\nu ^2=\frac{1}{24}q^{ij}q_{ij},$$
(9)
The spatial line element $`dx_+^2`$ and the Lorentzian line element $`dx_{}^2`$ are given by
$$dx_\pm ^2=\frac{1}{2}\delta _\mu ^i\delta _\nu ^j(\delta _{ij}\pm \frac{1}{2\nu }q_{ij})dx^\mu dx^\nu .$$
(10)
The geometry of the solution was analysed in . To avoid naked singularities the parameter $`\nu `$ must be restricted to $`0\nu k`$. There are three distinct cases.
1. $`\nu =0`$ the solution is the usual five brane metric with $`AdS_7\times S^4`$ in the near horizon.
2. $`0<\nu <k`$, this is a noncritical field strength deformation. The solution interpolates between the near horison $`AdS_7\times S^4`$ geometry of $`N`$ coinciding fiveโbranes and flat spacetime at $`r=\mathrm{}`$.
3. $`\nu =k`$, this is the critical field strength deformation, it interpolates between $`AdS_7\times S^4`$ and the geometry of an array of membranes stretched in the $`x_{}`$ direction and โsmearedโ in the $`x_+`$ direction. The line element is given below in (11).
The precise justification for relating $`\nu `$ to the field strength on the fiveโbrane is given below when we analyse the properties of $`C_3`$. It is the third case we wish to study. In the asymptotic region, $`r\mathrm{}`$ one recovers the โsmearedโ membrane metric:
$$ds^2=\left(\frac{r}{R}\right)^2dx_{}^2+\frac{R}{r}(dx_+^2+dy^2),$$
(11)
As disussed in the solution has $`16`$ unbroken supersymmetries. As we flow to AdS, $`r0`$ we have the usual $`1632`$ symmetry restoration. This metric (11) had also been investigated in the context of seven dimensional domain wall supergravity with 16 unbroken supersymmetries . The fact it is the smeared membrane metric that appears in the world volume of the fiveโbrane is consistent with the OM interpretation of the critical field limit , see the discussion below.
We next determine the three form potential that is induced on the fiveโbrane worldvolume. This essentially means that one must solve the field strength $`H_{p\mu \nu \rho }`$ for the potential $`C_{\mu \nu \rho }`$, where
$$H_{\mu \nu \rho p}=_pC_{\mu \nu \rho }+3_{[\mu }C_{\nu \rho ]p}.$$
(12)
First, making use of the algebraic properties of $`h_{ijk}`$ we determine,
$$H_{\mu \nu \rho p}=\mathrm{}_p^3(\mathrm{\Delta }^2\nu ^2)^2\delta _\mu ^i\delta _\nu ^j\delta _\rho ^j((\mathrm{\Delta }^2+\nu ^2)\delta _i^l\mathrm{\Delta }q_i{}_{}{}^{l})h_{ljk}_p\mathrm{\Delta }.$$
(13)
Then, fixing a gauge so that $`C_{\mu \nu p}=0`$ (which preserves the background symmetry) we may solve for $`C_{\mu \nu \rho }`$ as follows
$$C_{\mu \nu \rho }=\mathrm{}_p^3\delta _\mu ^i\delta _\nu ^j\delta _\rho ^k\left(\frac{(\delta _i^l+\frac{1}{2\nu }q_i{}_{}{}^{l})}{2(\mathrm{\Delta }+\nu )}+\frac{(\delta _i^l\frac{1}{2\nu }q_i{}_{}{}^{l})}{2(\mathrm{\Delta }\nu )}\right)h_{ljk}.$$
(14)
Introducing an $`\frac{SO(5,1)}{SO(3)\times SO(2,1)}`$ valued sechsbein, $`\{v_\mu {}_{}{}^{\alpha },u_\mu {}_{}{}^{a}\}`$, $`\alpha =0,1,2`$, $`a=3,4,5`$, of the induced metric, $`g_{\mu \nu }`$ at $`r=\mathrm{}`$ as follows:
$$g_{\mu \nu }=_\mu X^M_\nu X^Ng_{MN}|_{r=\mathrm{}}=\eta _{\alpha \beta }v_\mu {}_{}{}^{\alpha }v_{\nu }^{}{}_{}{}^{\beta }+\delta _{ab}u_\mu {}_{}{}^{a}u_{\nu }^{}{}_{}{}^{b},$$
(15)
we can write the pullโback of $`C`$ at infinity
$`C_{\mu \nu \rho }|_{r=\mathrm{}}`$ $`=`$ $`\mathrm{}_p^3({\displaystyle \frac{2\nu }{k+\nu }})^{\frac{1}{2}}ฯต_{\alpha \beta \gamma }v_\mu ^\alpha v_\nu ^\beta v_\rho ^\gamma +\mathrm{}_p^3({\displaystyle \frac{2\nu }{k\nu }})^{\frac{1}{2}}ฯต_{abc}u_\mu ^au_\nu ^bu_\rho ^c`$ (16)
$`=`$ $`{\displaystyle \frac{h}{\sqrt{1+h^2\mathrm{}_p^6}}}ฯต_{\alpha \beta \gamma }v_\mu ^\alpha v_\nu ^\beta v_\rho ^\gamma +hฯต_{abc}u_\mu ^au_\nu ^bu_\rho ^c,h^2\mathrm{}_p^6={\displaystyle \frac{2\nu }{k\nu }}.`$ (17)
The purpose of this rewriting is that we can then identify the three-form (17) with the solution to the fiveโbrane nonโlinear selfโduality equation (1), described in . Thus the vacuum at $`r=\mathrm{}`$ has a nonโtrivial threeโform potential (17) in the fiveโbrane directions, and moreover it in fact obeys the fiveโbrane field equation (1). Hence we may identify
$$_{\mu \nu \rho }=C_{\mu \nu \rho }|_{r=\mathrm{}}.$$
(18)
The critical field strength limit described in is when $`h^2\mathrm{}_p^6\mathrm{}`$. From (17) we see this occurs in the asymptotic region when $`\nu k`$. Hence this justifies our identification of the $`\nu =k`$ case with the critical field strength limit. It is important notice that the nonโlinear nature of the fiveโbrane selfโduality is crucial for the critical limit. (Linear selfโduality would not allow a critical limit.)
We now wish to describe a decoupling limit, i.e. a limit whereby $`\mathrm{}_p0`$, which has an asymptotic region with fiveโbrane metric and field strength scaling as described in . The decoupling limit must obey the criteria that the line element $`\mathrm{}_p^2ds^2`$ and the fourโform field strength $`H`$ are held fixed (such that the supergravity action is finite for this background; by making $`N`$ large the curvature becomes small and the supergravity approximation makes sense).
Thus we are drawn to consider the following limit:
$$\nu =k=\frac{\mathrm{}_g^{3n}}{2\mathrm{}_p^{3n}},\stackrel{~}{x}_\pm =\mathrm{}_g^{\frac{n}{2}}\mathrm{}_p^{\frac{n}{2}1}x_\pm ,\stackrel{~}{r}=\frac{\mathrm{}_g^nr}{\mathrm{}_p^{1+n}N^{\frac{1}{3}}},$$
(19)
where $`\stackrel{~}{x}_\pm `$, $`\stackrel{~}{r}`$ and the length scale $`\mathrm{}_g`$ are fixed and This condition follows from considering the graviton absorption cross section ; this was pointed out to us by M. Alishahiha. $`n>0`$. After rewriting in terms of fixed variables one has:
$$\frac{ds^2}{\mathrm{}_p^2}=f^{\frac{1}{3}}\stackrel{~}{r}^2d\stackrel{~}{x}_{}^2+f^{\frac{2}{3}}\stackrel{~}{r}^1d\stackrel{~}{x}_+^2+N^{\frac{2}{3}}f^{\frac{1}{3}}\stackrel{~}{r}^1(d\stackrel{~}{r}^2+\stackrel{~}{r}^2d\mathrm{\Omega }^2),$$
(20)
$$H_4=Nฯต_4(S^4)+\frac{1}{2}d\left(\stackrel{~}{r}^3d\stackrel{~}{x}_{}^3+f^1d\stackrel{~}{x}_+^3\right),$$
(21)
$$f=1+\stackrel{~}{r}^3.$$
(22)
This does not describe a field theory limit in the asymptotic region. It would be wrong to expect a field theory description of the noncommutive fiveโbrane, just as one does not have a field theory description for the D3 brane with temporal noncommutativity. The fiveโbrane with non-trivial C in a decoupling limit has also been considered in and indeed the line element (20) was found. This predated the discussion of the noncommutative fiveโbrane (OM) theory and the importance of the critical field limit.
One may then check that scaling $`\stackrel{~}{r}ฯต^{\frac{1}{3}}`$ exactly reproduces the scaling taken for the noncommutative fiveโbrane (OM) theory :
$$\mathrm{}_pฯต^{\frac{1}{3}},_{\alpha \beta \gamma }ฯต^1,_{abc}ฯต^0,g_{\alpha \beta }ฯต^0,g_{ab}ฯต^1.$$
(23)
One important property of this limit is that the open membrane metric described in is fixed in units of $`\mathrm{}_p`$.
In summary, the solution (5)-(6) interpolates between a stack of fiveโbranes at $`r=0`$ with zero field strength and a stack of fiveโbranes at $`r=\mathrm{}`$ with nonโvanishing field strength $`_{\mu \nu \rho }`$ given by (18). The solution is fixed in the limit given by $`\mathrm{}_p0`$ and (19), which flows to a decoupled sixโdimensional noncommutative fiveโbrane (OM) theory.
It is worth remarking that such a limit is only possible at critical field strength. In the non-critical case, $`0<\nu <k`$, one cannot obtain a brane decoupled from the bulk theory. This is consistent with how the NCOS limit requires critical field strength to decouple the bulk modes.
## III Critical Open Membrane Solution
We may interpret the source of the constant field strength at $`r=\mathrm{}`$ as an array of selfโdual strings stretched along the boundary of the space in the $`x_{}`$ direction and smeared homogeneously in the $`x_+`$โdirections. These selfโdual strings are boundaries of open membranes. In the critical limit, given by $`\nu =1`$, the open membranes become dissolved into the fiveโbrane. This is exactly analogous to how open strings behave in Dโ3 brane with the critical field strength .
We will now illustrate this by analysing the solutions of the membrane field equations in the background provided by a fiveโbrane with critical field strength.
The membrane is described by the following equations of motion, constraints and boundary conditions .
$$\ddot{X}^\mu +\frac{1}{\mathrm{}_p^2}\{X^\nu ,\{X^\mu ,X_\nu \}\}=0,$$
(24)
$`\dot{X}^2`$ $`=`$ $`{\displaystyle \frac{1}{2\mathrm{}_p^2}}\{X^\mu ,X^\nu \}\{X_\mu ,X_\nu \},`$ (25)
$`\dot{X}^\mu _iX_\mu `$ $`=`$ $`0,i=\rho ,\sigma ,`$ (26)
$$\frac{1}{\mathrm{}_p^2}\sqrt{det\gamma }n^\alpha _\alpha X_\mu +ฯต^{\alpha \beta \gamma }_{\mu \nu \rho }n_\alpha _\alpha X^\nu _\gamma X^\rho =0,$$
(27)
where $`\dot{X}^\mu `$ and $`_iX^\mu `$ denote differentiation with respect to the worldvolume time $`\tau `$ and spatial coordinates $`\rho ,\sigma `$, respectively,
$$\{A,B\}=ฯต^{ij}_iA_jB,$$
(28)
and the determinant of the worldvolume metric is given by
$$\sqrt{det\gamma }=\frac{1}{2\mathrm{}_p^4}\{X^\mu ,X^\nu \}\{X_\mu ,X_\nu \}.$$
(29)
In what follows we shall choose the normal derivative at the boundary to be given by $`n^\alpha _\alpha =_\rho `$.
In order to find a solution we make an ansatz where the open membrane is infinitely stretched in the $`X^2`$ direction as follows
$$X^0=X^0(\tau ,\rho ),X^1=X^1(\tau ,\rho ),X^2=\mathrm{}_p\sigma ,$$
(30)
$$X^\mu =\mathrm{constant},\mu =3,\mathrm{},9,11.$$
(31)
This results in the equations:
$$\ddot{X}^\mu X^{\prime \prime \mu }=0,$$
(32)
$`(\dot{X}^0)^2+(X^0)^2`$ $`=`$ $`(\dot{X}^1)^2+(X^1)^2,`$ (33)
$`\dot{X}^0X^0=\dot{X}^1X^1,`$ (34)
$$X^\mu =H\dot{X}^\mu ,H\frac{h\mathrm{}_p^3}{\sqrt{1+h^2\mathrm{}_p^6}}.$$
(35)
These equations are equivalent to the equations of an open string in an electric field $`H=\alpha ^{}^0{}_{1}{}^{}=\alpha ^{}g^{00}_{01}`$.
In case $`0H<1`$ the general solution is given by
$$X^0=\pm X^1=a\mathrm{}_g(\tau \pm H\rho ),$$
(36)
where $`\mathrm{}_g`$ is a fixed length and $`a`$ a real constant. In the case $`H=1`$, however, there are new critical solutions appearing. The solution for $`H=1`$ is given by
$$X^0=\mathrm{}_g(a\tau +b\rho ),X^1=\mathrm{}_g(b\tau +a\rho ).$$
(37)
Thus we have a static, non-degenerate open membrane solution given by
$$X^0=\mathrm{}_g\tau ,X^1=\mathrm{}_g\rho ,X^2=\mathrm{}_g\sigma ,$$
(38)
$$X^\mu =constant,\mu =3,\mathrm{},9,11.$$
(39)
Notice that in the limit $`\mathrm{}_p0`$ we have carried out a reparametrisation of $`\sigma \frac{\mathrm{}_g}{\mathrm{}_p}\sigma `$. Clearly this does not affect the geometry of the solution.
The length scale $`\mathrm{}_g`$ for this solution is the scale introduced in . This is the effective tension of the open membrane inside the fiveโbrane and is related to the fiveโbrane field strength by $`\mathrm{}_g=(h^2\mathrm{}_p^9)^{\frac{1}{3}}`$.
Thus the solution describes a membrane stretched out inside the fiveโbrane in the $`0,1,2`$ directions. This is what one expects from the dissolved membrane interpretation of the fiveโbrane supergravity solution given by (11).
Physically, one sees that the membrane tension (which is scaled to $`\mathrm{}`$) is cancelled by the scaling of the electric field so that the membrane retains a finite length scale. This is reminiscent of the zero force condition experienced by BPS solutions. It would be interesting to see whether the cancellation properties persist (as they do for BPS solutions) beyond the classical level.
An obvious application would be to investigate the thermal properties of the noncommutative (OM) theory by analysing the non extremal version of the smeared membrane metric (11).
## IV Acknowledgements
We are indebted to Mohsen Alishahiha for extremely valuable comments on the graviton absorption cross section and the decoupling limit. We are greatful to Eric Bergshoeff, Martin Cederwall, Jan-Pieter van de Schaar, Ergin Sezgin and Paul Townsend for discussions. P.S. is grateful to Henric Larsson and Bengt Nilsson for discussions. D.S.B is supported by the European Commission TMR program ERBFMRX-CT96-0045 associated to the University of Utrecht. The work of P.S. is part of the research program of the โStichting voor Fundamenteel Onderzoek der Materieโ (FOM).
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# Semi-inclusive production of pions in DIS and ๐ฬ-๐ขฬ asymmetry
## 1 Introduction
In order to understand the nature of the Gottfried Sum Rule violation two different Drell-Yan experiments were performed . The integrated result for the asymmetry from a more complete Fermilab experiment is $`_0^1[\overline{d}\overline{u}]๐x`$ = 0.09 $`\pm `$ 0.02, to be compared with the NMC result: $`_0^1[\overline{d}\overline{u}]๐x`$ = 0.148 $`\pm `$ 0.039. The NMC integral asymmetry apears slightly bigger. It was suggested recently that the difference can be partly due to large higher-twist effects for $`F_2^pF_2^n`$. Recently the HERMES collaboration used semi-inclusive unpolarized production of pions to extract the asymmetry.
We discuss briefly a disturbing role of some nonpartonic processes which cloud the extraction of the asymmetry from semi-inclusive DIS.
## 2 Quark-parton model approach
In the quark-parton model (see Fig.1a) the generalized semi-inclusive structure function can be written as
$$_2^{N\pi }(x,Q^2,z)=\underset{f}{}e_f^2xq_f(x,Q^2)D_{f\pi }(z),$$
(1)
where the sum runs over the quark/antiquark flavours $`f=u,d,s`$, $`q_f`$ are quark distribution functions and $`D_{f\pi }(z)`$ are so-called fragmentation functions.
The isospin and charge conjugation symmetries allow to reduce the number of fragmentation functions to two: favoured $`D_+(z)`$ and unfavoured $`D_{}(z)`$ <sup>1</sup><sup>1</sup>1A third type of fragmentation functions $`D_s(z)`$ for strange quarks does not enter the quantity analyzed here (2)..
In the QPM one can combine semi-inclusive cross sections for the production of $`\pi ^+`$ and $`\pi ^{}`$ on proton and neutron targets to isolate a quantity sensitive to the flavour asymmetry
$$\frac{\overline{d}(x)\overline{u}(x)}{u(x)d(x)}=\frac{J(z)[1r(x,z)][1+r(x,z)]}{J(z)[1r(x,z)]+[1+r(x,z)]},$$
(2)
where $`J(z)=\frac{3}{5}\frac{1+D_{}(z)/D_+(z)}{1D_{}(z)/D_+(z)}`$ and $`r(x,z)=\frac{N_p^\pi ^{}(x,z)N_n^\pi ^{}(x,z)}{N_p^{\pi ^+}(x,z)N_n^{\pi ^+}(x,z)}`$. In the absence of other mechanisms the equation can be used to extract the $`x`$-dependence of the difference $`\overline{d}\overline{u}`$.
In order to demonstrate the effect of nonpartonic components on the extraction of $`\overline{d}\overline{u}`$ asymmetry we need to fix the effective fragmentation functions which the main partonic term will be calculated with. Most of the model fragmentation functions were constructed in the context of $`e^+e^{}`$ pion production data, where amount of $`\pi ^+`$ and $`\pi ^{}`$ produced is equal, and do not manage to describe separately multiplicity distributions of positive and negative pions in DIS . Besides separate yields of $`\pi ^+`$ and $`\pi ^{}`$ the QPM formula (2) directly depends also on the ratio of unfavoured and favoured fragmentation functions.
Surprisingly only a rather old Field-Feynman parametrization provides a good representation of the available $`ep`$ pion production data in the HERMES kinematical region . This parametrization will be used in the following analysis.
## 3 Nonpartonic components
For small $`Q^2`$, as in the case of the HERMES experiment, some mechanisms of nonpartonic origin may become important too. For instance the virtual photon can interact with the nucleon via its intermediate hadronic state. Such a mechanism can be described within the vector dominance model (VDM). The photon could also fluctuate into a pair of pions, where both or one of them interact with the nucleon. Some exclusive processes can produce pions directly or as decay products of heavier mesons.
To our best knowledge none of such processes has been investigated in the literature. Their influence on the extracted $`\overline{d}\overline{u}`$ asymmetry also remains unknown. Here for illustration we discuss only two of them.
### 3.1 VDM contribution
Let us start from the VDM component (see Fig.1b). It was shown recently that the inclusion of the VDM contribution and a related modification of the partonic component help to understand the behaviour of structure functions $`F_2^p`$ and $`F_2^d`$ at small $`Q^2`$ and broad range of Bjorken-$`x`$ . This model was confirmed by a recent analysis of the $`Q^2`$-dependence of the world data for $`F_2^pF_2^n`$ . The model for inclusive structure functions can be generalized to semi-inclusive production of pions:
$`_2^{N\pi }(x,Q^2,z)`$ $`=`$ $`{\displaystyle \frac{Q^2}{Q^2+Q_0^2}}{\displaystyle \underset{f}{}}e_f^2xq_f(x,Q^2)D_{f\pi }^{eff}(z)`$ (3)
$`+`$ $`{\displaystyle \frac{Q^2}{\pi }}{\displaystyle \underset{V}{}}{\displaystyle \frac{1}{\gamma _V^2}}{\displaystyle \frac{\sigma _{VN\pi X}(s^{1/2})M_V^4}{(Q^2+M_V^2)^2}}\mathrm{\Omega }_V(x,Q^2).`$
The second sum above runs over vector mesons $`V=\rho ^0,\omega ,\mathrm{\Phi }`$ and $`\mathrm{\Omega }_V`$ decribes a correction factor due to finite fluctuation time of virtual photon into vector mesons for large $`x`$ .
The inclusive cross section for pion production in vector meson ($`\rho ^0,\omega ,\varphi `$) scattering off proton and neutron is not known experimentally. In analogy to the total cross section the pion production inclusive cross section $`\rho ^0N\pi ^\pm X`$ can be estimated as:
$`\sigma (\rho ^0p\pi ^\pm X)`$ $``$ $`1/2[\sigma (\pi ^+p\pi ^\pm X)+\sigma (\pi ^{}p\pi ^\pm X)],`$
$`\sigma (\rho ^0n\pi ^\pm X)`$ $``$ $`1/2[\sigma (\pi ^+n\pi ^\pm X)+\sigma (\pi ^{}n\pi ^\pm X)].`$ (4)
Experimental data from the ABBCCHW collaboration at $`p_{lab}^\pi `$ = 8, 16 GeV correspond approximately to the range of the HERMES experiment .
However, the experimental spectra for $`\pi ^\pm p\pi ^\pm X`$ contain components due to peripheral processes, which are specific, different for different beams. We wish to note that peripheral processes in the $`\pi ^+p\pi ^+X`$ and $`\pi ^{}p\pi ^{}X`$ reactions do not contribute to the $`\rho ^0p\pi ^\pm X`$ reaction and should be eliminated; only nondiffractive components for $`\pi p\pi X`$ reactions should be taken into account. This requires a physically motivated parametrization of the $`\pi +N\pi +X`$ data. Therefore we have parametrized the experimental differential cross sections for four different reactions $`\pi ^\pm p\pi ^\pm X`$ from as a sum of central and peripheral components
$$\frac{d\sigma }{dx_Fdp_{}^2}=\frac{d\sigma ^{cen}}{dx_Fdp_{}^2}+\frac{d\sigma ^{per}}{dx_Fdp_{}^2}.$$
(5)
The details of the analysis will be given elsewhere . Because the CM-energy of the ABBCCHW collaboration is very similar to that of the HERMES experiment, we believe that the parametrization is suitable in the limiting range of energy relevant for the HERMES experiment . The cross sections on the neutron can be obtained from those on the proton by assuming isospin symmetry for the hadronic reactions.
The analysis of experimental data combined with the assumption of isospin symmetry strongly indicate that for the nondiffractive components
$$\sigma (\rho ^0p\pi ^\pm X)\sigma (\rho ^0n\pi ^\pm X).$$
(6)
This automatically means that the VDM contribution modifies the r.h.s. of Eq.(2).
In Fig.2 we show a modification of the measured HERMES quantity $`\frac{\overline{d}\overline{u}}{ud}`$ due to the VDM component. In the present calculation the photon-proton CM energy was fixed at the average HERMES value $`W`$ = 5.0 GeV<sup>2</sup> and the quark fragmentation component was rescalled by a factor $`\frac{Q^2}{Q^2+Q_0^2}`$ (see Eq.(3)). The solid line represents $`\frac{\overline{d}\overline{u}}{ud}`$ obtained directly from the parton distributions . As can be seen from the figure the r.h.s. of Eq.(2) clearly deviates from the partonic result. Thus, if not canceled by other effects, the quark flavour asymmetry extracted from semi-inclusive experiments in the simple QPM approach seems to be highly overestimated.
### 3.2 Exclusive $`\rho `$ meson production
The exclusive meson production $`\gamma ^{}NMN^{}`$ is not included in the fragmentation formalism and may also modify the extraction of $`\overline{d}\overline{u}`$ asymmetry. The pion exclusive channels ($`M=\pi `$) contribute at $`z`$ 1, i.e. outside of the range of the HERMES kinematics and will be ignored here. The pions from decays of light vector mesons can be important in the context of the $`\overline{d}\overline{u}`$ asymmetry. The production of $`\rho `$ mesons ($`M=\rho `$) seems to be of particular importance. First of all the $`\rho ^0N`$ channel is know to be the dominant exclusive channel in the $`\gamma ^{}N`$ scattering. Secondly, because $`\rho ^0`$ decays predominantly into two pions it will produce pions with $`<z>\frac{1}{2}`$. A detailed calculation shows that the dispersion of the decay-pion $`z`$-distribution is large and therefore this effect could be observed at large $`z`$ where hadronization rate is rather small. Below as an example we shall consider the $`\rho ^0`$ elastic production only.
The elastic $`\rho ^0`$-production contribution (diagram (c) in Fig.1) to semi-inclusive structure function can be written formally as
$$_2^{el,\rho ^0}(x,Q^2,z)=\frac{Q^2}{4\pi ^2\alpha }\sigma _{\gamma ^{}N\rho ^0N}(W,Q^2)f_{decay}(z).$$
(7)
The cross section for proton and neutron target and their difference can be estimated within the Regge approach as well as in a QCD inspired quark-exchange model. It is not clear a priori what is the applicability range of these models. In this short note we shall try to understand the elastic $`\rho ^0`$ meson production only within the Regge phenomenology. This requires an analysis of relevant experimental data for the proton and deuteron targets simultaneously. While for the proton target there are data in quite a broad kinematical range of $`x`$ and $`Q^2`$ (although slightly different from the HERMES kinematics), there is almost no data for the deuteron target.
We have parametrized the existing experimental data for exclusive $`\rho ^0`$ production by means of the following simple Regge-inspired reaction amplitude
$`A_{\lambda _N^{}\lambda _N}^{\lambda _V\lambda _\gamma }(\gamma ^{}N\rho ^0N;t)`$ $`=`$ $`(iC_{IP}(t)\left({\displaystyle \frac{s}{s_0}}\right)^\epsilon +\left[{\displaystyle \frac{1+i}{\sqrt{2}}}\right]C_{IS}(t)\left({\displaystyle \frac{s}{s_0}}\right)^{1/2}`$ (8)
$`\pm `$ $`\left[{\displaystyle \frac{1+i}{\sqrt{2}}}\right]C_{IV}(t)\left({\displaystyle \frac{s}{s_0}}\right)^{1/2})`$
$`\left[{\displaystyle \frac{m_\rho ^2}{m_\rho ^2+Q^2}}\right]\delta _{\lambda _N^{}\lambda _N}\delta _{\lambda _V\lambda _\gamma }`$
with โ$`+`$โ for proton and โ$``$โ for neutron, respectively. In practical application we shall assume the same t-dependence of $`C_{IP}`$, $`C_{IS}`$ and $`C_{IV}`$ and take $`\mathrm{\Lambda }=m_\rho `$.
The free parameters in Eq.(8) i.e. $`ฯต`$, $`C_{IP}`$ and $`C_{IS}+C_{IV}`$ have been fitted to the existing experimental data for $`t`$-integrated differential cross section for $`\rho ^0`$ production on hydrogen . In this fit we have limited to the experimental data with $`W>`$ 3 GeV (to avoid resonances) and $`Q^2<`$ 10 GeV<sup>2</sup> (above genuine hard QCD processes should reveal) and fixed the slope parameter $`B`$ = 6 GeV<sup>-2</sup> in exponential $`t`$-distribution which is known experimentally. All other details of the analysis will be discussed in .
From the fit to the proton data we have obtained only a sum of the coefficients $`C_{IS}+C_{IV}`$. The separation into the isoscalar and isovector contributions cannot be done in a model independent way. The size of the isovector $`a_2`$-exchange contribution was estimated long ago for total photoproduction cross section (see for instance ). Our Regge model can be applied to both real and virtual photoproduction and exclusive as well as inclusive case . We have used the data for real photoproduction total cross section and the data for exclusive $`\omega `$ photoproduction to estimate the size of the isovector amplitude i.e. the strength of $`a_2`$-reggeon exchange.
Although the difference of the cross sections for exclusive $`\rho ^0`$ photoproduction on the neutron/proton targets calculated with resulting amplitudes is small, its effect on the $`\frac{\overline{d}\overline{u}}{ud}`$ ratio extracted by the HERMES collaboration, shown in Fig.3, is not negligible at all. We show in the figure the โmeasuredโ HERMES quantity as a function of Bjorken-$`x`$ for a few values of $`z`$ for a fixed $`W`$ = 5 GeV. As in the case of the VDM contribution the QPM term was modified by the factor $`\frac{Q^2}{Q^2+Q_0^2}`$ according to our prescription for inclusive structure functions .
## 4 Conclusions
The semi-inclusive production of pions was recently used to determine the $`\overline{u}\overline{d}`$ asymmetry in the nucleon sea. In the present analysis we have investigated a few effects beyond the quark-parton model which may influence the so-extracted asymmetry.
According to our estimation the interaction of the resolved hadron-like component of the photon with the nucleon leads to an artificial enhancement of the measured $`\overline{d}\overline{u}`$ asymmetry in the region of small $`x`$. This enhancement depends on $`z`$ very weakly.
The elastic production of $`\rho ^0`$ meson is equally important. This effect, however, modifies the measured $`\overline{d}\overline{u}`$ asymmetry in the opposite direction from the resolved photon component, but the two effects cancel only within a narrow interval of $`z`$. The elastic $`\rho ^0`$ production makes the r.h.s. of Eq.(2) $`z`$-dependent invalidating somewhat averaging done in .
Here we have only shortly discussed two effects. A more detailed analysis of these two and other effects will be presented elsewhere . Finally we wish to conclude that nonperturbative effects beyond QPM may substantially disturb the extraction of the $`\overline{d}\overline{u}`$ asymmetry from semi-inclusive production of pions in DIS. Such an extraction requires a carefull combined analysis including many nonpartonic effects together with main partonic term.
In addition we would like to point out that some of the effects discussed in the present paper may also influence the extraction of the polarized quark distributions from semi-inclusive production of pions in DIS.
Acknowledgments We are indebted to the members of the HERMES collaboration for discussions of their recent results. This work was partially supported by the German-Polish DLR exchange program, grant number POL-028-98.
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# Stochastic Penna model for biological aging
## 1 Introduction
The problem of biological aging has attracted much attention in recent years. Based on the data of human demography and experiments of other living organisms, many important phenomena of longevity have been found . For instance, the Gompertz law was observed for intermediate ages, that is, the mortality function increases exponentially with age, while at old ages the mortality was found to decelerate or level off, and even decline for some organisms like flies, worms, and yeast .
To reproduce and explain these phenomena, various models of senescence have been proposed, with genetic or nongenetic mechanisms . Among them, the one widely used by physicists is the Penna model , where one computer word is used to represent the inherited genome of one individual and each bit of the word corresponds to one age of the individual lifetime. A bit set to one represents a deleterious mutation and the suffering from an inherited disease from this age on, and the individual will die if the accumulation of these set bits exceeds a threshold.
Although the Penna model has been well applied to many problems related to biological aging , there exists an important flaw in this model as pointed out by Pletcher and Neuhauser very recently . That is, the model predicts that for a genetically identical population all individuals have their genetic death at the same age, but this is inconsistent with the experimental results which also exhibited the exponential Gompertz law and the deceleration of the old age mortality for the genetically homogeneous case. Thus, a more complicated model has been proposed .
In this paper we develop a simpler stochastic model bridging the gap between the standard (deterministic) Penna model and the Pletcher-Neuhauser approach. The simulations and analytic results of this model are shown to agree with some features of the biological aging, e.g., the exponential increase of the mortality function and the deceleration at advanced ages, and the flaw of the Penna model mentioned above can be avoided.
## 2 Model
As in the standard Penna model, here the genome of each individual is characterized by a string (computer word) of 32 bits, and each bit is expressed as a particular age in the life of the individual. A bit $`i`$ is set to $`1`$ if it represents a deleterious mutation, and from this age $`i`$ on this bit will continuously affect the survival probability of the individual. That is, at age $`a`$ ($`i`$) the death probability contributed by the mutated bit $`i`$ is $`f(ai)`$, with the corresponding survival probability $`1f(ai)`$. Otherwise, this bit is set to zero and has no effect on death. Thus our assumptions are very different from an earlier โFermiโ function in another stochastic Penna model .
The individualโs survival probability $`G`$ up to age $`a`$ is the product of the contributions from all the bits before $`a`$:
$$G(1,2,\mathrm{},a)=(1b_1f(a1))(1b_2f(a2))\mathrm{}(1b_if(ai))\mathrm{}(1b_af(0)),$$
(1)
where $`b_i=1`$ or $`0`$ ($`i=1,\mathrm{},a`$) represents the $`i`$th bit. With the form of $`f(ai)`$, one can obtain the mortality function by simulation or analytical work. In this work we simply assume that
$$f(ai)=(ai+1)C,$$
(2)
with the constant $`C=0.03`$ and the limit $`f1.0`$, which means that the contribution of death probability from bit $`i`$ (if set to $`1`$) is assumed to increase linearly with the age. The other forms of $`f(ai)`$, such as the exponential and the square root forms, have been tried, and we have also simulated the other probabilistic Penna model with Fermi function . Although some phenomena for the genetically heterogeneous steady-state population can be reproduced, they cannot give a good result for the genetically homogeneous populations.
The alive individual will generate $`B`$ offsprings from the minimum reproduction age $`R_{\mathrm{min}}`$ to the maximum one $`R_{\mathrm{max}}`$, and the genome of each offspring is the same as the parent one, except for $`M`$ mutations randomly occurring at birth. At each time step $`t`$, a Verhulst factor $`V=1N(t)/N_{\mathrm{max}}`$ denoting the survival probability of the individual due to the space and food restrictions is introduced, where $`N(t)`$ is the current population size and $`N_{\mathrm{max}}`$ is the carrying capacity of the environment, usually set to $`10N(0)`$. In the next section 3 the simulations based on these rules are presented, while for genetically identical individuals, which have the same genotype randomly sampled from the simulated steady-state population, the analytic results can be derived, as shown in section 4.
Moreover, in this paper the mortality function $`\mu (a)`$ at age $`a`$ is defined as
$$\mu (a)=\frac{d\mathrm{ln}N_a}{da}\mathrm{ln}S(a),$$
where $`N_a`$ denotes the number of alive individuals with age $`a`$, and $`S(a)=N_{a+1}/N_a`$ is the survival rate. To eliminate the effect of the Verhulst factor, the normalized mortality function is preferred , i.e.,
$$\mu (a)=\mathrm{ln}[S(a)/S(0)].$$
(3)
## 3 Simulations
In our simulations, initially the population size $`N(0)`$ is $`10^7`$ and all bits of all the strings are set to zero, i.e., free of mutations. One time step $`t`$ corresponds to one aging interval of the individuals, or reading one bit of all strings. The reproduction range is set from $`R_{\mathrm{min}}=6`$ to $`R_{\mathrm{max}}=20`$ with the birth rate $`B=1`$, and the results are similar if using the maximum value of $`R_{\mathrm{max}}=32`$. $`M=1`$ mutation for each offspring genome is introduced at birth, and here only the bad mutations are taken into account, that is, the bit randomly selected for mutation is always set to $`1`$. (The good mutations have also been considered, e.g., 10% good mutations and 90% bad ones, and similar results are found.)
Fig. 1 shows the evolution of the whole population size $`N(t)`$ until $`t=10^4`$. Similar to the standard Penna model, the steady-state population is obtained at late timesteps, and as a result of evolution and selection, the frequency of deleterious bits (set as $`1`$) for the individual of the steady-state population is low at early ages (especially before the reproduction age) and very high at old ones. This behavior of the frequency (or the bad mutation rate) is shown in the inset of Fig. 1.
The mortality function is calculated using Eq. (3) and averaged over the steady-state population from timesteps 5000 to 10000, as shown in Fig. 2. The result is consistent with the experimental and empirical observations , that is, at intermediate ages the mortality function increases exponentially, exhibiting the Gompertz law, and deceleration occurs for old ages. For comparison, the mortality simulated by the standard (deterministic) Penna model is also shown in Fig. 2, with the threshold of the accumulated bad mutations $`T=3`$ and the other parameters unchanged. The exponential Gompertz law can also be obtained for the standard Penna model , however, no deceleration is observed except for suitable modifications summarized in ; see also .
## 4 Genetically identical population
To study the genetically homogeneous population, one can randomly sample an individual (genotype) from the simulated steady-state population, and then โcloneโ it to create the whole genetically identical population. According to the form of these bit-strings, the mortality function can be derived and calculated analytically.
As in some experiments of fruit flies , reproduction is prevented during the aging of genetically homogeneous individuals. Thus, for this population of single genotype, we have
$`N_1`$ $`=N_0(1b_1f(0))=N_0G(0),`$
$`N_2`$ $`=N_1(1b_1f(1))(1b_2f(0))=N_1G(1,2),`$
$`\mathrm{}`$
$`N_a`$ $`=N_{a1}(1b_1f(a1))(1b_2f(a2))\mathrm{}(1b_af(0))=N_{a1}G(1,2,\mathrm{},a),`$
$`\mathrm{}`$
where $`N_a`$, $`a=1,2,\mathrm{},32`$, is the number of individuals with age $`a`$ in the population, and the function $`G(1,2,\mathrm{},a)`$ is defined by Eq. (1). Then the survival rate is easily obtained:
$$S(a)=\frac{N_{a+1}}{N_a}=G(1,2,\mathrm{},a+1).$$
(4)
For the mortality function, the normalized formula (3) is used to be consistent with the simulations in Sec. 3, and then we have
$$\mu (a)=\mathrm{ln}[G(1,2,\mathrm{},a+1)/G(1)].$$
(5)
Different genotypes have been selected randomly from the stable population of Sec. 3, and the corresponding mortality function of each type is calculated using Eq. (5). Some examples are shown in Fig. 3 for linear-log plots, where part of them obey the exponential Gompertz law at the intermediate ages, similar to that of the above simulation (Sec. 3) and experiments . Moreover, all of these curves exhibit the deceleration for old ages.
Moreover, the analytic calculation is also available if the reproduction is allowed as in other experiments of genetically identical population, but for the case of no mutation. The details are shown in the appendix, and the mortality function derived is the same as Eq. (5).
## 5 Discussion and conclusion
In this paper a stochastic genetic model of aging is developed based on the bit-string asexual Penna model, and the results of the exponentially increasing mortality at intermediate ages and its deceleration at old ages are obtained for both the genetically heterogeneous steady-state population and the homogeneous individuals. However, the decrease of mortality for the oldest ages, observed in some experiments , cannot be described by the mechanism of this model.
Although the properties for intermediate and old ages have been well simulated in this model, the behavior at early ages cannot be well reproduced, which is also an artifact of the Penna-type genetic models. From Fig. 3 for genetically identical populations, it can be found that some populations have unrealistic zero mortality at some early ages. Thus, the effects for the early ages studied in the experiments, such as the investigations of genetic variation for ln-mortality contributed by steady-state population or by new mutations , cannot be produced in this model. More efforts should be made to avoid this difficulty, e.g., by considering different kinds of genes before and after the reproduction age .
## Acknowledgements
We thank Scott D. Pletcher and Naeem Jan for very helpful discussions and comments. This work was supported by SFB 341.
## Appendix
Here an example of the analytic solution for this stochastic model is presented, for the case where the reproduction is allowed in the aging process of genetically identical population, but no mutation occurs when generating the genomes of offsprings. Thus, the individuals keep homogeneous, characterized by the same bit-string $`b_1b_2\mathrm{}b_L`$ with $`L`$ the length of genome ($`L=32`$ in above studies).
When the system evolves to the steady state, the population size at timestep $`t`$ of this state
$$N(t)=N_0(t)+N_1(t)+\mathrm{}+N_L(t)$$
(6)
as well as the Verhulst factor $`V`$ can be considered as constant. Thus, the numbers of individuals with ages from $`1`$ to $`L`$ at this step $`t`$ are
$`N_L(t)=N_{L1}(t1)VG(1,2,\mathrm{},L),`$
$`N_{L1}(t)=N_{L2}(t1)VG(1,2,\mathrm{},L1),`$
$`\text{ }\mathrm{}`$
$`N_a(t)=N_{a1}(t1)VG(1,2,\mathrm{},a),`$
$`\text{ }\mathrm{}`$
$`N_1(t)=N_0(t1)VG(1),`$ (7)
where $`G(1,2,\mathrm{},a)`$ is the living probability of individual at age $`a`$, as defined in Eq. (1), and the individuals of age zero (newly born) are generated by the ones with reproducible age (from age $`R_{\mathrm{min}}`$ to $`R_{\mathrm{max}}`$), that is,
$`N_0(t)`$ $`=`$ $`B[N_{R_{\mathrm{min}}}+N_{R_{\mathrm{min}}+1}+\mathrm{}+N_{R_{\mathrm{max}}}]`$ (8)
$`=`$ $`BV[N_{R_{\mathrm{min}}1}(t1)G(1,2,\mathrm{},R_{\mathrm{min}})+N_{R_{\mathrm{min}}}(t1)G(1,2,\mathrm{},R_{\mathrm{min}}+1)`$
$`+`$ $`\mathrm{}+N_{R_{\mathrm{max}}1}(t1)G(1,2,\mathrm{},R_{\mathrm{max}})]`$
with the birth rate $`B`$.
Consequently, the number of individuals with certain age $`a`$ ($`0<aL`$) can be expressed as
$$N_a(t)=N_0(ta)V^aG(1)G(1,2)\mathrm{}G(1,2,\mathrm{},a).$$
(9)
Therefore, if $`N_0(t)`$ is unchanged for the steady state, all the $`N_a(t)`$, $`a=1,\mathrm{},L`$, will also keep unchanged, i.e., independent of timestep $`t`$, and then the survival rate $`S`$ can be obtained from Eq. (7), that is,
$$S(a)=N_{a+1}/N_a=VG(1,2,\mathrm{},a+1)$$
and
$$S(0)=N_1/N_0=VG(1).$$
The Verhulst factor can be eliminated when calculating the normalized rate:
$$S(a)/S(0)=G(1,2,\mathrm{}a+1)/G(1),$$
and from the definition of Eq. (3) one can obtain the normalized mortality function, which is the same as Eq. (5).
The constant property of the population size $`N(t)`$ and the number $`N_0(t)`$ for age $`0`$, as well as the above analytic result of the mortality function have been confirmed by the simulation. Moreover, the steady state condition can be derived from Eqs. (8) and (9), which is
$`BV^{R_{\mathrm{min}}}G(1)G(1,2)\mathrm{}G(1,2,\mathrm{},R_{\mathrm{min}})[1+VG(1,2,\mathrm{},R_{\mathrm{min}}+1)`$
$`+V^2G(1,2,\mathrm{},R_{\mathrm{min}}+1)G(1,2,\mathrm{},R_{\mathrm{min}}+2)+\mathrm{}`$
$`+V^{R_{\mathrm{max}}R_{\mathrm{min}}}G(1,2,\mathrm{},R_{\mathrm{min}}+1)\mathrm{}G(1,2,\mathrm{},R_{\mathrm{max}})]=1,`$ (10)
depending on the parameters $`B`$, $`R_{\mathrm{min}}`$, and $`R_{\mathrm{max}}`$.
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# Ising model on nonorientable surfaces: Exact solution for the Mรถbius strip and the Klein bottle
## I Introduction
There has been considerable recent interest in studying lattice models on nonorientable surfaces, both as new challenging unsolved lattice-statistical problems and as a realization and testing of predictions of the conformal field theory . In a recent paper we have presented the solution of dimers on the Mรถbius strip and Klein bottle and studied its finite-size corrections. In this paper we consider the Ising model.
The Ising model in two dimensions was first solved by Onsager in 1944 who obtained the close-form expression of the partition function for a simple-quartic $`\times ๐ฉ`$ lattice wrapped on a cylinder. The exact solution for an $`\times ๐ฉ`$ lattice on a torus, namely, with periodic boundary condition in both directions, was obtained by Kaufman 4 years later . Onsager and Kaufman used spinor analysis to derive the solutions, and the solution under the cylindrical boundary condition was rederived later by McCoy and Wu using the method of dimers. As far as we know, these are the only known solutions of the two-dimensional Ising model on finite lattices. Here, using the method of dimers, we derive exact expressions for the partition function of the Ising model on finite Mรถbius strips and Klein bottles. As we shall see, as a consequence of the Mรถbius topology, the solution assumes a form which depends on whether the width of the lattice is even or odd. However, all solutions yield the same bulk free energy. We also present results of finite-size analyses for corrections to the bulk solution, and compare with those deduced under other boundary conditions. Our explicit calculations confirm that the central charge is $`c=1/2`$.
## II The $`2M\times N`$ Mรถbius strip
To begin with, we consider a $`2M\times N`$ simple-quartic Ising lattice $``$ embedded on a Mรถbius strip, where $`M,N`$ are integers and $`2M`$ is the width of the strip. The example of a lattice $``$ for $`2M=4,N=5`$ is shown in Fig. 1.
While we shall consider the case of a uniform reduced interaction $`K`$, to facilitate considerations it is convenient to let the $`N`$ vertical edges located in the middle of the strip to take on a different interaction $`K_1`$ as shown. By setting $`K_1=0`$ the Mรถbius strip reduces to an $`M\times 2N`$ strip with a โcylindricalโ boundary condition, namely, periodic in one direction and free in the other, for which the partition function has been evaluated by McCoy and Wu . By setting $`K_1=\mathrm{}`$ the two center rows of spins coalesce into a single row with an (additive) interaction which in this case is $`2K`$. These are two key elements of our consideration.
Following standard procedures we write the partition function of the Ising model on $``$ as
$`Z_{2M,N}^{\mathrm{Mob}}(K,K_1)`$ $`=`$ $`2^{2MN}(\mathrm{cosh}K)^{2(2MNN)}(\mathrm{cosh}K_1)^N`$ (2)
$`\times G(z,z_1),`$
where $`z=\mathrm{tanh}K,z_1=\mathrm{tanh}K_1`$, and
$$G(z,z_1)=\underset{\mathrm{closed}\mathrm{polygons}}{}z^nz_1^{n_1}$$
(3)
is the generating function of all closed polygonal graphs on $``$ with edge weights $`z`$ and $`z_1`$. Here, $`n`$ is the number of polygon edges with weight $`z`$ and $`n_1`$ the number of edges with weight $`z_1`$.
The generating function $`G(z,z_1)`$ is a multinomial in $`z`$ and $`z_1`$ and, due to the Mรถbius topology, the integer $`n_1`$ can take on any value in $`\{0,N\}`$. Thus, we have
$$G(z,z_1)=\underset{n_1=0}{\overset{N}{}}T_{n_1}(z)z_1^{n_1},$$
(4)
where $`T_{n_1}(z)`$ are polynomials in $`z`$ with strictly positive coefficients.
To evaluate $`G(z,z_1)`$, we again follow the usual procedure of mapping polygonal configurations on $``$ onto dimer configurations on a dimer lattice $`_D`$ of $`8MN`$ sites, constructed by expanding each site of $``$ into a โcityโ of 4 sites . The resulting $`_D`$ for the $`4\times 5`$ $``$ is shown in Fig. 2.
As the deletion of all $`z_1`$ edges reduces the lattice to one with a cylindrical boundary condition solved in , we orient all edges of weights $`z`$ and 1 as in . In addition, all $`z_1`$ edges are oriented in the direction as shown in Fig. 2. Then, we have the following:
Theorem:
Let $`A`$ be the $`8MN\times 8MN`$ antisymmetric determinant defined by the lattice edge orientation shown in Fig. 2, and let
$$\mathrm{Pf}A(z,z_1)=\sqrt{\mathrm{det}A(z,z_1)}$$
(5)
denote the Pfaffian of $`A`$. Then
$$\mathrm{Pf}A(z,z_1)=\underset{n_1=0}{\overset{N}{}}ฯต_{n_1}T_{n_1}(z)z_1^{n_1},$$
(6)
where $`ฯต_{4m}=ฯต_{4m+1}=1,ฯต_{4m+2}=ฯต_{4m+3}=1`$ for any integer $`m0`$.
Remark: Define
$$X_p=\underset{m=0}{\overset{[N/4]}{}}T_{4m+p}(z)z_1^{4m+p},p=0,1,2,3,$$
(7)
where $`[N/4]`$ is the integral part of $`N/4`$ so that $`G(z,z_1)=X_0+X_1+X_2+X_3`$. It then follows from (6) that we have
$$\mathrm{Pf}A(z,\pm iz_1)=X_0+X_2\pm i(X_1+X_3).$$
(8)
As a consequence, we obtain
$`G(z,z_1)`$ $`=`$ $`{\displaystyle \frac{1}{2}}[(1i)\mathrm{Pf}A(z,iz_1)`$ (10)
$`+(1+i)\mathrm{Pf}A(z,iz_1)],`$
where, as evaluated in the next section, the Pfaffian is given by
$`\mathrm{Pf}A(z,z_1)=[z(1z^2)]^{MN}`$ (11)
$`\times {\displaystyle \underset{n=1}{\overset{N}{}}}\left[{\displaystyle \frac{\mathrm{sinh}(M+1)t(\varphi _n)c(z,z_1)\mathrm{sinh}Mt(\varphi _n)}{\mathrm{sinh}t(\varphi _n)}}\right],`$ (12)
with
$`c(z,z_1)`$ $`=`$ $`{\displaystyle \frac{z(1+z^2+2z\mathrm{cos}\varphi _n)+2(1)^nz_1\mathrm{sin}\varphi _n}{1z^2}}`$ (13)
$`\mathrm{cosh}t(\varphi )`$ $`=`$ $`\mathrm{cosh}2K\mathrm{coth}2K\mathrm{cos}\varphi `$ (14)
$`\varphi _n`$ $`=`$ $`(2n1)\pi /2N.`$ (15)
Here we have used the fact that $`_{n=1}^N=_{n=N+1}^{2N}`$ in the product in (12). Substituting these results into (2), we are led to the following explicit expression for the partition function,
$`Z_{2M,N}^{\mathrm{Mob}}(K,K)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(2\mathrm{sinh}2K\right)^{MN}`$ (17)
$`\times \left[(1i)F_++(1+i)F_{}\right],`$
where
$`F_\pm `$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{N}{}}}[e^{Mt(\varphi _n)}\left({\displaystyle \frac{e^{t(\varphi _n)}c(z,\pm iz)}{2\mathrm{sinh}t(\varphi _n)}}\right)`$ (19)
$`e^{Mt(\varphi _n)}\left({\displaystyle \frac{e^{t(\varphi _n)}c(z,\pm iz)}{2\mathrm{sinh}t(\varphi _n)}}\right)].`$
This completes the evaluation of the Ising partition function for the $`2M\times N`$ Mรถbius strip. Note that we have $`\mathrm{cosh}t(\varphi _n)1`$ so we can always take $`t(\varphi _n)0`$. The leading contribution in (19) for large $`M`$ is therefore $`e^{Mt(\varphi _n)}`$.
For the $`2\times 5`$ Mรถbius strip, for example, we find
$`\mathrm{Pf}A(z,z_1)`$ $`=`$ $`1+z^{10}+10z_1z^55z_1^2z^2(1+z^2+z^4+z^6)`$ (21)
$`20z_1^3z^5+5z_1^4z^4(1+z^2)+2z_1^5z^5,`$
$`G(z,z_1)`$ $`=`$ $`1+z^{10}+10z_1z^5+5z_1^2z^2(1+z^2+z^4+z^6)`$ (23)
$`+20z_1^3z^5+5z_1^4z^4(1+z^2)+2z_1^5z^5,`$
which can be verified by explicit enumerations.
We next prove the theorem.
Considered as a multinomial in $`z`$ and $`z_1`$, there exists a one-one correspondence between terms in the dimer generating function $`G(z,z_1)`$ and (combinations of) terms in the Pfaffian (5). However, while all terms in $`G(z,z_1)`$ are positive, terms in the Pfaffian do not necessarily possess the same sign. The crux of the matter is to find an appropriate linear combination of Pfaffians to yield the desired $`G(z,z_1)`$. For this purpose it is convenient to compare an arbitrary term $`C_1`$ in the Pfaffian with a standard one $`C_0`$. We choose $`C_0`$ to be one in which no $`z`$ and $`z_1`$ dimers are present.
The superposition of two dimer configurations represented by $`C_0`$ and $`C_1`$ produces superposition polygons. Kasteleyn has shown that the two terms will have the same sign if all superposition polygons are oriented โclockwise-oddโ, namely, there is an odd number of edges oriented in the clockwise direction.
Now since all $`z`$ and $`1`$ edges of $`_D`$ are oriented as in , terms in the Pfaffian with no $`z_1`$ edges ($`n_1=0`$) will have the same sign as $`C_0`$. To determine the sign of a term when $`z_1`$ edges are present, we associate a $`+`$ sign to each clockwise-odd superposition polygon and a $``$ sign to each clockwise-even superposition polygon. Then the sign of $`C_1`$ relative to $`C_0`$ is the product of the signs of all superposition polygons. The following elementary facts can be readily verified:
i) Deformations of the borders of a superposition polygon always change $`m_1`$, the number of its $`z_1`$ edges, by multiples of 2.
ii) The sign of a superposition polygon is reversed under border deformations which change $`m_1`$ by 2.
iii) Superposition polygons having 0 or 1 $`z_1`$ edges have a sign $`+`$.
iv) There can be at most one superposition polygon having an odd number of $`z_1`$ edges (a property unique to nonorientable surfaces).
Let $`m_1=4m+p`$, where $`m`$ is an integer and $`p=0,1,2,3`$. Because of iv), we need only to consider the presence of at most one polygon having $`p=1`$ or $`3`$. It now follows from i) and iii) that $`ฯต_{4m}=ฯต_{4m+1}=+`$, and from i), ii) and iii) that $`ฯต_{4m+2}=ฯต_{4m+3}=`$. This establishes the theorem.
## III Evaluation of the Pfaffian
In this section we derive the expression (12).
From the edge orientation of $`_D`$ of Fig. 2, one finds that the $`8MN\times 8MN`$ antisymmetric matrix $`A`$ assumes the form
$`A(z,z_1)`$ $`=`$ $`A_0(z)I_{2N}+A_+(z)J_{2N}+A_{}(z)J_{2N}^T`$ (25)
$`+A_1(z_1)H_{2N},`$
where $`A_0,A_+,A_{},A_1`$ are $`4M\times 4M`$ matrices, $`I_{2N}`$ is the $`2N\times 2N`$ identity matrix, and $`J_{2N},H_{2N}`$ are the $`2N\times 2N`$ matrices
$`J_{2N}`$ $`=`$ $`\left(\begin{array}{ccccc}0& 1& 0& \mathrm{}& 0\\ 0& 0& 1& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& 0& \mathrm{}& 1\\ 1& 0& 0& \mathrm{}& 0\end{array}\right),`$ (26)
$`H_{2N}`$ $`=`$ $`\left(\begin{array}{cc}0& I_N\\ I_N& 0\end{array}\right).`$ (27)
In addition, one has
$`A_0(z)`$ $`=`$ $`a_{0,0}I_M+a_{0,1}(z)F_M+a_{0,1}(z)F_M^T`$ (28)
$`A_\pm (z)`$ $`=`$ $`a_{\pm 1,0}(z)I_M`$ (29)
$`A_1(z_1)`$ $`=`$ $`a(z_1)G_M,`$ (30)
where $`F_M,G_M`$ are $`M\times M`$ matrices
$`F_M`$ $`=`$ $`\left(\begin{array}{ccccc}0& 1& 0& \mathrm{}& 0\\ 0& 0& 1& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& 0& \mathrm{}& 1\\ 0& 0& 0& \mathrm{}& 0\end{array}\right),`$ (31)
$`G_M`$ $`=`$ $`\left(\begin{array}{ccccc}0& 0& \mathrm{}& 0& 0\\ 0& 0& \mathrm{}& 0& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& \mathrm{}& 0& 0\\ 0& 0& \mathrm{}& 0& 1\end{array}\right),`$ (32)
$`F_M^T`$ is the transpose of $`F_M`$, and
$`a_{0,0}`$ $`=`$ $`\left(\begin{array}{cccc}0& 1& 1& 1\\ 1& 0& 1& 1\\ 1& 1& 0& 1\\ 1& 1& 1& 0\end{array}\right),`$ (33)
$`a(z_1)`$ $`=`$ $`\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& z_1& 0\\ 0& 0& 0& 0\end{array}\right)`$ (34)
$`a_{1,0}(z)`$ $`=`$ $`\left(\begin{array}{cccc}0& z& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 0\end{array}\right),`$ (35)
$`a_{0,1}(z)`$ $`=`$ $`\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& z\\ 0& 0& 0& 0\end{array}\right),`$ (36)
$`a_{1,0}(z)`$ $`=`$ $`a_{1,0}^T(z)`$ (37)
$`a_{0,1}(z)`$ $`=`$ $`a_{0,1}^T(z).`$ (38)
We use the fact that the determinant in (5) is equal to the product of the eigenvalues of the matrix $`A`$. To evaluate the latter, we note that $`J_{2N},J_{2N}^T`$ and $`H_{2N}`$ mutually commute so that they can be diagonalized simultaneously. This leads to the respective eigenvalues $`e^{i\varphi _n},e^{i\varphi _n}`$ and $`i(1)^{n+1}`$ and the expression
$$\mathrm{det}A(z,z_1)=\underset{n=1}{\overset{2N}{}}\mathrm{det}A_M(z,z_1;\varphi _n),$$
(39)
where
$`A_M(z,z_1;\varphi _n)`$ $`=`$ $`A_0(z)+A_+(z)e^{i\varphi _n}+A_{}(z)e^{i\varphi _n}`$ (41)
$`+i(1)^{n+1}A_1(z_1)`$
is a $`4M\times 4M`$ matrix. Writing out explicitly, we have
$`A_M(z,z_1;\varphi _n)=`$ (42)
$`\left(\begin{array}{ccccc}B(z)& a_{0,1}(z)& 0& & \\ a_{0,1}(z)& B(z)& a_{0,1}(z)& 0& \\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ & 0& a_{0,1}(z)& B(z)& a_{0,1}(z)\\ & & 0& a_{0,1}(z)& C(z,z_1)\end{array}\right)`$ (43)
where $`C(z,z_1)=B(z)+i(1)^{n+1}a(z_1)`$, and
$$B(z)=\left(\begin{array}{cccc}0& 1+ze^{i\varphi _n}& 1& 1\\ (1+ze^{i\varphi _n})& 0& 1& 1\\ 1& 1& 0& 1\\ 1& 1& 1& 0\end{array}\right).$$
(45)
The evaluation of $`\mathrm{det}A_M(z,z_1;\varphi _n)`$ can be carried out by using a recursion procedures introduced in for a self-dual Ising model. Specifically, let $`B_M=\mathrm{det}A_M(z,z_1;\varphi _n)`$ and $`D_M`$ the determinant of the matrix $`A_M(z,z_1;\varphi _n)`$ with the fourth row and fourth column removed. Then by expanding the determinants one finds the recursion relation (which is the same as that in )
$$\left(\begin{array}{c}B_M\\ D_M\end{array}\right)=\left(\begin{array}{cc}a_{11}& a_{12}\\ a_{21}& a_{22}\end{array}\right)\left(\begin{array}{c}B_{M1}\\ D_{M1}\end{array}\right),M2,$$
(46)
with
$`a_{11}`$ $`=`$ $`1+z^22z\mathrm{cos}\varphi _n,`$ (47)
$`a_{12}`$ $`=`$ $`2iz^3\mathrm{sin}\varphi _n,`$ (48)
$`a_{21}`$ $`=`$ $`2iz\mathrm{sin}\varphi _n,`$ (49)
$`a_{22}`$ $`=`$ $`z^2(1+z^2+2z\mathrm{cos}\varphi _n),`$ (50)
and the initial condition (which is different from )
$`B_1`$ $`=`$ $`B_1(z,z_1)`$ (51)
$``$ $`12z\mathrm{cos}\varphi _n+z^22(1)^nzz_1\mathrm{sin}\varphi _n,`$ (52)
$`D_1`$ $`=`$ $`D_1(z,z_1)`$ (53)
$``$ $`2iz\mathrm{sin}\varphi _ni(1)^nz_1(1+2z\mathrm{cos}\varphi _n+z^2).`$ (54)
This leads to the solution
$`B_M`$ $`=`$ $`B_1{\displaystyle \frac{\lambda _+^M\lambda _{}^M}{\lambda _+\lambda _{}}}(a_{22}B_1a_{12}D_1){\displaystyle \frac{\lambda _+^{M1}\lambda _{}^{M1}}{\lambda _+\lambda _{}}},`$ (55)
$`D_M`$ $`=`$ $`D_1{\displaystyle \frac{\lambda _+^M\lambda _{}^M}{\lambda _+\lambda _{}}}(a_{11}D_1a_{21}B_1){\displaystyle \frac{\lambda _+^{M1}\lambda _{}^{M1}}{\lambda _+\lambda _{}}},`$ (56)
where $`\lambda _\pm =z(1z^2)e^{\pm t(\varphi _n)}`$ are the eigenvalues of the $`2\times 2`$ matrix in (46). After some algebraic manipulation, this yields the expression (12) quoted in the preceding section.
## IV The $`(2M1)\times N`$ Mรถbius strip
We consider a $`(2M1)\times N`$ Mรถbius strip in this section.
In order to make use of results of the preceding sections, we start from the $`2M\times N`$ strip of Sec. 2, and let spins in the two center rows of the strip (the $`M`$th and $`(M+1)`$th rows) having interactions $`K_0=K/2`$. The example of a $`4\times 5`$ lattice with these interactions is shown in Fig. 3. Then, by taking $`K_1=\mathrm{}`$ ($`z_1=1`$) as described in Sec. 1, this lattice reduces to the desired $`(2M1)\times N`$ Mรถbius strip of a uniform interaction $`K`$.
Following this procedure, we have
$`Z_{2M1,N}^{\mathrm{Mob}}(K)`$ $`=`$ $`2^{(2M1)N}(\mathrm{cosh}K)^{4(M1)N}`$ (59)
$`\times \mathrm{cosh}^{2N}(K/2)G(z,z_0,z_1)|_{z_1=1},`$
where $`z_0=\mathrm{tanh}(K/2)`$, and $`G(z,z_0,z_1)`$ is the generating function of closed polygons on the $`2M\times N`$ Mรถbius net with edge weights as described in the above.
The generating function $`G(z,z_0,z_1)`$ can be evaluated as in the previous sections. In place of (5), (39) and (43), we now have
$`\mathrm{Pf}A(z,z_0,z_1)`$ $`=`$ $`\sqrt{\mathrm{det}A(z,z_0,z_1)}`$ (60)
$`=`$ $`{\displaystyle \underset{n=1}{\overset{2N}{}}}\sqrt{\mathrm{det}A_M(z,z_0,z_1;\varphi _n)}`$ (61)
with
$`A_M(z,z_0,z_1;\varphi _n)=`$ (62)
$`\left(\begin{array}{ccccc}B(z)& a_{0,1}(z)& 0& & \\ a_{0,1}(z)& B(z)& a_{0,1}(z)& 0& \\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ & 0& a_{0,1}(z)& B(z)& a_{0,1}(z)\\ & & 0& a_{0,1}(z)& C(z_0,z_1)\end{array}\right).`$ (63)
(64)
Then (10) becomes
$`G(z,z_0,z_1)`$ $`=`$ $`{\displaystyle \frac{1}{2}}[(1i)\mathrm{Pf}A(z,z_0,iz_1)`$ (66)
$`+(1+i)\mathrm{Pf}A(z,z_0,iz_1)].`$
The evaluation of $`\mathrm{det}A_M(z,z_0,z_1;\varphi _n)`$ can again be done recursively. Define as before $`B_M=\mathrm{det}A_M(z,z_0,z_1;\varphi _n)`$ and $`D_M`$ the determinant of $`A_M`$ with the fourth row and column removed, one obtains again the recursion relations (46) and arrives at precisely the same solution (56), but now with a different initial condition
$$B_1=B_1(z_0,z_1),D_1=D_1(z_0,z_1),$$
(67)
where the functions $`B_1`$ and $`D_1`$ are defined in (54). After some algebra, this leads to
$`\mathrm{Pf}A(z,z_0,z_1)=[z(1z^2)]^{(M1)N}`$ (68)
$`\times {\displaystyle \underset{n=1}{\overset{N}{}}}\left[{\displaystyle \frac{c_1\mathrm{sinh}Mt(\varphi _n)c_2\mathrm{sinh}(M1)t(\varphi _n)}{\mathrm{sinh}t(\varphi _n)}}\right],`$ (69)
where
$`c_1`$ $`=`$ $`{\displaystyle \frac{2z_0}{z}}\left\{1z\left[\mathrm{cos}\varphi _n+(1)^nz_1\mathrm{sin}\varphi _n\right]\right\},`$ (70)
$`c_2`$ $`=`$ $`2z_0\left\{1+z\left[\mathrm{cos}\varphi _n+(1)^nz_1\mathrm{sin}\varphi _n\right]\right\}.`$ (71)
The substitution of (69) into (66) and (59) now completes the evaluation of the partition function for a $`(2M1)\times N`$ Mรถbius strip.
## V The Klein bottle
The Ising model on a Klein bottle can be considered similarly. We consider first a $`2M\times N`$ lattice $``$, constructed by connecting the upper and lower edges of the Mรถbius strip of Fig. 1 in a periodic fashion with $`N`$ extra vertical edges. As in the case of the Mรถbius strip, it is convenient to let the extra edges have interactions $`K_2`$. The solution for a uniform interaction $`K`$ is obtained at the end by setting $`K_1=K_2=K`$.
The Ising partition function for the Klein bottle now assumes the form
$`Z_{2M,N}^{\mathrm{Kln}}(K,K_1,K_2)=2^{2MN}(\mathrm{cosh}K)^{4MN2N}`$ (72)
$`\times (\mathrm{cosh}K_1\mathrm{cosh}K_2)^NG^{\mathrm{Kln}}(z,z_1,z_2),`$ (73)
where
$$G^{\mathrm{Kln}}(z,z_1,z_2)=\underset{\mathrm{closed}\mathrm{polygons}}{}z^nz_1^{n_1}z_2^{n_2}$$
(74)
generates all closed polygons on the $`2M\times N`$ lattice $``$ with edge weights $`z=\mathrm{tanh}K,z_1=\mathrm{tanh}K_1`$, and $`z_2=\mathrm{tanh}K_2`$. The desired partition function is given by
$$Z_{2M,N}^{\mathrm{Kln}}(K,K,K)=2^{2MN}(\mathrm{cosh}K)^{4MN}G^{\mathrm{Kln}}(z,z,z).$$
(75)
Again, it is necessary to first write $`G^{\mathrm{Kln}}(z,z_1,z_2)`$ as a multinomial in $`z,z_1,z_2`$ in the form of
$$G^{\mathrm{Kln}}(z,z_1,z_2)=\underset{m,n=0}{\overset{N}{}}T_{m,n}(z)z_1^mz_2^n,$$
(76)
where $`T_{m,n}(z)`$ are polynomials in $`z`$ with strictly positive coefficients.
The evaluation of $`G^{\mathrm{Kln}}(z,z_1,z_2)`$ parallels that of $`G(z,z_1)`$ for the Mรถbius strip. One first maps the lattice $``$ into a dimer lattice $`_D`$ by expanding each site into a city of 4 sites as shown in Fig. 2. Orient all $`K`$ and $`K_1`$ edges of $`_D`$ as shown, and orient all $`K_2`$ edges in the same (downward) direction as the $`K_1`$ edges. Then this defines an $`8MN\times 8MN`$ antisymmetric matrix obtained by adding an extra term to $`A(z,z_1)`$ given by (25), namely,
$$A^{\mathrm{Kln}}(z,z_1,z_2)=A(z,z_1)+b(z_2)G_M^{}H_{2N}.$$
(77)
Here,
$`b(z_2)`$ $`=`$ $`\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& z_2\end{array}\right),`$ (78)
$`G_M^{}`$ $`=`$ $`\left(\begin{array}{ccccc}1& 0& \mathrm{}& 0& 0\\ 0& 0& \mathrm{}& 0& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& \mathrm{}& 0& 0\\ 0& 0& \mathrm{}& 0& 0\end{array}\right).`$ (79)
Then, in place of theorem (6), we now have
$$\mathrm{Pf}A^{\mathrm{Kln}}(z,z_1,z_2)=\underset{m,n=0}{\overset{N}{}}ฯต_mฯต_nT_{m,n}(z)z_1^mz_2^n,$$
(80)
from which one obtains in a similar manner the result
$`G^{\mathrm{Kln}}(z,z_1,z_2)=`$ (81)
$`{\displaystyle \frac{1}{2}}[\mathrm{Pf}A^{\mathrm{Kln}}(z,iz_1,iz_2)+\mathrm{Pf}A^{\mathrm{Kln}}(z,iz_1,iz_2)`$ (82)
$`i\mathrm{Pf}A^{\mathrm{Kln}}(z,iz_1,iz_2)+i\mathrm{Pf}A^{\mathrm{Kln}}(z,iz_1,iz_2)].`$ (83)
To evaluate the Pfaffian (80), we note that the matrix (77) can again be diagonalized in the $`\{2N\}`$ subspace, yielding
$`\mathrm{Pf}A^{\mathrm{Kln}}(z,z_1,z_2)`$ $`=`$ $`\sqrt{\mathrm{det}A^{\mathrm{Kln}}(z,z_1,z_2)}`$ (84)
$`=`$ $`{\displaystyle \underset{n=1}{\overset{2N}{}}}\sqrt{\mathrm{det}A_M^{\mathrm{Kln}}(z,z_1,z_2;\varphi _n)},`$ (85)
where
$`A_M^{\mathrm{Kln}}(z,z_1,z_2;\varphi _n)`$ $`=`$ $`A_M(z,z_1;\varphi _n)`$ (87)
$`+i(1)^{n+1}b(z_2)G_M^{}.`$
Now we expand $`\mathrm{det}A_M^{\mathrm{Kln}}`$ in $`z_2`$. Since setting $`z_2=0`$ the determinant is precisely $`B_M`$ and the term linear in $`z_2`$, the $`\{4,4\}`$ element of the determinant, is by definition $`D_M`$, one obtains
$$\mathrm{det}A_M^{\mathrm{Kln}}(z,z_1,z_2;\varphi _n)=B_M+i(1)^nz_2D_M,M2,$$
(88)
where $`B_M`$ and $`D_M`$ have been computed in (56). This leads to
$`\mathrm{Pf}A^{\mathrm{Kln}}(z,z_1,z_2)=\left(1+{\displaystyle \frac{z_1z_2}{z^2}}\right)^N\left[z(1z^2)\right]^{MN}`$ (89)
$`\times {\displaystyle \underset{n=1}{\overset{N}{}}}\left[{\displaystyle \frac{\mathrm{sinh}(M+1)tc(z,z_1,z_2)\mathrm{sinh}Mt}{\mathrm{sinh}t}}\right]`$ (90)
where
$`c(z,z_1,z_2)`$ $`=`$ $`{\displaystyle \frac{1}{z(1z^2)(z^2+z_1z_2)}}[(1+z^2)(z^4+z_1z_2)`$ (93)
$`+2z(z^4z_1z_2)\mathrm{cos}\varphi _n`$
$`+2(1)^n(z_1+z_2)z^3\mathrm{sin}\varphi _n].`$
Setting $`z_1=z_2=z`$ in (83) and using (90), we obtain after some algebra
$`G^{\mathrm{Kln}}(z,z,z)`$ $`=`$ $`\left[z(1z^2)\right]^{MN}[{\displaystyle \underset{n=1}{\overset{N}{}}}2\mathrm{cosh}Mt(\varphi _n)`$ (95)
$`+\mathrm{Im}{\displaystyle \underset{n=1}{\overset{N}{}}}\left({\displaystyle \frac{\mathrm{sinh}Mt(\varphi _n)}{\mathrm{sinh}t(\varphi _n)}}D(\varphi _n)\right)],`$
where
$`D(\varphi _n)`$ $`=`$ $`{\displaystyle \frac{1}{z(1z^2)}}[(1z^4)2z(1+z^2)\mathrm{cos}\varphi _n`$ (97)
$`4i(1)^nz^2\mathrm{sin}\varphi _n]`$
and Im denotes the imaginary part. The substitution of (95) into (75) now completes the evaluation of the partition function for a $`2M\times N`$ Klein bottle.
For the $`2\times 2`$ Klein bottle, for example, we find
$`\mathrm{Pf}A^{\mathrm{Kln}}(z,z_1,z_2)`$ $`=`$ $`1+z^4+4(z_1+z_2)z^22(z_1^2+z_2^2)z^2`$ (100)
$`+2z_1z_2(1+z^2)^24z_1z_2(z_1+z_2)z^2`$
$`+z_1^2z_2^2(1+z^4),`$
$`G^{\mathrm{Kln}}(z,z_1,z_2)`$ $`=`$ $`1+z^4+4(z_1+z_2)z^2+2(z_1^2+z_2^2)z^2`$ (103)
$`+2z_1z_2(1+z^2)^2+4z_1z_2(z_1+z_2)z^2`$
$`+z_1^2z_2^2(1+z^4),`$
which can be verified by explicit enumerations.
For a $`(2M1)\times N`$ Klein bottle we can proceed as before by first considering a $`2M\times N`$ Klein bottle with interactions $`K,K_1,K_2`$ and, within the center two rows, interactions $`K_0=K/2`$ as shown in Fig. 3. This is followed by taking $`K_1\mathrm{}`$ and $`K_2=K`$. Thus, in place of (73), we have
$`Z_{2M1,N}^{\mathrm{Kln}}(K)`$ $`=`$ $`2^{(2M1)N}(\mathrm{cosh}K)^{(4M3)N}`$ (105)
$`\times \mathrm{cosh}^{2N}(K/2)G^{\mathrm{Kln}}(z,z_0,1,z),`$
where $`z_0=\mathrm{tanh}(K/2)`$ and $`G(z,z_0,z_1,z_2)`$ generates polygonal configurations on the $`2M\times N`$ lattice. Then, as in the above, we find
$`G^{\mathrm{Kln}}(z,z_0,z_1,z_2)=`$ (106)
$`{\displaystyle \frac{1}{2}}[\mathrm{Pf}A^{\mathrm{Kln}}(z,z_0,iz_1,iz_2)+\mathrm{Pf}A^{\mathrm{Kln}}(z,z_0,iz_1,iz_2)`$ (107)
$`i\mathrm{Pf}A^{\mathrm{Kln}}(z,z_0,iz_1,iz_2)+i\mathrm{Pf}A^{\mathrm{Kln}}(z,z_0,iz_1,iz_2)],`$ (108)
where $`\mathrm{Pf}A^{\mathrm{Kln}}(z,z_0,z_1,z_2)`$ is found to be given by the right-hand side of (69), but with
$`c_1`$ $`=`$ $`(1+z_0^2)(1z_1z_2)2z_0(1+z_1z_2)\mathrm{cos}\varphi _n`$ (111)
$`2(1)^n(z_1+z_2)z_0\mathrm{sin}\varphi _n,`$
$`c_2`$ $`=`$ $`{\displaystyle \frac{1}{z(1z^2)}}\{(z^2+z_1z_2)[(1z_0z)^2+(zz_0)^2]`$ (114)
$`+2(zz_0)(1z_0z)[(z^2z_1z_2)\mathrm{cos}\varphi _n`$
$`+(1)^n(z^2z_1+z_2)\mathrm{sin}\varphi _n]\},`$
expressions which are valid for arbitrary $`z,z_0,z_1,`$ and $`z_2`$. For $`z_0=\mathrm{tanh}(K/2)`$, the case we are considering, (114) reduces to
$`c_1`$ $`=`$ $`{\displaystyle \frac{2z_0}{z}}[1z_1z_2z(1+z_1z_2)\mathrm{cos}\varphi _n`$ (116)
$`(1)^nz(z_1+z_2)\mathrm{sin}\varphi _n],`$
$`c_2`$ $`=`$ $`{\displaystyle \frac{2z_0}{z^2}}[z^2+z_1z_2+z(z^2z_1z_2)\mathrm{cos}\varphi _n`$ (118)
$`+(1)^nz(z^2z_1+z_2)\mathrm{sin}\varphi _n],`$
which reduces further to (71) after setting $`z_2=0`$. The explicit expression for the partition function is now obtained by substituting (108) into (105).
## VI The bulk limit and finite-size corrections
In the thermodynamic limit, our solutions of the Ising partition function give rise to a bulk free energy
$$f_{\mathrm{bulk}}(K)=\underset{M,N\mathrm{}}{lim}\frac{1}{2MN}\mathrm{ln}Z(K)$$
(119)
identical to that of the Onsager solution . Here, $`Z(K)`$ is any one of the 4 partition functions. Indeed, using the solution (17) for the $`2M\times N`$ Mรถbius strip, for example, one obtains
$`f_{\mathrm{bulk}}(K)`$ $`=`$ $`C(K)+\underset{N\mathrm{}}{lim}(2N)^1{\displaystyle \underset{n=1}{\overset{N}{}}}t(\varphi _n)`$ (120)
$`=`$ $`C(K)+{\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }๐\varphi t(\varphi )`$ (121)
$`=`$ $`C(K)+{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle _0^\pi }๐\varphi {\displaystyle _0^\pi }๐\theta `$ (123)
$`\mathrm{ln}\left[2\mathrm{cosh}2K\mathrm{coth}2K2(\mathrm{cos}\theta +\mathrm{cos}\varphi )\right],`$
where $`C(K)=[\mathrm{ln}(2\mathrm{sinh}2K)]/2`$. This expression is the Onsager solution (steps leading to the last line of (123) can be found in ). It is well-known that $`f_{\mathrm{bulk}}(K)`$ is singular at the critical point $`\mathrm{sinh}2K_c=1`$ or $`2K_c=\mathrm{ln}(\sqrt{2}+1)`$.
For large $`M`$ and $`N`$, one can use the Euler-MacLaurin summation formula to evaluate corrections to the bulk free energy, an analysis first carried out by Ferdinand and Fisher for the Kaufman solution of the Ising model on a torus. Generally, for large $`M`$ and $`N`$, we expect to have
$`\mathrm{ln}Z_{2M,N}(K)`$ $`=`$ $`2MNf_{\mathrm{bulk}}(K)+Nc_1(\xi ,K)`$ (125)
$`+2Mc_2(\xi ,K)+c_3(\xi ,K)+\mathrm{}`$
where $`\xi =N/2M`$ is the aspect ratio of the lattice. For the purpose of comparing with the conformal field theory , it is of particular interest to analyze corrections at the critical point. Following as well as similar analyses for dimer systems , we have carried out such analyses for our solutions as well as for the solution of the Ising model under cylindrical boundary conditions .
For the $`2M\times N`$ Mรถbius strip, for example, one starts with the explicit expression (17) of the partition function, and uses the Euler-MacLaurin formula to evaluate corrections to the bulk free energy. The analysis is lengthy, even at the critical point $`K_c`$. We shall give details elsewhere and quote here only the results:
$`c_1(\xi ,K_c)`$ $``$ $`c_1^{\mathrm{Mob}}=IK_c=\mathrm{0.087\; 618}\mathrm{},`$ (126)
$`c_2(\xi ,K_c)`$ $`=`$ $`0,`$ (127)
$`c_3(\xi ,K_c)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}2+{\displaystyle \frac{1}{12}}\mathrm{ln}\left[{\displaystyle \frac{2\vartheta _3^2(0|i\xi )}{\vartheta _2(0|i\xi )\vartheta _4(0|i\xi )}}\right]`$ (129)
$`+{\displaystyle \frac{1}{2}}\mathrm{ln}\left[1+{\displaystyle \frac{\vartheta _3(0|i\xi /2)\vartheta _4(0|i\xi /2)}{2\vartheta _3(0|i\xi )}}\right]`$
where
$`I`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }\mathrm{ln}\left(\sqrt{2}\mathrm{sin}\varphi +\sqrt{1+\mathrm{sin}^2\varphi }\right)๐\varphi `$
$`=`$ $`\mathrm{0.353\; 068}\mathrm{}`$
and $`\vartheta _i(u|\tau ),i=2,3,4`$, are the Jacobi theta functions
$`\vartheta _2(u|\tau )`$ $`=`$ $`2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}q^{(n\frac{1}{2})^2}\mathrm{cos}(2n1)u,`$ (130)
$`\vartheta _3(u|\tau )`$ $`=`$ $`1+2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}q^{n^2}\mathrm{cos}2nu,`$ (131)
$`\vartheta _4(u|\tau )`$ $`=`$ $`1+2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1)^nq^{n^2}\mathrm{cos}2nu,`$ (132)
with $`q=e^{i\pi \tau }`$. For the $`2M\times N`$ Klein bottle, we find
$`c_1(\xi ,K_c)`$ $`=`$ $`0`$ (133)
$`c_2(\xi ,K_c)`$ $`=`$ $`0`$ (134)
$`c_3(\xi ,K_c)`$ $`=`$ $`{\displaystyle \frac{1}{6}}\mathrm{ln}\left[{\displaystyle \frac{2\vartheta _3^2(0|2i\xi )}{\vartheta _2(0|2i\xi )\vartheta _4(0|2i\xi )}}\right]`$ (136)
$`+\mathrm{ln}\left[1+\sqrt{{\displaystyle \frac{\vartheta _2(0|2i\xi )}{2\vartheta _3(0|2i\xi )}}}\right].`$
If one takes the limit of $`N\mathrm{}`$ ($`M\mathrm{}`$) first while keeping $`M`$ ($`N`$) finite, one obtains
$`\underset{N\mathrm{}}{lim}{\displaystyle \frac{1}{N}}\mathrm{ln}Z_{2M,N}(K_c)`$ $`=`$ $`2Mf_{\mathrm{bulk}}(K_c)+c_1`$ (138)
$`+\mathrm{\Delta }_1/2M+O(1/M^2),`$
$`\underset{M\mathrm{}}{lim}{\displaystyle \frac{1}{2M}}\mathrm{ln}Z_{2M,N}(K_c)`$ $`=`$ $`Nf_{\mathrm{bulk}}(K_c)+c_2`$ (140)
$`+\mathrm{\Delta }_2/N+O(1/N^2),`$
where $`c_1,c_2,\mathrm{\Delta }_1,\mathrm{\Delta }_2`$ are constants. We list our resluts in the table below. Also listed are values for the Ising model with toroidal boundary conditions taken from , and values for the cylindrical boundary conditions computed using the solution of . Our values of $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }_2`$ imply a central charge
$$c=1/2$$
(141)
for the Ising model. This is consistent with the conformal field theory prediction .
| | Mรถbius | Klein | Cylindrical | Toroidal |
| --- | --- | --- | --- | --- |
| $`c_1`$ | $`c_1^{\mathrm{Mob}}`$ | 0 | $`c_1^{\mathrm{Mob}}`$ | 0 |
| $`c_2`$ | 0 | 0 | 0 | 0 |
| $`\mathrm{\Delta }_1`$ | $`\pi /48`$ | $`\pi /12`$ | $`\pi /48`$ | $`\pi /12`$ |
| $`\mathrm{\Delta }_2`$ | $`\pi /48`$ | $`\pi /48`$ | $`\pi /12`$ | $`\pi /12`$ |
## VII Summary
We have solved and obtained close-form expressions for the partition function of an Ising model on finite Mรถbius strips and Klein bottles with a uniform interaction $`K`$. The solution assumes different forms depending on whether the width of the lattice is even or odd. For a $`2M\times N`$ Mรถbius strip, where $`2M`$ is its width, the partition function $`Z_{2M,N}^{\mathrm{Mob}}(K)`$ is given by (17) with $`F_\pm `$ given by (19). For a $`(2M1)\times N`$ Mรถbius strip we employ a trick by first considering a $`2M\times N`$ lattice and then โfusingโ it into the desired lattice by coalescing two rows of spins. The resulting partition function $`Z_{2M1,N}^{\mathrm{Mob}}(K)`$ is given by (59) in which the generating function $`G(z,z_0,z_1)`$ is (66) with the Pfaffians given by (69).
For a $`2M\times N`$ Klein bottle the partition function $`Z_{2M1,N}^{\mathrm{Kln}}(K)`$ is given by (75) in which the generating function $`G^{\mathrm{Kln}}(z,z,z)`$ is given by (95). For a $`(2M1)\times N`$ Klein bottle the partition function $`Z_{2M1,N}^{\mathrm{Kln}}(K)`$ is given by (105) in which the generating function $`G^{\mathrm{Kln}}(z,z_0,1,z)`$, $`z_0=\mathrm{tanh}(K/2)`$, is computed using (108). All solutions yield the same Onsager bulk free energy (123).
We have also presented results of finite-size analyses of our solutions as well as those of the Ising model under cylindrical and toroidal boundary conditions at criticality. The analyses yield a central charge $`c=1/2`$ in agreement with the conformal field prediction .
## Acknowledgement
Work has been supported in part by National Science Foundation Grant DMR-9980440.
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# The Host Stars of Extrasolar Planets Have Normal Lithium Abundances
## 1 Introduction
The discovery of tens of extra-solar planets over recent years (Wolszczan 1994; Mayor & Queloz 1995; Marcy & Butler 2000) has re-invigorated efforts to understand the processes by which planetary systems form. The existence of more than one system โ the solar system โ to study and the prospect of many more being discovered has spurred this effort.
One way to help understand the formation of planetary systems is to discover characteristics which distinguish planet-harbouring stars from lone stars. They are more metal rich than the general stellar population (Fuhrmann, Pfeiffer & Bernkopf 1997; Gonzalez 1997, 1999), and the difference between solar photospheric and meteoritic abundances correlates with elemental condensation temperature, consistent with self-enrichment of the solar surface (Gonzalez 1997). Gonzalez (1999) discusses the anomalously small velocity of the sun relative to the local standard of rest (LSR), but the explanations are based on anthropic arguments which do not tell us about other planetary systems. Genuine characteristics not only provide information to help understand the formation of these systems, but could also help bias future searches towards planet-harbouring systems of that type.
Perusal of the characteristics of exoplanet hosts can give the impression that they are unusually Li deficient compared to lone stars. Several stars now known to have planetary systems were flagged as having low Li abundances prior to the discovery of their companions. HR 5968 ($`\rho `$ CrB) was singled out by Lambert, Heath & Edvardsson (1991), and Friel et al. (1993) commented on the large Li difference between 16 Cyg A and B despite their similar temperatures, though they did not suggest that processes other than normal single-star evolution would be needed to explain the lower abundance in 16 Cyg B. As a third example, the low Li abundance in the solar photosphere ($`A`$(Li) = 1.10$`\pm `$0.10; Grevesse & Sauval 1998) compared with the pre-solar nebula ($`A`$(Li) = 3.31$`\pm `$0.04 in meteorites) has long challenged standard stellar evolution models (e.g. Deliyannis 1995). ($`A`$(Li) $``$ log<sub>10</sub> ($`n`$(Li)/$`n`$(H)) + 12.00.)
Lithium is special because stars destroy it during pre-main sequence and main-sequence evolution, depending on their mass and metallicity. When surface material is mixed down to depths where the temperature exceeds 2.5$`\times `$10<sup>6</sup> K, Li-purged material is returned to the surface. Li survival therefore reflects the mixing history, and in the context of planet-harbouring stars could provide information on the accretion of material and the angular-momentum evolution of the system as a whole.
Li deficiency in planet hosts was assessed by King et al. (1997) and Gonzalez & Laws (2000). King et al. examined 16 Cyg A and B, and commented on six other systems. HD 114762, 70 Vir, and $`\tau `$ Boo. They concluded that โthe data are too few at this point to establish a connection between alleged planetary companions and photospheric Li abundancesโ, whilst acknowledging โIt is possible, in principle anyway, that the low Li abundances โฆ may be related to the presence of a planetary companion.โ Gonzalez & Laws concluded more positively that โstars with planets tend to have smaller Li abundances when corrected for difference in $`T_{\mathrm{eff}}`$, \[Fe/H\], and $`R_{\mathrm{HK}}^{}`$โ (where $`R_{\mathrm{HK}}^{}`$ is a chromospheric emission measure).
The current study was prompted by the cases of HR 5968, 16 Cyg A and B, and the Sun, independently of the work by King et al. and Gonzalez & Laws. However, the opposite conclusion was reached compared to that of Gonzalez & Laws. Instead it showed that the Li abundances of planet-harbouring stars are indistinguishable from those of otherwise similar lone stars. The arguments leading to this negative conclusion will be presented in this paper.
## 2 Data
All data in this study were taken from the literature. Extensive use was made of Simbad and the online Hipparcos catalog (ESA 1997) provided by the CDS. Planet-harbouring stars<sup>2</sup><sup>2</sup>2see http://cfa-www.harvard.edu/planets/catalog.html for which Li abundances have been published are listed in Table 1. Where Li abundances are available from more than one source, the most recent has been adopted. Most have $`0.35`$ \[Fe/H\] $`0.45`$. Figure 1(a) gives the HR diagram based on accurate Hipparcos parallaxes, while Figure 1(b) shows $`A`$(Li) vs $`T_{\mathrm{eff}}`$.
Open clusters and field stars of appropriate age, temperature and metallicity can be used to reveal the โnormalโ evolution of Li. Shown in Figure 1(b) are fiducial lines (Hobbs & Pilachowski 1988; Ryan & Deliyannis 1995) for the Pleiades, Hyades, NGC 752 and M67, whose parameters are given in Table 2. Field stars whose Li abundances are known from Lambert et al. (1991), Pasquini, Liu & Pallavicini (1994), Favata, Micela & Sciortino (1996, 1997), and Randich et al. (1999) are also shown. Two other stars have been added for reasons that will become clear later: 16 Cyg A and $`\alpha `$ Cen A.
Several criteria have been to restrict the field stars used in the comparison sample. Firstly, only objects with absolute magnitudes from Hipparcos, typically accurate to $`\pm `$ 0.03โ0.10 mag, have been admitted. This is so their evolutionary states are known. Secondly, the most luminous of the planet-hosting stars has $`M_\mathrm{V}=3.45\pm 0.03`$, so field stars having $`M_\mathrm{V}<3.20`$ were excluded. Thirdly, stars lying outside the range $`0.35`$ \[Fe/H\] $`0.45`$, the same as the majority of the planet-harbouring sample, have been rejected to reduce the impact of stars having formed at different stages of Galactic chemical evolution (e.g. Ryan et al. 2000). Favata et al. (1996, 1997) do not tabulate metallicities; values from Cayrel de Strobel et al. (1997) have been used where possible.
## 3 Analysis
The open cluster fiducials show that the youngest clusters have higher Li abundances, despite having similar metallicities. The steepness of the depletion curve, d$`A`$(Li)/d$`T_{\mathrm{eff}}`$, also depends on age. Table 1 shows that age estimates (where they exist) for the planet host stars range from 1.5 โ 14 Gyr, so they should lie below the NGC 752 fiducial. However, the ages of field stars are difficult to derive accurately. A useful surrogate for age in young Population I stars is chromospheric activity; the youngest stars show greater activity. The distribution of the Ca II H and K line-core emission diagnostic, log $`R_{\mathrm{HK}}^{}`$, in the study by Henry et al. (1996, Fig. 8) is strongly bimodal. Some 70% of the stars of their sample constitute in an inactive peak from $`5.50<`$ log $`R_{\mathrm{HK}}^{}<4.65`$, the remainder having higher activity levels $`4.65<`$ log $`R_{\mathrm{HK}}^{}{}_{}{}^{<}4.0`$. Measures of chromospheric activity from Soderblom (1985) and Henry et al. (1996) are available for ten of the planet hosts, and all fall within the lower activity peak, the highest level being log $`R_{\mathrm{HK}}^{}=4.65`$ (HD 17051) at the local minimum in the bimodal distribution. Measurements are also available for many of the non-planet-harbouring stars. (Pasquini et al. (1994) measure a different chromospheric emission measure, $`F_k^{}`$. A least squares fit to stars in both surveys yielded the transformation log $`R_{\mathrm{HK}}^{}=0.755F_k^{}9.141`$.)
Attempting to account for variations in the Li abundance with age, metallicity, and effective temperature, Gonzalez & Laws (2000) performed a fit to a similar sample of field stars using an equation $`A`$(Li) = $`a_0`$ \+ $`a_1`$\[Fe/H\] + $`a_2`$ log $`R_{\mathrm{HK}}^{}`$ \+ $`a_3`$ log $`T_{\mathrm{eff}}`$. The approach adopted in the present work differs; a polynomial of this form is regarded as inappropriate. Instead, an effort is made to eliminate stars whose parameters do not coincide with the planet-host sample, and then to compare the stars in the $`A`$(Li) vs $`T_{\mathrm{eff}}`$ plane directly. As will be shown below, the approach adopted here leads to the opposite conclusion to the one reached by Gonzalez & Laws.
At first glance, Figure 1(b) seems to justify the belief that planet hosts have lower Li abundances. However, the non-planet-harbouring sample in Figure 1(b) is not broadly similar to that of the planet hosts. Two groups of unrepresentative stars have been highlighted. Star symbols indicate objects whose activity exceeds log $`R_{\mathrm{HK}}^{}=4.65`$, or $`F_k^{}=6.12`$, the highest measurement for planet-hosts (HD 17051). This coincides with the local minimum in Henry et alโs bimodal distribution. Figure 1(a) verifies that these are generally less luminous, typical of young stars lying closer to the zero age main sequence. Figure 1(b) shows that their lithium abundances are amongst the highest in the sample. Although Gonzalez & Laws (2000) attempted to fit this dependence, the approach here is instead to eliminate those stars entirely. This reduces the chance of comparing un-alike samples. Furthermore, it is unclear that $`A`$(Li) depends linearly on this parameter. There are examples in Figure 1(b) where โactiveโ stars having the same $`T_{\mathrm{eff}}`$ have very different $`A`$(Li) values; a linear model cannot fully capture the effect. Instead, here such stars are eliminated as unrepresentative of the population of less-active planet hosts. Note, however, that this elimination is incomplete, as there are stars for which chromospheric diagnostics are lacking. They are shown as crosses and plus signs for subgiant and main-sequence stars. It is likely that some of the latter with low luminosities and high Li abundances would be eliminated if more complete data were available.
Secondly, Hipparcos parallaxes allow us to distinguish main sequence stars from subgiants, which owe their Li destruction to different processes Ryan & Deliyannis (1995). The former mix surface material to depths, greater in cooler stars, where it is destroyed at $`T>2.5\times 10^6`$ K. Subgiants had higher temperatures when they were on the main sequence, and either may have experienced less Li destruction, or at the other extreme may have depleted Li extensively if located between 6400 and 6900 K at the F-star Li gap (Boesgaard & Tripicco 1986). Once on the subgiant branch, they dilute surface Li as deepening convection mixes Li-purged material up to the surface; dilution without additional destruction occurs initially. In Figure 1(a), stars are defined as subgiants if they fall in the region at upper right defined by $`M_\mathrm{V}<13.631.7143\times 10^3T_{\mathrm{eff}}`$, and are shown as squares and crosses depending on whether or not chromospheric-activity measurements are available. (Chromospheric activity is not expected in normal subgiants.) They are seen (Figure 1(b)) to have higher $`A`$(Li) values than main-sequence stars. The two groups must be analysed separately; there is no indication whether Gonzalez & Laws (2000) made this distinction.
There is only one subgiant planet-host in this study, 70 Vir. With $`T_{\mathrm{eff}}=5500`$ K, it lies along the trend towards diminishing $`A`$(Li) at lower $`T_{\mathrm{eff}}`$, coincidentally close to the Hyades fiducial. The subgiants with $`T_{\mathrm{eff}}<5700`$ K exhibit a wide range of Li abundances; 70 Vir sits in the middle of that range, giving no indication that it is abnormally Li-poor. The wide range of Li abundances in these subgiants may arise because some of them lay in the wings of the F-star Li dip when they were on the main sequence. As Gonzalez & Laws recognised, the low Li abundance of $`\tau `$ Boo is certainly due to the Li dip.
Figure 2, from which known chromospherically active stars and subgiants (but not 70 Vir) have been eliminated, contains main-sequence stars. If we adopt log $`R_{\mathrm{HK}}^{}=4.9`$ (the modal value of Henry et alโs activity distribution) as characteristic of inactive stars, and compute the Li abundance from Gonzalez & Lawsโ (2000, eq(1)) fit for \[Fe/H\] = $`0.3`$ and +0.2, the dashed lines in Figure 2 are obtained. These fail to fit the decreasing Li abundance in the cooler main-sequence field or open cluster stars. This is almost certainly due to the elimination of inappropriate objects (known chromospherically-active stars and subgiants) in the present work. The fit upon which Gonzalez & Laws based their conclusion was not appropriate to main-sequence, inactive stars.
Figure 2 can be used to reexamine whether the Li abundances in the planet-harbouring stars are distinguishable from those of otherwise similar stars. 70 Vir and $`\tau `$ Boo have been discussed above and no evidence of abnormal Li deficiency found. The three planet hosts with $`T_{\mathrm{eff}}6100`$ K are completely consistent with similar stars in the field and the open cluster fiducials. The planet host with the lowest Li abundance is also the most luminous, and could be an early subgiant descended from the wing of the F-star Li dip. There is no evidence in these three planet hosts for abnormally low Li abundances.
The remaining planet hosts follow the steep decline of $`A`$(Li) with decreasing $`T_{\mathrm{eff}}`$ that both the field star samples and the older open cluster fiducials (NGC 752 and M67) exhibit. Whilst there exist some field stars with higher Li abundances, there also exist many low values. Moreover, many of those with higher values have unknown chromospheric activity levels, and it is plausible that many of these are in fact relatively young. Considering chromospherically-inactive stars within $`\pm `$50 K of the two planet hosts at $`T_{\mathrm{eff}}5900`$ K, one has higher $`A`$(Li), one has a lithium abundance between those of the planet hosts, and three have lower Li abundances. Widening the interval to $`\pm `$100 K would change the count to six above, two between, and five below. Clearly there is nothing to distinguish these two planet hosts as having abnormally low Li abundances, bringing the tally to zero Li-deficient planet hosts out of seven discussed so far.
The five planet hosts in the โsolarโ group at $`T_{\mathrm{eff}}5800`$ K provide the only hint of possibly lower Li abundances. A count of chromospherically-inactive stars within $`\pm `$50 K of the solar temperature gives eight with higher abundances (though two only marginally and within the errorbars), two within the $`A`$(Li) range of the solar group (one of which is obscured in Figure 2), and one yielding only a low upper limit. However, three notes of caution are required.
Firstly, the planet-harbouring stars are an excellent fit to the older open cluster fiducials. The youngest of these five planet hosts is HD 187123 at 4 Gyr, and the oldest is $`\rho `$ CrB at 11 Gyr. All lie close to the fiducials for NGC 752 (2 Gyr) and M67 (5 Gyr), so their Li abundances would be interpreted as normal for their ages. Perhaps the high $`A`$(Li) field stars within $`\pm `$50 K of the sun are younger and retain more Li, although not so young as to remain chromospherically active.
Secondly, this $`T_{\mathrm{eff}}`$ is the coolest for which Li detections, as opposed to upper limits, are routinely measurable. The open cluster fiducials indicate that Li depletion is a steep function of temperature, $`A`$(Li) falling by 0.33 dex per 50 K. A starโs โexpectedโ location in the $`A`$(Li) vs $`T_{\mathrm{eff}}`$ plane is clearly very sensitive to the uncertainties in its $`T_{\mathrm{eff}}`$. Furthermore, the range of Li abundances even in the field sample is 1.5 dex within this $`\pm `$50 K interval. It is difficult to conclude that the planet hosts are anomalous in this circumstance. Of particular relevance to this point is the comparison between the Sun and $`\alpha `$ Cen A ($`T_{\mathrm{eff}}`$ = 5800$`\pm `$20, $`A`$(Li) = 1.37$`\pm `$0.06; King et al. 1997), and between the coeval pair 16 Cyg A and B ($`T_{\mathrm{eff}}`$ = 5785 and 5747 K respectively, and $`A`$(Li) = 1.27$`\pm `$0.05 and $`<`$0.60; King et al. 1997). The $`T_{\mathrm{eff}}`$ and $`A`$(Li) difference between the first two runs parallel to the NGC 752 and M67 fiducials at this temperature, so the difference in $`A`$(Li) is entirely consistent with the different temperatures. The rate d$`A`$(Li)/d$`T_{\mathrm{eff}}`$ for 16 Cyg A and B is steeper, but they are also marginally cooler, and as the prevalence of non-detections (upper limits) and the steep open cluster fiducials suggest, a greater loss of Li in the coolest of these four stars would not be outrageous. Friel et alโs (1993) emphasis on normal stellar evolutionary processes in their comment that these two stars โmay provide a powerful constraint to models of evolution of the Li content in solar type starsโ is simpler than postulating an abnormal evolution of Li in stars harbouring planets.
Thirdly, if one supposes for a moment that the planet hosts are abnormally Li-deficient, one would be struck by the great similarity in the final abundances of the four systems 51 Peg, HD187123, $`\rho `$ CrB, and the Sun. The first two planet masses and semi-major axes are $`M`$ sin $`i`$ $``$ 0.50 M<sub>Jup</sub> and $``$ 0.045 AU, and $`\rho `$ CrB has values 1.1 M<sub>Jup</sub> and 0.23 AU. The parameters for the Sun are obvious. One would be challenged to explain why three diverse systems have similar Li abundances if all are depleted compared to non-planet-harbouring stars. The alternative, that the four systems have the same Li abundance because that is what is natural for stars of their mass, age, and composition, is in accord with Occamโs razor.
For the planet hosts cooler than the solar group, only upper limits on lithium abundances are available. The same is true of almost all field star measurements at $`T_{\mathrm{eff}}<5600`$ K, so there is no information on the relative abundances of planet-harbouring compared to sole stars.
## 4 Conclusions
The lithium abundances of planet-harbouring stars have been compared with the abundances in open clusters of known age and metallicity and with field stars. Young (chromospherically active) field stars have higher Li abundances than older stars of the same $`T_{\mathrm{eff}}`$, but are significantly younger (more active) than the planet-harbouring stars, so were eliminated. An examination of the $`A`$(Li) vs $`T_{\mathrm{eff}}`$ trends for the planet-host and field star samples were conducted separately for subgiants and main-sequence stars because of their different evolutionary and Li-processing histories. The comparisons showed no differences between the Li abundances of the planet-host and other samples in the case of the planet-harbouring subgiant or the six hosts with $`T_{\mathrm{eff}}>5850`$ K. For the five solar-like planet hosts there are examples of chromospherically-inactive lone stars having much higher Li abundances, but covering a huge range ($``$1.5 dex) in $`A`$(Li). It is likely that some of these are old enough to show no chromospheric activity but have not yet depleted their Li abundances to the levels seen in the older open clusters. Furthermore, the temperature dependence of Li depletion is very high. The solar-temperature planetary systems have ages greater than 4 Gyr, and in this context their Li abundances are consistent with similarly old open cluster and with known coeval field stars. In particular, the difference in $`A`$(Li) between $`\alpha `$ Cen A and the Sun is consistent with the decline rate d$`A`$(Li)/d$`T_{\mathrm{eff}}`$ = 0.33 dex per 50 K inferred from 2-5 Gyr open clusters. While the decline rate between 16 Cyg A and B is larger, 16 Cyg B is cooler and very close to the temperature at which Li routinely vanishes in main-sequence stars. In summary, there is no strong evidence that planet-harbouring stars have lower Li abundances than open cluster stars of similar mass, age, and metallicity, and nor are they lower than in an appropriately constituted sample of field stars of similar age and evolutionary state. This conclusion is opposite to that arrived at by Gonzalez & Laws (2000); it is believed that the field star sample used by them contained too wide a range of ages, evolutionary types, and temperatures to be accommodated by the model they adopted to explain the dependence on parameters.
Li does not appear set to provide key insights into the formation and evolution of planetary systems.
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# Spillover and diffraction sidelobe contamination in a double-shielded experiment for mapping Galactic synchrotron emission
## 1 Introduction
The Galactic Emission Mapping (GEM) project (De Amici et al. Ami (1994); Torres et al. Tor (1996); Smoot Sm2 (1999)) is an on-going international collaboration, presently mapping the radio sky at decimetric wavelengths in order to provide a precise understanding of the spatial and spectral distribution of the synchrotron component of Galactic emission. In todayโs cosmological scenario Galactic foreground contamination plays a central role. Despite the unprecedented success that microwave astronomy achieved in the last decade (e.g. Smoot et al. Sm1 (1992); Gundersen et al. Gun (1995); Lim et al. Lim (1996); Davies et al. 1996a ), an unambiguous identification of the level of contamination from our own Galactic environment still awaits a more reliable treatment in the face of existing data (Lawson et al. Law (1987); Banday & Wolfendale Ban (1991); Bennett et al. Be1 (1992, 1996); Kogut et al. 1996a ; 1996b ; Platania et al. Pla (1998); Jones Jon (1999); Lรณpez-Corredoira Lop (1999)).
One often-neglected source of contamimation affecting the baseline determination of present-day surveys of the radio-continuum of the sky in decimeter wavelengths (Haslam et al. Ha1 (1970, 1974, 1981); Berkhuijsen Bhj (1972); Reich Rei (1982); Reich & Reich RR (1986)) is the component of stray radiation emitted by the ground when coupled to the observational technique. These surveys were obtained with some of the largest single-dish radiotelescopes in the world as they scanned the sky over limited angular ranges either along the meridian circle or at constant elevation. In order to completely sample the accesible portions of the sky, however, low scanning speeds (3โ10 min<sup>-1</sup>) were required by the medium resolution of these large radio dishes. This requirement introduces striping in the maps as a result of 1/f noise enhancement along the scanning direction (Davies et al. 1996b ; Dellabrouille Del (1998); Maino et al. Mai (1999)). In addition, scanning in azimuth can likewise produce horizontal (parallel to right ascension) striping due to an horizon dependent ground pick-up through the antenna sidelobes. In the GEM experiment we scan the sky from different sites at the constant elevation of $`60^{}`$ with a portable $`5.5`$-m dish rotating at 1 rpm. Thus a crucial element of our experiment is the reduction and proper accounting of the antenna sidelobe contamination by ground emission. Even though we make an effort to minimize and level out the ground emission signal by using fixed and co-rotating ground shields (see Fig. 1), the sensitivity goal for our low resolution sky measurements (S/N$``$10) demands a more comprehensive treatment of the role played by diffraction and spillover sidelobes. The importance of stray radiation corrections in survey experiments has already been made clear in the past as, for instance, in Hartmann et al. (Har (1996) and references therein) when applied to the Leiden/Dwingeloo survey of HI in the Galaxy (Hartmann & Burton HB (1997)).
In this article we first demonstrate the effective use of a fixed ground shield in levelling out the contamination from the ground (Sect. 2) for GEM observations at 1465 MHz. We then set out to determine the extent of this contamination by comparing model predictions of the spillover and diffraction sidelobes that overlook the ground behind the shields (Tello et al. Te2 (1999), from now on Paper I) with differential measurements of the antenna temperature toward selected regions of the sky. In order to do so we will rely upon a complete radiometric description of the feed (Sect. 3) and a detailed study of its expected performance under different shielding configurations (Sect. 4). Then we will use the near sidelobe pattern (out to some $`30^{}`$ from axis) of the radiotelescope to pin down the proper orientation of the feed pattern with respect to the optical axis of the secondary before finally subtracting the differential contributions of the atmosphere and the Galaxy (Sect. 5). The latter will be obtained from a template sky based on a preliminary GEM survey at 1465 MHz in the Southern sky. A summary of the article and its main conclusions are given in Sect. 6.
## 2 Azimuth dependence of the ground contamination level
Stray radiation due to ground emission in the GEM experiment was initially recognized to attain hazardous levels during test operations at the Brazilian site (W$`44^{}59\mathrm{}55\mathrm{}`$ โ S$`22^{}41\mathrm{}`$) when only the rim-halo protection had been installed. Fig. 2 shows a sky map from a sample batch containing 123.92 hours of data taken during this testing period at 1465 MHz, where the horizontal striping shows clear evidence of a variable component of sidelobe contamination due to ground emission for the zenith-centered circularly scanning motion of the antenna. The map was prepared according to the same data reduction process that will be outlined in Sect. 5.1 and included custom cuts of $`60^{}`$ from axis for the Sun, of $`6^{}`$ for the Moon and eventual excision of RFI signals. The relative calibration of the map was, however, not subjected to an adopted baseline subtraction technique which filters out low frequency noise. Instead, we assumed that any continuous set of data between successive firings of the calibrating noise source diode (comprising about 70% of a full scan or, equivalently, 35% of the angular extent of a great circle in the sky) would contain, at least, one pointing direction towards which the sky would appear uniformly cold across the entire declination band being mapped. This assumption is realistically incorrect, but as Fig. 3 shows, it is nevertheless useful to portray a reasonable outline of Galactic features albeit an unnaturally flattened temperature distribution and some residual stray radiation of Solar and artificial origin. The latter was absent during the test runs only to emerge later with a 100% duty cycle and in the direction of a near urban area.
Fig. 3 is a map of the same declination band as that of Fig. 2 after a fence of wire mesh had been built around the rotating antenna. A total of 222.57 hours of data from an optimally-stable receiver were used in the preparation of this map. The azimuth-dependent contamination from the ground has been largely removed and we can estimate its level by subtracting representative azimuth scans from the two maps as described below. No absolute calibration of the baseline was attempted for either of these maps, as it is not relevant for determining differential measurements. This approach will enable us to refine the model used in Sect. 5 for predicting a best estimate of the level of the azimuth-independent component of ground contamination in the survey. The locations marked in the map of Fig. 3 correspond to the chosen set of sky directions, grouped pair-wise, for obtaining the differential sky measurements. They avoid the proximity of the Galactic Plane in order to diminish the chance of scale error corrections.
The variable or azimuth-dependent component of ground contamination can be estimated by adequate comparison of the azimuth antenna temperature profiles before and after the introduction of the fence. Fig. 4 shows two such sets of profiles. They were obtained from single time-ordered series of scans covering the same regions of the sky and they sample the sky in 122 alt-azimuthal circular bins spanning approximately half-a-beamwidth across. This binning criteria is a basic precept for the relative calibration of the survey and it will not be discussed further in the present context. A full treatment of this calibration technique can be found in Tello (Te1 (1997)) and will be included in the publication of the survey. At this point we just mention that the series of scans were chosen for complying with highly stable receiver performance and relatively high Galactic latitude. This combination favours sky profiles of low emission contrast for easier identification of the ground contribution to the antenna temperature. The circular arrangement of the sampled bins has been schematically superimposed against the observed sky in Figs. 5a,b. Thus the difference between the antenna temperature profiles in Fig. 4 is a good approximation (see Fig. 6) of the ground contamination in the absence of the fence. It can be seen to be made up of a variable component with a mean amplitude of $`0.52\pm 0.29`$ K above the level of a uniform azimuth-independent component. The two components result from the convolution of the antenna beam pattern over the ground temperature distribution, whose spatial extent in the vertical direction is limited by the line of the horizon also depicted in Fig. 6.
In the presence of the fence, we can estimate the azimuth-independent component of ground contamination by convolving the antenna beam pattern with an uniform field of radiation confined to the solid angle that the fence fills in at the prime focus of the parabolic dish. In this case, the beam pattern is the modified feed response which due to the presence of the shields gives rise to spillover and diffraction sidelobes. This is the subject we deal with in the next two sections before we assess the reality of the observations.
## 3 Feed pattern measurements
The antenna test range of the Integration and Tests Laboratory (a satellite dedicated facility) at the National Institute for Space Research โ INPE โ was used over a period of 3 weeks in order to obtain full beam patterns of the GEM backfire helical feed antennas at 408 MHz and 1465 MHz. For the measurements, a vertically polarized transmitter was located on a tower 25 m above the ground and 80 m in front of an anecoic chamber. The antenna under test sat on a plate attached to the head of the fiber glass support arm of a platform with 3 degrees of freedom (slide: horizontal motion along the axis between transmitting and receiving antennas; roll: rotation of the head support plate about the slide axis; azimuth: horizontal scanning motion).
During the measurements, the upper section of the support arm was surrounded with Eccosorb in order to avoid undesired strayed signal from the obstruction behind the head support plate. Furthermore, since a backfire helix radiates in the direction of its ground plane, PVC extensions were customized to position the helix upside down on the head plate and to direct the feed cable toward its connector at the ground plane. Preliminary tests were conducted at different positions along the slide axis to match the phase center of the feed antenna with the rotation axis of the support arm. The backlobe structures of the feeds were also obtained by adjusting their ground planes onto the PVC extensions attached to the head plate.
The beam patterns were obtained by measuring the power response of the antennas with polar angle $`\theta `$ while the platform rotated through $`360^{}`$ in azimuth. The measurements were taken at $`1.6^{}`$ intervals at 408 MHz and every $`0.2^{}`$ at 1465 MHz. The full spatial response was generated by repeating the azimuth scans for a sequence of equally-spaced roll angles. Although a $`180^{}`$ range in roll angle would have sufficed to cover all space directions, the helical antenna is capable of shifting the phase of the received signal as it turns around its main beam axis (Kraus Kra (1988)). Roll angle test measurements with the 408 MHz helix were consistent with this prediction and, in this case, the entire $`360^{}`$ range in roll angle was covered at $`4.8^{}`$ steps. No significant phase shifting was noticed with the 1465 MHz helix, for which $`10^{}`$ roll angle steps were used.
As required by a polar angle resolution of $`1^{}`$ in the diffraction model we apply in the next section, the measured responses were regridded and interpolated to accomodate a $`1^{\mathit{}}`$ spatial resolution. Diagrams of the resulting power patterns $`P_\mathrm{n}(\theta ,\varphi )`$ down to the 20-dB level are displayed in Figs. 7a,b. Their mean response averaged over $`\varphi `$ produces the pattern profiles $`P_\mathrm{n}(\theta )`$ shown in Fig. 8. The radiometric characterization of these backfire helices is further illustrated in Fig. 9, showing the antenna solid angle as a function of the polar angle $`\theta `$, and Table 1 gives the directivity, $`D`$, main beam efficiency, $`ฯต_\mathrm{M}`$, and the beam solid angle fraction, $`ฯต_\mathrm{h}`$, intercepted by the co-rotating ground shield (halo) of the GEM parabolic reflector. The 10-dB points attain 93.8% and 62.5% of the total dish illumination at 408 MHz and 1465 MHz, respectively.
Experimental reports on monofilar axial-mode helical antennas have seldom focused the backfire type. End-fire helices of equivalent design characteristics, for example, do not depend critically on frequency over the range studied here (see Paper I); whereas Table 1 clearly favours a frequency dependence for the backfire mode. A few authors have also attempted to describe the radiometric properties of the backfire helix from analytical, numerical and experimental points of view (Sexson Sex (1965); Johnson & Cotton JC (1984); Nakano et al. NYM (1988)). No definite consensus has yet emerged from these studies, since the mechanical design of the helices under investigation was substantially different for each author. Our backfire feeds, which follow the design considerations of typical Kraus coils (Kraus Kra (1988)), show a substantial narrowing of the beamwidth with increasing frequency which disagrees with the predictions of earlier studies (Sexson Sex (1965); Nakano et al. NYM (1988)).
## 4 Analysis of ground contamination
In the long-wavelength regime of the GEM experiment, there are two main sources of contamination, aside from Galactic stray radiation, which affect invariably the antenna noise temperature of the sky. These are the emissions of the ground and the atmosphere. The latter, being a factor of at least 20 dB smaller than the former, can be safely considered to be an elevation-dependent contribution to the signal level of the main beam. The ground contamination, on the other hand, requires a precise knowledge of the spillover and diffraction sidelobes of the feed in order to discriminate its contribution to the overall antenna noise temperature. In this section, we apply the geometric diffraction model developed in Paper I in order to account for the effect of shielding in the estimates of the ground signal. The shields are (see Fig. 1) a 5-m high fence, inclined at $`50^{}`$ from the ground and standing at 6.4 m from the pivot point of the dish, and a halo of aluminum panels extending 2.1 m from the dish petals. The fence attenuation was estimated at the 10-dB level for 408 MHz radiation, but below 1 dB at 1465 MHz.
### 4.1 Model predictions
Our analytical tools enable us to estimate, as a function of the zenith angle $`Z`$, the amount of ground contamination due to the unshielded and diffracted components. The estimates, in units of antenna temperature, are given according to Fresnel and Fraunhofer diffraction theories in order to test for near and far-field effects in the range $`0^{}Z45^{}`$. The asymmetry of the feed patterns introduces an additional complication, since the solid angle over which the ground temperature is distributed (assumed to be the field of view below the upper edge of the fence) is seen through a sidelobe structure that depends on the orientation of the $`\varphi `$-plane of the feed. Therefore, a family of 24 profiles was prepared for each feed by rotating the $`\varphi `$-plane in $`15^{}`$ steps around the beam axis. For a tilted dish, the $`\varphi =0^{}`$ reference directions of Fig. 7 correspond to the line of sight which clears off the edge of the halo at the smallest $`Z`$ angle. Figs. 10 and 11 display the model estimates assuming a 10 dB attenuation from the fence (as in the 408 MHz case) in the presence and absence of the halo, respectively. Figs. 12 and 13 describe the situation of the 1465 MHz channel, for which the model fence provides no significant attenuation. The upper and lower envelopes of each family of profiles have been identified along with some other profiles. The orientations of the 408 MHz and 1465 MHz feed patterns that produce these upper and lower envelopes are indicated with labelled arrows in Fig. 7.
### 4.2 Ground contamination scenarios
Figs. 10 through 13 characterize four types of ground contamination scenarios: (1) fence-shielded in Fig. 10, (2) double-shielded in Fig. 11, (3) unshielded in Fig. 12 and (4) halo-shielded in Fig. 13. The distinction is clear enough to show how the amount of shielding and the wavelength-dependent strength of the diffraction effects shape the ground contamination profiles. Thus, as we proceed from a weakly-diffracting and unshielded antenna scenario to a strongly-diffracting and double-shielded one, far-field diffraction effects give way to near-field ones. In doing so, the distance-dependent calculations with the Fresnel approach become more difficult to be matched by the Fraunhofer approximations, whose typical overestimating power is further increased.
Shielded scenarios produce also profiles with a tendency to resemble the underlying variation of the solid angle that exposes the ground for a given $`Z`$ (see Fig. 6 in Paper I). In particular, when $`Z`$ is large enough to expose unscreened ground below the fence, the corresponding profile shows a marked increase in ground signal. It should be noted that the profiles obtained with the Fraunhofer formalism in the double-shielded scenario of Fig. 10 deviate from these generalized description, since one expects the role of near-field diffraction at the longer wavelength and at the innermost shield to become significant.
The composition of the ground contamination profiles in terms of their transmitted and diffracted components can also be investigated by analyzing the symmetrized responses $`P_\mathrm{n}(\theta )`$. The diffraction model that we are using does not produce, however, separate estimates of transmitted and diffracted components in the Fresnel regime. Unlike in the Fraunhofer regime, where both components are obtained independently, the Fresnel convolution integral for calculating the contamination by the halo (or of the dish in the unshielded scenario) produces a transmission-embedded result. Nevertheless, in order to obtain an equivalent form of diffraction component, we have subtracted from the convolved result the same transmitted component as in the Fraunhofer regime. In a very realistic sense, the definition of a spillover sidelobe reduces to the sidelobe level that is not modified by the presence of a physical obstruction along the line of sight of the feed and within the angular range of the ground temperature distribution. This analytical construct allows us to plot in Fig. 14 the ratio $`R_t`$ of the transmitted component to the total ground contamination in the Fresnel regime.
The reason why the unshielded scenario in Fig. 14 produces anomalous $`R_t>1`$ values is a consequence of the above given definition for the spillover component. This definition implies that the diffraction sidelobes (whose sidelobe level is modified) can actually suppress, rather than enhance, the spillover ones. From the point of view of a Fresnel diffraction pattern, this behavior is readily understood as the restriction imposed by the ground temperature distribution on the angular range spanning the relative power response of the feed. The restriction sets effectively an upper cut-off in the amplitudes of the crests that characterize the rippling profile of this response (see, for example, Fig. 4 in Paper I). Thus, if the cut-off is sufficiently low the overall relative power response can fall below unity. This spillover suppression is also present in the other scenarios, but is not dominant and, as expected from the geometrical argument above, it originates in the portion of the halo or dish hidden from the outside by the structure of the fence. The effect is stronger in the absence of the shields and it becomes more pronounced at the shorter wavelength. Similar calculations with a relatively lower sidelobe structure also demonstrated that in order for spillover suppression to set in, the level of the relevant sidelobes cannot be made arbitrarily small.
Although transmission dominates the ground contamination at large $`Z`$, the $`R_t`$ curves in Fig. 14 indicate that diffraction becomes the dominant component at lower $`Z`$ as the amount of shielding is also increased. We can quantify the relevance of the spillover sidelobes by introducing a transmission factor $`Q_\mathrm{n}`$ (the normalized integral under the $`R_t`$ curves). Accordingly, a thoroughly spillover-dominated scenario would result in $`Q_\mathrm{n}=1`$, whereas a fully diffraction-dominated case would yield $`Q_\mathrm{n}=0`$. Table 2 lists the transmission factor in the four shielding scenarios analyzed in this section. Only the double-shielded scenario may be recognized to be dominated by the diffraction sidelobes.
Finally, it should be stressed that the estimates given in this section have assumed from the start that the ground temperature distribution is an isotropic field of radiation regardless of the horizon profile. As we saw in Sect. 2 this assumption is a valid one for a contaminating signal free of horizon-dependent variations, i.e. for a truly effective double-shielded scenario. Although possible, but not desirable for experimental reasons (horizontally striped maps), the convolution of the beam pattern with an anisotropic ground temperature distribution would yield a more realistic estimate in the other three scenarios. In these cases, a set of profiles like the ones shown in Figs. 10, 12 and 13 would have to be assembled for each particular azimuth.
## 5 Test measurements
A series of dedicated measurements was conducted with the GEM radiotelescope at 1465 MHz during the present observational period in Brazil in order to improve the discrimination of the sky contaminating sources. The measurements consisted of pairs of observations taken at $`Z=0^{}`$ and at $`Z=30^{}`$ in sky directions away from the Galactic Plane (see Fig. 3). Each observation sampled the radiometric signal every 0.56 seconds over a few minutes while an approximate 15-minute interval elapsed between the $`Z=0^{}`$ and the $`Z=30^{}`$ samplings. In this manner, a total of 6 measurements were obtained over a nearly 3-month period. Although the absolute level of ground contamination in general will be somewhat different for different pairs, the mean difference between the two levels, $`\overline{\mathrm{\Delta }}T_\mathrm{A}`$, can be used for comparison with the model predictions outlined in the preceding section.
This differential measurement approach relies, however, on our ability to separate likewise the other constituents of the antenna noise temperature, namely, the atmospheric emission and the sky background. The latter is a mixture of synchrotron and free-free radiation originating in the Galaxy, Cosmic Microwave Background Radiation (CMBR) and a diffuse background of extragalactic origin. Depending on the sky direction Galactic emission at 1465 MHz can be some 5 times larger or even a full order of magnitude smaller than the signal due to the CMBR. The atmospheric contribution, on the other hand, is necessarily larger at $`Z=30^{}`$ than at the zenith because of a larger air mass. At 1465 MHz the bulk of the emission by the atmosphere is due to the pressure-broadened spectra of the O<sub>2</sub> molecule. Using the reference model proposed by Danese and Partridge (DP (1989)) (see also Liebe Lie (1985) and Staggs et al. Sta (1996)) a straightforward secant law correction to the zenith contribution at the Brazilian site gives an estimate for the differential atmospheric component of $`0.305\pm 0.090`$ K.
### 5.1 Data reduction
Our data was first time-ordered and corrected for thermal susceptabilities of the receiver baseline ($`0.3591\pm 0.0007`$ K/C) and fractional gain ($`0.00922\pm 0.00001/^{}`$C). Then, 44.8-second bursts of 2.24-second firings of a thermally stable noise source diode were extracted from the data stream and used to calibrate the overall system gain. Table 3 summarizes the results of the observations along with the number of samples and the implied differences in antenna temperature between the two $`Z`$ directions for: (i) the measurements, (ii) the Galactic emission background and (iii) the final budget (including the increase due to the larger optical depth of the atmosphere at $`Z=30^{}`$). The Galactic contribution was estimated using a partial map (65.21 hours of data) of the sky signal from the GEM experiment at 1465 MHz, whose baseline has been so far properly corrected according to a destriping algorithm in order to filter out low frequency noise (Tello Te1 (1997)). The data for this map makes up about 30% of the data used in preparing the map in Fig. 3, but due to sampling differences (which bias the destriping process โ see also Table 4) it has been split into the two maps shown in Figs. 15 and 16 along with the locations chosen for the paired measurements listed in Table 3.
In order to extract the antenna temperature in a given direction, the pixel nearest to it was found first and then averaged with the surrounding set of 8 neighbouring pixels taken at half-weights. This procedure allows us to sample the sky in a square region $`4.8^{}`$ ($`1.6^{}`$ per pixel) on the side and is consistent with a HPBW of $`5.4^{}`$ for the 1465 MHz beam (Tello Te1 (1997)). This can also be verified in Table 4 where we compare these estimates with those of the nearest pixel value itself and the average from the 4-pixel area enclosing the given direction along with the sampling differences among the different pairs. Note that pair 5 is actually missing in Fig. 15 and, therefore, we have provisionally supplemented the data in Tables 3 and 4 with the differential measurement obtained using the map in Fig. 3. To see that this is not as bad as it appears, the mean absolute difference between the estimates for pairs 1, 2 and 3 in the maps of Figs. 3 and 16 (low-sampled sky) is $`0.237\pm 0.066`$ K, but only $`0.112\pm 0.040`$ K for pairs 4 and 6 in the high-sampled regions of the map in Fig. 15. Thus, within the sensitivity of our measurements ($`20`$ mK) the Galactic contributions to the differential measurements in Table 3 turn out to be smaller than, or as large as, the one estimated for the emission of the atmosphere.
The weighted average of the values in the last column of Table 3 is an estimate of the differential ground contamination in the GEM experiment at 1465 MHz. We obtain $`\overline{\mathrm{\Delta }}T_{\mathrm{A},}^{\mathrm{obs}}=0.992`$ K with internal and external 1-$`\sigma `$ error estimates of 0.044 and 0.062 K, respectively (see also Table 4). Based on the ratio between these two errors, we can rule out the presence of systematic errors, which may have been introduced, for instance, by unaccounted stray radiation contamination of sidelobes other than those considered here. In fact, aside from the differential measurement approach, which reduces the effect of of residual sidelobe contamination, the signal contrast of even the brightest sky features relative to that of the ground does not go above the 13-dB level. Only the presence of the Sun could offer potential problems, but except for pair 1, none of the other measurements was conducted with the Sun above the horizon. Still, the estimate from pair 1 does not raise suspicious concerns, eventhough the Sun was seen at $`90.0^{}`$ from axis and at $`71.2^{}`$ during the observations toward $`Z=60^{}`$ and $`Z=90^{}`$, respectively.
### 5.2 Orientation of the $`\varphi `$-plane
Before attempting a comparison of $`\overline{\mathrm{\Delta }}T_{\mathrm{A},}^{\mathrm{obs}}`$ with our model predictions, we need to assign the orientation of the $`\varphi `$-plane of the feed in order to select the most likely profile. In addition, we have to apply the model calculations for the shield configuration actually used during the observations. Although the halo was the same as the one assumed to obtain the results in Figs. 10 through 13, the attenuation of the fence was increased by using a wire mesh with holes half as small and wires 25% thinner (according to our attenuation formula in Paper I we should thereby obtain a 6.2-dB screening effect at 1465 MHz). Finally, the entire fence was raised 80 cm above the ground.
The orientation of the $`\varphi `$-plane of the feed could be inferred by direct comparison of the feed diagram in Fig. 7b with the mapping of the beam pattern of the antenna by some convenient point source. This procedure is, of course, based on the assumption that the feed axis is also not perfectly aligned with the optical axis of the secondary for an asymmetric beam pattern to be projected onto the sky. In our case we chose the Sun, at a particular time of the year, which at the Brazilian site can be made to intercept the Galactic scans at $`Z=30^{}`$ with sufficient angular coverage ($`30^{}`$) around the beam axis. The result of such a mapping is displayed in Fig. 17 in 20 contour steps of 1 dB. The brightest region, corresponding to the precise passage of the scan circle through the Sun, could not be mapped up to a true 0-dB level because the signal overshot the detector threshold. This may have caused the double-lobed structure seen inside the main beam pattern in Fig. 7b to smooth out in the mapping of Fig. 17. In fact, in 1994, when the solar activity was relatively low, we recorded a solar transit (see Fig. 18) in Bishop, CA, which did not saturate the detector and did reveal a double-peaked main beam. In Fig. 17 the innermost contours follow the outlines of a bulged shape which is reminiscent of the double-lobed structure. Thus, together with the ellipticity of the surrounding contours in both diagrams we determined the $`\varphi `$-plane orientation of the feed from the difference in the orientation of the major axis of these elliptical contours. The 10-dB contours are well confined inside elliptical boundaries with eccentricities of 0.64 and 0.34 for the feed and antenna patterns, respectively. The semi-major axis of the ellipse in the direction of the larger lobe in Fig. 7b is then oriented along $`\varphi =125^{}`$ while that in the direction of the bulged region in Fig. 17 corresponds to $`\varphi ^{}=317^{}`$. Since $`\varphi ^{}\varphi +180^{}`$, according to the system of coordinates used in Fig. 17, we obtain a $`\varphi `$-plane orientation for the feed of $`12^{}`$.
### 5.3 Final estimates
Our diffraction model predicts a differential ground contamination of $`\mathrm{\Delta }T_{\mathrm{A},}=1.380`$ K for the shield configuration used during the observations and an orientation of $`\varphi _{\mathrm{plane}}=12^{}`$. In order to predict the observed value of $`\overline{\mathrm{\Delta }}T_{\mathrm{A},}^{\mathrm{obs}}`$, we have to adjust the attenuation coefficient of the wire mesh by an efficiency factor $`\beta =0.675\pm 0.052`$ or, equivalently, increase the screening of the fence by $`1.71_{0.32}^{+0.35}`$ dB. The resultant profile has been included in Fig. 11. $`\beta `$ scales linearly not only with $`\mathrm{\Delta }T_{\mathrm{A},}`$, but also with the predicted differential ground contributions from the halo, $`\mathrm{\Delta }T_{\mathrm{A},}^{\mathrm{hal}}`$, and from the fence, $`\mathrm{\Delta }T_{\mathrm{A},}^{\mathrm{fen}}`$. So, if
$`{\displaystyle \frac{\beta }{10^3}}=155.880+837.363\left({\displaystyle \frac{\mathrm{\Delta }T_{\mathrm{A},}}{\mathrm{K}}}\right),`$ (1)
then the corresponding contributions from the halo and from the fence are
$`\left({\displaystyle \frac{\mathrm{\Delta }T_{\mathrm{A},}^{\mathrm{hal}}}{\mathrm{mK}}}\right)=31.49169.25\left({\displaystyle \frac{\mathrm{\Delta }T_{\mathrm{A},}}{\mathrm{K}}}\right)`$ (2)
and
$`\left({\displaystyle \frac{\mathrm{\Delta }T_{\mathrm{A},}^{\mathrm{fen}}}{\mathrm{mK}}}\right)=193.6140.00\left({\displaystyle \frac{\mathrm{\Delta }T_{\mathrm{A},}}{\mathrm{K}}}\right)`$ (3)
with 1-$`\sigma `$ errors of 0.03 and 0.01 in the zero-points and linear coefficient, respectively, in (2) and (3); but 1 order of magnitude smaller in those of (1).
These formulae tell us that, as the screening of the fence becomes less efficient ($`\beta `$ increasing), the differential ground contribution increases, eventhough the one from the diffracted components decreases. In this spillover-dominated scenario with $`Q_\mathrm{n}=0.67\pm 0.01`$ (see Fig. 14) the ground contamination contributed by diffraction at the halo and at the fence will decrease with increasing $`Z`$ as long as $`\beta >\text{ }\mathrm{\hspace{0.17em}0.00011}`$ and $`\beta >\text{ }\mathrm{\hspace{0.17em}3.9}`$, respectively. For most practical fences, the lower bound on $`\beta `$ implies that diffraction at the halo should always decrease with $`Z`$. In order to have the same scenario at the fence, the attenuation of the wire mesh would have to be quite low ($`<\text{ }\mathrm{\hspace{0.17em}0.3}`$ dB).
Table 5 gives the refined model estimates of the ground contamination levels for GEM observations at 1465 MHz in the Southern Hemisphere.<sup>1</sup><sup>1</sup>1The 1-st part of an all-sky GEM survey at 1465 MHz is presently in preparation and combines Northern Hemisphere observations with Southern data to cover nearly 75% of the sky. Both data sets were obtained using $`Z=30^{}`$ scans only.
## 6 Summary and conclusions
Levelling and reducing the contamination of the antenna temperature by ground emission is an important requirement in survey experiments for mapping the non-thermal component of the Galactic emission background. In the zenith-centered 1-rpm circular scans of the GEM experiment this is achieved by using a wire mesh fence around a rim-halo shielded antenna. Without the fence, a prohibitive variable component of ground contamination compromises the data taken with this portable 5.5-m dish in the Southern Hemisphere at 1465 MHz with a mean amplitude of $`0.52\pm 0.29`$ K above the level of a uniform azimuth-independent component. With the fence, the level of a uniform component was obtained by comparing differential measurements of the antenna temperature toward selected regions of the sky with model predictions of the spillover and diffraction sidelobes.
First of all, the model allowed us to investigate the shielding performance of the experiment using the fully measured beam patterns of the GEM backfire helical feeds at 408 MHz and 1465 MHz. We concluded that far-field diffraction effects dominate a weakly-diffracting and unshielded antenna scenario whereas near-field effects dominate a stronger-diffracting and double-shielded scenario. Furthermore, the shielding efficiency of the experiment could be quantified in terms of the normalized cumulative ratio $`Q_n`$ of the spillover-induced transmission to the overall sidelobe contamination in the zenith angle range $`0^{}Z45^{}`$. If the shielding is low enough, spillover sidelobe suppression will ensue, since the ground temperature angular distribution can introduce an upper cut-off in the relative power response of the feed. A critical element in the analysis is introduced, however, by the need to account for the assymetric response of the feed and which seems, most likely, to result from imperfect alignment of the feed axis on the measuring stand and along the optical axis of the secondary. We used the near sidelobe pattern (out to some $`30^{}`$ from axis) of the radiotelescope to ressolve the issue.
Finally, we applied atmospheric and Galactic corrections to the differential measurements before comparing the residual signal with the model predictions for the level of ground contamination. The choice of sky directions away from the Galactic Plane led to contributions from the sky between $`Z=0^{}`$ and $`Z=30^{}`$ which were as high, but not larger, than the ones expected from the emission of the atmosphere. The former were derived from a template sky with a sensitivity of 20 mK based on GEM data taken at 1465 MHz in the Southern sky with a HPBW$`5.4^{}`$.
The corrected test measurements match the model predictions if we introduce a screening efficiency factor $`\beta `$ which shows strict and separate linear correlations with the differential ground contamination and its diffraction components generated at the shields. Consequently, it suffices that the (total) differential ground contamination be known, for its spillover and diffracted components to be identified uniquely. With the refined model ($`\beta =0.675\pm 0.052`$) a uniform level of ground contamination is estimated at $`1.146\pm 0.075`$ K with a spillover-to-diffraction component ratio of $`5.7\pm 0.5`$. This is a spillover dominated scenario with $`Q_\mathrm{n}=0.67\pm 0.01`$ and decreasing diffraction sidelobes with increasing $`Z`$.
###### Acknowledgements.
The authors are particularly in debt to Alexandre M. Alves, Luis Arantes, Edson R. Rodrigues, Agenor P. da Silva and Rogรฉrio R. de Souza for technical and observational support. We are also grateful to the LIT-INPE Antennas Group for its collaboration during the feed pattern measurements. The GEM project in Brazil is presently being supported by FAPESP through grants 97/03861-2 and 97/06794-4. M. Bersanelli acknowledges the support of the NATO Collaborative Grant CRG960175.
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# Lorentz angle measurements in irradiated silicon detectors between 77 K and 300 K
## 1 Introduction
Future collider experiments need stronger magnetic fields for momentum measurements, because of the higher particle momenta. In high fields the drifting charge carriers generated by traversing particles are deflected significantly by the Lorentz force $`\mathrm{e}\stackrel{}{\mathrm{v}}\mathrm{x}\stackrel{}{\mathrm{B}}`$, where $`\stackrel{}{\mathrm{v}}`$ is the drift velocity and $`\stackrel{}{\mathrm{B}}`$ the magnetic field. As advantage of such a deflection one can consider the improved charge sharing between the readout strips, which can improve the resolution for a given readout pitch. On the other hand the charge sharing worsens the double track resolution and the signal-to-noise ratio. As is well known, the drift mobility of electrons is larger than the hole mobility, which yields a considerably larger Lorentz shift for electrons than for holes. Therefore, $`\mathrm{p}^+\mathrm{nn}^+`$ silicon detector with charge integration on both sides, show much less of an effect of the magnetic field on the p-side, where the holes are collected, than on the n-side, where the electrons are collected.
Typical position resolutions of silicon strip detectors are in the order of $`\mu \mathrm{m}`$, while the Lorentz shifts in a 4 T magnetic field reaches 200 $`\mu \mathrm{m}`$ for electrons in a 300 $`\mu \mathrm{m}`$ thick detector. Therefore, these shifts have to be accounted for and an interesting question is the dependence of the Lorentz shift on the irradiation dose. For an LHC experiment, where the dose reaches over $`10^{14}`$ particles per $`\mathrm{cm}^2`$, the change in drift mobility due to the defects introduced by the radiation damage, might result in a continuous change of the Lorentz shift, and thus of the calibration of the detector.
The radiation tolerance of silicon detectors can be improved by either oxygenating the wafers At lower temperatures the mobility of both electrons and holes increases rapidly ($`\mu _HT^{2.4}`$) and Lorentz angles for electrons up to 80 were observed in a 4 T magnetic field at temperatures of 80 K.
In this paper we study the Lorentz angles of both electrons and holes in magnetic fields up to 8 T and temperatures between 77 and 300 K. This is done before and after irradiating a detector with 21 MeV protons up to a fluence of $`10^{13}/\mathrm{cm}^2`$, which equals $`2.810^{13}/\mathrm{cm}^2`$ 1 MeV equivalent neutrons.
## 2 Experimental setup
The Lorentz angle $`\mathrm{\Theta }_L`$ under which charge carriers are deflected in a magnetic field perpendicular to the electric field is defined by:
$$\mathrm{tan}(\mathrm{\Theta }_L)=\frac{\mathrm{\Delta }x}{d}=\mu _HB=r_H\mu B$$
(1)
where the drift length corresponds to the detector thickness $`d`$ and the shift of the center of charge is $`\mathrm{\Delta }x`$ (see figure 1). The Hall mobility is denoted by $`\mu _H`$, the conduction mobility by $`\mu `$. The Hall mobility differs from the conduction mobility by the Hall scattering factor $`r_H`$. This factor describes the influence of the magnetic field on the mean scattering time of carriers of different energy and velocity. The Hall scattering factor has a value of 1.15 (0.7) for electrons (holes) at room temperature and decreases (increases) towards $`1.0`$ with decreasing temperature . The mobility $`\mu `$ increases with temperature proportional to $`T^{2.42}`$ .
The Lorentz angle can be measured by injecting charges at the surface on one side and observing the drift through the detector by measuring the position of this charge on the opposite side(see figure 1). Charges were generated by injecting light with a wavelength of $`\lambda =650\mathrm{nm}`$, which has an absorption length of $`3\mu \mathrm{m}`$ at $`300\mathrm{K}`$ and $`10\mu \mathrm{m}`$ at $`77\mathrm{K}`$. Alternatively an infrared laser with a wavelength of 1060 nm was used, which has an absorption length of 300 $`\mu \mathrm{m}`$ at room temperature. This laser penetrates the detector and so mimicks a minimimum ionizing particle. With the red laser one type of carriers immediately recombines at the nearest electrode, whereas the other type drifts towards the opposite side. This allows to measure the Lorentz angle for electrons and holes separately by either injecting laser light on the n- or p-side.
For our measurements the JUMBO magnet from the Forschungszentrum Karlsruhe was used in a $`B=10\mathrm{T}`$ configuration with a warm bore of 7 cm. A flow of cold nitrogen gas through the warm bore allowed the detectors to be cooled to temperatures between 77 and 300 K. The sensors are double sided โbabyโ detectors of approximately 2x1 cm from the HERAโB production by Sintef. They have a strip pitch of 50 micron on the pโside and 80 micron on the nโside; the strips on opposite sides are oriented at an angle of 90 degree with respect to each other. The x- and y-directions are taken to be along the strips, while the E-field is in the z-direction. The B-field, perpendicular to the electric field, has to be in the x-y plane, but cannot be oriented along the x- or y-direction, since then the Lorentz shift would be along one of the strips, i.e. unmeasurable. Therefore, the detector is rotated 45 degrees, so that the B-field direction is at an angle of 45 degrees with both the x- and y-axis, as shown in fig. 2. The sensor is glued on the hybrid together with a pitch adapter and a 128 channel Premux charge sensitive amplifiers on each side. The conections are standard wirebonds. All signals are digitized for every laser pulse and averaged over a few 100 pulses.
The signal position is computed using either the center of gravity or a Gauss-fit:
$$\overline{x}(PH)=\frac{PH_ix_i}{PH_i}.$$
(2)
Here $`PH_i`$ is the pulse height of the strip $`i`$ and $`x_i`$ its position.
As can be seen from figure 3, the pulse on one side hardly moves due to the immediate recombination, while the pulse on the opposite side shows a clear Lorentz shift. The signal position is plotted as a function of the magnetic field in figure 4, which shows clearly that the Lorentz shift is linear with the magnetic field up to 9 T.
In order to better understand the drift in the detector simulations were performed with the Davinci software package by TMA. The inhomogeneous electric field in the sensor was taken into account by following the charge in small steps, calculating the mobility at each position and integrating the Lorentz shift using eq. 1 with a Hall scattering factor of $`1.15`$ and $`0.7`$ for electrons and holes, respectively. These are the values expected for highly resistive sensors, in which the scattering by phonons dominates over the scattering by impurities.
For bias voltages at least a factor two above the depletion voltage the mobility is practically constant in the detector, while for just depleted detectors the mobility $`\mu =v/E`$ increases in the regions, where the electric field goes to zero, especially at low temperatures, as shown in figure 5. The corresponding mean trajectory of the ionization becomes non linear, as shown in figure 6.
## 3 Results
Instead of the Lorentz angle the shift in a $`300\mu \mathrm{m}`$ thick detector is plotted for a 4 T magnetic field, which is the one of interest for future experiments. The dependence on temperature and bias voltage is shown in figures 7 and 8 together with the simulations from the Davinci software package by TMA, as mentioned above.
For holes the temperature dependence is well described, but for electrons the Lorentz angle first falls below the simulation for decreasing temperature, as expected for a decreasing value of the Hall scattering factor $`r_H`$ at lower temperatures. However, below $`T=160`$ K the Lorentz angle for electrons rapidly increases and is a factor two $`\mathrm{๐๐๐๐ฃ๐}`$ the simulation at liquid nitrogen temperature. The simulation was done with a temperature independent Hall factor of 1.15 (0.7) for electrons (holes), which is certainly wrong. Therefore, the most likely interpretation of the deviation between simulation and data would be the temperature dependence of the Hall scattering factor, since the drift mobility at low temperatures is well known and the electric field dependence is well described by the simulation, as shown in figure 8. However, if the data is a factor two above the simulation at low temperature, then a Hall scattering factor around two is needed. Such a large $`r_H`$ is expected for impurity scattering, but this cannot be reconciled with the high resistivity silicon used for the sensors, for which the impurity doping is less then $`10^{12}/\mathrm{cm}^3`$.
Before irradiation the detector depletes fully with a bias voltage of 40 V, while after radiation with $`1.010^{13}`$ 21 MeV protons per $`\mathrm{cm}^2`$ the depletion voltage has increased to 100 V. This implies that the bulk is inverted from n-type to p-type material, as expected. The bulk damage of 21 MeV protons is about 2.8 times the damage by 1 MeV neutrons. The decrease of the Lorentz shift for the irradiated sample below 100 V in figure 8 is due to the reduced effective thickness of the partially depleted detector. Numerical results on the Lorentz angles and Lorentz shifts have been summarized in tables 2 and 2 before and after irradiation, respectively.
Figure 9 shows the signal from the 1060 nm infrared laser on the irradiated detector. As mentioned before, this laser has an absorption length of about 300 $`\mu \mathrm{m}`$ at room temperature, so it traverses the detector. It can be seen that the signal on the p-side hardly moves with the magnetic field, as expected for a dominant contribution of holes by the charge integrating amplifier, while the n-side shows a Lorentz shift corresponding to roughly half the Lorentz shift of the red laser. This is expected for ionization distributed in the detector, so the average drift length is half of the detector thickness.
## 4 Conclusion
The Lorentz angle has been measured for electrons and holes separately. For the non-irradiated detector the Lorentz angles of holes agree with simulations at all temperatures, but for electrons the Lorentz angle agrees only at room temperature. Below $`160\mathrm{K}`$ the angle increases rapidly to twice the expected value. A possible explanation could be a Hall scattering factor of $`2`$ instead of $`1`$, although this is in contrast to the expectation for our high purity silicon sensors, where one expects $`r_H=1`$ to approach one at low temperatures.
After irradiation, the Lorentz angle for holes is hardly changed at room temperatures, at least if the bias voltage is raised to obtain full depletion again. However, for electrons the angle decrease 25% at room temperature. At lower temperatures radiation damage increase the Lorentz angles, both of electrons and holes.
Silicon detectors in high magnetic fields at cryogenic temperatures can be used without problems, if only the p-side (holes) is read-out. For an nโside read-out the too large Lorentz angles can be avoided, if the strips are oriented such, that the Lorentz shift is parallel to the strips. If this is not wanted, the Lorentz angle can be reduced by overbiasing the detector.
## 5 Acknowlegdements
This work was done within the framework of the RD39 Collaboration. We thank Dr. Iris Abt from the MPI, Munich, Germany for supplying us with double sided strip detectors from the HERA-B production by Sintef.
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# 1 Correlation functions
## 1 Correlation functions
Correlation functions are (thermal) expectation values of products of field operators. As a typical example we may consider the two-particle Green function $`G_{\alpha \beta }(x,t)=\mathrm{\Psi }_\alpha (x,t)\mathrm{\Psi }_\beta ^+(0,0)`$. Here $`\mathrm{\Psi }_\alpha `$ and $`\mathrm{\Psi }_\alpha ^+`$ are annihilation and creation operators of electrons with spin $`\alpha =,`$. The brackets denote the grand canonical ensemble average. The two-particle Green function $`G_{\alpha \beta }(x,t)`$ gives the probability to find an electron at $`(x,t)`$ provided there was an electron at $`(0,0)`$. It describes the propagation of an electron in a medium of other electrons, which, in general, is characterized by a temperature $`T`$, a chemical potential $`\mu `$ and a magnetic field $`B`$.
Within the frame work of the linear response theory correlation functions provide the link between the microscopic and the macroscopic properties of matter. Correlation functions are measurable in experiments. The two-particle Green function, for instance, measures the optical absorption.
Only a few mathematically exact results on correlation functions of interacting systems are known. In fact, the example discussed in this contribution is the first example of a direct Bethe ansatz calculation of the asymptotics of correlations of interacting electrons. The calculation was performed for the so-called impenetrable electron gas model, which is the infinite repulsive coupling limit of Yangโs model of electrons with point-like pair interaction . As we shall argue below, our results are, in spite of being obtained for a specific model, applicable to a whole class of models of interacting electrons in one dimension, and are, in this sense, universal.
In the first part of this text we shall explain our ideas about the universality of the long-wavelength, low-temperature asymptotics of electronic correlations in the gas phase . We shall start with the paradigmatic Hubbard model, and then argue that certain modifications of the interaction do not change the long-wavelength, low-temperature physics of the model. In the appropriate scaling limit all modified Hamiltonians lead to the same effective model. The second part of this text is devoted to a summary of our calculation of the asymptotics of the two-particle Green functions of the impenetrable electron gas model .
## 2 The Hubbard model in the gas phase
The density $`D`$ of non-interacting, one-dimensional spin-$`\frac{1}{2}`$ Fermions on a lattice is given by the integral over the Fermi weight,
$$D=\frac{2}{\pi }_0^\pi ๐p\frac{1}{e^{(\epsilon (p)\mu )/T}+1}.$$
(1)
Here $`\epsilon (p)`$ is the dispersion of the Fermions, $`T`$ denotes the temperature and $`\mu `$ the chemical potential. Let us assume $`\epsilon (p)`$ to be monotonically increasing and bounded from below. If the chemical potential is smaller than a critical value, $`\mu <\mu _c=\mathrm{min}_{p>0}\epsilon (p)`$, then $`D`$ vanishes in the zero temperature limit $`T0+`$. For $`\mu >\mu _c`$, on the other hand, the density $`D`$ approaches a finite positive value as $`T0+`$. This means that the system undergoes a phase transition at $`T=0`$ as a function of the chemical potential. The critical point is at $`\mu =\mu _c`$. Assuming that $`\epsilon (p)=\mu _c+p^2+๐ช(p^4)`$, we obtain
$$D=\frac{2}{\pi }\sqrt{\mu \mu _c}$$
(2)
for $`\mu _c<\mu <\mu _c+\delta `$, $`\delta 1`$.
As we shall see below by considering a representative example this scenario remains unchanged if the Fermions interact. For interacting one-dimensional Fermions the phase with $`\mu >\mu _c`$, for which the density at $`T=0`$ is finite, is called the Luttinger liquid phase . This phase is quite familiar to many physicists. A Luttinger liquid may be understood as a one-dimensional metal. The correlations in the Luttinger liquid are dominated by fluctuations around the Fermi surface. Their power law decay at zero temperature is described by conformal field theory . For small finite temperature conformal field theory predicts exponentially decaying correlations. One has to employ a conformal mapping from the complex plane to a strip of finite width. As a result the rate of exponential decay is defined by conformal dimensions.
The phase with $`\mu <\mu _c`$ so far attracted less attention. This phase is trivial at $`T=0`$, since the density $`D`$ vanishes for $`T=0`$. The density becomes positive for positive temperature, and is typically exponentially small as long as the temperature remains small. The ideal gas law holds. This suggested the name โgas phaseโ to us. The gas phase may be interpreted as a one-dimensional semi conductor or insulator. Correlations in the gas phase behave essentially different compared to those in the Luttinger liquid phase. This is the subject of this text.
In order to get a better understanding of the gas phase of interacting systems let us consider the Hubbard model as an example,
$$H_H=\underset{j=1}{\overset{L}{}}(c_{j+1,\sigma }^+c_{j,\sigma }+c_{j,\sigma }^+c_{j+1,\sigma })+U\underset{j=1}{\overset{L}{}}n_jn_j\mu \underset{j=1}{\overset{L}{}}(n_j+n_j).$$
(3)
Here the canonical Fermi operators $`c_{j,\sigma }^+`$, $`c_{j,\sigma }`$ are creation and annihilation operators of electrons at site $`j`$ of a one-dimensional, periodically closed chain of $`L`$ lattice sites, and $`n_{j,}`$ and $`n_{j,}`$ are the corresponding particle number operators. $`U`$ is the strength of the repulsive interaction.
The eigenvalue problem of the Hubbard Hamiltonian can be solved by means of the nested Bethe ansatz. This allows us to test our ideas about the gas phase quantitatively. The energy levels for the $`N`$ electron system are
$$E=2\underset{j=1}{\overset{N}{}}(1\mathrm{cos}k_j)(\mu +2)N,$$
(4)
where the charge momenta $`k_j`$ are solutions of the Lieb-Wu equations . Clearly the first term on the right hand side of (4) is non-negative. Hence, if $`\mu <\mu _c=2`$, the energies of all eigenstates become non-negative, and the absolute ground state is the empty lattice. For $`\mu >2`$, on the other hand, the energy can be lowered by filling states with small $`k`$โs. Since $`k_{j+1}k_j1/L`$, this leads to a finite density of electrons in the ground state as $`L\mathrm{}`$. We conclude that the Hubbard model is in the gas phase for $`\mu <2`$ and in the Luttinger liquid phase else. Note that the asymptotics of correlation functions of the Hubbard model in the Luttinger liquid phase was obtained in .
Another way of understanding the transition from the gas phase to the Luttinger liquid phase is by looking at the integral equations that describe the Hubbard model in the thermodynamic limit (see e.g. ). At zero temperature and zero magnetic field the dressed energy $`\kappa (k)`$ of the elementary charge excitations is determined by the integral equation
$$\kappa (k)=2\mathrm{cos}(k)\mu +_Q^Q๐k^{}\mathrm{cos}(k^{})R\left(\mathrm{sin}(k^{})\mathrm{sin}(k)\right)\kappa (k^{}),$$
(5)
where the limits of integration depend on the chemical potential through the condition
$$\kappa (Q)=0.$$
(6)
The integral kernel $`R`$ is given by
$$R(x)=_{\mathrm{}}^{\mathrm{}}\frac{d\omega }{2\pi }\frac{e^{\mathrm{i}\omega x}}{1+e^{U|\omega |/2}}.$$
(7)
Similarly, the density $`\rho (k)`$ of elementary charge excitations is obtained from the integral equation
$$\rho (k)=\frac{1}{2\pi }+_Q^Q๐k^{}\mathrm{cos}(k)R\left(\mathrm{sin}(k^{})\mathrm{sin}(k)\right)\rho (k^{}).$$
(8)
$`\rho (k)`$ determines the density of the electrons at zero temperature,
$$D=_Q^Q๐k\rho (k).$$
(9)
Since $`\rho (k)`$ is positive, $`D`$ is equal to zero if and only if $`Q=0`$. Hence, it follows from (5) and (6) that $`\mu _c=2`$. Moreover, the equations (5)-(9) are easily solved for small Q. From the solution we obtain
$$D=\frac{1}{\pi }\sqrt{\mu \mu _c}$$
(10)
for $`\mu _c<\mu <\mu _c+\delta `$, $`\delta 1`$.
Thus the qualitative picture is the same for free and for interacting electrons. Comparing (2) and (10), however, we see that the results for the electron density close to the critical point $`\mu =\mu _c`$ differ by a factor of two. This difference may be interpreted as a signature of a phenomenon called spin-charge separation (see, for instance, ): The elementary charge excitations of the Hubbard model at finite positive $`U`$ are spinless, hence the density is smaller by a factor of two.
To complete our understanding of the gas phase of the one-dimensional Hubbard model let us consider the low temperature thermodynamics of the gas phase. The thermodynamics of the Hubbard model was first considered by Takahashi . The limiting case we are interested in, however, was not studied in Takahashiโs paper. Takahashi expressed the Gibbs free energy $`\omega =P`$ ($`P`$ pressure) in terms of the dressed energies $`\kappa (k)`$, $`\epsilon _n(\mathrm{\Lambda })`$, $`\epsilon _n^{}(\mathrm{\Lambda })`$, of elementary excitations at finite temperature. $`\kappa (k)`$ is the dressed energy of particle (or hole) excitations, $`\epsilon _n(\mathrm{\Lambda })`$ describes spin excitations and $`\epsilon _n^{}(\mathrm{\Lambda })`$ so-called $`k`$-$`\mathrm{\Lambda }`$ strings . All $`k`$-$`\mathrm{\Lambda }`$ strings are gapped . They do not contribute to the low-temperature thermodynamic properties of the Hubbard model and drop out of the equation for the pressure, which simplifies to
$$P=\frac{T}{2\pi }_\pi ^\pi ๐k\mathrm{ln}\left(1+e^{\frac{\kappa (k)}{T}}\right).$$
(11)
Similarly, the integral equations for the dressed energies at low temperature become
$`\kappa (k)=`$ $`\mu 2\mathrm{cos}kT{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\left([n]\mathrm{ln}\left(1+e^{\frac{\epsilon _n}{T}}\right)\right)(\mathrm{sin}k),`$ (12)
$`\mathrm{ln}\left(1+e^{\frac{\epsilon _n(\mathrm{\Lambda })}{T}}\right)=`$ $`{\displaystyle _\pi ^\pi }๐k\mathrm{cos}ka_n(\mathrm{\Lambda }\mathrm{sin}k)\mathrm{ln}\left(1+e^{\frac{\kappa (k)}{T}}\right)`$
$`+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}\left(A_{nm}\mathrm{ln}\left(1+e^{\frac{\epsilon _n}{T}}\right)\right)(\mathrm{\Lambda }),`$ (13)
where $`n=1,2,3,\mathrm{}`$ in equation (13), and
$$a_n(\mathrm{\Lambda })=\frac{nU/4\pi }{(nU/4)^2+\mathrm{\Lambda }^2}.$$
(14)
$`[n]`$ and $`A_{nm}`$ are integral operators defined by
$`([0]f)(\mathrm{\Lambda })=`$ $`f(\mathrm{\Lambda }),`$ (15)
$`([n]f)(\mathrm{\Lambda })=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐\mathrm{\Lambda }^{}a_n(\mathrm{\Lambda }\mathrm{\Lambda }^{})f(\mathrm{\Lambda }^{}),n=1,2,\mathrm{}`$ (16)
$`A_{nm}=`$ $`{\displaystyle \underset{j=1}{\overset{\mathrm{min}\{n,m\}}{}}}\left(\left[|nm|+2(j1)\right]+\left[|nm|+2j\right]\right).`$ (17)
The gas phase is characterized by the absence of a Fermi surface for $`\kappa (k)`$. Thus $`\kappa (k)`$ is positive in the zero temperature limit, and the first term on the right hand side of (13) becomes exponentially small in $`T`$. Dropping this term, the equations (13) decouple from (12). Since the equations become independent of $`\mathrm{\Lambda }`$, it is not hard to solve them. The solution, $`\mathrm{exp}\{\epsilon _n(\mathrm{\Lambda })/T\}=n(n+2)`$, is the same as in the infinite coupling limit $`U\mathrm{}`$ (cf. e.g. ). Inserting this solution into (12) we obtain
$$\kappa (k)=\mu 2\mathrm{cos}kT\mathrm{ln}2.$$
(18)
Our initial assumption, that $`lim_{T0}\kappa (k)>0`$ holds for all $`k`$, is self-consistent, if $`\mu +2<0`$, which is precisely the condition for being in the gas phase stated above. With (18) the low temperature expression for the pressure becomes
$$P=\frac{T}{2\pi }_\pi ^\pi ๐k\mathrm{ln}\left(1+2e^{\frac{\mu +2\mathrm{cos}k}{T}}\right)\sqrt{\frac{T}{\pi }}e^{\frac{\mu +2}{T}},$$
(19)
and we see that the density $`D=P/\mu `$ and the pressure $`P`$ are related by the ideal gas law,
$$P=TD.$$
(20)
There are two important lessons to learn from our simple calculation. First, the low temperature limit in the gas phase works the same way as the strong coupling limit at finite temperatures. Second, the low temperature Gibbs free energy $`\omega =P`$ in the gas phase shows no signature of the discreteness of the lattice. It is the same as for the impenetrable electron gas (see below), which is a continuum model. This agrees well with our intuitive understanding of the gas phase at low temperature: (i) The mean free path ($`=1/D`$) of the electrons is large compared to the lattice spacing (which we set equal to unity so far). (ii) Their kinetic energy is of the order $`T`$. Hence, the effective repulsion is large for $`TU`$. (iii) The ideal gas law holds at low temperature.
## 3 Scaling
The above arguments show that only electrons with small momenta, corresponding to long wavelengths contribute to the low-temperature properties of the Hubbard model in the gas phase. Thus the Hubbard model in the gas phase at low temperature is effectively described by its continuum limit. In order to perform the continuum limit we have to introduce the lattice spacing $`\mathrm{\Delta }`$ and coordinates $`x=\mathrm{\Delta }n`$ connected with the $`n`$th lattice site. The total length of the system is $`\mathrm{}=\mathrm{\Delta }L`$. The continuum limit is the limit $`\mathrm{\Delta }0`$ for fixed $`\mathrm{}`$. In this limit we obtain canonical field operators $`\mathrm{\Psi }_\sigma (x)`$ for electrons of spin $`\sigma `$ as
$$\mathrm{\Psi }_\sigma (x)=\underset{\mathrm{\Delta }0}{lim}c_{n,\sigma }/\sqrt{\mathrm{\Delta }}.$$
(21)
Let us perform the rescaling
$$T_H=\mathrm{\Delta }^2T,\mu _H+2=\mathrm{\Delta }^2\mu ,k_H=\mathrm{\Delta }k,t_H=t/\mathrm{\Delta }^2,B_H=\mathrm{\Delta }^2B,$$
(22)
where $`k`$ denotes the momentum, $`t`$ the time and $`B`$ the magnetic field, which we shall incorporate below. The index โ$`H`$โ refers to the Hubbard model. Then, in the limit $`\mathrm{\Delta }0`$, we find
$$H_H/T_H=H/T.$$
(23)
Here $`H`$ is the Hamiltonian for continuous electrons with delta interaction,
$$\begin{array}{c}H=_{\mathrm{}/2}^{\mathrm{}/2}dx\{(_x\mathrm{\Psi }_\alpha ^+(x))_x\mathrm{\Psi }_\alpha (x)+\frac{U}{\mathrm{\Delta }}\mathrm{\Psi }_{}^+(x)\mathrm{\Psi }_{}^+(x)\mathrm{\Psi }_{}(x)\mathrm{\Psi }_{}(x)\hfill \\ \hfill \mu \mathrm{\Psi }_\alpha ^+(x)\mathrm{\Psi }_\alpha (x)\}.\end{array}$$
(24)
Note that the coupling $`c_1=U/\mathrm{\Delta }`$ of the continuum model goes to infinity! This is a peculiarity of the one-dimensional system. The effective interaction in the low density phase becomes large. Similar scaling arguments lead to an effective coupling $`c_2=U`$ in two dimensions and to $`c_3=\mathrm{\Delta }U`$ in three dimensions, i.e. unlike one-dimensional electrons three-dimensional electrons in the gas phase are free.
## 4 Universality
What happens to more general Hamiltonians in the continuum limit? Let us consider Hamiltonians of the form $`H_G=H_H+V`$, where $`H_H`$ is the Hubbard Hamiltonian and $`V`$ contains additional short range interactions. We shall assume that $`V`$ is a sum of local terms $`V_j`$ which preserve the particle number. Then $`V_j`$ contains as many creation as annihilation operators, and the number of field operators in $`V_j`$ is even. We shall further assume that $`V_j`$ is hermitian and space parity invariant.
According to equation (21) every field $`c_{j,\sigma }`$ on the lattice contributes a factor of $`\mathrm{\Delta }^{1/2}`$ in the continuum limit. One factor of $`\mathrm{\Delta }`$ is absorbed by the volume element $`dx=\mathrm{\Delta }`$, when turning from summation to integration. Thus, if $`V_j`$ contains 8 or more field operators, then $`V\mathrm{\Delta }^3`$ and $`V/T_H`$ vanishes. If $`V_j`$ contains 6 field operators, then at least two of the creation operators and two of the annihilation operators must belong to different lattice sites, since otherwise $`V_j=0`$. A typical term is, for instance, $`V_j=c_{j,}^+c_{j,}^+c_{j+1,}^+c_{j+1,}c_{j,}c_{j,}`$. In the continuum limit we have $`c_{j+1,}=\mathrm{\Delta }^{1/2}\mathrm{\Psi }_{}(x)+\mathrm{\Delta }^{3/2}_x\mathrm{\Psi }_{}(x)+O(\mathrm{\Delta }^{5/2})`$. Hence, the leading term vanishes due to the Pauli principle. The next to leading term acquires an additional power of $`\mathrm{\Delta }`$. We conclude that $`V\mathrm{\Delta }^3`$ and thus $`V/T_H0`$.
If $`V_j`$ contains 4 fields, then
$$V\mathrm{\Delta }^2\mathrm{\Psi }_{}^+(x)\mathrm{\Psi }_{}^+(x)\mathrm{\Psi }_{}(x)\mathrm{\Psi }_{}(x)+O(\mathrm{\Delta }^4).$$
(25)
Here the first term on the right hand side is the density-density interaction of the electron gas. In order to arrive at the impenetrable electron gas model the coefficient in front of this term has to be positive. Note that there are no terms of the order of $`\mathrm{\Delta }^3`$ on the right hand side of (25) and thus no other terms than the first one in the continuum limit. Terms of the order of $`\mathrm{\Delta }^3`$ would contain precisely one spatial derivative. They are ruled out, since they would break space parity.
Considering the case, when $`V_j`$ contains 2 fields, we find, except for the kinetic energy and the chemical potential term, terms which correspond to a coupling to an external magnetic field $`B_H`$. For these terms to be finite in the continuum limit we have to rescale the magnetic field as $`B_H=\mathrm{\Delta }^2B`$ (cf. equation (22)).
Our considerations show that the impenetrable electron gas model with magnetic field,
$$H_B=H+B_{\mathrm{}/2}^{\mathrm{}/2}๐x\mathrm{\Psi }_\alpha ^+(x)\sigma _{\alpha \beta }^z\mathrm{\Psi }_\beta (x),$$
(26)
is indeed the universal model (for small $`T`$) for the gas phase of one-dimensional lattice electrons with repulsive short-range interaction.
## 5 Impenetrable electrons
The impenetrable electron gas is the infinite coupling limit of the electron gas with repulsive delta interaction ($`\mathrm{\Delta }0`$ in (26)), which was the first model solved by nested Bethe ansatz . The pressure of the system as a function of $`T`$, $`\mu `$ and $`B`$ is known explicitly ,
$$P=\frac{T}{2\pi }_{\mathrm{}}^{\mathrm{}}๐k\mathrm{ln}\left(1+e^{\frac{\mu +Bk^2}{T}}+e^{\frac{\mu Bk^2}{T}}\right),$$
(27)
and may serve as thermodynamic potential. The expression (27) is formally the same as for a gas of free spinless Fermions with effective (temperature dependent) chemical potential $`\mu _{eff}=\mu +T\mathrm{ln}(2\mathrm{cosh}B/T)`$. Hence the Fermi surface vanishes for $`lim_{T0}\mu _{eff}=\mu +|B|<0`$. The finite temperature correlation functions of the impenetrable electron gas depend crucially on the sign of $`\mu _{eff}`$. This allows us to define the gas phase at finite temperature by the condition $`\mu _{eff}<0`$, which is also sufficient for deriving the ideal gas law (20) from the low temperature limit of (27). Note that for zero magnetic field and small temperature equation (27) coincides with the right hand side of (19).
The time and temperature dependent (two-point) Green functions are defined as
$`G_{}^+(x,t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{tr}\left(e^{H_B/T}\mathrm{\Psi }_{}(x,t)\mathrm{\Psi }_{}^+(0,0)\right)}{\mathrm{tr}\left(e^{H_B/T}\right)}},`$ (28)
$`G_{}^{}(x,t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{tr}\left(e^{H_B/T}\mathrm{\Psi }_{}^+(x,t)\mathrm{\Psi }_{}(0,0)\right)}{\mathrm{tr}\left(e^{H_B/T}\right)}}.`$ (29)
For the impenetrable electron gas these correlation functions were represented as determinants of Fredholm integral operators in . The determinant representation provides a powerful tool to study their properties analytically.
In the determinant representation was used to derive a nonlinear partial differential equation for two classical auxiliary fields, which determine the correlation functions. This partial differential equation is closely related to the Heisenberg equation of the quantum Hamiltonian (24). It is called the separated nonlinear Schrรถdinger equation. Together with a corresponding Riemann-Hilbert problem it determines the large-time, long-distance asymptotics of the correlators (28), (29) (for details see the following sections). In the asymptotics $`x,t\mathrm{}`$ was calculated for fixed ratio $`k_0=x/2t`$. The crucial parameter for the asymptotics is the average number of particles $`xD`$ in the interval $`[0,x]`$. If $`x`$ is large but $`xD1`$ (i.e. $`T`$ small), an electron propagates freely from $`0`$ to $`x`$, and the correlation functions (28), (29) are those of free Fermions,
$`G_f^+(x,t)`$ $`=`$ $`{\displaystyle \frac{e^{\frac{\mathrm{i}\pi }{4}}}{2\sqrt{\pi }}}t^{\frac{1}{2}}e^{\mathrm{i}t(\mu B)}e^{\frac{\mathrm{i}x^2}{4t}},`$ (30)
$`G_f^{}(x,t)`$ $`=`$ $`{\displaystyle \frac{e^{\frac{\mathrm{i}\pi }{4}}}{2\sqrt{\pi }}}e^{\frac{(\mu Bk_0^2)}{T}}t^{\frac{1}{2}}e^{\mathrm{i}t(\mu B)}e^{\frac{\mathrm{i}x^2}{4t}}.`$ (31)
The true asymptotic region is characterized by a large number $`xD`$ of particles in the interval $`[0,x]`$, specifically, $`xDz_c^1`$, where $`z_c=(T^{3/4}e^{k_0^2/2T})/(2\pi ^{1/4}k_0^{3/2})`$. If the latter condition is satisfied, the correlation functions decay due to multiple scattering. The cases $`B>0`$ and $`B0`$ have to be treated separately. For $`B>0`$ a critical line, $`x=4t\sqrt{B}`$, separates the $`x`$-$`t`$ plane into a time and a space like regime. The asymptotics (for small $`T`$) in these respective regimes are:
Time like regime ($`x<4t\sqrt{B}`$):
$$G_{}^\pm (x,t)=G_f^\pm (x,t)\frac{t^{\mathrm{i}\nu (z_c)}e^{xD_{}}}{\sqrt{4\pi z_cxD_{}}},$$
(32)
where
$$\nu (z_c)=\frac{2D_{}k_0^{3/2}e^{k_0^2/2T}}{\pi ^{1/4}T^{5/4}},D_{}=\frac{1}{2}\sqrt{\frac{T}{\pi }}e^{(\mu +B)/T}.$$
(33)
$`D_{}=P/(\mu +B)`$ is the low temperature expression for the density of down-spin electrons.
Space like regime ($`x>4t\sqrt{B}`$):
$$G_{}^\pm (x,t)=G_f^\pm (x,t)t^{\mathrm{i}\nu (\gamma ^1)}e^{xD_{}},$$
(34)
where
$$\nu (\gamma ^1)=\frac{e^{(3B+\mu k_0^2)/T}}{2\pi }.$$
(35)
For $`B0`$ there is no distinction between time and space like regimes. The asymptotics is given by (34).
It is fair to mention here that the calculation of the asymptotics (32), (34) is rather lengthy. Equations (32) and (34) are asymptotic expansions in $`t`$ consisting of an exponential factor, a power law factor and a constant factor. Note that the method employed in allows for a systematic calculation of the next, subleading orders.
The leading exponential factor in (32) and (34), has a clear physical interpretation: Because of the specific form of the infinite repulsion in (24), up-spin electrons are only scattered by down-spin electrons. This is reflected in the fact that the correlation length is $`1/D_{}`$. The expression $`1/D_{}`$ may be interpreted as the mean free path of the up-spin electrons. Thus the correlation length for up-spin electrons is equal to their mean free path. The exponential decay of the two-particle Green functions means that, due to the strong interaction, an up-spin electron is confined by the cloud of surrounding down-spin electrons. Thus we are facing an interesting situation: Although at small distances the electrons look like free Fermions, they are confined on a macroscopic scale set by the mean free path $`1/D_{}`$.
## 6 Outline of the derivation
The derivation of the above results on the asymptotics of the two-particle Green functions at low temperature is based on the fact that the impenetrable electron gas model is exactly solvable by Bethe ansatz. The Bethe ansatz eigenfunctions and the thermodynamics of the model are known since long. But only recently a determinant representation for the two-particle Green functions was derived by Izergin and Pronko . Their derivation includes the following steps:
1. A change of basis for the spin part of the Bethe ansatz wave function from inhomogeneous XXX to XX spin chain eigenfunctions, which is possible at infinite repulsion.
2. The calculation of form factors in the finite volume.
3. A summation of the form factors.
4. The thermodynamic limit.
The details of the calculation can be found in the article .
The asymptotic analysis of the correlation functions was performed in . Starting point was the determinant representation of Izergin and Pronko (section 7), which is valid for all $`x`$ and $`t`$. The non-trivial ingredients of the determinant representation are certain auxiliary functions $`b_{++}`$ and $`B_{}`$ and the Fredholm determinant $`det(\widehat{I}+\widehat{V})`$ of an integral operator $`\widehat{V}`$. A direct, yet lengthy calculation shows that $`b_{++}`$ and $`B_{}`$ satisfy the separated non-linear Schrรถdinger equation (section 8), which is a well-known integrable partial differential equation. The logarithm of the Fredholm determinant plays the role of its tau-function (section 9). Moreover, a Riemann-Hilbert problem that fixes $`b_{++}`$ and $`B_{}`$ as solutions of the separated non-linear Schrรถdinger equation can be derived from the determinant representation (section 10). The Riemann-Hilbert problem is the appropriate starting point for the asymptotic analysis of the correlation functions $`G_{}^\pm `$ (section 11).
Luckily, the differential equation and the Riemann-Hilbert problem turn out to be of the same form as in case of the impenetrable (spinless) Bose gas . Therefore a theorem obtained in the asymptotic analysis of the impenetrable Bose gas could be applied to the impenetrable electrons as well. In contrast to the bosonic case, there is, however, an additional external integration in the determinant representation of the impenetrable electron gas. This integration can be carried out in the low temperature limit, by the method of steepest descent (section 12).
## 7 Determinant representation
Let us recall the determinant representation for the correlation functions $`G_{}^\pm (x,t)`$, which was derived in . We shall basically follow the account of . Yet, it turns out to be useful for further calculations to rescale the variables and the correlation functions. The rescaling
$`x_r=\sqrt{T}x/2,t_r=Tt/2,`$ (36)
$`g^\pm =G_{}^\pm /\sqrt{T},`$ (37)
$`\beta =\mu _{eff}/T,h=B/T`$ (38)
removes the explicit temperature dependence from all expressions. Furthermore, it will allow us to make close contact with results which were obtained for the impenetrable Bose gas . The index โ$`r`$โ in (36) stands for โrescaledโ. For the sake of simplicity we shall suppress this index in the following sections. We shall come back to physical space and time variables only in the last section, where we consider the low temperature limit.
The rescaled correlation functions $`g^+`$ and $`g^{}`$ in the rescaled variables can be expressed as ,
$`g^+(x,t)=`$ $`{\displaystyle \frac{e^{2\mathrm{i}t(\beta h\mathrm{ln}(2\mathrm{c}\mathrm{h}(h)))}}{2\pi }}{\displaystyle _\pi ^\pi }๐\eta {\displaystyle \frac{F(\gamma ,\eta )}{1\mathrm{cos}(\eta )}}b_{++}det\left(\widehat{I}+\widehat{V}\right),`$ (39)
$`g^{}(x,t)=`$ $`{\displaystyle \frac{e^{2\mathrm{i}t(\beta h\mathrm{ln}(2\mathrm{c}\mathrm{h}(h)))}}{4\pi \gamma }}{\displaystyle _\pi ^\pi }๐\eta F(\gamma ,\eta )B_{}det\left(\widehat{I}+\widehat{V}\right).`$ (40)
Here $`\gamma `$ and $`F(\gamma ,\eta )`$ are elementary functions,
$`\gamma =`$ $`1+e^{2h},`$ (41)
$`F(\gamma ,\eta )=`$ $`1+{\displaystyle \frac{e^{\mathrm{i}\eta }}{\gamma e^{\mathrm{i}\eta }}}+{\displaystyle \frac{e^{\mathrm{i}\eta }}{\gamma e^{\mathrm{i}\eta }}}.`$ (42)
$`det(\widehat{I}+\widehat{V})`$ is the Fredholm determinant of the integral operator $`\widehat{I}+\widehat{V}`$, where $`\widehat{I}`$ is the identity operator, and $`\widehat{V}`$ is defined by its kernel $`V(\lambda ,\mu )`$. $`\lambda `$ and $`\mu `$ are complex variables, and the path of integration is the real axis. In order to define $`V(\lambda ,\mu )`$ we have to introduce certain auxiliary functions. Let us define
$`\tau (\lambda )=`$ $`\mathrm{i}(\lambda ^2t+\lambda x),`$ (43)
$`\vartheta (\lambda )=`$ $`{\displaystyle \frac{1}{1+e^{\lambda ^2\beta }}},`$ (44)
$`E(\lambda )=`$ $`\text{p.v.}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐\mu {\displaystyle \frac{e^{2\tau (\mu )}}{\pi (\mu \lambda )}},`$ (45)
$`e_{}(\lambda )=`$ $`\sqrt{{\displaystyle \frac{\vartheta (\lambda )}{\pi }}}e^{\tau (\lambda )},`$ (46)
$`e_+(\lambda )=`$ $`{\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{\vartheta (\lambda )}{\pi }}}e^{\tau (\lambda )}\left\{(1\mathrm{cos}(\eta ))e^{2\tau (\lambda )}E(\lambda )+\mathrm{sin}(\eta )\right\}.`$ (47)
Note that $`\vartheta (\lambda )`$ is the Fermi weight. $`V(\lambda ,\mu )`$ can be expressed in terms of $`e_+`$ and $`e_{}`$,
$$V(\lambda ,\mu )=\frac{e_+(\lambda )e_{}(\mu )e_+(\mu )e_{}(\lambda )}{\lambda \mu }.$$
(48)
Denote the resolvent of $`\widehat{V}`$ by $`\widehat{R}`$,
$$\left(\widehat{I}+\widehat{V}\right)\left(\widehat{I}\widehat{R}\right)=\left(\widehat{I}\widehat{R}\right)\left(\widehat{I}+\widehat{V}\right)=\widehat{I}.$$
(49)
Then $`\widehat{R}`$ is an integral operator with symmetric kernel ,
$$R(\lambda ,\mu )=\frac{f_+(\lambda )f_{}(\mu )f_+(\mu )f_{}(\lambda )}{\lambda \mu },$$
(50)
which is of the same form as $`V(\lambda ,\mu )`$. The functions $`f_\pm `$ are obtained as the solutions of the integral equations
$$f_\pm (\lambda )+_{\mathrm{}}^{\mathrm{}}๐\mu V(\lambda ,\mu )f_\pm (\mu )=e_\pm (\lambda ).$$
(51)
We may now define the potentials
$$B_{ab}=_{\mathrm{}}^{\mathrm{}}d\lambda e_a(\lambda )f_b(\lambda ),C_{ab}=_{\mathrm{}}^{\mathrm{}}d\lambda \lambda e_a(\lambda )f_b(\lambda )$$
(52)
for $`a,b=\pm `$. $`B_{}`$ enters the definition of $`g^{}(x,t)`$, equation (40). $`b_{++}`$ in (39) is defined as
$$b_{++}=B_{++}G(x,t),$$
(53)
where
$$G(x,t)=\frac{(1\mathrm{cos}(\eta ))e^{\mathrm{i}\pi /4}}{2\sqrt{2\pi t}}e^{\mathrm{i}x^2/2t}.$$
(54)
The remaining potentials $`B_{ab}`$ and $`C_{ab}`$ will be needed later.
It is instructive to compare the determinant representation (39) for the correlation function $`g^+(x,t)`$ with the corresponding expression for impenetrable Bosons (cf e.g. page 345 of ). The main formal differences are the occurrence of the $`\eta `$-integral in (39) and the occurrence of $`\eta `$ in the definition of $`e_+`$. As can be seen from the derivation of (39) in , the $`\eta `$-integration is related to the spin degrees of freedom. For $`\eta =\pm \pi `$ the expression $`\frac{1}{2}e^{2\mathrm{i}\beta t}b_{++}det(\widehat{I}+\widehat{V})`$ agrees with the field-field correlator for impenetrable Bosons (recall, however, the different physical meaning of $`\beta `$).
## 8 Differential equations
As in case of impenetrable Bosons it is possible to derive a set of integrable nonlinear partial differential equations for the potentials $`b_{++}`$ and $`B_{}`$ and to express the logarithmic derivatives of the Fredholm determinant $`det(\widehat{I}+\widehat{V})`$ in terms of the potentials $`B_{ab}`$ and $`C_{ab}`$.
The functions $`f_\pm `$ satisfy linear differential equations with respect to the variables $`x`$, $`t`$, and $`\beta `$,
$$\widehat{L}\left(\genfrac{}{}{0pt}{}{f_+}{f_{}}\right)=\widehat{M}\left(\genfrac{}{}{0pt}{}{f_+}{f_{}}\right)=\widehat{N}\left(\genfrac{}{}{0pt}{}{f_+}{f_{}}\right)=0,$$
(55)
The Lax operators $`\widehat{L}`$, $`\widehat{M}`$ and $`\widehat{N}`$ are given as
$`\widehat{L}=`$ $`_x+\mathrm{i}\lambda \sigma ^z2\mathrm{i}Q,`$ (56)
$`\widehat{M}=`$ $`_t+\mathrm{i}\lambda ^2\sigma ^z2\mathrm{i}\lambda Q+_xU,`$ (57)
$`\widehat{N}=`$ $`2\lambda _\beta +_\lambda +2\mathrm{i}t\lambda \sigma ^z+\mathrm{i}x\sigma ^z4\mathrm{i}tQ2_\beta U,`$ (58)
where the matrices $`Q`$ and $`U`$ are defined according to
$$Q=\left(\begin{array}{cc}0& b_{++}\\ B_{}& 0\end{array}\right),U=\left(\begin{array}{cc}B_+& b_{++}\\ B_{}& B_+\end{array}\right).$$
(59)
Mutual compatibility of the linear differential equations (55) leads to a set of nonlinear partial differential equations for the potentials $`b_{++}`$ and $`B_{}`$ . In particular, the space and time evolution is driven by the separated nonlinear Schrรถdinger equation,
$`\mathrm{i}_tb_{++}`$ $`=\frac{1}{2}_x^2b_{++}4b_{++}^2B_{},`$ (60)
$`\mathrm{i}_tB_{}`$ $`=\frac{1}{2}_x^2B_{}+4B_{}^2b_{++}.`$ (61)
## 9 Connection between Fredholm determinant and potentials
To describe the correlation functions (39) and (40) one has to relate the Fredholm determinant $`det(\widehat{I}+\widehat{V})`$ and the potentials $`B_{ab}`$ and $`C_{ab}`$. Let us use the abbreviation $`\sigma (x,t,\beta )=\mathrm{ln}det(\widehat{I}+\widehat{V})`$. The logarithmic derivatives of the Fredholm determinant with respect to $`x`$, $`t`$ and $`\beta `$ are
$`_x\sigma =`$ $`2\mathrm{i}B_+,`$ (62)
$`_t\sigma =`$ $`2\mathrm{i}(C_++C_++G(x,t)B_{}),`$ (63)
$`_\beta \sigma =`$ $`2\mathrm{i}t_\beta (C_++C_++G(x,t)B_{})2\mathrm{i}x_\beta B_+2(_\beta B_+)^2`$
$`2\mathrm{i}t(B_{}_\beta b_{++}b_{++}_\beta B_{})+2(_\beta b_{++})(_\beta B_{}).`$ (64)
For the calculation of the asymptotics of the Fredholm determinant we further need the second derivatives of $`\sigma `$ with respect to space and time,
$`_x^2\sigma =`$ $`4B_{}b_{++},`$ (65)
$`_x_t\sigma =`$ $`2\mathrm{i}(B_{}_xb_{++}b_{++}_xB_{}),`$ (66)
$`_t^2\sigma =`$ $`2\mathrm{i}(B_{}_tb_{++}b_{++}_tB_{})+8B_{}^2b_{++}^2+2(_xB_{})(_xb_{++}).`$ (67)
Note that
$$\underset{\beta \mathrm{}}{lim}\sigma =0.$$
(68)
This follows from $`lim_\beta \mathrm{}\vartheta (\lambda )=0`$ and is important for fixing the integration constant in the calculation of the asymptotics of the determinant.
## 10 The Riemann-Hilbert problem
From now on we will restrict ourselves to the case of negative effective chemical potential, $`\beta <0`$. Recall that this is the condition for the system to be in the gas phase. For negative $`\beta `$ the logarithmic derivatives $`_x\sigma `$ and $`_t\sigma `$ of the Fredholm determinant and the potentials $`b_{++}`$ and $`B_{}`$ are determined by the following matrix Riemann-Hilbert problem, which was derived from the determinant representation (see section 7) in .
1. $`\varphi :\mathrm{End}(^2)`$ is analytic in $``$.
2. $`lim_\lambda \mathrm{}\varphi (\lambda )=I_2`$.
3. $`\varphi `$ has a discontinuity across the real axis described by the condition
$$\varphi _{}(\lambda )=\varphi _+(\lambda )\left(\begin{array}{cc}1& p(\lambda )e^{2\tau (\lambda )}\\ q(\lambda )e^{2\tau (\lambda )}& 1+p(\lambda )q(\lambda )\end{array}\right)$$
(69)
for all $`\lambda `$.
Here $`I_2`$ denotes the $`2\times 2`$ unit matrix. The functions $`p(\lambda )`$ and $`q(\lambda )`$ are defined as
$`p(\lambda )=`$ $`\mathrm{i}(\mathrm{cos}(\eta )1)(1\vartheta (\lambda ))\alpha _+(\lambda )\alpha _{}(\lambda ),`$ (70)
$`q(\lambda )=`$ $`{\displaystyle \frac{2\mathrm{i}\vartheta (\lambda )}{\alpha _+(\lambda )\alpha _{}(\lambda )}},`$ (71)
where
$$\alpha (\lambda )=\mathrm{exp}\left\{\frac{1}{2\pi \mathrm{i}}_{\mathrm{}}^{\mathrm{}}\frac{d\mu }{\mu \lambda }\mathrm{ln}\left(1+\vartheta (\mu )(e^{\mathrm{i}\eta }1)\right)\right\}.$$
(72)
The functions $`_x\sigma `$, $`_t\sigma `$, $`b_{++}`$ and $`B_{}`$ can be expressed through the coefficients in the asymptotic expansions of $`\varphi (\lambda )`$ and $`\mathrm{ln}(\alpha (\lambda ))`$ for large spectral parameter $`\lambda `$. Let
$$\varphi (\lambda )=I_2+\frac{\varphi ^{(1)}}{\lambda }+\frac{\varphi ^{(2)}}{\lambda ^2}+๐ช\left(\frac{1}{\lambda ^3}\right)$$
(73)
and
$$\mathrm{ln}(\alpha (\lambda ))=\frac{\alpha _1}{\lambda }+\frac{\alpha _2}{\lambda ^2}+๐ช\left(\frac{1}{\lambda ^3}\right).$$
(74)
Then
$`_x\sigma =2\mathrm{i}\alpha _1+\mathrm{i}\mathrm{tr}\{\varphi ^{(1)}\sigma ^z\},`$ $`_t\sigma =4\mathrm{i}\alpha _2+2\mathrm{i}\mathrm{tr}\{\varphi ^{(2)}\sigma ^z\},`$ (75)
$`b_{++}=\varphi _{12}^{(1)},`$ $`B_{}=\varphi _{21}^{(1)}.`$ (76)
The Riemann-Hilbert problem is the appropriate starting point for the asymptotic analysis of the potentials $`b_{++}`$ and $`B_{}`$ which determine the asymptotics of the two-particle Green functions $`G_{}^\pm `$. For impenetrable Bosons a similar analysis was carried out in . Fortunately, the result of depends only on some general properties of the functions $`p(\lambda )`$ and $`q(\lambda )`$ entering the conjugation matrix in (69), and also applies in the present case. Alternatively, the non-linear steepest descent method of Deift and Zhou could be applied.
## 11 Asymptotics of the correlation functions
The direct asymptotic analysis of the Riemann-Hilbert problem yields the leading order asymptotics ($`x,t\mathrm{}`$ for fixed ratio $`\lambda _0=2x/t`$) of the functions $`_x\sigma `$, $`_t\sigma `$, $`b_{++}`$ and $`B_{}`$ . It turns out, in particular, that $`b_{++}`$ and $`B_{}`$ are a decaying solution of the separated nonlinear Schrรถdinger equation (60), (61). Now the form of the complete asymptotic decomposition of the decaying solutions of the separated nonlinear Schrรถdinger equation is known .
$`b_{++}=`$ $`t^{\frac{1}{2}}\left(u_0+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{k=0}{\overset{2n}{}}}{\displaystyle \frac{\mathrm{ln}^k4t}{t^n}}u_{nk}\right)\mathrm{exp}\left\{{\displaystyle \frac{\mathrm{i}x^2}{2t}}\mathrm{i}\nu \mathrm{ln}4t\right\},`$ (77)
$`B_{}=`$ $`t^{\frac{1}{2}}\left(v_0+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{k=0}{\overset{2n}{}}}{\displaystyle \frac{\mathrm{ln}^k4t}{t^n}}v_{nk}\right)\mathrm{exp}\left\{{\displaystyle \frac{\mathrm{i}x^2}{2t}}+\mathrm{i}\nu \mathrm{ln}4t\right\},`$ (78)
where $`u_0`$, $`v_0`$, $`u_{nk}`$, $`v_{nk}`$ and $`\nu `$ are functions of $`\lambda _0=x/2t`$ and of $`\beta `$ and $`\eta `$. Inserting the asymptotic expansions for $`B_{}`$ and $`b_{++}`$ into the differential equations (60), (61) we obtain expressions for $`u_{nk}`$, $`v_{nk}`$ and $`\nu `$ in terms of $`u_0`$ and $`v_0`$, i.e. the two unknown functions $`u_0`$ and $`v_0`$ determine the whole asymptotic expansion (77), (78). But $`u_0`$ and $`v_0`$ are obtained from the asymptotic analysis of the Riemann-Hilbert problem (for the explicit expressions see ). Hence we know, in principle, the complete asymptotic decomposition of the potentials $`b_{++}`$ and $`B_{}`$.
In order to obtain the asymptotics of the two-particle Green functions we still need the asymptotics of the Fredholm determinant. The Fredholm determinant is related to $`b_{++}`$ and $`B_{}`$ through equations (65)-(67) and (62)-(64). We may integrate (65)-(67) to obtain the asymptotic expansions of $`_x\sigma `$ and $`_t\sigma `$. The integration constant is a function of $`\beta `$. It is fixed by the leading asymptotics, which, using (75), can be obtained from the direct asymptotic analysis of the Riemann-Hilbert problem. Then, integrating (62)-(64) yields $`\sigma `$ up to a numerical constant, which follows from the asymptotic condition (68). The calculation is the same as for the impenetrable Bose gas and can be found on pages 455-457 of .
Finally, we obtain the following expressions for the leading asymptotics of the correlation function,
$`g^+(x,t)=`$ $`e^{\mathrm{i}x^2/2t+2\mathrm{i}t\beta }e^{2\mathrm{i}t(h+\mathrm{ln}(2\mathrm{c}\mathrm{h}(h)))}{\displaystyle _\pi ^\pi }d\eta {\displaystyle \frac{F(\gamma ,\eta )}{1\mathrm{cos}(\eta )}}`$
$`C^+(\lambda _0,\beta ,\eta )(4t)^{\frac{1}{2}(\nu \mathrm{i})^2}\mathrm{exp}\left\{{\displaystyle \frac{1}{\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐\lambda |x+2\lambda t|\mathrm{ln}(\phi (\lambda ,\beta ))\right\},`$ (79)
$`g^{}(x,t)=`$ $`e^{\mathrm{i}x^2/2t2\mathrm{i}t\beta }e^{2\mathrm{i}t(h+\mathrm{ln}(2\mathrm{c}\mathrm{h}(h)))}{\displaystyle _\pi ^\pi }d\eta {\displaystyle \frac{F(\gamma ,\eta )}{2\gamma }}`$
$`C^{}(\lambda _0,\beta ,\eta )(4t)^{\frac{1}{2}(\nu +\mathrm{i})^2}\mathrm{exp}\left\{{\displaystyle \frac{1}{\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐\lambda |x+2\lambda t|\mathrm{ln}(\phi (\lambda ,\beta ))\right\},`$ (80)
where
$`\phi (\lambda ,\beta )=`$ $`1+\vartheta (\lambda )\left(e^{\mathrm{i}\eta \mathrm{sign}(\lambda \lambda _0)}1\right),`$ (81)
$`\nu =`$ $`{\displaystyle \frac{1}{2\pi }}\mathrm{ln}\left(12(1\mathrm{cos}(\eta ))\vartheta (\lambda _0)(1\vartheta (\lambda _0))\right),`$ (82)
$`C^+(\lambda _0,\beta ,\eta )=`$ $`|\mathrm{sin}(\eta /2)|{\displaystyle \frac{\sqrt{\nu }}{2\pi }}\mathrm{exp}\{{\displaystyle \frac{1}{2}}(\lambda _0^2\beta )+\mathrm{i}\mathrm{\Psi }_0+{\displaystyle \frac{\nu ^2}{2}}`$
$`{\displaystyle _{\mathrm{}}^\beta }๐\beta (\mathrm{i}\nu /2+\nu _\beta \mathrm{\Psi }_0)`$ (83)
$`+{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle _{\mathrm{}}^\beta }d\beta \left(_\beta {\displaystyle _{\mathrm{}}^{\mathrm{}}}d\lambda \mathrm{sign}(\lambda \lambda _0)\mathrm{ln}(\phi (\lambda ,\beta ))\right)^2\},`$
$`C^{}(\lambda _0,\beta ,\eta )=`$ $`C^+(\lambda _0,\beta ,\eta )\mathrm{exp}((\lambda _0^2\beta )2\mathrm{i}\mathrm{\Psi }_0)/\mathrm{sin}^2(\eta /2).`$ (84)
$`\lambda _0=x/2t`$ is the stationary point of the phase $`\tau (\lambda )`$ (i.e. $`\tau ^{}(\lambda _0)=0`$), and the functions $`\mathrm{\Psi }_0`$ and $`\mathrm{\Psi }_1`$ are defined as
$`\mathrm{\Psi }_0=`$ $`{\displaystyle \frac{3\pi }{4}}+\text{arg}\mathrm{\Gamma }(\mathrm{i}\nu )+\mathrm{\Psi }_1,`$ (85)
$`\mathrm{\Psi }_1=`$ $`{\displaystyle \frac{1}{\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐\lambda \mathrm{sign}(\lambda \lambda _0)\mathrm{ln}|\lambda \lambda _0|_\lambda \mathrm{ln}(\phi (\lambda ,\beta )).`$ (86)
Equations (11) and (11) are valid for large $`t`$ and fixed finite ratio $`\lambda _0=x/2t`$. Correlations in the pure space direction $`t=0`$ were discussed in . We would like to emphasize that (11) and (11) still hold for arbitrary temperatures. The low temperature limit will be discussed in the next section. Note that there is no pole of the integrand at $`\eta =0`$, since $`\sqrt{\nu }|\eta |`$ for small $`\eta `$ and thus $`C^+(\lambda _0,\beta ,\eta )\eta ^2`$.
## 12 Asymptotics in the low temperature limit
For the following steepest descent calculation we transform the $`\eta `$-integrals in (11), (11) into complex contour integrals over the the unit circle, setting $`z=e^{\mathrm{i}\eta }`$. Since we would like to consider low temperatures, we have to restore the explicit temperature dependence by scaling back to the physical space and time variables $`x`$ and $`t`$ and to the physical correlation functions $`G_{}^\pm `$. Recall that in the previous sections we have suppressed an index โ$`r`$โ referring to โrescaledโ. Let us restore this index in order to define $`k_0=\lambda _0\sqrt{T}=x/2t`$, $`\vartheta (k)=\vartheta _r(k/\sqrt{T})`$, $`\phi (k,\beta )=\phi _r(k/\sqrt{T},\beta )`$, $`C^\pm (k_0,\beta ,z)=C_r^\pm (\lambda _0,\beta ,\eta )`$, $`F(\gamma ,z)=F_r(\gamma ,\eta )`$. Then
$`G_{}^+(x,t)=`$ $`2\mathrm{i}\sqrt{T}e^{\mathrm{i}x^2/4t+\mathrm{i}t(\mu B)}{\displaystyle ๐z\frac{F(\gamma ,z)}{(z1)^2}C^+(k_0,\beta ,z)(2Tt)^{\frac{1}{2}(\nu (z)\mathrm{i})^2}e^{tS(z)}},`$ (87)
$`G_{}^{}(x,t)=`$ $`\mathrm{i}\sqrt{T}e^{\mathrm{i}x^2/4t\mathrm{i}t(\mu B)}{\displaystyle ๐z\frac{F(\gamma ,z)}{2\gamma z}C^{}(k_0,\beta ,z)(2Tt)^{\frac{1}{2}(\nu (z)+\mathrm{i})^2}e^{tS(z)}},`$ (88)
where
$$S(z)=\frac{1}{\pi }_{\mathrm{}}^{\mathrm{}}๐k|kk_0|\mathrm{ln}(\phi (k,\beta )).$$
(89)
We would like to calculate the contour integrals (87), (88) by the method of steepest descent. For this purpose we have to consider the analytic properties of the integrands. Let us assume that $`k_00`$, and let us cut the complex plane along the real axis from $`\mathrm{}`$ to $`e^\beta `$ and from $`e^{\beta k_0^2/T}`$ to $`0`$. The integrands in (87) and (88) can be analytically continued as functions of $`z`$ into the cut plane with the only exception of the two simple poles of $`F(\gamma ,z)`$ at $`z=\gamma ^{\pm 1}`$. We may therefore deform the contour of integration as long as we never cross the cuts and take into account the pole contributions, if we cross $`z=\gamma `$ or $`z=\gamma ^1`$.
The saddle point equation $`S/z=0`$ can be represented in the form
$$_0^{\mathrm{}}\frac{dkk}{1+z^1e^\beta e^{(kk_0)^2/T}}=_0^{\mathrm{}}\frac{dkk}{1+ze^\beta e^{(k+k_0)^2/T}}.$$
(90)
This equation was discussed in the appendix of . In it was shown that (90) has exactly one real positive solution which is located in the interval $`[0,1]`$. It was argued that this solution gives the leading saddle point contribution to (87) and (88). At small temperatures (90) can be solved explicitly. There are two solutions $`z_\pm =\pm z_c`$, where
$$z_c=\frac{T^{3/4}}{2\pi ^{1/4}k_0^{3/2}}e^{k_0^2/2T}.$$
(91)
In the derivation of (91) we assumed that $`k_00`$. The case $`k_0=0`$ has to be treated separately (see below).
The phase $`tS(z)`$ has the low temperature approximation
$$tS(z)=2k_0Dt\left\{\left(1\frac{1}{z}\right)z_c^2+1z\right\}.$$
(92)
Here $`D=P/\mu `$ is the density of the electron gas. The low temperature expansion (92) is valid in an annulus $`e^{\beta k_0^2/T}|z|e^\beta `$, which lies in our cut plane. The unit circle and the circle $`|z|=z_c`$ are inside this annulus. We may thus first apply (92) and then deform the contour of integration from the unit circle to the small circle $`|z|=z_c`$. Let us parameterize the small circle as $`z=z_ce^{\mathrm{i}\alpha }`$, $`\alpha [\pi ,\pi ]`$. Then $`S(z(\alpha ))=2k_0D((z_c1)^2+2z_c(1\mathrm{cos}(\alpha )))`$, which implies that the small circle is a steepest descent contour and that on this contour $`S(z_{})S(z)S(z_+)`$. The maximum of $`S(z)`$ on the steepest descent contour at $`z=z_+`$ is unique and therefore provides the leading saddle point contribution to (87), (88) as $`t\mathrm{}`$. The saddle point approximation becomes good when $`tS(z(\alpha ))=2k_0Dt((z_c1)^2+z_c\alpha ^2+๐ช(\alpha ^4))`$ becomes sharply peaked around $`\alpha =0`$. Hence, the relevant parameter for the calculation of the asymptotics of $`G_{}^\pm `$ is $`2k_0Dt=xD`$ rather than $`t`$. $`xD`$ has to be large compared to $`z_c^1`$. The parameter $`xD`$ has a simple interpretation. It is the average number of particles in the interval $`[0,x]`$. Let us consider two different limiting cases.
1. $`xD0`$, the number of electrons in the interval $`[0,x]`$ vanishes. In this regime the interaction of the electrons is negligible. An electron propagates freely from 0 to $`x`$. $`G_{}^\pm `$ cannot be calculated by the method of steepest descent. We have to use the integral representation (11), (11) instead. Since $`tS(z)`$ and $`\nu (z)`$ tend to zero on the contour of integration, the integrals in (11) and (11) are easily calculated. We find $`G_{}^\pm =G_f^\pm `$ (see (30), (31)), which is the well known result for free Fermions.
2. $`xDz_c^1`$, the average number of electrons in the interval $`[0,x]`$ is large. This is the true asymptotic region, $`x\mathrm{}`$. In this region the interaction becomes important. At the same time the method of steepest descent can be used to calculate $`G_{}^\pm `$. This case will be studied below.
In the process of deformation of the contour from the unit circle to the small circle of radius $`z_c`$ we may cross the pole of the function $`F(\gamma ,z)`$ at $`z=\gamma ^1`$. Then we obtain a contribution of the pole to the asymptotics of $`G_{}^\pm `$. It turns out that the pole contributes to $`G_{}^\pm `$, when the magnetic field is below a critical positive value, $`B_c=k_0^2/4`$. Below this value the pole contribution always dominates the contribution of the saddle point. Hence, we have to distinguish two different asymptotic regions, $`B>B_c`$ and $`B<B_c`$. On the other hand, if we consider the asymptotics for fixed magnetic field, we have to treat the cases $`B>0`$ and $`B0`$ separately. For $`B>0`$ we have to distinguish between a time like regime ($`k_0^2<4B`$) and a space like regime ($`k_0^2>4B`$). In these respective regimes we obtain the asymptotics (32), (34).
In the limit $`B\mathrm{}`$, $`\mu \mathrm{}`$, $`\mu B`$ fixed there are no $``$-spin electrons left in the system, $`D_{}0`$. This is the free Fermion limit. In the free Fermion limit $`B<B_c`$, and the asymptotics of $`G_{}^+(x,t)`$ and $`G_{}^{}(x,t)`$ are given by the equations (34), which turn into the expressions (30), (31) for free Fermions.
The pure time direction $`k_0=0`$ requires a separate calculation. For $`k_0=0`$ the saddle point equation (90) has the solutions $`z=\pm 1`$ for all temperatures. The unit circle is a steepest descent contour with unique maximum of $`S(z)`$ at $`z=1`$, which gives the leading asymptotic contribution to the integrals in (87) and (88). We find algebraically decaying correlations,
$$G_{}^+(0,t)=C_0^+t^1e^{\mathrm{i}t(\mu B)},G_{}^{}(0,t)=C_0^{}t^1e^{\mathrm{i}t(\mu B)},$$
(93)
where
$`C_0^+=`$ $`{\displaystyle \frac{e^{\mathrm{i}\frac{\pi }{4}}}{2\sqrt{2\pi T}}}(1+2e^{2B/T})`$
$`\left[(e^{(\mu +B)/T}+e^{(\mu B)/T})(1+e^{(\mu +B)/T}+e^{(\mu B)/T})\right]^{\frac{1}{2}},`$ (94)
$`C_0^{}=`$ $`{\displaystyle \frac{e^{\mathrm{i}\frac{\pi }{4}}}{2\sqrt{2\pi T}}}{\displaystyle \frac{1+2e^{2B/T}}{1+e^{2B/T}}}\left[{\displaystyle \frac{e^{(\mu +B)/T}+e^{(\mu B)/T}}{1+e^{(\mu +B)/T}+e^{(\mu B)/T}}}\right]^{\frac{1}{2}}.`$ (95)
These formulae are valid at any temperature.
### Acknowledgment
The results presented in this talk were obtained in collaboration with A. R. Its and V. E. Korepin to whom the author would like to express his deep gratitude. The author thanks W. Pesch for a critical reading of the manuscript. He was supported by H. Fehske and the DFG Schwerpunktprogramm SPP 1073 โKollektive Quantenzustรคnde in elektronisch eindimensionalen รbergangsmetallverbindungenโ.
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# Gauseโs exclusion principle revisited: artificial modified species and competition
(Universidad de Tarapacรก, Departamento de Fรญsica, Casilla 7-D, Arica, Chile.
Universidad de Tarapacรก, Departamento de Matemรกticas, Casilla 7-D, Arica, Chile.)
Gauseโs principle of competition between two species is studied when one of them is sterile. We study the condition for total extinction in the niche, namely, when the sterile population exterminates the native one by an optimal use of resources. A mathematical Lotka-Volterra non linear model of interaction between a native and sterile species is proposed. The condition for total extinction is related to the initial number $`M_o`$ of sterile individuals released in the niche. In fact, the existence of a critical sterile-population value $`M_c`$ is conjectured from numerical analysis and an analytical estimation is found. When spatial diffusion (migration) is considered a critical size territory is found and, for small territory, total extinction exist in any case. This work is motived by the extermination agriculture problem of fruit flies in our region.
Published in: Jour.Phys.A:Math.Gen. 33, 4877 (2000).
PACS:
87.23.C Population Dynamics (Ecology).
02.30 Nonlinear Differential Equations.
In ecological systems Gauseโs exclusion principle is widely accepted \[1-5\]. Originally it was deducted from competition between Paramecium caudatum and Paramecium aurelia \[1-3\]. Nevertheless, it applies to many other situations. For instance, in reference was conjectured that Neanderthal extinction in Europe was consequence of Gauseโs principle. In a formal point of view, it states that two competing species cannot coexist in the same ecological niche. In this framework, it is assumed that the strong species fulls completely the niche and the weak disappears (exclusion). We remark that this principle is limited in the sense that it applies when re-adaptation, migration, or genetic changes does not exist. This principle seems very intuitive in natural environment or for species in laboratories; but what is the situation with genetically prepared sterile populations ?. To be more explicit, consider the well known problem related to extermination of native fruit flies by genetically sterilized fruit flies . The two species exist in the same ecological niche when the sterile population is released. Before the interaction, we assume that the native species fulls the niche in a stable way. In some geographic regions and for optimal initial conditions, native fruit flies can be exterminated by the sterile population. Namely, in this case both species disappears and the principle must be reformulated as
Principle of Gause : Two competing species cannot coexist in the same ecological niche and at least one of the species disappear.
Namely, it contains explicitly the possibility of total extinction (both species). This formulation of the principle includes all strategy of extermination with genetically altered species .
In this paper we consider a mathematical non linear model of competition between a native species with number of individuals $`N(t),`$ and other sterile with number of individuals given by $`M(t).`$ Explicitly, we are interested on the mathematical conditions for total extinction in the ecological niche. The structure of the article is the follows: first we present a predator-predator non linear model for the variable $`N`$ and $`M`$ (equations 1-3), and its stability analysis. Numerical simulation confirms the stability analysis and the existence of a threshold $`M_c`$ where total extinction exist. We give an analytical estimation of this threshold value (equation (5)). Near to the critical value, the behavior of the extinction time $`\tau _{ext}`$ is studied. This extinction time is, after our numerical calculation, related to an critical exponent $`\nu `$ (equation (6)). Finally, the case including diffusion is considered, here we found the existence of a critical size territory $`L_c`$ were total extinction holds (for any initial condition of the species $`M`$). Some possible generalizations are stressed at the end of the paper.
To be explicit, consider the Lotka-Volterra type evolution equations with interaction
$$\frac{dM}{dt}=\alpha ^{}M\delta NM,$$
(1)
$$\frac{dN}{dt}=NF(N)\delta NM,$$
(2)
where $`\alpha ^{}`$ is the death-rate of the sterile population, $`\delta `$ is the interaction parameter, and the function $`F(N)`$ describes the population growing of the native species when interaction does not exist. For instance, when $`F(N)=\alpha N`$ ($`\alpha `$ is a constant) we obtain the usual Verlhust, or logistic, equation. Remark that the stability of the point $`(N=0,M=0)`$ depends of the sign of $`F(0).`$ In fact, when $`F(0)<0`$ this point becomes stable and the possibility of total extinction exists in accordance with the Gauseโs principle. Moreover, this condition of stability of $`(0,0)`$ seems reasonable if we think that species needs a minimal social structure, or genetical diversity, to survival (i.e. a minimal number of individuals). We stress that the dynamical systems (1-3) is irreversible, for instance, a Lyapounov function $`L`$ associated to the systems is just $`L=M(t)`$.
To carry-out explicit our calculations we consider the model where
$$F(N)=(\alpha N)(N\beta ),$$
(3)
with $`\alpha `$ and $`\beta `$ positives parameters ($`\alpha <\beta `$). Since $`F(0)<0`$, the point $`(N=0,M=0)`$ is stable and total extinction would be expected. The linear analysis of (1-3) shows that the point $`(N=\alpha ,M=0)`$ is unstable (saddle) and $`(N=\beta ,M=0)`$ is a stable focus. Figure 1 shows the stability diagram for our equations. So, the sterile population $`M`$ disappears and, depending on the initial conditions, total extinction would exist in the niche. Namely, the systems has two atractors, the first (0,0) related to total extinction and the other ($`\beta ,0`$) related to survival of species $`N`$.
Figure 1: A sketch of the critical points associated with equations (1-2)
The explicit question which we are concerned in this paper is the follows: if initially the native species number is $`N=\beta `$ (the stable point without interaction) then, after released $`M_o`$ sterile individuals, when have we total extinction?. Namely, before the interaction, the native species is in the niche in a stable way. After, $`M_o`$ sterile individuals are released and the interaction process produces a competitive struggle. Here we ask about the minimal population $`M_o`$ of sterile individuals producing total extinction in the niche. In fact, if the sterile population is not enough then they death and total extermination do not occur.
Numerical calculations confirm the existence of a critical value $`M_c`$ and when $`M_o>M_c`$ total extinction exist in the niche. Figure 2 shows the time behaviors of $`N(t)`$ for different initial value $`M_o,`$ of the sterile species released in the niche. There is a critical value for the initial condition $`M_o`$ related to total extinction. A criterion for total extinction is depending on the initial number of sterile population $`M_o`$ and given by
$$M_o>2.7\frac{\left(\alpha \beta \right)^2}{4\delta }.$$
(4)
This criterion is established as follows: from (1) and (3), we have that $`M(t)=\mathrm{exp}\left(\alpha ^{}\delta <N>_t\right)t`$, where $`<N>_t=(1/t)^tN(\tau )๐\tau `$ . When $`t\mathrm{},`$ and assuming total extinction, we expect an exponential decaying behavior for $`M`$. So, an important fraction of the decaying process, assumed slow, is reached when $`MM_oe^1.`$ If now we stressed that not other stationary point (excepting $`(0,0)`$ exist in (2), we obtain the criterion (4). We have used the maximum value of the function $`F(N)`$ given by (3). We remark that this is a coarse criterion, nevertheless, it works in accord with our numerical simulations. For instance, the figure 2 describes extinction when $`M_0>270`$ in accordance with (4). This is true also for other parameter values.
Figure 2: A numerical simulations of equations (1-3)
The criteria (4) can be generalized easily to a system with arbitrary distribution $`F(N)`$ in (1-2). Namely, by imposing the inequality $`F_{\mathrm{max}}<\delta M_oe^1`$ (with $`e2,7).`$
The figure 3 shows a simulation of the final native population $`N(t=\mathrm{})`$ for different initial condition $`M_o`$ of the sterile population. Clearly there is a critical value $`M_c`$ which separates the survival and extermination regime. From equation (4), a first approximation for this critical values is
$$M_c2.7\frac{(\alpha \beta )^2}{4\delta }.$$
(5)
Figure 3: The final distribution of native population $`M`$
Moreover, figure 2 suggests that near to this critical value the extinction time $`\tau _{ext}`$ depends on $`(M_oM_c)`$. This is so because when $`M_oM_c^+`$ the extinction time must be infinity. Explicitly we expect a behavior like
$$\tau _{ext}\frac{1}{\left(M_oM_c\right)^\nu };\text{ }M_o>M_c,$$
(6)
where $`\nu `$ is a unknown parameter. The evaluation of this critical exponent requires a computational work beyond of the scope of this paper. It will be do elsewhere. The conjecture (6) is reinforced by numerical calculation. In fact, using the same parameter values that in figure 2, and the definition
$$\tau _{ext}^1=\frac{1}{t}\underset{t\mathrm{}}{lim}Ln(N(t)/\beta ),$$
(7)
we see that the existence of the critical exponent $`\nu `$ is confirmed numerically (figure 4).
Figure 4: The extinction time $`\tau _{ext}`$
Now we discuss briefly the incorporation of migration to the set of evolution equations (1-2). In fact, total extermination could be also carried out by diffusion process. In some cases unstable points become stable by diffusion in limited territories. Thus in a model where (0,0) is unstable, i.e. only one species survive, diffusion would change this instability and total extinction takes place. We add the diffusion terms $`D_M\frac{^2M}{x^2}`$ and $`D_N\frac{^2N}{x^2}`$ to (1) and (2) respectively. Namely, consider the pair of reaction-diffusion evolution equations
$$\frac{dM}{dt}=\alpha ^{}M\delta NM+D_M\frac{^2M}{x^2},$$
(8)
$$\frac{dN}{dt}=NF(N)\delta NM+D_N\frac{^2N}{x^2}.$$
(9)
The linear analysis of stability for the stationary point $`(0,0)`$ can be do in the usual way, namely, consider the small perturbation
$$M=0+\eta ,$$
(10)
$$N=0+\epsilon ,$$
(11)
where the variables $`\eta `$ and $`\epsilon `$ are assumed small. Equations (8) and (9), give the first order linear equations
$$\frac{\eta }{t}=\alpha ^{}M\eta +D_M\frac{^2\eta }{^2x},$$
(12)
$$\frac{\epsilon }{t}=F(0)\epsilon +D_N\frac{^2\epsilon }{^2x},$$
(13)
where we assume $`F(0)>0,`$ corresponding to the unstable case when migration is not present. For finite territory, solutions like $`\epsilon e^{\omega t}\mathrm{sin}kx`$ can be visualized. The relationship between the stability parameter $`\omega `$ and the wavenumber $`k`$ is given by
$$\omega =F(0)k^2D_N,$$
(14)
and clearly for $`k>\sqrt{F(0)/D_N}`$ the point $`(0,0)`$ becomes stable and total extinction in the niche exist. Since $`k\frac{1}{L}`$, with $`L`$ the territory size, equation (14) defines a critical size territory $`L_c\sqrt{D_N/F(0)}`$ where total extinction holds. Namely, for all size territory $`L<L_c`$ total extinction exist.
In conclusion: the principle of Gause was generalized to consider the case of biological struggle when one competing species is sterile. In fact, under appropriate conditions, total extinction could occur in the niche. Most of the agriculture competitive extermination method are carried-out assuming this principle. For instance, this is the case of extermination program of fruit flies with sterile flies irradiated in laboratories \[9-10\]. We have presented a simple model which has total extinction in the niche in some cases. Conjectures related to a critical sterile-population (number of individuals) producing total extinction were pointed-out with a coarse criterion (4). This conjectures are based in our numerical simulation of the model. The role of migration was briefly discussed and the possibility of total extinction from diffusion was also explored for small territories.
To ending, we note that our model can be extended to incorporates some modifications. Particularly we are thinking about generalizations like:
(i) Periodic variation of coefficients. In fact, in the extinction fruit flies programs, daily, season or El niรฑo (ENSO), oscillations must be considered.
(ii) Sexual selection. Many extermination programs are based on sexual selection, namely, sterile-male released in a given niche. It creates interaction between sterile-male and fertile-female which becomes directly related to the evolution of the native-male. Such models require a phase-space greater than two.
(iii) Many random factors are present in real niche. For instance, humidity, temperature, wind, etc. These factors can be incorporated in our model by introducing adequate sthocastic process for the parameter ($`\alpha ,`$ $`\beta ,`$ or $`\delta `$).
Acknowledgment: we thanks Hernan Donoso (S. A. G. Arica) for introduce us at the problem of extinction of fruit flies with sterile populations. We thanks C. Romo for the revision of the manuscript. J. C. F. thanks E. Martin and C. Saravia for the initial help concerning the subject.
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# 1 Introduction
## 1 Introduction
According to Gurarie , conformal field theories which their correlation functions exhibit logarithmic behaviour may be consistently defined. In some interesting physical theories like polymers , WZNW models \[3โ6\], percolation , the Haldane-Rezayi quantum Hall state , and edge excitation in fractional quantum Hall effect , logarithmic correlation functions appear. Also the logarithmic operators can be considered in 2D-magnetohydrodynamic turbulence , 2D-turbulence (, ) and some critical disordered models . Logarithmic conformal field theories for D dimensional case ($`D>2`$) has also been studied . In this paper we consider a superconformal extension of Virasoro algebra corresponding to threeโcomponent supermultiplets, and then, following \[20โ22\], generalize the superconformal field to Jordanian blocks of quasi superconformal fields. We then find the twoโpoint functions of chiral- and full-component fields. It is seen that this correlators are readily obtained through formal derivatives of correlators of superprimary fields, just as was seen in \[20โ22\].
## 2 Superprimary and quasi-superprimary fields
A chiral superprimary field $`\mathrm{\Phi }(z,\theta )`$ with conformal weight $`\mathrm{\Delta }`$, is an operator satisfying
$$[L_n,\mathrm{\Phi }(z,\theta )]=\left[z^{n+1}_z+(n+1)\left(\mathrm{\Delta }+\frac{\mathrm{\Lambda }}{3}\right)z^n\right]\mathrm{\Phi }(z,\theta ),$$
(1)
$$[G_r,\mathrm{\Phi }(z,\theta )]=[z^{r+1/3}\delta _\theta q^2z^{r+1/3}\theta ^2_z(3r+1)q^2\mathrm{\Delta }z^{r2/3}\theta ^2]\mathrm{\Phi }(z,\theta ),$$
(2)
where $`\theta `$ is a paragrassmann variable, satisfying $`\theta ^3=0`$, $`q`$ is one of the third roots of unity, not equal to one, and $`\delta _\theta `$ and $`\mathrm{\Lambda }`$, satisfy
$$\delta _\theta \theta =q^1\theta \delta _\theta +1,$$
(3)
and
$$[\mathrm{\Lambda },\theta ]=\theta ,[\mathrm{\Lambda },\delta _\theta ]=\delta _\theta .$$
(4)
Here $`L_n`$โs and $`G_r`$โs are the generators of the supervirasoro algebra satisfying
$`[L_n,L_m]`$ $`=`$ $`(nm)L_{n+m},`$ (5)
$`[L_n,G_r]`$ $`=`$ $`\left({\displaystyle \frac{n}{3}}r\right)G_{n+r},`$ (6)
and
$$G_rG_sG_t+\text{five other permutations of the indices}=6L_{r+s+t}.$$
(7)
The superprimary field $`\mathrm{\Phi }(z,\theta )`$, is written as
$$\mathrm{\Phi }:=\mathrm{\Phi }(z,\theta )=\phi (z,\theta )+\theta \phi _1(z)+\theta ^2\phi _2(z),$$
(8)
where $`\phi _1(z)`$ and $`\phi _2(z)`$ are paragrassmann fields of grades 1 and 2, respectively. One can similarly define a complete superprimary field $`\mathrm{\Phi }(z,\overline{z},\theta ,\overline{\theta })`$ with the weights $`(\mathrm{\Delta },\overline{\mathrm{\Delta }})`$ and the expansion
$$\mathrm{\Phi }=\underset{k,k^{}=0}{\overset{2}{}}\theta ^k\overline{\theta }^k^{}\phi _{kk^{}},$$
(9)
through (1) and (2), and obvious analogous relations with $`\overline{L}_n`$โs and $`\overline{G}_r`$โs. Now suppose that the first component field $`\phi (z)`$ in chiral superprimary field $`\mathrm{\Phi }(z,\theta )`$, has a logarithmic counterpart $`\phi ^{}(z)`$ :
$$[L_n,\phi ^{}(z)]=[z^{n+1}_z+(n+1)z^n\mathrm{\Delta }]\phi ^{}(z)+(n+1)z^n\phi (z).$$
(10)
We will show that $`\phi ^{}(z)`$ is the first component field of a new superfield $`\mathrm{\Phi }^{}(z,\theta )`$, which is the formal derivative of the superfield $`\mathrm{\Phi }(z,\theta )`$ with respect to its weight. Let us define the fields $`f_r^{}(z)`$ by
$$[G_r,\phi ^{}(z)]=:z^{r+1/3}f_r^{}(z),$$
(11)
where $`r+\frac{1}{3}`$ is an integer. Following , acting on the both sides of the above equation with $`L_m`$ and using the Jacobi identity, and using (9), (1), and (5), we have
$`[L_m,f_r^{}(z)]`$ $`=`$ $`({\displaystyle \frac{m}{3}}r)z^m[f_{m+r}^{}(z)f_r^{}(z)]+[z^{m+1}_z`$ (13)
$`+(m+1)(\mathrm{\Delta }+{\displaystyle \frac{1}{3}})z^m]f^{}_r(z)+(m+1)z^m\phi _1(z).`$
Demanding
$$[L_1,f_r^{}(z)]=_zf_r^{}(z),$$
(14)
it is easy to shown that
$$f_r^{}(z)=\{\begin{array}{cc}\psi ^{}(z),\hfill & r1/3\hfill \\ \psi ^{\prime \prime }(z),\hfill & r4/3.\hfill \end{array}$$
(15)
Then, equating $`[L_1,f_{4/3}^{}(z)]`$ and $`[L_1,f_{7/3}^{}(z)]`$, we obtain
$$\psi ^{}(z)=\psi ^{\prime \prime }(z)=:\psi _1^{}.$$
(16)
So in this way we obtain a wellโdefined field $`\psi _1^{}`$, satisfying
$$[G_r,\phi ^{}]=z^{r+1/3}\psi _1^{},$$
(17)
$$[L_n,\psi _1^{}]=\left[z^{n+1}_z+(n+1)z^n\left(\mathrm{\Delta }+\frac{1}{3}\right)\right]\psi _1^{}+(n+1)z^n\psi _1.$$
(18)
Again, letโs define the fields $`h_r^{}(z)`$ through
$$[G_r,\psi _1^{}]_{q^1}:=z^{r+1/3}h_r^{}(z).$$
(19)
Acting both sides with $`L_m`$ and using the generalized Jacobi identity :
$$[[G_r,\psi _1^{}]_{q^1},L_m]+[G_r,[L_m,\psi _1^{}]]_{q^1}+[[L_m,G_r],\psi _1^{}]_{q^1}=0,$$
(20)
we obtain
$`[L_m,h_r^{}]`$ $`=`$ $`\left[z^{m+1}_z+(m+1)\left(\mathrm{\Delta }+{\displaystyle \frac{1}{3}}\right)z^m\right]h_r^{}+(m+1)z^m\psi _2`$ (22)
$`+\left({\displaystyle \frac{m}{3}}r\right)z^mh_{m+r}^{}+\left(r+{\displaystyle \frac{1}{3}}\right)z^mh_r^{}.`$
Then, using the same method applied to determine the form of the functions $`f_r^{}(z)`$, we find a wellโdefined field $`\psi _2^{}`$ satisfying
$$[G_r,\psi _1^{}]_{q^1}=z^{r+1/3}\psi _2^{},$$
(23)
$$[L_n,\psi _2^{}]=\left[z^{n+1}_z+(n+1)\left(\mathrm{\Delta }+\frac{2}{3}\right)z^n\right]\psi _2^{}+(n+1)z^n\psi _2.$$
(24)
Finally, we must calculate $`[G_r,\psi _2^{}]_{q^2}`$. Substituting for $`\psi _2^{}(z)`$ from (20) and (15), and using (6), we have
$`[G_r,\psi _2^{}]_q`$ $`=`$ $`[z^{r+1/3}_z\phi ^{}(z)+(3r+1)z^{r2/3}\mathrm{\Delta }\phi ^{}(z)`$ (26)
$`+(3r+1)z^{r2/3}\phi (z)].`$
Now we define the quasi superprimary field $`\mathrm{\Phi }^{}`$:
$$\mathrm{\Phi }^{}:=\mathrm{\Phi }^{}(z,\theta )=\phi ^{}(z)+\theta \psi _1^{}(z)+\theta ^2\psi _2^{}(z).$$
(27)
It is easy to see that
$$[L_n,\mathrm{\Phi }^{}]=\left[z^{n+1}_z+(n+1)z^n\left(\mathrm{\Delta }+\frac{\mathrm{\Lambda }}{3}\right)\right]\mathrm{\Phi }^{}+(n+1)z^n\mathrm{\Phi },$$
(28)
$$[G_r,\mathrm{\Phi }^{}]=[z^{r+1/3}(\delta _\theta q^2\theta ^2_z)(3r+1)z^{r2/3}q^2\mathrm{\Delta }\theta ^2]\mathrm{\Phi }^{}q^2(3r+1)z^{r2/3}\theta ^2\mathrm{\Phi }.$$
(29)
We see that (24) and (25) are formal derivatives of (1) and (2) with respect to $`\mathrm{\Delta }`$, provided one defines the formal derivative \[20โ22\]
$$\mathrm{\Phi }^{}(z,\theta )=:\frac{d\mathrm{\Phi }}{d\mathrm{\Delta }}.$$
(30)
The two superfields $`\mathrm{\Phi }`$ and $`\mathrm{\Phi }^{}`$, are a two dimensional Jordanian block of quasi-primary fields. The generalization of the above results to an $`m`$ dimensional Jordanian block is obvious:
$$[L_n,\mathrm{\Phi }^i]=\left[z^{n+1}_z+(n+1)z^n\left(\mathrm{\Delta }+\frac{\mathrm{\Lambda }}{3}\right)\right]\mathrm{\Phi }^i+(n+1)z^n\mathrm{\Phi }^{i1},$$
(31)
and
$$[G_r,\mathrm{\Phi }^{(i)}]=[z^{r+1/3}(\delta _\theta q^2\theta ^2_z)(3r+1)q^2z^{r2/3}\mathrm{\Delta }\theta ^2]\mathrm{\Phi }^iq^2\theta ^2(3r+1)z^{r2/3}\mathrm{\Phi }^{(i1)}.$$
(32)
Here $`1im1`$, and the first member of the block, $`\mathrm{\Phi }^{(0)}`$, is a superprimary field. It is easy to show that (27) and (28) are satisfied through the formal relation
$$\mathrm{\Phi }^{(i)}=\frac{1}{i!}\frac{d^i\mathrm{\Phi }^{(0)}}{d\mathrm{\Delta }^i}.$$
(33)
## 3 Two point functions of Jordanian blocks
Consider two Jordanian blocks of chiral quasi-primary fields $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$, with the weights $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }_2`$ and dimensions $`p`$ and $`q`$, respectively. As the only closed subalgebra of the super Virasoro algebra the central extension of which is trivial is formed by $`[L_1,L_0,G_{1/3}]`$, the correlator of fields with different weights may be nonzero. According to ,
$$<\phi _k^(0)\phi ^{(0)}_k^{}>=a_K\frac{A_{kk^{}}(\mathrm{\Delta }+\mathrm{\Delta }^{}+(k+k^{}3)/3)^{B_{kk^{}}}}{(zz^{})^{\mathrm{\Delta }+\mathrm{\Delta }^{}+(k+k^{})/3}}=:a_Kf_{k,k^{}}(zz^{}),$$
(34)
where $`A_{kk^{}}`$ and $`B_{kk^{}}`$ are the components of the following matrices:
$$B=\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 0& 1& 1\end{array}\right),A=\left(\begin{array}{ccc}1& 1& 1\\ 1& 1& 1\\ q^2& q^2& q^2\end{array}\right),$$
(35)
$`a_0`$, $`a_1`$, and $`a_2`$, are arbitrary constants, and
$$K=k+k^{}\text{mod}\mathrm{\hspace{0.33em}3}.$$
(36)
The general form of the two point functions of Jordanian blocks is then readily obtained, using (29):
$$<\phi _k^{(i)}\phi _k^{}^{(j)}>=\frac{1}{i!}\frac{1}{j!}\frac{d^i}{d\mathrm{\Delta }^i}\frac{d^j}{d\mathrm{\Delta }^j}\frac{a_KA_{kk^{}}(\mathrm{\Delta }+\mathrm{\Delta }^{}+(k+k^{}3)/3)^{B_{kk^{}}}}{(zz^{})^{\mathrm{\Delta }+\mathrm{\Delta }^{}+(k+k^{})/3}}.$$
(37)
Here $`0ip1`$, and $`0jq1`$. In this formal differentiation, one should treat the constants $`a_i`$ as functions of $`\mathrm{\Delta }`$ and $`\mathrm{\Delta }^{}`$. So, there will be other arbitrary constants
$$a_i^{(j),(k)}:=\frac{d^j}{d\mathrm{\Delta }^j}\frac{d^k}{d\mathrm{\Delta }^k}a_i$$
(38)
in these correlators.
To consider the correlators of the full field, one begins with
$$<\phi _{k\overline{k}}^{(00)}(z,\overline{z})\phi _{k^{}\overline{k}^{}}^{(00)}(z,\overline{z})>=a_{K\overline{K}}q^{k\overline{k}}f_{k,k^{}}(zz^{})\overline{f}_{\overline{k},\overline{k}^{}}(\overline{z}\overline{z}^{}),$$
(39)
obtained in . Here $`f_{k,k^{}}(zz^{})`$ is defind in (30) and $`\overline{f}_{\overline{k},\overline{k}^{}}(\overline{z}\overline{z}^{})`$ is the same as this with $`\mathrm{\Delta }\overline{\mathrm{\Delta }}`$ and $`\mathrm{\Delta }^{}\overline{\mathrm{\Delta }}^{}`$. Also,
$`K`$ $`=`$ $`k+k^{}\text{mod}\mathrm{\hspace{0.33em}3}`$ (40)
$`\overline{K}`$ $`=`$ $`\overline{k}+\overline{k}^{}\text{mod}\mathrm{\hspace{0.33em}3}.`$ (41)
Using the obvious generalization of (29), it is easy to see that
$$<\phi _{k,\overline{k}}^{(ij)}\phi _{k^{},\overline{k}^{}}^{(lm)}>=\frac{1}{i!j!l!m!}\frac{d^i}{d\mathrm{\Delta }^i}\frac{d^j}{d\overline{\mathrm{\Delta }}^j}\frac{d^l}{d\mathrm{\Delta }^l}\frac{d^m}{d\overline{\mathrm{\Delta }}^m}[a_{K\overline{K}}f_{k,k^{}}\overline{f}\overline{k},\overline{k}^{}].$$
(42)
Again, one should treat $`a_{K\overline{K}}`$โs as formal functions of the weights, so that differentiating them with respect to the weights introduces new arbitrary parameters.
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# The Shapley Supercluster. III. Collapse dynamics and mass of the central concentration
## 1 Introduction
This is the third in a series of papers analyzing the structure and physical parameters of the Shapley Supercluster (SSC), based on galaxy redshifts. The first (Quintana et al. 1995; hereafter Paper I) presents and gives an initial analysis of the results of spectroscopic observations of the central region. The second (Quintana, Carrasco, & Reisenegger 2000, hereafter Paper II) presents a much extended sample of galaxy redshifts and gives a qualitative discussion of the SSCโs morphology. Here, we use dynamical collapse models applied to this sample, in order to obtain the mass of the central region of the SSC. An upcoming paper (Carrasco, Quintana, & Reisenegger 2000, hereafter Paper IV) will analyze the individual clusters of galaxies contained in the sample, to obtain their physical parameters (velocity dispersion, size, mass), search for substructures within the clusters, and determine the total mass contained within the virialized regions of clusters in the whole Shapley area.
The Shapley concentration (Shapley 1930) is the richest supercluster in the local Universe (Zucca et al. 1993, Einasto et al. 1997, but see also Batuski et al. 1999). This makes its study important for three main reasons. First, its high density of mass and of clusters of galaxies provides an extreme environment in which to study galaxy and cluster evolution. Second, its existence and the fact that it is the richest supercluster in a given volume constrain theories of structure formation, and particularly the cosmological parameters and power spectrum in the standard model of hierarchical structure formation by gravitational instability (e.g., Ettori, Fabian, & White 1997; Bardelli et al. 2000). Finally, it is located near the apex of the motion of the Local Group with respect to the cosmic microwave background. Thus it is intriguing whether the SSCโs gravitational pull may contribute significantly to this motion, although most mass estimates (e.g., Raychaudhury 1989; Raychaudhury et al. 1991; Paper I; Ettori et al. 1997; Bardelli et al. 2000) make a contribution beyond a 10 % level very unlikely.
Galaxy counts in redshift space (Bardelli et al. 2000) suggest that most of the supercluster has a density several times the cosmic average, while the two complexes within $`5h^1`$ Mpc of clusters A 3558 and A 3528 have overdensities $`50`$ and $`20`$, respectively. These regions are therefore far outside the โlinear regimeโ of small density perturbations, but still far from being virialized after full gravitational collapse. The same conclusions are easily reached by even a casual glance at the redshift structure presented in Paper II. The density of these complexes indicates that they should be presently collapsing (e.g., Bardelli et al. 2000), and in the present paper we study this hypothesis for the main complex, around A 3558, where substantially more data, with better areal coverage, are available (see Paper II).
It should be pointed out that within each of these complexes we expect very large peculiar velocities, which dominate by far over their Hubble expansion. In this case, redshift differences among objects within each complex can give information about its dynamics, which we will analyze below, but essentially no information about relative positions along the line of sight (except, perhaps, non-trivial information within a given dynamical model). While this is generally acknowledged to be true within clusters of galaxies, where galaxy motions have been randomized by the collapse, it is sometimes overlooked on somewhat larger, but still nonlinear scales. For instance, Ettori et al. (1997) calculate three-dimensional distances between clusters in the Shapley region on the basis of their angular separations and redshifts, and conclude that the group SC 1327-312 and the cluster A 3562, at projected distances $`1`$ and $`3h^1`$ Mpc from the central cluster A 3558, are between 5 and $`10h^1`$ Mpc from it in three-dimensional space, because of moderate differences in redshift. However, there is evidence for interactions between these clusters and groups (Venturi et al. 1999), suggesting true distances much closer to the projected distances. The discrepancy is naturally explained by quite modest peculiar velocities of several hundreds of km s<sup>-1</sup>, easily caused by the large mass concentration.
In the present paper, we analyze the region around A 3558 in terms of an idealized, spherical collapse model, which is used both in its pristine, but undoubtedly oversimplified, original form (Regรถs & Geller 1989), seen from a slightly different point of view, and in its less appealing, but possibly more accurate, modern fine-tuning calibrated by simulations (Diaferio & Geller 1997; Diaferio 1999). Section 2 explains the models, argues for the presence of velocity caustics, and gives the equations relating the caustics position to the mass distribution. (Some mathematical remarks regarding this relation are given in the Appendix.) In ยง3 we present the data, argue that velocity caustics are indeed present, and explain how we locate their position quantitatively. Section 4 presents and discusses our results, and ยง5 contains our main conclusions.
## 2 The models
### 2.1 Pure spherical collapse
In this approach, we consider a spherical structure in which matter at any radius $`r`$ moves radially, with its acceleration determined by the enclosed mass $`M(r)`$. At a given time $`t_1`$ of observation, the infall velocity $`u(r)=\dot{r}(r)`$ (traced by galaxies participating in the mass inflow) can give direct information about the mass profile (Kaiser 1987; Regรถs & Geller 1989). Of course, $`u(r)`$ is not directly observable. Instead, for each galaxy we only observe its position on the sky, which translates into a projected distance from the assumed center of the structure, $`r_{}r`$, and its redshift, which can be translated into a line-of-sight velocity $`v`$ with respect to the same center. The โfundamentalโ variables $`r`$ and $`u`$ and the โobservedโ variables $`r_{}`$ and $`v`$ (with the line-of-sight velocity of the structureโs center already subtracted) are related by
$$v=\pm \left[1\left(\frac{r_{}}{r}\right)^2\right]^{\frac{1}{2}}u(r).$$
(1)
Contrary to the Hubble flow observed on large scales, $`v`$ is negative (approaching) for the more distant galaxies on the back side of each shell, and positive (receding) for the closer galaxies on the front side. At any given projected distance $`r_{}`$, one observes galaxies at many different true distances $`r`$ from the center. The infall velocity $`u(r)`$ decreases at large enough distances $`r`$, reaching zero at a finite (โturnaroundโ) radius $`r_t`$, and matching onto the Hubble flow, $`u(r)=Hr,`$ for $`rr_t`$. The projection factor increases from zero at $`r=r_{}`$ (galaxies moving perpendicularly to the line of sight), asymptotically approaching unity for $`rr_{}`$. Therefore, there will be some maximum projected velocity
$$๐(r_{})\underset{rr_{}}{\mathrm{max}}|v(r_{},r)|=\underset{rr_{}}{\mathrm{max}}[1\left(\frac{r_{}}{r}\right)^2]^{\frac{1}{2}}u(r),$$
(2)
which is a monotonically decreasing function of $`r_{}`$ (see Appendix), giving rise to caustics in the $`(r_{},v)`$ diagram with the characteristic โtrumpet shapeโ described by Kaiser (1987) and by Regรถs & Geller (1989).
In order to obtain the infall velocity $`u(r)`$ from the galaxy redshifts, we first identify the caustics amplitude $`๐(r_{})`$ from the $`(r_{},v)`$ diagram by the procedure outlined in ยง3. Given this relation, we can invert eq. (2) to obtain
$$u(r)u_b(r)\underset{r_{}<r}{\mathrm{min}}\frac{๐(r_{})}{\left[1(r_{}/r)^2\right]^{\frac{1}{2}}}.$$
(3)
This is an inequality rather than an equality because for an arbitrary shape of $`u(r)`$ it is not guaranteed that the shells at every $`r`$ will correspond to a maximum amplitude for some $`r_{}`$ (see Appendix for a detailed mathematical discussion).
If the mass density decreases outwards, then the collapse occurs from the inside out, with innermost mass shells first reaching turnaround and recontraction, and outer shells following in succession. Any given shell will enclose the same mass $`M`$ at all times until it starts encountering matter that has already passed through the center of the structure and is again moving outwards. The latter is only expected to happen in the very central, nearly virialized, part of the supercluster. Elsewhere, the dynamics of any given shell is described by the well-known parameterized solution
$$r=A(1\mathrm{cos}\eta );t=B(\eta \mathrm{sin}\eta );A^3=GMB^2$$
(4)
(e.g., Peebles 1993, chapter 20). Here, $`A`$ and $`B`$ are constants for any given shell (related to each other by the enclosed mass $`M`$), and $`\eta `$ labels the โphaseโ of the shellโs evolution (initial โexplosionโ at $`\eta =0`$, maximum radius or โturnaroundโ at $`\eta =\pi `$, collapse at $`\eta =2\pi `$). As we are observing many shells at one given cosmic time $`t_1`$ (measured from the Big Bang, at which all shells started expanding, to the moment at which the structure emitted the light currently being observed), for each shell we can write
$$\frac{t_1\dot{r}}{r}=H_0t_1\frac{u}{H_0r}=\frac{\mathrm{sin}\eta (\eta \mathrm{sin}\eta )}{(1\mathrm{cos}\eta )^2},$$
(5)
where $`H_0`$ is the current value of the Hubble parameter.
We can determine an upper bound on $`u(H_0r)`$, and therefore on $`u/(H_0r)`$, by the procedure described above (note that $`r`$ itself depends on the uncertainty in the cosmic distance scale). The combination $`H_0t_1`$ is a dimensionless constant, dependent on the cosmological model (identified by dimensionless constants such as the density parameters $`\mathrm{\Omega }`$). At the redshift of the SSC ($`z0.048`$), it is likely to lie in the range $`0.62H_0t_10.95`$, with the lower limit corresponding to an Einstein-de Sitter Universe (with critical matter density, $`\mathrm{\Omega }_m=1`$, and no other ingredients), and the upper limit corresponding to an empty Universe ($`\mathrm{\Omega }_m=0=\mathrm{\Omega }_\mathrm{\Lambda }`$) or a flat, low-density, $`\mathrm{\Lambda }`$-dominated Universe ($`\mathrm{\Omega }_m=1\mathrm{\Omega }_\mathrm{\Lambda }0.27`$) (e.g., Peebles 1993, chapter 13). For an assumed value of this parameter, the left-hand side becomes fully determined, and the equation can be solved for the value of $`\eta `$ for each shell. The equations can also be combined to yield
$$H_0M(r)=\frac{(H_0r)^3}{G(H_0t_1)^2}\frac{(\eta \mathrm{sin}\eta )^2}{(1\mathrm{cos}\eta )^3},$$
(6)
the mass enclosed within the shell (of current radius $`r`$).
For two reasons, a mass estimate obtained by applying this model to real data should be regarded as an upper bound on the true mass. First, the model gives $`u_b(r)`$, an upper bound on $`u(r)`$, and this upper bound is used to derive the mass. Second, the caustics amplitude $`๐(r_{})`$ is amplified through random motions due to substructure within the infalling matter (Diaferio & Geller 1997). Keeping this in mind, we will use the model to put a bound on the mass of the collapsing region around A 3558.
### 2.2 Diaferioโs prescription
On the other hand, Diaferio & Geller (1997; see also Diaferio 1999) have shown that the mass profile of structures forming in numerical simulations can be recovered to good precision from the formula
$$M(r)=\frac{_\beta }{G}_0^r๐^2(r_{})๐r_{}.$$
(7)
There is no rigorous derivation for this result, although it can be justified heuristically by assuming that $`๐`$ reflects the escape velocity at different radii, i.e., that all galaxies within the caustics are gravitationally bound to the structure. One has to assume further that the radial density profile lies between $`\rho r^3`$ and $`\rho r^2`$ (Diaferio & Geller 1997; Diaferio 1999), as in the outskirts of simulated clusters of galaxies (e.g., Navarro, Frenk, & White 1997). This mass estimate is independent of the parameter $`H_0t_1`$, since no dynamical evolution is involved. It has already been applied to the Coma cluster (Geller, Diaferio, & Kurtz 1999).
## 3 Identifying the structure
The $`(r_{},v)`$ diagram for the galaxies with available redshifts in the Shapley region (see Paper II), shown in Fig. 1 for an adopted center at the main cluster A 3558 ($`\alpha _c=13^h27^m56.9^s,\delta _c=31^{}29^{}44^{\prime \prime },cz_c=14300`$ km s<sup>-1</sup>), indeed shows the predicted โtrumpet shapeโ, with a maximum half-width $`๐(r_{}0)2000`$ km s<sup>-1</sup>, and extending cleanly out to $`r_{}8h^1`$ Mpc, and less cleanly to perhaps $`14h^1`$ Mpc from the center.<sup>1</sup><sup>1</sup>1At the redshift of A 3558, $`z_c=0.048`$, assumed to be of purely cosmological origin, relative line-of-sight velocities are given by $`v=c(zz_c)/(1+z_c)=0.955c(zz_c)`$ (Harrison & Noonan 1979). In an Einstein-de Sitter Universe ($`q_0=1/2`$), physical distances projected on the sky are given by $`r_{}=2c\theta [1(1+z_c)^{1/2}]/[H_0(1+z_c)]`$ (e.g., Peebles 1993), where $`\theta `$ is the angular distance in radians. Again at the redshift of A 3558, $`1^{}`$ corresponds to $`2.3h^1`$ Mpc. The latter result is fairly insensitive to the choice of cosmological model, therefore we adopt it in general. Thus, there is indeed a coherent structure (โextended coreโ), enclosing at least (i.e., within $`8h^1`$ Mpc) 11 Abell clusters (Abell, Corwin, & Olowin 1989) and three rich groups not included in the Abell catalog (see Table 1). All of these have relative velocities with respect to A 3558 smaller than 1200 km s<sup>-1</sup>, with a median $`|v|_{med}200`$ km s<sup>-1</sup>. Given its shape, this extremely cluster-rich structure is most likely due to gravitational collapse.
Of course, the morphology of the SSC or even of its โextended coreโ does not support the assumption of spherical symmetry. The inner core (formed by A 3558, A 3556, A 3562, SC 1327-312, and SC 1329-314) is clearly elongated, and there is evidence that both the galaxies and the clusters in the region of interest tend to form a planar structure (Paper I; Bardelli et al. 2000; Paper II). This is supported by the elementary fact that (within the extended core and a fair distance beyond it) all the clusters in the north (A 3559, A 3557a, A 3555, further away A 1736b) have lower redshifts than A 3558, while those in the south (A 3560, A 3554, others at larger distances) and west (particulary those belonging to the NW filament, which extends towards A 3528 and is described in Paper II) have higher redshifts. It is also hinted at by the slight upturn of the structure in Fig. 1 at $`\theta _{}^>3.5^{}`$ ($`r_{}^{}{}_{}{}^{>}8h^1`$ Mpc), which is due to the concentrations of clusters to the south-west and south-east of the central concentration. (The downward-pointing arm at $`\theta 4^{}`$ is due to the clusters A 1736a,b and A 3571.)
However, 1) the extreme simplicity of this symmetry assumption compared to any possible improvement to it, 2) our ignorance of the true 3-d distribution of matter in the supercluster, and 3) the fact that the gravitational potential is generally more spherical than the mass distribution originating it, motivate us to still apply a spherical model. Note, in fact, that the model requires the gravitational potential to be spherically symmetric, but no symmetry assumptions are being made about the distribution of galaxies as tracer particles.
Although the structure appears well-defined to the eye, it does not have a perfectly sharp edge, as it would be expected to have in the perfect spherical infall model. Departures from spherical symmetry, substructure such as clusters, the finite number of โtest particles,โ and (to a much lesser degree) observational uncertainties wash out and distort the structure. This makes a determination of the caustics non-trivial. In the rest of this section, we follow Diaferioโs (1999) general approach in first smoothing the data, i.e., obtaining a smooth estimate $`f(r_{},v)`$ for the density of observed galaxies on the $`(r_{},v)`$ plane, and then applying a cut at some density contour which is taken to correspond to the caustics. The details of how each of these steps is carried out differ slightly from Diaferioโs approach, and are discussed in the rest of this section.
### 3.1 Density estimation in the $`(r_{},v)`$ diagram
For a global analysis of the central (collapsing) region of the SSC, we need to obtain a smooth estimate $`f(r_{},v)`$ of the density of galaxies in the $`(r_{},v)`$ diagram. Density estimation has been discussed by many authors, such as Silverman (1986), and in the astronomical context Pisani (1993; 1996) and Merritt & Tremblay (1994).
Diaferio (1999) applied density estimation to the particular problem of interest here. For $`N`$ data points (galaxies) with coordinates $`(r_{}^i,v^i)`$, he adopts the estimate
$$f(r_{},v)=\frac{1}{N}\underset{i=1}{\overset{N}{}}\frac{1}{h_r^ih_v^i}K(\frac{r_{}r_{}^i}{h_r^i},\frac{vv^i}{h_v^i}),$$
(8)
where
$$K(\stackrel{}{t})=\{\begin{array}{cc}4\pi ^1(1|\stackrel{}{t}|^2)^3\hfill & \text{if }|\stackrel{}{t}|<1\text{,}\hfill \\ 0,\hfill & \text{otherwise,}\hfill \end{array}$$
is a smooth, but centrally peaked, kernel function. The ratio of smoothing lengths, $`q=h_v^i/h_r^i`$ is fixed, approximately equal to the ratio of observational uncertainties ($`q=50\mathrm{k}\mathrm{m}\mathrm{s}^1/0.02h^1\mathrm{Mpc}=25H_0`$), and the individual values of, say, $`h_r^i,`$ are chosen by an adaptive algorithm.
Any choice of smoothing lengths is a compromise between keeping as much structure as possible (favoring small smoothing lengths) while eliminating as much noise as possible (favoring large values). The ideal compromise, though quite subjective in any case, depends on the density of data points, which generally varies over the volume being studied, motivating the choice of a different smoothing length for each data point. For our particular application, the density of points does not vary enormously over the area of interest, and we are only interested in the overall envelope of the structure, not in fine details. Therefore, we consider the additional computational effort of adaptive smoothing with different local smoothing lengths unjustified. We apply fixed, overall smoothing lengths $`h_r=1h^1`$ Mpc, $`h_v=`$ 500 km s<sup>-1</sup> (giving $`q=5H_0`$), chosen by eye to preserve the overall shape while minimizing the noise, and each corresponding to about 1/8 of the total extension of the structure studied. Changing either of the two lengths by a factor of 2 either way does not substantially change our results. We note also that the chosen lengths are much larger than the respective uncertainties in the data, which therefore become irrelevant in determining the detected structures.
One problem with the smoothing kernel given above is that the data have a natural cutoff at $`r_{}=0`$, where they go abruptly from a fairly high (near maximum) density (at $`r_{}>0`$) to zero (at $`r_{}<0`$). When applied to points of small (positive) $`r_{}`$, the smoothing kernel extends to negative values (where there are no data points), producing a decrease in $`f(r_{},v)`$ when approaching $`r_{}=0`$ from above. This causes isodensity contours to narrow as $`r_{}0^+`$, as seen, e.g., in Fig. 1 of Geller, Diaferio, & Kurtz (1999), in Figs. 4 and 5 of Diaferio (1999), and in Fig. 2a of the present paper.
This can be cured, e.g., by making a mirror image of the data at $`r_{}<0`$ and letting the smoothing kernel integrate over both the real data and their image (Fig. 2b). Aside from correcting for the โmisbehaviorโ at $`r_{}=0`$, this procedure gives results very similar to that of Diaferio (1999).
A more rigorous approach is suggested by Merritt & Tremblay (1994), who deal with density estimation in circularly symmetric structures. They focus on the surface density $`\mathrm{\Sigma }(r_{})`$ (number per unit area) rather than the radial density $`N(r_{})=2\pi r_{}\mathrm{\Sigma }(r_{})`$ (number per unit radial coordinate), and estimate $`\mathrm{\Sigma }(r_{})`$ with a circularly averaged kernel. In our case (with one additional coordinate $`v`$, which is not affected by this problem), we can define a number density per unit (projected) area per unit line-of-sight velocity as $`\mathrm{\Sigma }(r_{},v)=f(r_{},v)/(2\pi r_{}),`$ and estimate it through a kernel which is a product of a standard, one-dimensional kernel for $`v`$ and a circularly averaged kernel for $`r_{}`$. In particularly, Fig. 2c shows the results of applying to our data a one-dimensional quadratic (Epanechnikov) kernel for $`v`$, and an annularly averaged, two-dimensional quadratic kernel for $`r_{}`$. (See Merritt & Tremblay 1994, eqs. 9a and 28a for explicit formulae.) The density $`\mathrm{\Sigma }`$ obtained from this procedure is well-behaved in all respects, decreasing from $`r_{}=0`$ outwards. Indeed, it decreases so quickly that the density contours tend to close at fairly small radii, contrary to the visual impression from the data. Therefore, these contours are unlikely to be realistic representations of the velocity caustics.
A final alternative (with the added virtue of reducing biases due to non-uniform spatial sampling) is to normalize $`f(r_{},v)`$ at each given $`r_{}`$ with respect to the value at $`v=0`$, i.e., take a density estimate
$$\stackrel{~}{f}(r_{},v)\frac{f(r_{},v)}{f(r_{},0)},$$
(9)
with the โoriginalโ $`f(r_{},v)`$ determined by any of the other methods (the case shown in Fig. 2d is based on Diaferioโs estimator). This estimator gives results very similar to the first two.
Overall, we consider that the second procedure (the โmirror imageโ density estimate) is the one that most closely represents the visual appearance of the data, while at the same time having mathematically desirable properties (smooth density contours slowly narrowing with increasing $`r_{}`$), and being close enough to Diaferioโs to permit a direct comparison of results. Therefore, we use the โmirror imageโ density estimation for the analysis that follows. However, we stress that it is a very arbitrary choice, and that other choices may give quite different final results. However, discarding the very different result based on the โsurface densityโ scheme, the other procedures discussed above give masses that, at any given radius, differ by less than 10 % from the one obtained by the โmirror imageโ procedure.
### 3.2 Finding the caustics
Given the estimated density $`f(r_{},v)`$, we now turn to finding the caustics which separate the collapsing structure from the galaxies in the foreground and background. We are again inspired by Diaferio (1999), who uses a fixed density cutoff, $`f(r_{},v)=\kappa `$, with the value of $`\kappa `$ fixed by virial arguments applied to the most central region. In principle, taking a fixed value is somewhat arbitrary. By plotting in $`(r_{},v)`$ space, we are summing galaxies over annuli, and therefore a uniform background of galaxies would result in a density increasing $`r_{}`$, and therefore a fixed cutoff might include more and more of the background as $`r_{}`$ increases. The problem is worsened by the non-uniformly sampled data in our particular case. Therefore, a more natural and in principle better way to distinguish the structure from the background might be to fix on maxima of $`\frac{f}{v}`$ for each $`r_{}`$. However, taking and maximizing a derivative of the numerically determined function is much noisier than just imposing a fixed cutoff. Therefore, we follow Diaferio in adopting the latter approach.
In order to choose the value of the cutoff, Diaferio (1999) uses the virial theorem to relate the escape velocity (in his interpretation represented by the velocity amplitude $`๐`$) and the velocity dispersion $`\sigma `$ of the central cluster, therefore writing $`๐^2_{\kappa ,R}=4\sigma ^2`$, where the average is a galaxy number-weighted average over the region enclosed by the virial radius $`R`$ of the central cluster, for a given density cutoff $`\kappa `$. For A 3558, the velocity dispersion is a relatively robust number ($`\sigma 928`$ km s<sup>-1</sup>), not sensitive to the radius of the sphere to be averaged over, and in the central region $`๐`$ (determined with any reasonable cutoff) is also fairly radius-independent. Therefore, the dependence on the (poorly determined) virial radius is weak, and we arbitrarily choose it as $`R=1h^1`$ Mpc, and do a straight radial average (not number-weighted) to calculate $`๐^2_{\kappa ,R}`$ and determine $`\kappa `$ by Diaferioโs condition.
We tested the validity of Diaferioโs condition by the following procedure. Figure 3 shows the area of the $`(r_{},v)`$ diagram enclosed by contour levels with different $`\kappa `$. We clearly distinguish 3 regimes:
* At very low densities, the enclosed area is most of the diagram, therefore enclosing much of the background, not belonging to the structure. The area rapidly decreases as the threshold density is increased.
* At intermediate densities, the decreasing curve becomes much flatter ($`dA/d\kappa `$ constant), and we interpret this as having most of the background excluded and probing progressively denser parts of the structure. This is confirmed by watching the contour plots, which indeed trace the boundaries of the structure, and become progressively tighter.
* Finally, at high values of $`\kappa `$, only a few isolated peaks in the structure are left enclosed, and these finally disappear when $`\kappa `$ reaches the maximum density present.
This analysis suggests choosing the threshold at the transition between regimes (a) and (b). This falls close to the threshold value chosen by Diaferioโs (1999) condition as outlined above, marked by the vertical line. This strengthens the argument for Diaferioโs choice of cutoff, already used to choose the contours in Fig. 2, and adopted hereafter.
The chosen density contour of course gives two values of $`v`$ (one positive, $`v_u`$, and one negative, $`v_d`$) for each value of $`r_{}`$. In the SSC, it turns out that the upper contour is much โcleanerโ (separating a dense region from a nearly empty one), therefore we simply adopt $`๐(r_{})=v_u(r_{})`$ rather than Diaferioโs prescription $`๐(r_{})=\mathrm{min}\{|v_u(r_{})|,|v_d(r_{})|\}.`$
## 4 Results and Discussion
Fig. 4 shows the enclosed mass as a function of radius, $`M(r)`$, as determined by the two methods discussed in ยง2, together with a third determination, namely the cumulative mass of the clusters enclosed in the given radius, given in Table 1. Note that the mass estimates $`M_{500}`$, taken from Ettori et al. (1997) for the most important clusters, are masses within a radius enclosing an average density 500 times the critical density $`\rho _c`$. This is substantially higher than the standard โvirialization densityโ of $`200\rho _c`$, and therefore gives a conservative lower limit to the total virialized mass, which may be increased by a factor $`(500/200)^{1/2}1.58`$ for a more realistic estimate.
Several comments are in order:
1) As discussed above, the pure spherical infall model is highly idealized and, even if correct, can only give an upper bound on the mass within any given radius. Therefore, the upper (dot-dashed) curve, corresponding to pure spherical collapse in a cosmological model with $`H_0t_1=0.62`$ should be regarded as a fairly robust upper limit to the mass within any given radius.
2) The model of Diaferio & Geller (1997) has been calibrated against simulations. Applied to the infall regions around clusters of galaxies, it should in principle give the correct mass to within about $`25\%`$ (Geller et al. 1999). However, it assumes a density profile decreasing at least as fast as $`\rho (r)r^2`$, which may not apply to the very noisy region around A 3558, which contains a number of other, fairly rich clusters. It appears surprising that the mass profile it gives for this region is quite similar (both in shape and in amplitude) to that obtained by Geller et al. (1997), considering that Coma is a quite massive cluster (as massive or perhaps even more massive than A 3558), but is not surrounded by any other massive clusters.
3) The mass estimate based on individual cluster masses is uncertain for two reasons. First, of course it does not consider the mass in the non-virialized outskirts of the clusters or not associated with clusters at all, and therefore it would be expected to underestimate the total mass. On the other hand, in the absence of information on the three-dimensional distance $`r`$ of each cluster to A 3558, and given that the velocity does not give reliable distance information within the collapsing structure, each cluster was put at its projected radius $`r_{}r`$, and therefore contributes to the enclosed mass already at radii smaller than its true position. Therefore, the mass in virialized clusters within any given radius $`M(r)`$ is overestimated by the projection into radius $`r`$ of clusters actually at larger radii.
Given these caveats, there seems to be fair agreement among the different mass determinations, and it seems safe to say that the mass enclosed by radius $`r=8h^1`$ Mpc lies between $`2\times 10^{15}`$ and $`1.3\times 10^{16}h^1M_{}`$. It is interesting, nevertheless, that Diaferioโs method gives results that differ so little from the lower limit to the virialized mass in clusters. Therefore, if Diaferioโs method is applicable to the SSC, the either there would be very little mass outside the inner, virialized parts of clusters of galaxies in this region, or the cluster mass estimates would have to be systematically high.
For comparison, Ettori et al. (1997) used three different mass estimates, namely: 1) the sum of the gravitational masses of clusters as obtained from their X-ray emission profile, $`M_{grav}`$, 2) the total mass expected to be associated with the baryons observed in clusters, $`M_{PN}`$, and 3) the mass obtained from applying the virial theorem to the enclosed clusters, used as test particles, $`M_{vir}`$. They applied these methods to four progressively larger structures, each enclosing the previous one. The one most similar to our $`8h^1`$ Mpc sphere appears to be the second, enclosing 12 clusters, and with a nominal 3-d radius of $`13.9h^1`$ Mpc, obtained by treating redshift as a third coordinate, which we have argued to give an overestimated depth in the collapsing region. For this region, they find $`M_{grav}=2.15`$, $`M_{PN}=5.2\mathrm{\Omega }_m`$ and $`M_{vir}=1.75`$, all in units of $`10^{15}h^1M_{}`$. The first two are likely underestimates (as they consider only the matter in the virialized regions of clusters observed in X-rays), and the third is completely uncertain, given the uncertain distances along the line of sight and the fact that the SSC is not virialized (but see Small et al. 1998 for a modern, more careful application of the virial theorem to the Corona Borealis supercluster). Thus, it is reasonable that we find a somewhat higher mass for the (optically observed) clusters, and a possibly much higher total dynamical mass, as suggested by the spherical collapse model.
The average enclosed density (see Fig. 5) drops from a value 400 โ 500 times the critical density within $`1h^1`$ Mpc (consistent with the presence of a massive, already collapsed and virialized cluster) to a value still several times critical ($`3.7`$ to 23 times, depending on the model) within our outermost radius, $`8h^1`$ Mpc. From galaxy counts in redshift space, Bardelli et al. (2000) find an overdensity $`N/\overline{N}=11.3\pm 0.4`$ within a region of equivalent radius $`10.1h^1`$ Mpc. Assuming that galaxies trace mass, this might in principle allow us to determine the universal matter density parameter $`\mathrm{\Omega }_m=\overline{\rho }/\rho _{\mathrm{crit}}=(\rho (r)/\rho _{\mathrm{crit}})/(N(r)/\overline{N}).`$ In practice, however, the uncertainty in this estimate is still much too large to put a useful constraint on $`\mathrm{\Omega }_m`$.
Fig. 6 shows that, in the spherical collapse model, the whole structure within $`8h^1`$ Mpc has already been contracting for more than 1/3 of its lifetime, and the inner regions are in the final stages of collapse, consistent with the presence of a massive cluster. Even if there were no additional mass beyond $`8h^1`$ Mpc, the current turnaround radius would be at $`14h^1`$ Mpc, and the bound region (to collapse eventually) would extend to $`20h^1`$ Mpc, enclosing essentially the whole supercluster, including the strong concentration around A 3528, A 3530, and A 3532. However, the much lower enclosed densities in the Diaferio & Geller model would imply that the $`8h^1`$ region around A 3558 is (at best) only now reaching turnaround, and has another Hubble time to go for final collapse.
As discussed in Paper I, the mass required at the distance of the SSC to produce the observed motion of the Local Group with respect to the cosmic microwave background is given by
$$M_{dipole}4.5\times 10^{17}\mathrm{\Omega }_m^{0.4}h^1M_{}.$$
The mass within $`8h^1`$ Mpc can therefore produce at most $`3\mathrm{\Omega }_m^{0.4}\%`$ of the observed Local Group motion, which makes it unlikely that even the whole SSC would dominate its gravitational acceleration.
Unfortunately, not much can be said about the regions beyond a radius of $`8h^1`$ Mpc from the center. It seems safe to assert, though, that the collapsing region does not extend far beyond, say, $`14h^1`$ Mpc. This gives an upper bound on the average density enclosed in larger radii, $`\overline{\rho }<3\pi /(32Gt_1^2)`$. Thus, in order to produce the peculiar velocity of the Local Group, one would need a region of radius
$$r>55h^1\mathrm{\Omega }_m^{0.13}(H_0t_1)^{2/3}\mathrm{Mpc},$$
which, for the range of cosmological values considered before, corresponds to a lower limit $`40h^1`$ Mpc. Therefore, in the unlikely case that the whole SSC (characterized in Paper II) were on the verge of gravitational collapse, it would be able to produce on its own the observed peculiar velocity of the Local Group. This statement ignores, of course, that the apex of the Local Motion does not point exactly at the SSC, and therefore some additional contribution is necessary in any case.
## 5 Conclusions
We have presented the (to our knowledge) first application of a plausible dynamical model to a supercluster of galaxies, containing a substantial number of clusters. The central $`8h^1`$ Mpc region of the Shapley spercluster (and probably a much more extended region surrounding it) is argued to be currently collapsing under the effect of its own gravity. Its mass, although uncertain due to idealizations in the model, indicates a large enhancement over the average density of the Universe, although still far from that required to produce the Local Groupโs observed motion with respect to the cosmic microwave background.
The authors thank A. Diaferio for interesting discussions at the First Princeton-U. Catรณlica Astrophysics Workshop, The Cosmological Parameters $`\mathrm{\Omega }`$, held in Pucรณn, Chile, in January 1999, and for extensive e-mail exchanges thereafter. A previous version of the kernel smoothing program used here was due to A. Meza. We also thank him and R. Benguria for useful discussions. This work was financially supported by FONDECYT grant 8970009 (Proyecto de Lรญneas Complementarias), and by a Presidential Chair in Science awarded to H. Quintana. E.R.C. was funded by FAPESP Ph.D. fellowship 96/04246-7.
## Appendix A Geometric interpretation and mathematical properties of the line-of-sight velocity amplitude $`๐(r_{})`$ and the infall velocity $`u(r)`$
In order to derive and understand intuitively the properties of the observed velocity amplitude $`๐(r_{})`$ and the infall velocity $`u(r)`$ producing it in the spherical model, it is convenient to define new variables $`P=r_{}^2`$, $`R=r^2`$, $`V=๐^2`$, and $`U=u^2`$. Then,
$$V(P)=\underset{R>P}{\mathrm{max}}F(P,R),\mathrm{with}F(P,R)\left(1\frac{P}{R}\right)U(R).$$
(A1)
(We consider only the interval in which $`u(r)=\dot{r}0,`$ corresponding to infall.)
Note that, seen as a function of $`P`$ for given $`R`$, $`F(P,R)`$ is a straight line intersecting the horizontal axis at $`P=R`$ and the vertical axis at $`F(0,R)=U(R)`$. Therefore, the function $`U(R)`$ defines a set of straight lines whose upper envelope gives the function $`V(P)`$ (see Fig. 7). The relation between the functions $`U(R)`$ and $`V(P)`$ is very similar to the Legendre transformation (e.g., Courant & Hilbert 1989, ยงI.6), and shares many of its properties.
Since $`U(R)0`$ for all $`R`$, $`V(P)`$ is positive ($`V0`$), monotonically decreasing ($`V^{}0`$), and convex ($`V^{\prime \prime }0`$). Fig. 8 shows the function $`V(P)`$ obtained from the data in the way described in this paper. It is clear that it does not strictly satisfy the conditions of monotonicity and convexity, indicating that, as expected, the pure spherical infall model does not exactly represent the data.
We can establish a relation $`R(P)`$ in the sense that, for any given $`P=P_0`$, $`R_0R(P_0)`$ is (are) the value(s) of $`R`$ for which the maximum of $`F(P_0,R)`$ occurs, so that
$$V(P_0)=F(P_0,R_0)=\left(1\frac{P_0}{R_0}\right)U(R_0)$$
(A2)
(see Fig. 7). In addition, the linear function $`F(P,R_0)`$ is the tangent to $`V(P)`$ at $`P_0`$, so
$$V^{}(P_0)=\frac{F}{P}(P_0,R_0)=\frac{U(R_0)}{R_0}.$$
(A3)
$`R(P)`$ is a strictly increasing function, but it is not necessarily continuous. For example, it can happen that, for some point $`P_0`$, the maximum occurs at the intersection of two straight lines labeled by $`R=R_1`$ and $`R=R_2>R_1`$ (see Fig. 9), with the lines corresponding to all other values of $`R`$ lying below it, i.e.,
$$V(P_0)=\left(1\frac{P_0}{R_1}\right)U(R_1)=\left(1\frac{P_0}{R_2}\right)U(R_2)\left(1\frac{P_0}{R}\right)U(R)R(R_1,R_2).$$
(A4)
The values of $`U(R)`$ in the open interval $`(R_1,R_2)`$ do not affect the function $`V(P)`$ and therefore cannot be recovered from it. In general, it can only be said that
$$U(R)U_b(R)\underset{P<R}{\mathrm{min}}\frac{V(P)}{1P/R}.$$
(A5)
This is an equality for those $`R`$ which correspond to a maximum $`F(P,R)`$ for some $`P`$, and a strict inequality in all other cases. The latter can in principle be diagnosed by realizing that, in the case discussed above,
$$\underset{PP_0^{}}{lim}V^{}(P)=\frac{U(R_1)}{R_1}<\underset{PP_0^+}{lim}V^{}(P)=\frac{U(R_2)}{R_2},$$
(A6)
so both $`R(P)`$ and $`V^{}(P)`$ are discontinuous at $`P=P_0`$. In practice, with noisy data, a discontinuity in $`V^{}(P)`$ is difficult to detect, and the inequality, eq. (A5), has to be used as such. It is interesting to note that, taking the reciprocal value of all variables, one can write
$$U^1(R^1)U_b^1(R^1)=\underset{P^1>R^1}{\mathrm{max}}\left(1\frac{R^1}{P^1}\right)V^1(P^1).$$
(A7)
This has the same form as eq. (A1). We can conclude that $`U_b^1(R^1)`$ has the same properties as $`V(P)`$, being positive, monotonically decreasing, and convex, in fact, it is the convex and decreasing lower envelope of $`U^1(R^1)`$. As long as the latter is itself convex and decreasing, then $`U_b(R)=U(R)`$, while in general $`U_b(R)U(R)`$. Fig. 10 shows $`U_b^1(R^1)`$ as obtained from the data. Its curved parts (here absent) and โcornersโ are expected (within the pure spherical collapse model) to correctly estimate $`U^1(R^1)`$, while the straight segments are lower bounds.
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# Untitled Document
FLUCTUATIONS OF THE FREE ENERGY IN THE
REM AND THE $`P`$-SPIN SK MODELS
Anton Bovier <sup>1</sup><sup>1</sup>1 Weierstrass-Institut fรผr Angewandte Analysis und Stochastik, Mohrenstrasse 39, D-10117 Berlin, Germany. e-mail: bovierwias-berlin.de, Irina Kurkova<sup>2</sup><sup>2</sup>2EURANDOM, P.O. Box 513 - 5600 MB Eindhoven, The Netherlands . e-mail: kurkovaeurandom.tue.nl,
Matthias Lรถwe<sup>3</sup><sup>3</sup>3 EURANDOM, P.O. Box 513 - 5600 MB Eindhoven, The Netherlands. email: Loweeurandom.tue.nl
Abstract: We consider the random fluctuations of the free energy in the $`p`$-spin version of the Sherrington-Kirkpatrick model in the high temperature regime. Using the martingale approach of Comets and Neveu as used in the standard SK model combined with truncation techniques inspired by a recent paper by Talagrand on the $`p`$-spin version, we prove that (for $`p`$ even) the random corrections to the free energy are on a scale $`N^{(p2)/4}`$ only, and after proper rescaling converge to a standard Gaussian random variable. This is shown to hold for all values of the inverse temperature, $`\beta `$, smaller than a critical $`\beta _p`$. We also show that $`\beta _p\sqrt{2\mathrm{ln}2}`$ as $`p+\mathrm{}`$. Additionally we study the formal $`p+\mathrm{}`$ limit of these models, the random energy model. Here we compute the precise limit theorem for the partition function at all temperatures. For $`\beta <\sqrt{2\mathrm{ln}2}`$, fluctuations are found at an exponentially small scale, with two distinct limit laws above and below a second critical value $`\sqrt{\mathrm{ln}2/2}`$: For $`\beta `$ up to that value the rescaled fluctuations are Gaussian, while below that there are non-Gaussian fluctuations driven by the Poisson process of the extreme values of the random energies. For $`\beta `$ larger than the critical $`\sqrt{2\mathrm{ln}2}`$, the fluctuations of the logarithm of the partition function are on scale one and are expressed in terms of the Poisson process of extremes. At the critical temperature, the partition function divided by its expectation converges to $`1/2`$.
Keywords: spin glasses, Sherrington-Kirkpatrick model, $`p`$-spin model, random energy model, Central Limit Theorem, extreme values, martingales
AMS Subject Classification: 82C44, 60K35
1. Introduction.
In recent years it has become increasingly clear that a problem of central importance for the understanding of disordered spin systems is the control of random fluctuations of thermodynamic quantities \[AW,NS,BM,T1\]. Unfortunately, a precise control of such quantities is very hard to come by. Concentration of measure techniques \[T2\] have been realized to be efficient tools to get upper bounds \[BGP1,BG1\], but lower bounds or exact limit theorems are scarce. One of these examples is the Sherrington-Kirkpatrick (SK) model in the high-temperature phase, where a central limit theorem for the free energy was proven first by Aizenman, Lebowitz and Ruelle \[ALR\], using cluster expansion techniques, and later by Comets and Neveu \[CN\], making use of martingale methods and stochastic calculus. Their methods have been extended to a few related cases \[Tou,B1\] later. In the present paper we want to continue this effort by investigating a large class of natural generalisation of the SK model, the so called $`p`$-spin SK models, and their $`p+\mathrm{}`$ limit, the random energy model (REM).
For our present purposes it is natural to consider the class of models we study as Gaussian processes on the hypercube $`๐ฎ_N=\{1,1\}^N`$. We will always denote the corner of $`๐ฎ_N`$ by $`\sigma `$; for historical reasons they are called spin configurations. A Gaussian process $`X`$ on $`๐ฎ_N`$ is characterized completely by its mean and covariance function. The processes we consider will always be assumed to have mean zero and covariance
$$๐ผX_\sigma X_\sigma ^{}f(R_N(\sigma ,\sigma ^{})),$$
$`(1.1)`$
where $`f`$ depends on the so-called overlap<sup>4</sup><sup>4</sup>4The overlap is related to the Hamming distance $`d_{Ham}`$ by $`d_{Ham}(\sigma ,\sigma ^{})=N(1R_N(\sigma ,\sigma ^{}))/2`$., $`R_N(\sigma ,\sigma ^{})N^1(\sigma ,\sigma ^{})N^1_{i=1}^N\sigma _i\sigma ^{}_i`$, In this note we will concentrate on the case where $`f(x)=f_p(x):=x^p`$, with $`p`$ even.<sup>5</sup><sup>5</sup>5The case $`p`$ odd can also be treated, but presents considerable additional computational problems. In this case, $`X_\sigma `$ can be represented in the form
$$X_\sigma =N^{p/2}\underset{i_1,i_2,\mathrm{},i_p}{}J_{i_1,i_2,\mathrm{},i_p}\sigma _{i_1}\sigma _{i_2}\mathrm{}\sigma _{i_p}$$
$`(1.2)`$
with $`J_{i_1,\mathrm{},i_p}`$ a family of i.i.d. normal random variables. Since for $`p=2`$ we obtain the classical SK model, this representation justifies the name $`p`$-spin SK model. Note that as $`p`$ increases, the process gets more and more de-correlated, and in the limit $`p+\mathrm{}`$ we arrive at the case where $`X_\sigma `$ are i.i.d. normal random variables.
Given such a Gaussian process, our main object of interest is the so called partition function,
$$Z_{\beta ,N}๐ผ_\sigma e^{\beta \sqrt{N}X_\sigma }2^N\underset{\sigma ๐ฎ_N}{}e^{\beta \sqrt{N}X_\sigma }.$$
$`(1.3)`$
The quantities $`e^{\beta \sqrt{N}X_\sigma }`$ are called Boltzmann weights and the parameter $`\beta _+`$ is known as the inverse temperature, and $`H_N(\sigma )\sqrt{N}X_\sigma `$ as (minus) the Hamiltonian in statistical mechanics. $`Z_{\beta ,N}`$ are random variables, and we are primarily interested in their behaviour as $`N`$ tends to infinity. In statistical mechanics, it is customary to introduce the so-called free energy
$$F_{\beta ,N}\frac{1}{\beta N}\mathrm{ln}Z_{\beta ,N}.$$
$`(1.4)`$
It is easy to prove in all the models we consider here, that for all values of $`\beta `$, $`F_{\beta ,N}`$ is a self-averaging quantity, i.e. that
$$\underset{N+\mathrm{}}{lim}\left|F_{\beta ,N}๐ผF_{\beta ,N}\right|=0\text{a.s.}$$
$`(1.5)`$
It is, however, not known in general whether the so called quenched free energy $`๐ผF_{\beta ,N}`$ converges to a limit as $`N`$ tends to infinity. This has, however, been proven for sufficiently small values of $`\beta `$: more precisely, one knows that
Theorem 1.1. Define $`\stackrel{~}{\beta }_2=1`$, and for $`p>2`$
$$\stackrel{~}{\beta }_p^2\underset{0<m<1}{inf}(1+m^p)\varphi (m)$$
$`(1.6)`$
where $`\varphi (m)[(1m)\mathrm{ln}(1m)+(1+m)\mathrm{ln}(1+m)]/2.`$ Then for all $`\beta <\stackrel{~}{\beta }_p`$
$$\underset{N+\mathrm{}}{lim}F_{\beta ,N,p}=\beta /2.$$
$`(1.7)`$
Remark: For $`p=2`$ this result was first proven in \[ALR\]. A very simple proof has later been given by Talagrand \[T\]. Comets \[C\] has shown that the value $`\beta =1`$ is optimal in the sense that $`\mathrm{}`$1.8 fails for $`\beta >1`$. The result for $`p3`$ is due to Talagrand \[T1\]. It is clear that in all cases $`\mathrm{}`$1.8 will fail for $`\beta \sqrt{2\mathrm{ln}2}`$ which by a more elaborate computation can be improved to $`\beta \sqrt{2\mathrm{ln}2}(12^{c_pp})`$ with $`c_p<5`$, for $`p`$ large \[B2\]. On the other hand, a simple calculation shows that $`\stackrel{~}{\beta }_p\sqrt{2\mathrm{ln}2}(12^p/2\mathrm{ln}2)`$. One should note that to get $`\mathrm{}`$1.8 up to a value so close to $`\sqrt{2\mathrm{ln}2}`$ required a substantial modification of the original argument of \[T2\], namely the use of a โtruncatedโ second moment method. Such a truncation will also be the main difficulty in obtaining our results<sup>6</sup><sup>6</sup>6For similar reasons, slightly different truncations were also used by Toubol \[Tou\] (and probably first) in the study of the CLT for the SK model with vector valued spins..
In the case of the REM, it is well known that the critical inverse temperature $`\stackrel{~}{\beta }_{REM}=\sqrt{2\mathrm{ln}2}`$ and that \[D2\]
$$\underset{N+\mathrm{}}{lim}F_{\beta ,N,REM}=\{\begin{array}{cc}\beta /2,\hfill & \text{if}\beta \sqrt{2\mathrm{ln}2}\hfill \\ \sqrt{2\mathrm{ln}2}+\beta ^1\mathrm{ln}2,\hfill & \text{if}\beta \sqrt{2\mathrm{ln}2}.\hfill \end{array}$$
$`(1.8)`$
As a consequence one has that (this result is essentially contained in \[D1\], a rigorous proof follows easily from the results contained in \[T1\]<sup>7</sup><sup>7</sup>7Private communication by M. Talagrand.)
$$\underset{p+\mathrm{}}{lim}\underset{N+\mathrm{}}{lim\; sup}F_{\beta ,N,p}=\underset{p+\mathrm{}}{lim}\underset{N+\mathrm{}}{lim\; inf}F_{\beta ,N,p}=\underset{N+\mathrm{}}{lim}F_{\beta ,N,REM}.$$
$`(1.9)`$
In this note we will control the fluctuations of the free energy in (essentially) all of the domain of parameters $`\beta `$, $`p`$ (even) where the limit is known to exists, i.e. the high temperature regions of the $`p`$-spin models, and the entire temperature range in the REM. Although the REM is rather singular and the techniques used for that case are totally different from those we will use for the $`p`$-spin models, we felt it would be instructive to include this singular limiting case in this paper. Moreover, it turns out that in spite of the heavy investigation the REM has enjoyed over the years \[D1,D2,OP,GMP,Ru\], no precise fluctuation results for the free energy are available in the literature. Finally, we are convinced that the reader will be rather surprised by the rich structure the fluctuation behaviour this model exhibits.
Let us now state our results. We begin with the $`p`$-spin SK models.
Theorem 1.2 Consider the $`p`$-spin SK-model with $`p=2k2`$. There exists $`\beta _p>0`$ such that for all $`\beta <\beta _p`$
$$N^{(p2)/4}\mathrm{ln}\frac{Z_{\beta ,N}}{๐ผZ_{\beta ,N}}\stackrel{๐}{}M_{\mathrm{}}(\sqrt{\beta })$$
$`(1.10)`$
in distribution as $`N+\mathrm{}`$, where $`M_{\mathrm{}}(t)`$ is the centered Gaussian process with mean zero and covariance
$$๐ผ(M_{\mathrm{}}(t)M_{\mathrm{}}(s))^2=(ts)\left[(p1)!!\right].$$
$`(1.11)`$
The value of $`\beta _p`$ can be estimated reasonably well. To state lower bound on $`\beta _p`$ we need, however, some notation. We define the functions
$$\begin{array}{cc}\hfill I(m_1,m_2,m_3)=\frac{1}{4}& ((1+m_1+m_2+m_3)\mathrm{ln}(1+m_1+m_2+m_3)\hfill \\ & +(1m_1m_2+m_3)\mathrm{ln}(1m_1m_2+m_3)\hfill \\ & +(1+m_1m_2m_3)\mathrm{ln}(1+m_1m_2m_3)\hfill \\ & +(1m_1+m_2m_3)\mathrm{ln}(1m_1+m_2m_3)),\hfill \end{array}$$
$`(1.12)`$
$$\begin{array}{cc}\hfill S_p(m_1,m_2,m_3)=[& \left(1+\frac{m_1^pm_2^pm_3^p}{1m_3^{2p}}\right)^2+\left(1+\frac{m_2^pm_1^pm_3^p}{1m_3^{2p}}\right)^2\hfill \\ & +2m_3^p(1+\frac{m_1^pm_2^pm_3^p}{1m_3^{2p}})(1+\frac{m_2^pm_1^pm_3^p}{1m_3^{2p}})]^{1/2},\hfill \end{array}$$
$`(1.13)`$
$$R_p(m_1,m_2,m_3)=\frac{2m_1^pm_2^pm_3^pm_1^{2p}m_2^{2p}}{2(1m_3^{2p})},$$
$`(1.14)`$
and
$$\begin{array}{cc}\hfill U_p(m_1,m_2,m_3)=& I(m_1,m_2,m_3)(1+m_3^p)[S_p(m_1,m_2,m_3)\sqrt{2+2m_3^p}\hfill \\ & +R_p(m_1,m_2,m_3)(1+m_3^p)(2+m_3^p)]^1\hfill \end{array}$$
$`(1.15)`$
on the set
$$\begin{array}{cc}\hfill ๐& \{m_1,m_2,m_3[1,1]^31m_1m_2+m_3>0,1m_1+m_2m_3>0,\hfill \\ & 1+m_1m_2m_3>0\}.\hfill \end{array}$$
$`(1.16)`$
Note that the function $`I(m_1,m_2,m_3)`$ is symmetric in $`m_1`$, $`m_2`$ and $`m_3`$, and that $`S_p(m_1,m_2,m_3)`$, $`R_p(m_1,m_2,m_3)`$ and $`U_p(m_1,m_2,m_3)`$ are symmetric in $`m_1`$ and $`m_2`$. Let
$$\begin{array}{cc}\hfill Y_p(m_1,m_2,m_3)=& \mathrm{max}\{I(m_1,m_2,m_3)(\frac{2}{3}+\frac{1}{m_1^p+m_2^p+m_3^p}),\hfill \\ & U_p(m_1,m_2,m_3),U_p(m_1,m_3,m_2),U_p(m_2,m_3,m_1)\}.\hfill \end{array}$$
$`(1.17)`$
With this notation we have
Theorem 1.3 Let $`p=2k>2`$. Then
$$\underset{m_1,m_2,m_3๐}{inf}Y_p(m_1,m_2,m_3)\beta _p^2<2\mathrm{ln}2.$$
$`(1.18)`$
In particular
$$\underset{p+\mathrm{}}{lim}\beta _p^2=2\mathrm{ln}2.$$
$`(1.19)`$
We see that the scale on which the partition functions fluctuate decreases rapidly as $`p`$ increases. One might guess that the scale becomes exponentially small in $`N`$ in the limiting random energy model. This is indeed true, but more surprising things happen, as the following theorem states:
Theorem 1.4 The free energy of the REM has the following fluctuations:
(i) If $`\beta <\sqrt{\mathrm{ln}2/2}`$, then
$$e^{\frac{N}{2}(\mathrm{ln}2\beta ^2)}\mathrm{ln}\frac{Z_{\beta ,N}}{๐ผZ_{\beta ,N}}\stackrel{๐}{}๐ฉ(0,1).$$
$`(1.20)`$
(ii) If $`\beta =\sqrt{\mathrm{ln}2/2}`$, then
$$\sqrt{2}e^{\frac{N}{2}(\mathrm{ln}2\beta ^2)}\mathrm{ln}\frac{Z_{\beta ,N}}{๐ผZ_{\beta ,N}}\stackrel{๐}{}๐ฉ(0,1).$$
$`(1.21)`$
(iii) Let $`\alpha \beta /\sqrt{2\mathrm{ln}2}`$. If $`\sqrt{\mathrm{ln}2/2}<\beta <\sqrt{2\mathrm{ln}2}`$, then
$$e^{\frac{N}{2}(\sqrt{2\mathrm{ln}2}\beta )^2+\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}\mathrm{ln}\frac{Z_{\beta ,N}}{๐ผZ_{\beta ,N}}\stackrel{๐}{}_{\mathrm{}}^{\mathrm{}}e^{\alpha z}(๐ซ(dz)e^zdz),$$
$`(1.22)`$
where $`๐ซ`$ denotes the Poisson point process on $``$ with intensity measure $`e^xdx`$.
Theorem 1.3 covers the high temperature regime. However, in the REM we can also compute the fluctuations in the low temperature phase.
Theorem 1.5
(i) If $`\beta =\sqrt{2\mathrm{ln}2}`$, then
$$e^{\frac{1}{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}\left(\frac{Z_{\beta ,N}}{๐ผZ_{\beta ,N}}\frac{1}{2}+\frac{\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi }{4\sqrt{\pi N\mathrm{ln}2}}\right)\stackrel{๐}{}_{\mathrm{}}^0e^{\alpha z}(๐ซ(dz)e^zdz)+\underset{0}{\overset{\mathrm{}}{}}e^z๐ซ(dz).$$
$`(1.23)`$
(ii) If $`\beta >\sqrt{2\mathrm{ln}2}`$, then
$$e^{N[\beta \sqrt{2\mathrm{ln}2}\mathrm{ln}2]+\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}Z_{\beta ,N}\stackrel{๐}{}\underset{\mathrm{}}{\overset{\mathrm{}}{}}e^{\alpha z}๐ซ(dz)$$
$`(1.24)`$
and
$$\mathrm{ln}Z_{\beta ,N}๐ผ\mathrm{ln}Z_{\beta ,N}\stackrel{๐}{}\mathrm{ln}\underset{\mathrm{}}{\overset{\mathrm{}}{}}e^{\alpha z}๐ซ(dz)๐ผ\mathrm{ln}\underset{\mathrm{}}{\overset{\mathrm{}}{}}e^{\alpha z}๐ซ(dz).$$
$`(1.25)`$
Remark: Note that expressions like $`_{\mathrm{}}^0e^{\alpha z}(๐ซ(dz)e^zdz)`$ are always understood as $`lim_y\mathrm{}_y^0e^{\alpha z}(๐ซ(dz)e^zdz).`$ We will see that all the functionals of the Poisson point process appearing are almost surely finite random variables.
Remark: Note that the Poisson integral $`_{\mathrm{}}^{\mathrm{}}e^{\alpha z}๐ซ(dz)`$ is the partition function of Ruelleโs version of the REM \[Ru\]. Thus $`\mathrm{}`$1.25a affirms that above the critical temperature, the fluctuations of the free energy of the REM converge in distribution to those of Ruelleโs model. While this connection was surely evident for Ruelle and motivated the introduction of his model, we have not been able to find a rigorous statement of this connection in the literature. In \[GMP\] the scale on which fluctuations take place has been established, but no actual limit theorem was proven.
Remark: It is interesting to observe that in the REM there is a second โphase transitionโ within the high-temperature phase at which the fluctuations become non-Gaussian. In fact, in the REM the main phase transition can be interpreted as a breakdown of the Law of Large Numbers, while the second transition corresponds to a breakdown of the Central Limit Theorem.
The remainder of this paper is organized as follows. In the next section we present the proofs of Theorems 1.2 and 1.3. They are based on an adaptation of the martingale method of Comets and Neveu. The essential new ingredient is the rather involved truncation procedure inspired by Talagrandโs work. However, in the proof of the CLT, the computational aspects become even more involved and require the consideration of truncated third moment of the partition function. For this reason Section 2 is rather long and quite technical. However, the proof is organized in such a way that the CLT is first proven for โvery highโ temperatures where no truncations are necessary, while the more technical aspects needed to approach the critical temperature are dealt with separately later. Section 3 is devoted to proving Theorems 1.4 and 1.5 for the REM. It is technically completely different and independent from Section 2. It can therefore be read independently from the rest of the paper. In an appendix we explain some of the technical difficulties that appear in the case $`p`$ odd and we explain the result to be expected in that case.
2. The CLT in the $`p`$-spin model
The proof of the central limit theorem in the $`p`$-spin SK model relies on a martingale central limit theorem which uses that fact that a Gaussian random variable can always be seen as the marginal distribution of a Brownian motion. Thus we follow Comets and Neveu and introduce the $`p`$-parameter family of independent standard Brownian motions $`(J_{i_1,i_2,\mathrm{},i_p}(t),t^+)_{i_1,i_2,\mathrm{},i_p}`$ with $`๐ผJ_{i_1,i_2,\mathrm{},i_p}(t)=0`$ and $`๐ผJ_{i_1,i_2,\mathrm{},i_p}^2(t)=t`$. The Hamiltonian of the $`p`$-spin SK model can then be written as $`H_N(\sigma ,t)=\sqrt{N}X_\sigma (t)`$, where
$$X_\sigma (t)=\frac{1}{\sqrt{N^p}}\underset{1i_1,i_2,\mathrm{},i_pN}{}J_{i_1,i_2,\mathrm{},i_p}(t)\sigma _{i_1}\sigma _{i_2}\mathrm{}\sigma _{i_p}.$$
$`(2.1)`$
Note that we can also consider it as a Gaussian process on $`\{1,1\}^N\times ^+`$ with mean zero and correlation function
$$\text{cov}(X_\sigma (t),X_\sigma ^{}(s))=(st)f_p\left(R_N(\sigma ,\sigma ^{})\right),$$
$`(2.2)`$
where $`f_p(x)=x^p`$. In particular, we have $`๐ผH_N^2(\sigma ,t)=Nt`$ and $`๐ผ\mathrm{exp}\{H_N(t,\sigma )\}=\mathrm{exp}\{Nt/2\}`$ for all $`\sigma `$. For later convenience we introduce the normalized partition function
$$\overline{Z}_N(t)=๐ผ_\sigma \mathrm{exp}\{H_N(t,\sigma )Nt/2\},$$
$`(2.3)`$
It is related to the partition function $`Z_{\beta ,N}`$ of Section 1 by $`\overline{Z}_N(\beta ^2)=Z_{\beta ,N}/๐ผZ_{\beta ,N}`$, with equality holding in law. The important point of this construction is that that for all fixed $`N>1`$, $`\overline{Z}_N(t)`$ is a continuous martingale in the variable $`t`$ with $`๐ผ\overline{Z}_N(t)=1`$.
We begin the proof with some preliminary steps along the lines of \[CN\]. Let us find the bracket $`<\overline{Z}_N(t)>`$ of the martingale $`\overline{Z}_N(t)`$, i. e. the unique increasing process vanishing at zero, such that $`\overline{Z}_N^2(t)<\overline{Z}_N(t)>`$ is the continuous martingale (see \[RY\]). By Itoโs formula, $`\overline{Z}_N(t)`$ satisfies the following stochastic differential equation:
$$\text{d}\overline{Z}_N(t)=๐ผ_\sigma \mathrm{exp}\{H_N(t,\sigma )Nt/2\}\text{d}H_N(t,\sigma ).$$
$`(2.4)`$
Then due to well-known properties of martingale brackets
$$\begin{array}{cc}\hfill <\overline{Z}_N(t)>=& ๐ผ_{\sigma ,\sigma ^{}}<\underset{0}{\overset{t}{}}e^{H_N(s,\sigma )Ns/2}\text{d}H_N(s,\sigma ),\underset{0}{\overset{t}{}}e^{H_N(s,\sigma ^{})Ns/2}\text{d}H_N(s,\sigma ^{})>\hfill \\ \hfill =& ๐ผ_{\sigma ,\sigma ^{}}\underset{0}{\overset{t}{}}e^{H_N(s,\sigma )+H_N(s,\sigma ^{})Ns}\text{d}<H_N(s,\sigma ),H_N(s,\sigma ^{})>\hfill \\ \hfill =& ๐ผ_{\sigma ,\sigma ^{}}\underset{0}{\overset{t}{}}e^{H_N(s,\sigma )+H_N(s,\sigma ^{})Ns}Nf_p\left(R_N(\sigma ,\sigma ^{})\right)\text{d}s.\hfill \end{array}$$
$`(2.5)`$
Since
$$\begin{array}{cc}\hfill ๐ผ\underset{0}{\overset{t}{}}\overline{Z}_N^2(s)\text{d}<\overline{Z}_N(s)>=& ๐ผ\underset{0}{\overset{t}{}}\frac{๐ผ_{\sigma ,\sigma ^{}}e^{H_N(s,\sigma )+H_N(s,\sigma ^{})Ns}Nf_p\left(R_N(\sigma ,\sigma ^{})\right)}{๐ผ_{\sigma ,\sigma ^{}}e^{H_N(s,\sigma )+H_N(s,\sigma ^{})Ns}}\text{d}sNt<\mathrm{},\hfill \end{array}$$
$`(2.6)`$
we may introduce a continuous local martingale $`M_N(t)=_0^t\overline{Z}_N^1(s)\text{d}\overline{Z}_N(s).`$ Thus $`\overline{Z}_N(t)`$ solves the stochastic differential equation
$$\text{d}\overline{Z}_N(t)=\overline{Z}_N(t)\text{d}M_N(t)$$
and the following fundamental representation of $`\overline{Z}_N(t)`$ holds:
$$\overline{Z}_N(t)=\mathrm{exp}\{M_N(t)1/2<M_N(t)>\}.$$
$`(2.7)`$
Here $`<M_N(t)>`$ is the bracket of $`M_N(t)`$ and $`<M_N(t)>=_0^t\overline{Z}_N^2(s)\text{d}<\overline{Z}_N(s)>.`$ Let us note that
$$\begin{array}{cc}\hfill \frac{\text{d}}{\text{d}t}<M_N(t)>=& \overline{Z}_N^2(t)\frac{d}{dt}<\overline{Z}_N(t)>\hfill \\ \hfill =& \overline{Z}_N^2(t)\left(๐ผ_{\sigma ,\sigma ^{}}e^{H_N(t,\sigma )+H_N(t,\sigma ^{})Nt}Nf_p\left(R_N(\sigma ,\sigma ^{})\right)\right).\hfill \end{array}$$
$`(2.8)`$
Note also that $`M_N(t)`$ is locally square integrable. In fact, by $`\mathrm{}`$sq
$$๐ผM_N^2(t)=๐ผ<M_N(t)>=๐ผ\underset{0}{\overset{t}{}}\overline{Z}_N^2(s)\text{d}<\overline{Z}_N(s)>Nt<\mathrm{}.$$
$`(2.9)`$
To prove Theorems 1.2 and 1.3, we will show that for all $`t`$ satisfying
$$t<\underset{m_1,m_2,m_3๐}{inf}Y_p(m_1,m_2,m_3).$$
$`(2.10)`$
the bracket of the local martingale $`N^{(p2)/4}M_N(t)`$, which is $`N^{(p2)/2}<M_N(t)>`$, converges to $`t๐ผ\xi ^p`$ in probability as $`N+\mathrm{}`$. Here $`\xi `$ is a Gaussian random variable with $`๐ผ\xi =0`$, $`๐ผ\xi ^2=1.`$ Then by the martingale convergence theorem (see Theorem 3.1.8 in \[JS\]) the local martingale $`N^{(p2)/4}M_N(t)`$ converges to $`M_{\mathrm{}}(t)`$ in law as $`N+\mathrm{}`$. This fact together with the representation $`\mathrm{}`$reprz implies immediately the statement of Theorem 1.2.
Sketch of the proof of Theorems 1.2 and 1.3: We will now outline further steps of the proof. First, we show the convergence $`N^{(p2)/2}<M_N(t)>t๐ผ\xi ^p`$ on a more restricted interval of $`t`$. Lemma $`\mathrm{}`$lemma1 reduces this problem to the convergence of
$$N^{(p2)/2}๐ผ|V_N(t)|0,\text{as }N+\mathrm{},$$
$`(2.11)`$
where
$$V_N(t):=N^{\frac{p2}{2}}๐ผ_{\sigma ,\sigma ^{}}\left(N^{p/2}f_p\left(R_N(\sigma ,\sigma ^{})\right)๐ผ\xi ^p\right)e^{H_N(t,\sigma )+H_N(t,\sigma ^{})Nt}.$$
The proof of this lemma is based on the fact that
$$N^{(p2)/2}\frac{\text{d}}{\text{d}t}<M_N(t)>๐ผ\xi ^p=N^{(p2)/2}\frac{V_N(t)}{\overline{Z}_N^2(t)},$$
$`(2.12)`$
and is performed via integration. It almost mimics the proof proposed in \[CN\]. In particular, we use the fact that $`\overline{Z}_N^2(t)`$ is not small on events of large probability. The convergence $`\mathrm{}`$cc1 is proved in Proposition $`\mathrm{}`$vwt. Let us give some intuition for it. One can write
$$๐ผV_N(t)=\underset{m=0,\pm 1/N,\mathrm{},\pm 1}{}(Nf_p(m)N^{(2p)/2}๐ผ\xi ^p)e^{tNf_p(m)}(\sigma \sigma ^{}=mN).$$
$`(2.13)`$
By Stirlingโs formula
$$(\sigma \sigma ^{}=mN)\frac{2}{\sqrt{2\pi (1+m)(1m)N}}e^{N\varphi (m)},$$
where $`\varphi (m)=[(1+m)\mathrm{ln}(1+m)+(1m)\mathrm{ln}(1m)]/2.`$ (here and in the sequel we use the symbol $``$ to denote asymptotic equivalence, i.e. $`a_Nb_Nlim_{N+\mathrm{}}\frac{a_N}{b_N}=1`$). Note that $`\varphi (m)=m^2/2(1+o(1))`$ as $`m0`$. Now split the right-hand side of $`\mathrm{}`$c3 into two terms: the summation in the first one will be over $`m`$ with $`|m|`$ โsmall enoughโ and in the second โ over all other $`m`$. It is not difficult to treat the first term. Since $`p3`$, we have for any fixed $`t`$
$$tf_p(m)+\varphi (m)=m^2/2(1+o(1)),m0.$$
$`(2.14)`$
Then putting $`m\sqrt{N}=s`$, the first term becomes
$$\frac{2}{\sqrt{2\pi N}}\underset{s=m\sqrt{N}}{}(N^{(2p)/2}s^pN^{(2p)/2}๐ผ\xi ^p)e^{s^2/2}\frac{2N^{(2p)/2}}{\sqrt{2\pi }}\underset{\mathrm{}}{\overset{\mathrm{}}{}}(s^p๐ผ\xi ^p)e^{s^2/2}\text{d}s,$$
from where the normalisation $`N^{(p2)/2}`$ is immediate. To ensure the convergence to zero of the second term (the one with correlations $`m`$ not close to zero), the power of the exponent in it should be negative:
$$\underset{m[0,1]}{sup}(tf_p(m)\varphi (m))<0.$$
Thus for all $`t<inf_{0<m<1}\varphi (m)m^p`$, we get $`N^{(p2)/2}๐ผV_N(t)0.`$ Note that, Proposition $`\mathrm{}`$vwt states a stronger result $`\mathrm{}`$cc1. To get rid of the absolute value of $`V_N(t)`$ in $`\mathrm{}`$cc1, we follow an idea suggested in \[CN\] to apply the Cauchy-Schwartz inequality. Thus, instead of $`๐ผ|V_N(t)|`$, we get $`W_N(t)`$ (see the proof of Proposition $`\mathrm{}`$vwt) which refers to the third moment of $`\overline{Z}_N(t)`$. This makes technical computations slightly tougher and leads to the bound on $`t`$ $`\mathrm{}`$tinf2 given in Lemma $`\mathrm{}`$lemma1 below.
Note also that these arguments are valid only for $`p3`$. The case $`p=2`$ of \[CN\] and \[Tou\] is different, since there, $`\mathrm{}`$cโ does not hold. This case is treated in \[CN\] by the multi-dimensional Central Limit Theorem for $`N`$ independent vectors $`(\sigma _i\sigma _i^{},\sigma _i^{}\sigma _i^{\prime \prime },\sigma _i\sigma _i^{\prime \prime })`$.
Next, we will extend the bound $`\mathrm{}`$tinf2 to the full regime announced in $`\mathrm{}`$tinf. We have seen, that $`\mathrm{}`$tinf2 was imposed by configurations of spins with rather big correlations $`m`$ in the sum $`\mathrm{}`$c3. We will reduce their contribution, using Talagrandโs idea to truncate the Hamiltonian. Consider instead of $`V_N(t)`$
$$\begin{array}{cc}\hfill \stackrel{~}{V}_N(t,ฯต)=& ๐ผ_{\sigma ,\sigma ^{}}\left(Nf_p\left(R_N(\sigma ,\sigma ^{})\right)N^{(2p)/2}๐ผ\xi ^p\right)e^{H_N(t,\sigma )+H_N(t,\sigma ^{})Nt}\hfill \\ & \times 1\mathrm{I}_{\{H_N(t,\sigma )<(1+ฯต)tN,H_N(t,\sigma ^{})<(1+ฯต)tN\}}\hfill \end{array}$$
for some $`ฯต>0`$. Then
$$\begin{array}{cc}\hfill ๐ผ\stackrel{~}{V}_N(t,ฯต)=& \underset{m=0,\pm 1/N,\mathrm{},\pm 1}{}(Nf_p(m)tN^{(2p)/2})(\sigma \sigma ^{}=mN)\hfill \\ & \times ๐ผe^{\sqrt{Nt}\xi _1+\sqrt{Nt}\xi _2Nt}1\mathrm{I}_{\{\xi _1<\sqrt{Nt}(1+ฯต),\xi _2<\sqrt{Nt}(1+ฯต)\}},\hfill \end{array}$$
$`(2.15)`$
where $`\xi _1,\xi _2`$ are standard Gaussians with $`\text{cov}(\xi _1,\xi _2)=m`$. Let us again split $`๐ผ\stackrel{~}{V}_N(t,ฯต)`$ into two terms with โsmallโ and โlargeโ $`m`$ in the sum $`\mathrm{}`$ccc1. The analysis of the first term is completely analogous to the one in the case of $`V_N(t)`$. We can neglect the truncation here, since $`\xi _1`$ and $`\xi _2`$ are almost independent. In the second term, $`\xi _1`$ and $`\xi _2`$ are more correlated. But due to the truncation, the expectation of the exponent involved in this term is much smaller than $`e^{tm^pN}`$. In fact, by the elementary estimate $`\mathrm{}`$stand1 for Gaussian random variables
$$\begin{array}{cc}\hfill ๐ผ& e^{\sqrt{Nt}\xi _1+\sqrt{Nt}\xi _2Nt}1\mathrm{I}_{\{\xi _1<\sqrt{Nt}(1+ฯต),\xi _2<\sqrt{Nt}(1+ฯต)\}}\hfill \\ & ๐ผe^{\sqrt{Nt(2+2m^p)}\xi Nt}1\mathrm{I}_{\{\xi <2\sqrt{Nt}(1+ฯต)(2+2m^p)^1\}}\hfill \\ & \mathrm{exp}\{[4Nt(1+ฯต)^2][4+4m^p]^1+2Nt(1+ฯต)Nt\}\hfill \\ & =\mathrm{exp}\{[Ntm^p(1+2ฯต)Ntฯต^2][1+m^p]^1\}.\hfill \end{array}$$
Then for any
$$t<\underset{0<m<1}{inf}(1+m^p)\varphi (m)$$
$`(2.16)`$
and for an appropriate choice of $`ฯต`$ all terms of the sum $`\mathrm{}`$ccc1 with $`m`$ not close to zero are exponentially small. This implies $`N^{(p2)/2}๐ผ\stackrel{~}{V}_N(t,ฯต)0`$. The bound $`\mathrm{}`$c6 is Talagrandโs bound for the critical temperature in the $`p`$-spin SK model, see $`\mathrm{}`$1.6. It tends to $`2\mathrm{ln}2`$ as $`p+\mathrm{}`$.
In order to incorporate this idea into our proof, we reduce the problem of convergence $`N^{(p2)/2}<M_N(t)>t๐ผ\xi ^p`$ to the following statements:
$$N^{(p2)/2}๐ผ|\stackrel{~}{V}_N(t,ฯต)|0,$$
$`(2.17)`$
and
$$N^{(p2)/2}๐ผ|(V_N(t)\stackrel{~}{V}_N(t,ฯต))\overline{Z}_N^2(t)|0,$$
$`(2.18)`$
for all $`ฯต>0`$. This is derived in Lemma $`\mathrm{}`$le2 again from $`\mathrm{}`$cc1. In Proposition $`\mathrm{}`$prp2 we show $`\mathrm{}`$c7. Again, because of the absolute value, we must apply the Cauchy-Schwartz inequality and pass to the third moment of $`\overline{Z}_N(t)`$. This makes technical computations much harder. Namely, we get three standard Gaussian random variables $`\xi _1,\xi _2,\xi _3`$ with covariances $`m_1`$, $`m_2`$, $`m_3`$. To benefit from the truncation for obtaining a good bound on $`t`$, we have to take into account four different cases: one when all $`m_1,m_2,m_3`$ are large and others when two of these correlations are large and the third is small. Then the analogue of $`\mathrm{}`$c6 is the minimum of four estimates of this kind. Therefore, the bound $`\mathrm{}`$tinf is the minimum of four functions. The convergence $`\mathrm{}`$c8 is the subject of Proposition $`\mathrm{}`$prp3. Its proof uses ideas of M. Talagrand and a concentration of measure inequality.
Lemma 2.1: Let
$$T<\underset{๐}{inf}\frac{I(m_1,m_2,m_3)}{m_1^p+m_2^p+m_3^p}.$$
$`(2.19)`$
Then
$$\underset{0tT}{sup}|N^{(p2)/2}<M_N(t)>t๐ผ\xi ^p|0$$
$`(2.20)`$
in probability, where $`\xi `$ is a Gaussian random variable with $`๐ผ\xi =0`$, $`๐ผ\xi ^2=1`$.
Proof. Let us denote by
$$V_N(t)=\frac{\text{d}}{\text{d}t}<\overline{Z}_N(t)>N^{(2p)/2}\overline{Z}_N^2(t)๐ผ\xi ^p.$$
Then
$$\begin{array}{cc}\hfill \frac{\text{d}}{\text{d}t}N^{(p2)/2}<M_N(t)>๐ผ\xi ^p=& N^{(p2)/2}V_N(t)\overline{Z}_N^2(t)\hfill \\ \hfill =& N^{(p2)/2}V_N(t)\mathrm{exp}\{2M_N(t)+<M_N(t)>\}.\hfill \end{array}$$
Let us introduce the events
$$A_{a,b}^N:=\{M_N(t)a+(b/2)<M_N(t)>\text{ for all }t0\}.$$
Note that by an appropriate choice of $`a>0`$ and $`b>0`$, their probabilities can be made arbitrarily close to $`1`$. In fact, the process $`B_N(t)=M_N(S_t)`$, where $`S_t=\mathrm{min}\{s<M_N(s)>=t\}`$, is a standard Brownian motion and $`M_N(t)=B_N(<M_N(t)>)`$. By the well-known fact for Brownian motion
$$\{A_{a,b}^N\}=\{B_N(t)a+(b/2)t\text{ for all }t0\}1\mathrm{exp}\{ab\}.$$
$`(2.21)`$
We have:
$$\begin{array}{cc}\hfill |(N^{(p2)/2}& \frac{\text{d}}{\text{d}t}<M_N(t)>๐ผ\xi ^p\left)1\mathrm{I}_{\{A_{a,b}^N\}}\right|\hfill \\ \hfill =& N^{(p2)/2}|V_N(t)|\mathrm{exp}\{2M_N(t)+<M_N(t)>\}1\mathrm{I}_{\{A_{a,b}^N\}}\hfill \\ \hfill & N^{(p2)/2}\mathrm{exp}\{2a\}|V_N(t)|\mathrm{exp}\{(1+b)<M_N(t)>\}.\hfill \end{array}$$
$`(2.22)`$
Let us also introduce the function $`\chi _b(x):=[1\mathrm{exp}\{(1+b)x\}][1+b]^1.`$ Then by $`\mathrm{}`$vr2 for all $`tT`$
$$\begin{array}{cc}\hfill |N^{(p2)/2}& \chi _b(<M_N(t)>tN^{(2p)/2}๐ผ\xi ^p)1\mathrm{I}_{\{A_{a,b}^N\}}|\hfill \\ \hfill =& N^{(p2)/2}|\underset{0}{\overset{t}{}}\left(\frac{\text{d}}{\text{d}s}<M_N(s)>N^{(2p)/2}๐ผ\xi ^p\right)1\mathrm{I}_{\{A_{a,b}^N\}}\hfill \\ & \times \mathrm{exp}\{(1+b)(<M_N(s)>sN^{(2p)/2}๐ผ\xi ^p)\}\text{d}s|\hfill \end{array}$$
$$\begin{array}{cc}\hfill & N^{(p2)/2}\underset{0}{\overset{t}{}}\left|\frac{\text{d}}{\text{d}s}<M_N(s)>N^{(2p)/2}๐ผ\xi ^p\right|1\mathrm{I}_{\{A_{a,b}^N\}}\hfill \\ & \times \mathrm{exp}\{(1+b)(<M_N(s)>sN^{(2p)/2}๐ผ\xi ^p)\}\text{d}s\hfill \\ \hfill & N^{(p2)/2}\mathrm{exp}\{2a+TN^{(2p)/2}(1+b)\}\underset{0}{\overset{t}{}}|V_N(s)|\text{d}s.\hfill \end{array}$$
$`(2.23)`$
This yields
$$\begin{array}{cc}\hfill N^{(p2)/2}& \underset{0tT}{sup}|\chi _b(<M_N(t)>tN^{(2p)/2}๐ผ\xi ^p)|1\mathrm{I}_{\{A_{a,b}^N\}}\hfill \\ \hfill & N^{(p2)/2}\mathrm{exp}\{2a+TN^{(2p)/2}(1+b)\}\underset{0}{\overset{T}{}}|V_N(s)|\text{d}s.\hfill \end{array}$$
$`(2.24)`$
We will show in Proposition $`\mathrm{}`$vwt that
$$\underset{N+\mathrm{}}{lim}N^{(p2)/2}๐ผ|V_N(t)|=0$$
uniformly in $`t[0,T]`$. Consequently $`sup_{N>1,tT}N^{(p2)/2}๐ผ|V_N(t)|<\mathrm{}.`$ Then by the dominated convergence theorem
$$\underset{N+\mathrm{}}{lim}๐ผ\left[N^{(p2)/2}\underset{0tT}{sup}|\chi _b(<M_N(t)>tN^{(2p)/2}๐ผ\xi ^p)|1\mathrm{I}_{\{A_{a,b}^N\}}\right]=0.$$
It follows that for all $`a,b>0`$
$$N^{(p2)/2}\underset{0tT}{sup}|\chi _b(<M_N(t)>tN^{(2p)/2}๐ผ\xi ^p)|1\mathrm{I}_{\{A_{a,b}^N\}}0\text{ as }N+\mathrm{}$$
in probability. Then also $`N^{(p2)/2}sup_{0tT}|\chi _b(<M_N(t)>tN^{(2p)/2}๐ผ\xi ^p)|\mathrm{},`$ as $`N\mathrm{}`$ since by $`\mathrm{}`$events the probability of the events $`A_{a,b}^N`$ can be made arbitrarily close to $`1`$. This last fact implies $`\mathrm{}`$lem1 and the lemma is proved.$`\mathrm{}`$
It remains to prove the following proposition.
Proposition 2.2:Assume that $`T`$ satisfies $`\mathrm{}`$tinf2. Then
$$\underset{N+\mathrm{}}{lim}N^{(p2)/2}๐ผ|V_N(t)|=0$$
$`(2.25)`$
uniformly in $`[0,T]`$.
Proof. It follows from $`\mathrm{}`$brz and the definition of $`V_N(t)`$ that
$$\begin{array}{cc}\hfill N^{(p2)/2}V_N(t)=& ๐ผ_{\sigma ,\sigma ^{}}\left(N^{p/2}f_p\left(R_N(\sigma ,\sigma ^{})\right)๐ผ\xi ^p\right)e^{H_N(t,\sigma )+H_N(t,\sigma ^{})Nt}.\hfill \end{array}$$
By the Cauchy-Schwartz inequality:
$$\begin{array}{cc}\hfill N^{(p2)/2}๐ผ|V_N(t)|=& ๐ผ\left|๐ผ_\sigma e^{H_N(t,\sigma )Nt/2}๐ผ_\sigma ^{}\left(N^{p/2}f_p\left(R_N(\sigma ,\sigma ^{})\right)๐ผ\xi ^p\right)e^{H_N(t,\sigma ^{})Nt/2}\right|\hfill \\ \hfill & \left[๐ผ๐ผ_\sigma e^{H_N(t,\sigma )Nt/2}\right]^{1/2}\hfill \\ & \times \left[๐ผ๐ผ_\sigma e^{H_N(t,\sigma )Nt/2}\left[๐ผ_\sigma ^{}\left(N^{p/2}f_p\left(R_N(\sigma ,\sigma ^{})\right)๐ผ\xi ^p\right)e^{H_N(t,\sigma ^{})Nt/2}\right]^2\right]^{1/2}\hfill \\ \hfill =& [๐ผ_{\sigma ,\sigma ^{},\sigma ^{\prime \prime }}(N^{p/2}f_p\left(R_N(\sigma ,\sigma ^{})\right)๐ผ\xi ^p)(N^{p/2}f_p\left(R_N(\sigma ,\sigma ^{\prime \prime })\right)๐ผ\xi ^p)\hfill \\ & \times \mathrm{exp}\left\{Nt(f_p\left(R_N(\sigma ,\sigma ^{})\right)+f_p\left(R_N(\sigma ,\sigma ^{\prime \prime })\right)+f_p\left(R_N(\sigma (\sigma ^{},\sigma ^{\prime \prime }))\right)\}\right]^{1/2}.\hfill \end{array}$$
Then it suffices to prove that
$$\begin{array}{cc}\hfill W_N(t)=& ๐ผ_{\sigma ,\sigma ^{},\sigma ^{\prime \prime }}\left(N^{p/2}f_p\left(R_N(\sigma ,\sigma ^{})\right)๐ผ\xi ^p\right)\left(N^{p/2}f_p\left(R_N(\sigma ,\sigma ^{\prime \prime })\right)๐ผ\xi ^p\right)\hfill \\ & \times \mathrm{exp}\{Nt(f_p\left(R_N(\sigma ,\sigma ^{})\right)+f_p\left(R_N(\sigma ,\sigma ^{\prime \prime })\right)+f_p\left(R_N(\sigma (\sigma ^{},\sigma ^{\prime \prime }))\right)\}\hfill \end{array}$$
tends to zero uniformly in $`[0,T]`$ as $`N+\mathrm{}`$. We represent it as
$$\begin{array}{cc}\hfill W_N(t)=& \underset{m_1,m_2,m_3๐_N}{}\left(N^{p/2}f_p(m_1)๐ผ\xi ^p\right)\left(N^{p/2}f_p(m_2)๐ผ\xi ^p\right)e^{Nt(f_p(m_1)+f_p(m_2)+f_p(m_3))}\hfill \\ & \times \{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N\}\hfill \end{array}$$
where the set $`๐_N=๐\{0,\pm 1/N,\pm 2/N,\mathrm{},\pm 1\}^3`$. A standard combinatorial calculation yields
$$\begin{array}{cc}& \{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N\}\hfill \\ & =2^{2N}\left(\genfrac{}{}{0pt}{}{N}{N(1+m_1)/2}\right)\left(\genfrac{}{}{0pt}{}{N(1+m_1)/2}{N(1+m_1+m_2+m_3)/4}\right)\left(\genfrac{}{}{0pt}{}{N(1m_1)/2}{N(1+m_2m_1m_3)/4}\right).\hfill \end{array}$$
$`(2.26)`$
By Stirlingโs formula we obtain
$$\begin{array}{cc}\hfill & \{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N\}\hfill \\ & =\frac{16\mathrm{exp}\{NI(m_1,m_2,m_3)\}}{\sqrt{(2\pi )^3N^3}}[(1+m_1+m_2+m_3)(1m_1m_2+m_3)]^{1/2}\hfill \\ & \times [(1+m_1m_2m_2)(1m_1+m_2m_3)]^{1/2}(1+O\left(\frac{1}{N}\right))\text{as }N+\mathrm{},\hfill \end{array}$$
$`(2.27)`$
for any given $`m_1,m_2,m_3๐_N`$. Let us remark that
$$t(m_1^p+m_2^p+m_3^p)+(m_1^2+m_2^2+m_3^2)/2I(m_1,m_2,m_3)=O\left((|m_1|+|m_2|+|m_3|)^3\right)$$
$`(2.28)`$
as $`m_1,m_2,m_30`$ uniformly in $`[0,T]`$. Then for all sufficiently small $`ฯต>0`$ there exists a constant $`h>0`$ such that
$$\underset{t[0,T]}{sup}\left[t(m_1^p+m_2^p+m_3^p)I(m_1,m_2,m_3)\right]<h(m_1^2+m_2^2+m_3^2)/2$$
$`(2.29)`$
for all $`m_1,m_2,m_3๐\{|m_1|+|m_2|+|m_3|<ฯต\}`$. Let us fix such a small $`ฯต>0`$ and an arbitrary constant $`0<\delta <1/6`$ and then split $`W_N(t)`$ into four terms:
$$W_N(t)=I_N^1+I_N^2(t)+I_N^3(t)+I_N^4(t),$$
where
$$\begin{array}{cc}\hfill I_N^1=& \frac{16}{\sqrt{(2\pi N)^3}}\underset{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{|m_1|+|m_2|+|m_3|<N^{1/3\delta }}}{}\left(N^{p/2}f_p(m_1)๐ผ\xi ^p\right)\left(N^{p/2}f_p(m_2)๐ผ\xi ^p\right)e^{N(m_1^2+m_2^2+m_3^2)/2}\hfill \\ \hfill I_N^2(t)=& \underset{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{|m_1|+|m_2|+|m_3|<N^{1/3\delta }}}{}\left(N^{p/2}f_p(m_1)๐ผ\xi ^p\right)\left(N^{p/2}f_p(m_2)๐ผ\xi ^p\right)\hfill \\ & \times (e^{Nt(f_p(m_1)+f_p(m_2)+f_p(m_3))}(\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N)\hfill \\ & \frac{16}{\sqrt{(2\pi N)^3}}e^{N(m_1^2+m_2^2+m_3^2)/2}),\hfill \\ \hfill I_N^3(t)=& \underset{\genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{|m_1|+|m_2|+|m_3|>N^{1/3\delta }}}{|m_1|+|m_2|+|m_2|<ฯต}}{}\left(N^{p/2}f_p(m_1)๐ผ\xi ^p\right)\left(N^{p/2}f_p(m_2)๐ผ\xi ^p\right)e^{Nt(f_p(m_1)+f_p(m_2)+f_p(m_3))}\hfill \\ & \times (\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N),\hfill \\ \hfill I_N^4(t)=& \underset{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{|m_1|+|m_2|+|m_3|>ฯต}}{}\left(N^{p/2}f_p(m_1)๐ผ\xi ^p\right)\left(N^{p/2}f_p(m_2)๐ผ\xi ^p\right)e^{Nt(f_p(m_1)+f_p(m_2)+f_p(m_3))}\hfill \\ & \times (\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N).\hfill \end{array}$$
We will prove that all four terms $`I_N^1,I_N^2(t),I_N^3(t),I_N^4(t)`$ tend to zero uniformly in $`[0,T]`$ as $`N+\mathrm{}`$.
To show this for $`I_N^1`$, let us put $`m_1\sqrt{N}=s_1,m_2\sqrt{N}=s_2,m_3\sqrt{N}=s_3`$. Then
$$\begin{array}{cc}\hfill \underset{N+\mathrm{}}{lim}I_N^1=& \underset{N+\mathrm{}}{lim}\frac{16}{\sqrt{(2\pi N)^3}}\underset{\genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{s_1,s_2,s_3}{=0,\pm 1/\sqrt{N},\pm 2/\sqrt{N},\mathrm{}}}{|s_1|+|s_2|+|s_3|<N^{1/6\delta }}}{}(s_1^p๐ผ\xi ^p)(s_p^2๐ผ\xi ^p)e^{(s_1^2+s_2^2+s_3^2)/2}\hfill \\ \hfill =& \frac{16}{\sqrt{(2\pi )^3}}\underset{\mathrm{}}{\overset{\mathrm{}}{}}\underset{\mathrm{}}{\overset{\mathrm{}}{}}\underset{\mathrm{}}{\overset{\mathrm{}}{}}(x^p๐ผ\xi ^p)(y^p๐ผ\xi ^p)e^{(x^2+y^2+z^2)/2}\text{d}x\text{d}y\text{d}z=0.\hfill \end{array}$$
To treat $`I_N^2(t)`$, we rewrite it using $`\mathrm{}`$prst as
$$\begin{array}{cc}\hfill I_N^2(t)=& \frac{16}{\sqrt{(2\pi N)^3}}\underset{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{|m_1|+|m_2|+|m_3|<N^{1/3\delta }}}{}\left(N^{p/2}f_p(m_1)๐ผ\xi ^p\right)\left(N^{p/2}f_p(m_2)๐ผ\xi ^p\right)e^{N(m_1^2+m_2^2+m_3^2)/2}\hfill \\ & \times [e^{N[t(f_p(m_1)++f_p(m_2)+f_p(m_3))+(m_1^2+m_2^2+m_3^2)/2I(m_1,m_2,m_3)]}\hfill \\ & \times [(1+m_1+m_2+m_3)(1m_1m_2+m_3)]^{1/2}\hfill \\ & \times [(1+m_1m_2m_3)(1m_1+m_2m_3)]^{1/2}(1+O\left(\frac{1}{N}\right))1].\hfill \end{array}$$
$`(2.30)`$
Moreover, here O(1) is bounded uniformly in $`๐_N\{|m_1|+|m_2|+|m_3|<ฯต\}`$ by Stirlingโs formula. It follows from $`\mathrm{}`$Iexp that
$$\underset{N+\mathrm{}}{lim}\underset{\genfrac{}{}{0pt}{}{t[0,T]}{|m_1|+|m_2|+|m_3|<N^{1/3\delta }}}{sup}N|t(m_1^p+m_2^p+m_3^p)+(m_1^2+m_2^2+m_3^2)/2I(m_1,m_2,m_3)|=0.$$
Then
$$\begin{array}{cc}& \underset{N+\mathrm{}}{lim}\underset{\genfrac{}{}{0pt}{}{t[0,T]}{|m_1|+|m_2|+|m_3|<N^{1/3\delta }}}{sup}|e^{N[t(f_p(m_1)+f_p(m_2)+f_p(m_3))+(m_1^2+m_2^2+m_3^2)/2I(m_1,m_2,m_3)]}\hfill \\ & \times [(1+m_1+m_2+m_3)(1m_1m_2+m_3)]^{1/2}\hfill \\ & \times [(1+m_1m_2m_2)(1m_1+m_2m_3)]^{1/2}(1+O\left(\frac{1}{N}\right))1|=0,\hfill \end{array}$$
while
$$\begin{array}{cc}\hfill \underset{N+\mathrm{}}{lim}& \frac{16}{\sqrt{(2\pi N)^3}}\underset{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{|m_1|+|m_2|+|m_3|<N^{1/3\delta }}}{}\left|\left(N^{p/2}f_p(m_1)๐ผ\xi ^p\right)\left(N^{p/2}f_p(m_2)๐ผ\xi ^p\right)\right|e^{N(m_1^2+m_2^2+m_3^2)/2}\hfill \\ \hfill =& \underset{N+\mathrm{}}{lim}\frac{16}{\sqrt{(2\pi N)^3}}\underset{\genfrac{}{}{0pt}{}{s_1,s_2,s_3=0,\pm 1/\sqrt{N},\mathrm{}}{|s_1|+|s_2|+|s_3|<N^{1/6\delta }}}{}\left|\left(s_1^p๐ผ\xi ^p\right)\left(s_2^p๐ผ\xi ^p\right)\right|e^{(s_1^2+s_2^2+s_3^2)/2}\hfill \\ \hfill =& \frac{16}{\sqrt{(2\pi )^3}}\underset{\mathrm{}}{\overset{\mathrm{}}{}}\underset{\mathrm{}}{\overset{\mathrm{}}{}}\underset{\mathrm{}}{\overset{\mathrm{}}{}}|(x^p๐ผ\xi ^p)(y^p๐ผ\xi ^p)|e^{(x^2+y^2+z^2)/2}\text{d}x\text{d}y\text{d}z<\mathrm{}.\hfill \end{array}$$
Thus $`I_N^2(t)0`$ uniformly in $`[0,T]`$ as $`N+\mathrm{}`$.
To estimate $`I_N^3(t)`$, we rewrite it in the same way using $`\mathrm{}`$prst:
$$\begin{array}{cc}\hfill I_N^3(t)=& \frac{16}{\sqrt{(2\pi N)^3}}\underset{\genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{|m_1|+|m_2|+|m_3|>N^{1/3\delta }}}{|m_1|+|m_2|+|m_3|<ฯต}}{}\left(N^{p/2}f_p(m_1)๐ผ\xi ^p\right)\left(N^{p/2}f_p(m_2)๐ผ\xi ^p\right)\hfill \\ & e^{N[t(f_p(m_1)+f_p(m_2)+f_p(m_3))I(m_1,m_2,m_3)]}\hfill \\ & \times [(1+m_1+m_2+m_3)(1m_1m_2+m_3)]^{1/2}\hfill \\ & \times [(1+m_1m_2m_2)(1m_1+m_2m_3)]^{1/2}\left(1+O\left(\frac{1}{N}\right)\right)\hfill \end{array}$$
$`(2.31)`$
Due to $`\mathrm{}`$h, there exists a constant $`h^{}>0`$ such that for all sufficiently large $`N`$
$$\begin{array}{cc}& \underset{\genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{t[0,T]}{|m_1|+|m_2|+|m_3|>N^{1/3\delta }}}{|m_1|+|m_2|+|m_3|<ฯต}}{sup}\mathrm{exp}\{N[t(m_1^p+m_2^p+m_3^p)I(m_1,m_2,m_3)]\}\hfill \\ & \underset{\genfrac{}{}{0pt}{}{|m_1|+|m_2|+|m_3|>N^{1/3\delta }}{|m_1|+|m_2|+|m_3|<ฯต}}{sup}\mathrm{exp}\{Nh(m_1^2+m_2^2+m_3^2)/2\}\mathrm{exp}\{h^{}N^{1/32\delta }\}.\hfill \end{array}$$
The sum
$$\underset{\genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{|m_1|+|m_2|+|m_3|>N^{1/3\delta }}}{|m_1|+|m_2|+|m_3|<ฯต}}{}\left(N^{p/2}f_p(m_1)๐ผ\xi ^p\right)\left(N^{p/2}f_p(m_2)๐ผ\xi ^p\right)$$
has polynomial growth as $`N+\mathrm{}`$ and the uniform convergence $`I_N^3(t)0`$ in $`[0,T]`$ is proved.
Finally, let us consider $`I_N^4(t)`$. By Stirlingโs formula there exists a constant $`C`$ such that for all $`(m_1,m_2,m_3)๐_N\{|m_1|+|m_2|+|m_3|>ฯต\}`$
$$\{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N\}C\sqrt{N}\mathrm{exp}\{NI(m_1,m_2,m_3)\}.$$
$`(2.32)`$
Then by the assumption $`\mathrm{}`$tinf2, for given $`T`$ there exists a constant $`h^{\prime \prime }>0`$ such that
$$\begin{array}{cc}& \underset{\genfrac{}{}{0pt}{}{t[0,T]}{|m_1|+|m_2|+|m_3|>ฯต}}{sup}\mathrm{exp}\{Nt(m_1^p+m_2^p+m_3^p)\}\{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}s^{\prime \prime }=m_3N\}\hfill \\ \hfill & C\sqrt{N}\underset{\genfrac{}{}{0pt}{}{t[0,T]}{|m_1|+|m_2|+|m_3|>ฯต}}{sup}\mathrm{exp}\{N[t(m_1^p+m_2^p+m_3^p)I(m_1,m_2,m_3)]\}<C\sqrt{N}\mathrm{exp}\{h^{\prime \prime }N\}.\hfill \end{array}$$
The remaining sum in this term has again polynomial growth, whence $`I_N^4(t)0`$ uniformly in $`[0,T]`$. The lemma is proved.$`\mathrm{}`$
Remark. Let us note that the restriction $`\mathrm{}`$tinf2 on $`T`$ was essential only for the analysis of the fourth term $`I_N^4(t)`$. This means that the convergence $`N^{(p2)/2}๐ผ|V_N(t)|0`$ breaks down for larger $`T`$ only because of the configurations of spins with rather big correlations $`\sigma \sigma ^{}=m_1`$, $`\sigma \sigma ^{\prime \prime }=m_2`$, $`\sigma ^{}\sigma ^{\prime \prime }=m_3`$. To extend our result to the whole interval $`\mathrm{}`$tinf of admissible $`T`$, we need to reduce the contribution of these configurations into $`W_N(t)`$. For that purpose we will follow the idea of M. Talagrand \[T\] to truncate the Hamiltonian.
Now we prove the statement of the previous lemma for all $`T`$ satisfying $`\mathrm{}`$tinf.
Lemma 2.3: Let
$$T<\underset{m_1,m_2,m_3๐}{inf}Y(m_1,m_2,m_3).$$
Then
$$\underset{0tT}{sup}|<N^{(p2)/4}M_N(t)>t๐ผ\xi ^p|0$$
$`(2.33)`$
in probability.
Proof. Let us fix $`ฯต>0`$ such that for some constants $`h_1,h_2>0`$
$$\underset{\genfrac{}{}{0pt}{}{t[0,T]}{m_1^p+m_2^p+m_3^p<3ฯต}}{sup}\left[t(m_1^p+m_2^p+m_3^p)I(m_1,m_2,m_3)\right]<h_1(m_1^2+m_2^2+m_3^2)$$
$`(2.34)`$
and
$$\begin{array}{cc}& \underset{\genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{t[0,T]}{m_1,m_2,m_3๐}}{m_1^p+m_2^p+m_3^p>3ฯต}}{sup}t[\mathrm{min}\{Q_p(m_1,m_2,m_3,ฯต),L_p(m_1,m_2,m_3,ฯต),\hfill \\ & L_p(m_1,m_3,m_2,ฯต),L_p(m_2,m_3,m_1,ฯต)\}]I(m_1,m_2,m_3)<h_2\hfill \end{array}$$
$`(2.35)`$
where
$$\begin{array}{cc}\hfill Q_p(m_1,m_2,m_3,ฯต)=& [9ฯต^2+6(1+2ฯต)(m_1^p+m_2^p+m_3^p)][2(3+2m_1^p+2m_2^p+2m_3^p)]^1,\hfill \\ \hfill L_p(m_1,m_2,m_3,ฯต)=& [1m_3^p(1+ฯต)^2+(1+ฯต)S_p(m_1,m_2,m_3)\sqrt{2+2m_3^p}\hfill \\ & +R_p(m_1,m_2,m_3)(1+m_3^p)][1+m_3^p]^1.\hfill \end{array}$$
Condition $`\mathrm{}`$c1 is the same as $`\mathrm{}`$h and, due to $`\mathrm{}`$Iexp, for any given $`T>0`$ it is possible to find an appropriate $`ฯต>0`$ such that $`\mathrm{}`$c2 is satisfied. However, $`ฯต>0`$ ensuring $`\mathrm{}`$c2 does exist, if and only if $`T`$ satisfies the assumption $`\mathrm{}`$tinf. The meaning of $`\mathrm{}`$c2 will become clear in the proof of a further Proposition $`\mathrm{}`$prp2. Let us introduce
$$\begin{array}{cc}\hfill \stackrel{~}{V}_N(t,ฯต)=& ๐ผ_{\sigma ,\sigma ^{}}\left(Nf_p\left(R_N(\sigma ,\sigma ^{})\right)N^{(2p)/2}๐ผ\xi ^p\right)e^{H_N(t,\sigma )+H_N(t,\sigma ^{})Nt}\hfill \\ & \times 1\mathrm{I}_{\{H_N(t,\sigma )<(1+ฯต)tN,H_N(t,\sigma ^{})<(1+ฯต)tN\}}\hfill \\ \hfill \overline{V}_N(t,ฯต)=& ๐ผ_{\sigma ,\sigma ^{}}\left(Nf_p\left(R_N(\sigma ,\sigma ^{})\right)N^{(2p)/2}๐ผ\xi ^p\right)e^{H_N(t,\sigma )+H_N(t,\sigma ^{})Nt}\hfill \\ & \times 1\mathrm{I}_{\{H_N(t,\sigma )>(1+ฯต)tN,\text{ or }H_N(t,\sigma ^{})>(1+ฯต)tN\}}\hfill \\ \hfill =& V_N(t)\stackrel{~}{V}_N(t,ฯต).\hfill \end{array}$$
Let us also fix some $`T_0>0`$ satisfying the assumption $`\mathrm{}`$tinf2 of the previous lemma. Proceeding along the lines of the proof of Lemma $`\mathrm{}`$lemma1, we get for all $`t[T_0,T]`$:
$$\begin{array}{cc}& N^{(p2)/2}|F_b(<M_N(t)>tN^{(2p)/2}๐ผ\xi ^p)|1\mathrm{I}_{\{A_{a,b}^N\}}\hfill \\ & N^{(p2)/2}\mathrm{exp}\{2a+T_0N^{(2p)/2}(1+b)\}\underset{0}{\overset{T_0}{}}|V_N(s)|\text{d}s\hfill \\ & +N^{(p2)/2}\mathrm{exp}\{2a+tN^{(2p)/2}(1+b)\}\underset{T_0}{\overset{t}{}}|\stackrel{~}{V}_N(s,ฯต)|\text{d}s\hfill \\ & +N^{(p2)/2}\underset{T_0}{\overset{t}{}}|\overline{V}_N(s,ฯต)|\overline{Z}_N^2(s)\mathrm{exp}\{(1+b)(<M_N(s)>sN^{(2p)/2})\}1\mathrm{I}_{\{A_{a,ฯต}^N\}}\text{d}s.\hfill \end{array}$$
Then
$$\begin{array}{cc}& N^{(p2)/2}\underset{T_0<tT}{sup}|F_b(<M_N(t)>tN^{(2p)/2}๐ผ\xi ^p)|1\mathrm{I}_{\{A_{a,b}^N\}}\hfill \\ & N^{(p2)/2}\mathrm{exp}\{2a+T_0N^{(2p)/2}(1+b)\}\underset{0}{\overset{T_0}{}}|V_N(s)|\text{d}s\hfill \\ & +N^{(p2)/2}\mathrm{exp}\{2a+TN^{(2p)/2}(1+b)\}\underset{T_0}{\overset{T}{}}|\stackrel{~}{V}_N(s,ฯต)|\text{d}s\hfill \\ & +N^{(p2)/2}\mathrm{exp}\{TN^{(2p)/2}(1+b)\}\underset{T_0}{\overset{T}{}}|\overline{V}_N(s,ฯต)|\overline{Z}_N^2(s)\text{d}s.\hfill \end{array}$$
It was proved in Lemma $`\mathrm{}`$lemma1 that $`N^{(p2)/2}๐ผ|V_N(t)|0`$ uniformly in $`[0,T_0]`$ as $`N+\mathrm{}`$. Proposition $`\mathrm{}`$prp2 shows that for $`ฯต>0`$ satisfying $`\mathrm{}`$c1 and $`\mathrm{}`$c2, $`N^{(p2)/2}๐ผ|\stackrel{~}{V}(t,ฯต)|0`$ uniformly in $`t[T_0,T]`$. Proposition $`\mathrm{}`$prp3 proves that $`N^{(p2)/2}๐ผ|\overline{V}(t,ฯต)Z_N^2(t)|0`$ uniformly in $`[T_0,T]`$ for all $`ฯต>0`$. Then
$$\underset{N+\mathrm{}}{lim}๐ผ[\underset{T_0tT}{sup}|N^{(p2)/2}F_b(<M_N(t)>tN^{(2p)/2}๐ผ\xi ^p)|1\mathrm{I}_{\{A_{a,b}^N\}}]=0.$$
Then $`sup_{0tT}|N^{(p2)/2}F_b(<M_N(t)>tN^{(2p)/2}๐ผ\xi ^p)|`$ converges to zero in probability, since the probability of the events $`A_{a,b}^N`$ can be made arbitrarily close to $`1`$ by $`\mathrm{}`$events. This implies $`\mathrm{}`$conv2 and the proof of the lemma is complete.
Proposition 2.4:Assume that $`T>0`$ satisfies $`\mathrm{}`$tinf. Let us fix $`0<ฯต<1/2`$ such that $`\mathrm{}`$c1 and $`\mathrm{}`$c2 hold. Then for any $`T_0>0`$, $`T_0<T`$:
$$\underset{N+\mathrm{}}{lim}N^{(p2)/2}๐ผ|\stackrel{~}{V}_N(t,ฯต)|=0$$
$`(2.36)`$
uniformly in $`t[T_0,T]`$.
Proof. Let us estimate $`N^{(p2)/2}๐ผ|\stackrel{~}{V}_N(t,ฯต)|`$ by the Cauchy-Schwartz inequality as in the proof of Proposition $`\mathrm{}`$vwt for $`N^{(p2)/2}๐ผ|V_N(t)|`$. After that we split it into four terms:
$$\begin{array}{cc}\hfill N^{(p2)/2}๐ผ|\stackrel{~}{V}_N(t,ฯต)|& [๐ผ\stackrel{~}{W}_N(t,ฯต)]^{1/2}=[\stackrel{~}{I}_N^1(t,ฯต)\stackrel{~}{I}_N^2(t,ฯต)+\stackrel{~}{I}_N^3(t,ฯต)+\stackrel{~}{I}_N^4(t,ฯต)]^{1/2},\hfill \end{array}$$
where
$$\begin{array}{cc}\hfill \stackrel{~}{W}_N(t,ฯต)=& ๐ผ๐ผ_{\sigma ,\sigma ^{},\sigma ^{\prime \prime }}\left(N^{p/2}f_p\left(R_N(\sigma ,\sigma ^{})\right)๐ผ\xi ^p\right)\left(N^{p/2}f_p\left(R_N(\sigma ,\sigma ^{\prime \prime })\right)๐ผ\xi ^p\right)\hfill \\ & \times e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3tN/2}\hfill \\ & \times 1\mathrm{I}_{\{H_N(t,\sigma )<Nt(1+ฯต),H_N(t,\sigma ^{})<Nt(1+ฯต),H_N(t,\sigma ^{\prime \prime })<Nt(1+ฯต)\}}\hfill \end{array}$$
$$\begin{array}{cc}\hfill \stackrel{~}{I}_N^1(t,ฯต)=& \underset{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{m_1^p+m_2^p+m_3^pฯต^2/4}}{}\left(Nf_p(m_1)N^{(2p)/2}๐ผ\xi ^p\right)\left(Nf_p(m_2)N^{(2p)/2}๐ผ\xi ^p\right)\hfill \\ & \times \{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N\}\hfill \\ & \times ๐ผe^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3tN/2}\hfill \end{array}$$
$$\begin{array}{cc}\hfill \stackrel{~}{I}_N^2(t,ฯต)=& \underset{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{m_1^p+m_2^p+m_3^p<ฯต^2/4}}{}\left(Nf_p(m_1)N^{(p2)/2}๐ผ\xi ^p\right)\left(Nf_p(m_2)N^{(p2)/2}๐ผ\xi ^p\right)\hfill \\ & \times \{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N\}\hfill \\ & \times ๐ผ[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}\hfill \\ & \times 1\mathrm{I}_{\{H_N(t,\sigma )Nt(1+ฯต)\text{or}H_N(t,\sigma ^{})Nt(1+ฯต),\text{ or }H_N(t,\sigma ^{\prime \prime })Nt(1+ฯต)\}}]\hfill \\ \hfill \stackrel{~}{I}_N^3(t,ฯต)=& \underset{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{ฯต^2/4m_1^p+m_2^p+m_3^p3ฯต}}{}\left(Nf_p(m_1)N^{(2p)/2}๐ผ\xi ^p\right)\left(Nf_p(m_2)N^{(2p)/2}๐ผ\xi ^p\right)\hfill \\ & \times \{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N\}\hfill \\ & \times ๐ผ[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}\hfill \\ & \times 1\mathrm{I}_{\{H_N(t,\sigma )<Nt(1+ฯต),H_N(t,\sigma ^{})<Nt(1+ฯต),H_N(t,\sigma ^{\prime \prime })<Nt(1+ฯต)\}}]\hfill \\ \hfill \stackrel{~}{I}_N^4(t,ฯต)=& \underset{\genfrac{}{}{0pt}{}{m_1,m_2,m_3๐_N}{m_1^p+m_2^p+m_3^p>3ฯต}}{}\left(Nf_p(m_1)N^{(p2)/2}๐ผ\xi ^p\right)\left(Nf_p(m_2)N^{(p2)/2}๐ผ\xi ^p\right)\hfill \\ & \times \{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N\}\hfill \\ & \times ๐ผ[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3tN/2}\hfill \\ & \times 1\mathrm{I}_{\{H_N(t,\sigma )Nt(1+ฯต)\text{or}H_N(t,\sigma ^{})Nt(1+ฯต)\text{ or }H_N(t,\sigma ^{\prime \prime })Nt(1+ฯต)\}}].\hfill \end{array}$$
We will prove the uniform convergence to zero in $`[T_0,T]`$ as $`N+\mathrm{}`$ of all these four terms.
The first term $`\stackrel{~}{I}_N^1(t)`$ is not truncated and it refers to the configurations of spins with small correlations $`m_1`$, $`m_2`$ and $`m_3`$. The proof of its uniform convergence to zero in $`[T_0,T]`$ relies on $`\mathrm{}`$c1 and it is completely analogous to the proof of the uniform convergence to zero of the sum $`I_N^1+I_N^2(t)+I_N^3(t)`$ in the proof of Proposition 1. Therefore, we omit the details.
The second term $`\stackrel{~}{I}_N^2(t)`$ also contains only configurations of spins with very small correlations. If these correlations were zero, i. e. if $`H_N(t,\sigma )`$ $`H_N(t,\sigma ^{})`$ and $`H_N(t,\sigma ^{\prime \prime })`$ were independent, then, indeed, the expectation involved in this term satisfies
$$๐ผ[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}1\mathrm{I}_{\{\}}]3๐ผ[e^{\sqrt{Nt}\xi Nt/2}1\mathrm{I}_{\{\xi >\sqrt{Nt}(1+ฯต)\}}]\mathrm{exp}\{Ntฯต^2/2\}$$
($`\xi `$ is a standard Gaussian) by a well-known estimate for Gaussian random variables $`\mathrm{}`$stand. We show that very small correlations $`m_1`$, $`m_2`$, $`m_3`$ do not destroy the exponential convergence to zero of the corresponding expectation. Considering the third term $`\stackrel{~}{I}_N^3(t)`$, we neglect the truncation and use the asymptotic expansion $`\mathrm{}`$prst and condition $`\mathrm{}`$c1. So we prove that the expectation $`๐ผe^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}`$ multiplied by the probability of any given correlations goes to zero exponentially fast. Finally $`\stackrel{~}{I}_N^4(t)`$ refers to the configurations of spins with rather big correlations. Here, applying the estimate $`\mathrm{}`$stand, we benefit from the truncation. The choice of $`ฯต>0`$ according to $`\mathrm{}`$c2 plays a crucial role in the analysis of this term. (Remember that this choice was possible only for $`T`$ satisfying $`\mathrm{}`$tinf).
Now we proceed with the detailed proof. To treat the second term $`\stackrel{~}{I}_N^2(t,ฯต)`$, we write
$$\begin{array}{cc}& ๐ผ[e^{H_N(t,\sigma )+H_N(t,\sigma )+H_N(t,\sigma ^{\prime \prime })3Nt/2}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\text{ or}H_N(t,\sigma ^{})>Nt(1+ฯต)\text{or}H_N(t,\sigma ^{\prime \prime })>Nt(1+ฯต)\}}]\hfill \\ & =๐ผ[e^{\sqrt{Nt}(\xi _1+\xi _2+\xi _3)3Nt/2}\mathrm{\hspace{0.17em}1}\mathrm{I}_{\{\xi _1>\sqrt{Nt}(1+ฯต)\text{or}\xi _2>\sqrt{Nt}(1+ฯต)\text{or}\xi _3>\sqrt{Nt}(1+ฯต)\}}],\hfill \end{array}$$
where $`\xi _1`$, $`\xi _2`$ and $`\xi _3`$ are Gaussian random variables with zero mean, variance $`1`$ and covariances $`\text{cov}(\xi _1,\xi _2)=f_p(R_N(\sigma ,\sigma ^{}))=m_1^p`$, $`\text{cov}(\xi _1,\xi _3)=f_p(R_N(\sigma ,\sigma ^{\prime \prime }))=m_2^p`$, $`\text{cov}(\xi _2,\xi _3)=f_p(R_N(\sigma ^{},\sigma ^{\prime \prime }))=m_3^p`$, $`m_1^p+m_2^p+m_3^pฯต^2/4`$. One gets
$$\begin{array}{cc}\hfill ๐ผ[e^{\sqrt{Nt}(\xi _1+\xi _2+\xi _3)3Nt/2}1\mathrm{I}_{\{\xi _1>\sqrt{Nt}(1+ฯต)\}}]=& e^{3Nt/2}๐ผ\left[e^{\sqrt{Nt}\xi _1}1\mathrm{I}_{\{\xi _1>\sqrt{Nt}(1+ฯต)\}}๐ผ(e^{\xi _2+\xi _3}\xi _1)\right]\hfill \\ \hfill =& e^{Nt\gamma 3Nt/2}๐ผ[e^{\sqrt{Nt}(1+\mu )\xi _1}1\mathrm{I}_{\{\xi _1>\sqrt{Nt}(1+ฯต)\}}],\hfill \end{array}$$
where $`\gamma =1+m_3^p(m_1^p+m_2^p)^2/2`$, $`\mu =m_1^p+m_2^p`$. Since $`m_1^p+m_2^pฯต^2/4<ฯต`$, we may use the estimate for standard Gaussian random variables $`\mathrm{}`$stand. It implies
$$\begin{array}{cc}\hfill ๐ผ[e^{\sqrt{Nt}(\xi _1+\xi _2+\xi _3)3Nt/2}1\mathrm{I}_{\{\xi _1>\sqrt{Nt}(1+ฯต)\}}]& C_1\mathrm{exp}\{Nt(m_1^p+m_2^p+m_3^p(ฯตm_1^p+m_2^p)^2/2)\}\hfill \\ \hfill & C_1\mathrm{exp}\{NT_0ฯต^2/8\}\hfill \end{array}$$
for some constant $`C_1>0`$, all $`t[T_0,T]`$ and all $`N>0`$, if $`m_1^p+m_2^p+m_3^p<ฯต^2/4`$, $`0<ฯต<1/2`$. Thus
$$\begin{array}{cc}& \underset{0m_1^p+m_2^p+m_3^pฯต^2/4}{sup}๐ผ[e^{H_N(t,\sigma )+H_N(t,\sigma )+H_N(t,\sigma ^{\prime \prime })3Nt/2}\hfill \\ & \times 1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\text{ or }H_N(t,\sigma ^{})>Nt(1+ฯต)\text{ or }H_N(t,\sigma ^{\prime \prime })>Nt(1+ฯต)\}}]\hfill \\ & 3C_1\mathrm{exp}\{NT_0ฯต^2/8\}\hfill \end{array}$$
for all $`t[T_0,T]`$. Since the other terms in $`\stackrel{~}{I}_N^2(t,ฯต)`$ have polynomial growth, the uniform convergence $`\stackrel{~}{I}_N^2(t,ฯต)0`$ in $`[T_0,T]`$ follows.
Let us turn to $`\stackrel{~}{I}_N^3(t,ฯต)`$. By the expansion $`\mathrm{}`$prst and condition $`\mathrm{}`$c2
$$\begin{array}{cc}& \underset{ฯต^2/4m_1^p+m_2^p+m_3^p3ฯต}{sup}๐ผ[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}\hfill \\ & \times 1\mathrm{I}_{\{H_N(t,\sigma )<Nt(1+ฯต),H_N(t,\sigma ^{})<Nt(1+ฯต),H_N(t,\sigma ^{\prime \prime })<Nt(1+ฯต)\}}]\hfill \\ & \times \{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma \sigma ^{\prime \prime }=m_3N\}\hfill \\ & C_2\underset{ฯต^2/4m_1^p+m_2^p+m_3^p3ฯต}{sup}\mathrm{exp}\{N[t(m_1^p+m_2^p+m_3^p)I(m)]\}\hfill \\ & C_2\underset{m_1^p+m_2^p+m_3^pฯต^2/4}{sup}\mathrm{exp}\{h_1N(m_1^2+m_2^2+m_3^2)\}C_2\mathrm{exp}\{h_1ฯต^{4/p}N/4\}\hfill \end{array}$$
for all $`t[T_0,T]`$, where $`C_2>0`$, $`h_1>0`$ are constants. All other terms in $`\stackrel{~}{I}_N^3(t,ฯต)`$ have polynomial growth, hence $`I_N^3(t,ฯต)0`$ uniformly in $`[T_0,T]`$.
Finally, consider $`\stackrel{~}{I}_N^4(t,ฯต)`$. We have
$$\begin{array}{cc}\hfill ๐ผ& \left[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}\mathrm{\hspace{0.17em}1}\mathrm{I}_{\{H_N(t,\sigma )<Nt(1+ฯต),H_N(t,\sigma ^{})<Nt(1+ฯต),H_N(t,\sigma ^{\prime \prime })<(1+ฯต)Nt\}}\right]\hfill \\ & ๐ผ\left[e^{\sqrt{Nt(3+2m_1^p+2m_2^p+2m_3^p)}\xi 3Nt/2}1\mathrm{I}_{\{\sqrt{3+2m_1^p+2m_2^p+2m_3^p}\xi 3Nt(1+ฯต)\}}\right],\hfill \end{array}$$
where $`\xi `$ is a standard Gaussian, $`m_1=f_p(R_N(\sigma ,\sigma ^{}))`$, $`m_2=f_p(R_N(\sigma ,\sigma ^{\prime \prime }))`$, $`m_3=f_p(R_N(\sigma ^{},\sigma ^{\prime \prime }))`$. Since $`m_1^p+m_2^p+m_3^p>3ฯต`$, we may apply the estimate $`\mathrm{}`$stand1. It yields
$$\begin{array}{cc}\hfill ๐ผ& \left[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}\mathrm{\hspace{0.17em}1}\mathrm{I}_{\{H_N(t,\sigma )<Nt(1+ฯต),H_N(t,\sigma ^{})<Nt(1+ฯต),H_N(t,\sigma ^{\prime \prime })<(1+ฯต)Nt\}}\right]\hfill \\ & C_3\mathrm{exp}\{NtQ_p(m_1,m_2,m_3,ฯต)\},\hfill \end{array}$$
for some constant $`C_3>0`$, all $`t[T_0,T]`$, $`N>0`$ and $`m_1^p+m_2^p+m_3^p>3ฯต`$. On the other hand, we also have:
$$\begin{array}{cc}\hfill ๐ผ& \left[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}\mathrm{\hspace{0.17em}1}\mathrm{I}_{\{H_N(t,\sigma )<Nt(1+ฯต),H_N(t,\sigma ^{})<Nt(1+ฯต),H_N(t,\sigma ^{\prime \prime })<(1+ฯต)Nt\}}\right]\hfill \\ & ๐ผ\left[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}\mathrm{\hspace{0.17em}1}\mathrm{I}_{\{H_N(t,\sigma ^{})<Nt(1+ฯต),H_N(t,\sigma ^{\prime \prime })<Nt(1+ฯต)\}}\right]\hfill \\ & =๐ผ\left[e^{\sqrt{Nt}\xi _2+\sqrt{Nt}\xi _33Nt/2}๐ผ(e^{\sqrt{Nt}\xi _1}\xi _2,\xi _3)1\mathrm{I}_{\{\xi _2<\sqrt{Nt}(1+ฯต),\xi _3<\sqrt{Nt}(1+ฯต)\}}\right]\hfill \\ & =e^{Nt+Nt\alpha }๐ผ\left[e^{\sqrt{Nt}(1+\mu _2)\xi _2+\sqrt{Nt}(1+\mu _3)\xi _3}1\mathrm{I}_{\{\xi _2<\sqrt{Nt}(1+ฯต),\xi _3<\sqrt{Nt}(1+ฯต)\}}\right]\hfill \\ & e^{Nt+Nt\alpha }๐ผ\left[e^{\sqrt{Nt((1+\mu _2)^2+(1+\mu _3)^2+2m_3^p(1+\mu _2)(1+\mu _3))}\xi }1\mathrm{I}_{\{\sqrt{2+2m_3^p}\xi <2\sqrt{Nt}(1+ฯต)\}}\right],\hfill \end{array}$$
where $`\xi _1`$, $`\xi _2`$, $`\xi _3`$ are the same as in the analysis of the second term, $`\xi `$ is standard Gaussian and
$$\begin{array}{cc}\hfill \alpha =& (2m_1^pm_2^pm_3^pm_1^{2p}m_2^{2p})/(22m_3^{2p})\hfill \\ \hfill \mu _2=& (m_1^pm_2^pm_3^p)/(1m_3^{2p})\hfill \\ \hfill \mu _3=& (m_2^pm_1^pm_3^p)/(1m_3^{2p}).\hfill \end{array}$$
One checks that
$$\begin{array}{cc}& \sqrt{(1+\mu _2)^2+(1+\mu _3)^2+2m_3^p(1+\mu _2)(1+\mu _3)}\hfill \\ & \frac{2(1+m_3^p+(m_1^p+m_2^p)/2)}{\sqrt{2+2m_3^p}}\frac{2(1+3ฯต/2)}{\sqrt{2+2m_3^p}},\hfill \end{array}$$
when $`m_1^p+m_2^p+m_3^p>3ฯต`$. So, we are again in the position to apply $`\mathrm{}`$stand1. This yields
$$\begin{array}{cc}\hfill ๐ผ& \left[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}\mathrm{\hspace{0.17em}1}\mathrm{I}_{\{H_N(t,\sigma )<Nt(1+ฯต),H_N(t,\sigma ^{})<Nt(1+ฯต),H_N(t,\sigma ^{\prime \prime })<(1+ฯต)Nt\}}\right]\hfill \\ & C_4\mathrm{exp}\{tNL_p(m_1,m_2,m_3,ฯต)\},\hfill \end{array}$$
where $`C_4>0`$ is a constant. Permuting $`m_1`$, $`m_2`$ and $`m_3`$, we can derive in the same way that the same expectation does not exceed $`\mathrm{exp}\{tNL_p(m_1,m_3,m_2,ฯต)\}`$ and $`\mathrm{exp}\{tNL_p(m_2,m_3,m_1,ฯต)\}`$ multiplied by some constant. Thus, taking into account $`\mathrm{}`$bp, we obtain
$$\begin{array}{cc}& \underset{m_1^p+m_2^p+m_3^p>3ฯต}{sup}๐ผ[e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })3Nt/2}\hfill \\ & \times 1\mathrm{I}_{\{H_N(t,\sigma )<Nt(1+ฯต),H_N(t,\sigma ^{})<Nt(1+ฯต),H_N(t,\sigma ^{\prime \prime })<Nt(1+ฯต)\}}]\hfill \\ & \times \{\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma \sigma ^{\prime \prime }=m_3N\}\hfill \\ & \underset{m_1^p+m_2^p+m_3^p>3ฯต}{sup}C_5\sqrt{N}\mathrm{exp}\{tN\mathrm{min}[Q_p(m_1,m_2,m_3,ฯต),L_p(m_1,m_2,m_3,ฯต),\hfill \\ & L_p(m_1,m_3,m_2,ฯต),L_p(m_2,m_3,m_1,ฯต)]NI(m_1,m_2,m_2)\}\hfill \end{array}$$
$`(2.37)`$
for all $`t[0,T_0]`$, where $`C_5>0`$ is a constant. Now the relevance of the assumption $`\mathrm{}`$c2 becomes clear. Due to $`\mathrm{}`$c2, the right-hand side of $`\mathrm{}`$las tends to zero exponentially fast, as one can estimate it by $`C_5\sqrt{N}\mathrm{exp}\{h_2N\}`$. The other terms in $`\stackrel{~}{I}_N^4(t,ฯต)`$ have polynomial growth. Thus $`I_N^4(t,ฯต)+\mathrm{}`$ uniformly in $`[T_0,T]`$. This concludes the proof of the proposition.
Proposition 2.5:For all $`T>0`$ satisfying $`\mathrm{}`$tinf and all $`ฯต>0`$
$$\underset{N+\mathrm{}}{lim}N^{(p2)/2}๐ผ|\overline{V}_N(t,ฯต)\overline{Z}_N^2(t)|=0$$
$`(2.38)`$
uniformly in any interval $`[T_0,T]`$, where $`0<T_0<T`$.
Proof. It follows from the definition of $`\overline{V}_N(t)`$ that
$$N^{(p2)/2}๐ผ|\overline{V}_N(t,ฯต)\overline{Z}_N^2(t)|\overline{C}N๐ผ\frac{๐ผ_\sigma e^{H_N(t,\sigma )}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\}}}{๐ผ_\sigma e^{H_N(t,\sigma )}}$$
$`(2.39)`$
for all $`t0`$, where $`\overline{C}>0`$ is a constant. We will show that the expectation of this last fraction tends to zero exponentially fast. First of all, we observe that by $`\mathrm{}`$stand
$$\frac{๐ผ๐ผ_\sigma e^{H_N(t,\sigma )}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\}}}{๐ผ๐ผ_\sigma e^{H_N(t,\sigma )}}=๐ผ๐ผ_\sigma e^{H_N(t,\sigma )Nt/2}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\}}e^{Ntฯต^2/2}.$$
$`(2.40)`$
Let us represent the fraction in the right-hand side of $`\mathrm{}`$LK as
$$\begin{array}{cc}& ๐ผ\frac{๐ผ_\sigma e^{H_N(t,\sigma )}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\}}}{๐ผ_\sigma e^{H_N(t,\sigma )}}\hfill \\ & =๐ผ\frac{๐ผ_\sigma e^{H_N(t,\sigma )Nt/2}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\}}}{\mathrm{exp}\{\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}+๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}Nt/2\}}.\hfill \end{array}$$
$`(2.41)`$
To expand this formula, we will use the concentration of measure as in $`\mathrm{}`$conc. The random variable $`๐ผ_\sigma e^{H_N(t,\sigma )}`$ has the same distribution as $`\varphi (J_1,\mathrm{},J_{N^p})`$, where the function
$$\varphi (x_1,\mathrm{},x_{N^p})=\mathrm{ln}๐ผ_\sigma \mathrm{exp}\left\{\sqrt{tN^{1p}}\underset{i_1,\mathrm{},i_p}{}x_{i_1,i_2,\mathrm{},i_p}\sigma _{i_1}\sigma _{i_2}\mathrm{}\sigma _{i_p}\right\}$$
is defined on $`^{N^p}`$, $`J_1,\mathrm{},J_{N^p}`$ are standard Gaussian random variables. The Lipschitz constant of $`\varphi (x_1,\mathrm{},x_{N^p})`$ is at most $`\sqrt{tN^{1p}}\sqrt{N^p}=\sqrt{tN}`$. Substituting this function and $`u=Ntฯต^2/4`$ into $`\mathrm{}`$conc, we derive:
$$\{|\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}|>Ntฯต^2/4\}\mathrm{exp}\{Ntฯต^4/32\}.$$
$`(2.42)`$
Let us introduce the events $`O_{t,ฯต}^N:=\{|\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}|>Ntฯต^2/4\}.`$ Consequently by $`\mathrm{}`$LK3 and $`\mathrm{}`$conc1
$$\begin{array}{cc}\hfill ๐ผ& \frac{๐ผ_\sigma e^{H_N(t,\sigma )}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\}}}{๐ผ_\sigma e^{H_N(t,\sigma )}}\hfill \\ & =๐ผ\frac{1\mathrm{I}_{\{O_{t,ฯต}^N\}}๐ผ_\sigma e^{H_N(t,\sigma )Nt/2}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\}}}{\mathrm{exp}\{\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}+๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}Nt/2\}}+\{O_{t,ฯต}^N\}\hfill \\ & e^{Ntฯต^2/4}๐ผ\frac{๐ผ_\sigma e^{H_N(t,\sigma )Nt/2}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\}}}{\mathrm{exp}\{๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}Nt/2\}}+e^{Ntฯต^4/32}\hfill \end{array}$$
$`(2.43)`$
Observe that for any $`T`$ satisfying $`\mathrm{}`$tinf and any $`0<T_0<T`$, there exists a constant $`K>0`$ such that
$$K\sqrt{N}<๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}Nt/20$$
$`(2.44)`$
for all $`t[T_0,T]`$. The upper bound in $`\mathrm{}`$est is immediate by Jensen inequality. Whenever the second moment of $`\overline{Z}_N(t)`$ truncated is finite, the left-hand side of $`\mathrm{}`$est was established by Talagrand \[T1\] in the analysis of the critical temperature. We will outline his proof in our situation. For given $`T`$ satisfying $`\mathrm{}`$tinf, let us fix $`\stackrel{~}{ฯต}>0`$, such that $`\mathrm{}`$c1 and $`\mathrm{}`$c2 hold. Let us define after
$$\overline{Z}_N(t,\stackrel{~}{ฯต})=๐ผ_\sigma e^{H_N(t,\sigma )Nt/2}1\mathrm{I}_{\{H_N(t,\sigma )<Nt(1+\stackrel{~}{ฯต})\}}$$
By $`\mathrm{}`$stand1 there exists a constant $`K_1<0`$ such that
$$๐ผ\overline{Z}_N(t,\stackrel{~}{ฯต})K_1$$
$`(2.45)`$
for all $`t[T_0,T]`$. Moreover, there exists a constant $`K_2>0`$ such that
$$๐ผ\overline{Z}_N^3(t,\stackrel{~}{ฯต})K_2$$
$`(2.46)`$
for all $`t[T_0,T]`$. The proof of $`\mathrm{}`$3exp is analogous to the proof of the uniform convergence to zero of $`\stackrel{~}{W}_N(t,ฯต)`$ in Proposition 2. We decompose $`\overline{Z}_N(t,\stackrel{~}{ฯต})`$ into four terms like it was for $`\stackrel{~}{W}_N(t,ฯต)`$. The last three of them go to zero uniformly in $`t[T_0,T]`$ and exponentially fast by the same arguments as $`\stackrel{~}{I}_N^2(t)`$, $`\stackrel{~}{I}_N^3(t)`$ and $`\stackrel{~}{I}_N^4(t)`$ do. We work out the first term similarly to the sum $`I_1^N+I_2^N(t)+I_3^N(t)`$ in Proposition 1. The only difference is that $`I_1^N`$ tends to the integral along $`^3`$ of the density of three independent standard Gaussians, which equals $`1`$. Thus, in fact, $`\overline{Z}_N(t,\stackrel{~}{ฯต})`$ converges to $`1`$ uniformly in $`[T_0,T]`$ and $`\mathrm{}`$3exp is obvious. Hence, for all $`t[T_0,T]`$
$$\frac{๐ผ\overline{Z}_N^2(t,\stackrel{~}{ฯต})}{\left(๐ผ\overline{Z}_N(t,\stackrel{~}{ฯต})\right)^2}\frac{\left(๐ผ\overline{Z}_N^3(t,\stackrel{~}{ฯต})\right)^{2/3}}{\left(๐ผ\overline{Z}_N(t,\stackrel{~}{ฯต})\right)^2}\frac{K_2^{2/3}}{K_1^2}:=K_3.$$
$`(2.47)`$
Then starting from the Paley-Zygmund inequality and finally applying the concentration of measure inequality $`\mathrm{}`$conc with $`u=Nt/2๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}+\mathrm{ln}(K_1/2)`$, we deduce
$$\begin{array}{cc}\hfill 1/4K_3& \frac{๐ผ\overline{Z}_N^2(t,\stackrel{~}{ฯต})}{4\left(๐ผ\overline{Z}_N(t,\stackrel{~}{ฯต})\right)^2}\{\overline{Z}_N(t,\stackrel{~}{ฯต})>๐ผ\overline{Z}_N(t,\stackrel{~}{ฯต})/2\}\{๐ผ_\sigma e^{H_N(t,\sigma )}>K_1e^{Nt/2}/2\}\hfill \\ & =\{\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}>Nt/2๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}+\mathrm{ln}(K_1/2)\}\hfill \\ & \mathrm{exp}\{[Nt/2๐ผ\mathrm{ln}๐ผ_\sigma e^{H_N(t,\sigma )}+\mathrm{ln}(K_1/2)]^2/2Nt\},\hfill \end{array}$$
from where $`\mathrm{}`$est follows. Finally, $`\mathrm{}`$LK1, $`\mathrm{}`$IL and $`\mathrm{}`$est together imply
$$\begin{array}{cc}\hfill ๐ผ& \frac{๐ผ_\sigma e^{H_N(t,\sigma )}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\}}}{๐ผ_\sigma e^{H_N(t,\sigma )}}\hfill \\ \hfill & e^{Ntฯต^2/4+K\sqrt{N}}๐ผ๐ผ_\sigma e^{H_N(t,\sigma )Nt/2}1\mathrm{I}_{\{H_N(t,\sigma )>Nt(1+ฯต)\}}+e^{Ntฯต^4/32}\hfill \\ \hfill & e^{Nt^2/4+K\sqrt{N}}+e^{Ntฯต^4/32},\hfill \end{array}$$
$`(2.48)`$
and the proposition is proved.$`\mathrm{}`$
Proof of $`\mathrm{}`$1.21. To complete the proof of Theorem 1.3, it remains to show that
$$\underset{p+\mathrm{}}{lim}\underset{m_1,m_2,m_3๐}{inf}Y_p(m_1,m_2,m_3)=2\mathrm{ln}2.$$
$`(2.49)`$
After elaborating the functions $`S_p(m_1,m_2,m_3)`$ and $`R_p(m_1,m_2,m_3)`$, we get:
$$\begin{array}{cc}\hfill U_p(m_1,m_2,m_3)=& I(m_1,m_2,m_3)(1+m_3^p)\hfill \\ & \times [(4(1+m_3^p+\frac{m_1^p+m_2^p}{2})^2+\frac{(m_1^pm_2^p)^2(1+m_3^p)}{(1m_3^p)})^{1/2}\hfill \\ & \frac{(m_1^pm_2^p)^2}{2(1m_3^p)}m_1^pm_2^p(2+m_3^p)]^1.\hfill \end{array}$$
$`(2.50)`$
It follows from $`\mathrm{}`$uu that for any $`p=2k>2`$ and any sequence $`(m_{1,n},m_{2,n},m_{3,n})๐`$ such that $`m_{1,n}1`$, $`m_{2,n}1`$, $`m_{3,n}1`$, as $`n\mathrm{}`$,
$$\underset{n+\mathrm{}}{lim}Y_p(m_{1,n},m_{2,n},m_{3,n})=2\mathrm{ln}2.$$
$`(2.51)`$
(In fact, by the definition of $`๐`$ we have $`||m_1||m_2||1|m_3|`$ for all $`(m_1,m_2,m_3)๐`$, whence $`(m_{1,n}^pm_{2,n}^p)^2=o(1m_{3,n}^p)`$.) Thus
$$lim\underset{p+\mathrm{}}{sup}\underset{m_1,m_2,m_3A}{inf}Y_p(m_1,m_2,m_3)2\mathrm{ln}2.$$
This fact and the next Proposition $`\mathrm{}`$prp4 together imply $`\mathrm{}`$ppp. $`\mathrm{}`$
Proposition 2.6:Let $`\{p_n\}`$ be a sequence of positive even numbers, $`p_n+\mathrm{}`$. Assume that the sequence $`(m_{1,n},m_{2,n},m_{3,n})๐`$ satisfies one of the following conditions:
(i) $`|m_{1,n}|1`$, $`|m_{2,n}|1`$, $`|m_{3,n}|1`$;
(ii) there exist $`\delta >0`$ and a pair $`i`$ and $`j`$, $`i,j=1,2,3`$, $`ij`$, such that $`|m_{i,n}|1`$ and $`|m_{j,n}|1\delta `$ for all sufficiently large $`n`$;
(iii) there exists $`\delta >0`$ such that $`|m_{1,n}|1\delta `$, $`|m_{2,n}|1\delta `$, $`|m_{3,n}|1\delta `$ for all sufficiently large $`n`$. Then
$$lim\underset{n+\mathrm{}}{inf}Y_{p_n}(m_{1,n},m_{2,n},m_{3,n})2\mathrm{ln}2.$$
$`(2.52)`$
Proof: In the cases (i) and (iii) it suffices to substitute the sequence $`(m_{1,n},m_{2,n},m_{3,n})`$ into the function $`I(m_1,m_2,m_3)(2/3+(m_1^p+m_2^p+m_3^p)^1)`$. In case (ii) assume that e. g. $`|m_{3,n}|1`$ and $`|m_{1,n}|1\delta `$. Then $`m_{1,n}^{p_n}=o(1)`$. By definition of the set $`๐`$ we obtain $`||m_{1,n}||m_{2,n}||1|m_{3,n}|0`$ as $`n+\mathrm{}`$, thus $`m_{2,n}^{p_n}=o(1)`$ and $`(m_{1,n}^{p_n}m_{2,n}^{p_n})^2/(1m_{3,n}^{p_n})=o(1)`$. Moreover, if $`m_{3,n}1`$, then $`m_{1,n}m_{2,n}0`$ and if $`m_{3,n}1`$, then $`m_{1,n}+m_{2,n}0`$ and therefore in both of these cases $`liminf_{n+\mathrm{}}I(m_{1,n},m_{2,n},m_{3,n})\mathrm{ln}2.`$ This yields
$$\begin{array}{cc}& lim\underset{n+\mathrm{}}{inf}Y_{p_n}(m_{1,n},m_{2,n},m_{3,n})\hfill \\ & lim\underset{n+\mathrm{}}{inf}U_{p_n}(m_{1,n},m_{2,n},m_{3,n})lim\underset{n+\mathrm{}}{inf}\mathrm{ln}2\frac{1+m_{3,n}^{p_n}}{m_{3,n}^{p_n}+o(1)}2\mathrm{ln}2\hfill \end{array}$$
and the proposition is proved. $`\mathrm{}`$
3. The fluctuations of the partition function in the REM.
Amazingly enough, the simplest of all our models, the REM, will be seen to offer in some sense the most interesting behaviour with regard to the fluctuations of the free energy. The main surprise here will be the existence of an intermediate region of temperatures where a CLT does not hold, but there a non-standard limit theorem will be proven.
We begin with the proof of (i) of Theorem 1.4.
Proposition 3.1:Whenever $`0\beta <\sqrt{\mathrm{ln}2/2}`$,
$$e^{\frac{N}{2}(\mathrm{ln}2\beta ^2)}\mathrm{ln}\frac{Z_{\beta ,N}}{๐ผZ_{\beta ,N}}\stackrel{๐}{}๐ฉ(0,1).$$
$`(3.1)`$
Proof. This result will follow from the standard CLT for triangular arrays. Let us first write
$$\mathrm{ln}\frac{Z_{\beta ,N}}{๐ผZ_{\beta ,N}}=\mathrm{ln}\left(1+\frac{Z_{\beta ,N}๐ผZ_{\beta ,N}}{๐ผZ_{\beta ,N}}\right).$$
$`(3.2)`$
We will show that the second term in the logarithm properly normalized will converge to a normal random variable. To see this, write
$$\frac{Z_{\beta ,N}๐ผZ_{\beta ,N}}{๐ผZ_{\beta ,N}}=\underset{\sigma ๐ฎ_N}{}e^{N(\mathrm{ln}2+\beta ^2/2)}\left(e^{\beta \sqrt{N}X_\sigma }e^{N\beta ^2/2}\right)\underset{\sigma ๐ฎ_N}{}๐ด_N(\sigma ).$$
$`(3.3)`$
Note that $`๐ผ๐ด_N(\sigma )=0`$ and $`๐ผ๐ด_N^2(\sigma )=e^{N(2\mathrm{ln}2\beta ^2)}[1e^{N\beta ^2}]`$ and thus
$$๐ผ\left(\frac{Z_{\beta ,N}๐ผZ_{\beta ,N}}{๐ผZ_{\beta ,N}}\right)^2=e^{N(\mathrm{ln}2\beta ^2)}[1e^{N\beta ^2}].$$
$`(3.4)`$
Therefore we can write
$$\frac{Z_{\beta ,N}๐ผZ_{\beta ,N}}{๐ผZ_{\beta ,N}}=e^{\frac{N}{2}(\mathrm{ln}2\beta ^2)}\sqrt{1e^{N\beta ^2}}\frac{1}{2^{N/2}}\underset{\sigma ๐ฎ_N}{}\stackrel{~}{๐ด}_N(\sigma ),$$
$`(3.5)`$
where $`\stackrel{~}{๐ด}_N(\sigma )=e^{\frac{N}{2}(2\mathrm{ln}2\beta ^2)}[1e^{N\beta ^2}]^{1/2}๐ด_N(\sigma )`$ has mean zero and variance one. By the CLT for triangular arrays (see \[Shi\]), it follows readily that
$$\frac{1}{2^{N/2}}\underset{\sigma ๐ฎ_N}{}\stackrel{~}{๐ด}_N(\sigma )\stackrel{๐}{}๐ฉ(0,1)$$
$`(3.6)`$
if the Lindeberg condition holds, that is in this case if for any $`ฯต>0`$,
$$\underset{N+0}{lim}๐ผ\stackrel{~}{๐ด}_N^2(\sigma )1\mathrm{I}_{\{|\stackrel{~}{๐ด}_N(\sigma )|ฯต2^{N/2}\}}=0.$$
$`(3.7)`$
But
$$\begin{array}{cc}\hfill ๐ผ\stackrel{~}{๐ด}_N^2(\sigma )1\mathrm{I}_{\{|\stackrel{~}{๐ด}_N(\sigma )|ฯต2^{N/2}\}}& =\frac{1}{\sqrt{2\pi }(1e^{N\beta ^2})}e^{2N\beta ^2}\underset{\sqrt{N}(\frac{\mathrm{ln}2}{2\beta }+\beta )+\frac{\mathrm{ln}ฯต}{\sqrt{N}\beta }+o(\frac{1}{\sqrt{N}})}{\overset{\mathrm{}}{}}e^{2\sqrt{N}\beta z\frac{z^2}{2}}๐z+o(1)\hfill \\ & =\frac{1}{\sqrt{2\pi }(1e^{N\beta ^2})}\underset{\sqrt{N}(\frac{\mathrm{ln}2}{2\beta }\beta )+\frac{\mathrm{ln}ฯต}{\sqrt{N}\beta }+o(\frac{1}{\sqrt{N}})}{\overset{\mathrm{}}{}}e^{\frac{z^2}{2}}๐z+o(1).\hfill \end{array}$$
$`(3.8)`$
It is easy to check that the latter integral converges to zero if and only if $`\beta ^2<\mathrm{ln}2/2`$. Using now the fact that $`e^x=1+x+o(x)`$ as $`x0`$, it is now a trivial matter to deduce the assertion of the proposition. $`\mathrm{}`$
Since the Lindeberg condition clearly fails for $`2\beta ^2\mathrm{ln}2`$, it is clear that we cannot expect a simple CLT beyond this regime. Such a failure of a CLT is always a problem related to โheavy tailsโ, and results from the fact that extremal events begin to influence the fluctuations of the sum. It appears therefore reasonable to separate form the sum the terms where $`X_\sigma `$ is anomalously large. For Gaussian r.v.โs it is well known that the right scale of separation is given by $`u_N(x)`$ defined by
$$2^N\underset{u_N(x)}{\overset{\mathrm{}}{}}\frac{dz}{\sqrt{2\pi }}e^{z^2/2}=e^x$$
$`(3.9)`$
which (for $`x>\mathrm{ln}N/\mathrm{ln}2`$) is equal to (see e.g. \[LLR\])
$$u_N(x)=\sqrt{2N\mathrm{ln}2}+\frac{x}{\sqrt{2N\mathrm{ln}2}}\frac{\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi }{2\sqrt{2N\mathrm{ln}2}}+o(1/\sqrt{N}),$$
$`(3.10)`$
$`x`$ is a parameter. Let us now define
$$Z_{N,\beta }^x๐ผ_\sigma e^{\beta \sqrt{N}X_\sigma }1\mathrm{I}_{\{X_\sigma u_N(x)\}}.$$
$`(3.11)`$
We may write
$$\frac{Z_{\beta ,N}}{๐ผZ_{\beta ,N}}=1+\frac{_{\beta ,N}^x๐ผZ_{\beta ,N}^x}{๐ผZ_{\beta ,N}}+\frac{Z_{\beta ,N}Z_{\beta ,N}^x๐ผ(Z_{\beta ,N}Z_{\beta ,N}^x)}{๐ผZ_{\beta ,N}}$$
$`(3.12)`$
Let us first consider the last summand. We introduce the random variable
$$๐ฒ_N(x)=\frac{Z_{\beta ,N}Z_{\beta ,N}^x}{๐ผZ_{\beta ,N}}=e^{N(\mathrm{ln}2+\beta ^2/2)}\underset{\sigma ๐ฎ_N}{}e^{\beta \sqrt{N}X_\sigma }1\mathrm{I}_{\{X_\sigma >u_N(x)\}}$$
$`(3.13)`$
It will be convenient to rewrite this as (we ignore the subleading corrections to $`u_N(x)`$ and only keep the explicit representation $`\mathrm{}`$R.12)
$$\begin{array}{cc}\hfill ๐ฒ_N(x)& =e^{N(\mathrm{ln}2+\beta ^2/2)}\underset{\sigma ๐ฎ_N}{}e^{\beta \sqrt{N}u_N(u_N^1(X_\sigma ))}1\mathrm{I}_{\{u_N^1(X_\sigma )>x\}}\hfill \\ & =e^{N(\mathrm{ln}2+\beta ^2/2)}e^{\beta N\sqrt{2\mathrm{ln}2}\beta \frac{\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi }{2\sqrt{2\mathrm{ln}2}}}\underset{\sigma ๐ฎ_N}{}e^{\frac{\beta }{\sqrt{2\mathrm{ln}2}}u_N^1(X_\sigma )}1\mathrm{I}_{\{u_N^1(X_\sigma )>x\}}.\hfill \end{array}$$
$`(3.14)`$
Let us now introduce the point process on $``$ given by
$$๐ซ_N\underset{\sigma ๐ฎ_N}{}\delta _{u_N^1(X_\sigma )}.$$
$`(3.15)`$
A classical result from the theory of extreme order statistics (see e.g. \[LLR\]) asserts that the point process $`๐ซ_N`$ converges weakly to a Poisson point process on $``$ with intensity measure $`e^xdx`$. We can, of course, write
$$\underset{\sigma ๐ฎ_N}{}e^{\frac{\beta }{\sqrt{2\mathrm{ln}2}}u_N^1(X_\sigma )}1\mathrm{I}_{\{u_N^1(X_\sigma )>x\}}=\underset{x}{\overset{\mathrm{}}{}}e^{\alpha z}๐ซ_N(dz),$$
$`(3.16)`$
where we set $`\alpha \beta /\sqrt{2\mathrm{ln}2}`$. Clearly, the weak convergence of $`๐ซ_N`$ to $`๐ซ`$ implies convergence in law of the right hand side of $`\mathrm{}`$R.18, provided that $`e^{\alpha x}`$ is integrable on $`[x,\mathrm{})`$ w.r.t. the Poisson process with intensity $`e^x`$. This is, in fact never a problem: the Poisson point process has almost surely support on a finite set, and therefore $`e^{\alpha x}`$ always a.s. integrable. Note, however, that for $`\beta \sqrt{2\mathrm{ln}2}`$ the mean of the integral is infinite, indicating the passage to the low temperature regime. Note also that the variance of the integral is finite exactly if $`\alpha <1/2`$, i.e. $`\beta ^2<\mathrm{ln}2/2`$, i.e. when the CLT holds. On the other hand, the mean of the integral diverges if $`x\mathrm{}`$; note that at minus infinity the points of the Poisson point process accumulate, and there is no finite support argument as before that would assure the existence if $`x`$ is taken to $`\mathrm{}`$. The following lemma provides the first step in the proof of part (ii) of Theorem 1.4 and of Theorem 1.5:
Lemma 3.2: Let $`๐ฒ_N(x),\alpha `$ be defined above, and let $`๐ซ`$ be the Poisson point process with intensity measure $`e^zdz`$. Then
$$e^{\frac{N}{2}(\sqrt{2\mathrm{ln}2}\beta )^2+\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}๐ฒ_N(x)\stackrel{๐}{}\underset{x}{\overset{\mathrm{}}{}}e^{\alpha z}๐ซ(dz).$$
$`(3.17)`$
Remark: Note that the mean of the right hand side is finite if and only of $`\beta <\sqrt{2\mathrm{ln}2}`$. Thus only in that case does this lemma also allow to deal with the centered variable appearing in $`\mathrm{}`$R.14.
We now need to turn to the remaining term,
$$\frac{Z_{\beta ,N}^x๐ผZ_{\beta ,N}^x}{๐ผZ_{\beta ,N}}=\frac{๐ฑ_N(x)}{๐ผZ_{\beta ,N}},$$
$`(3.18)`$
where
$$๐ฑ_N(x)Z_{\beta ,N}^x๐ผZ_{\beta ,N}^x.$$
$`(3.19)`$
One might first hope that this term upon proper scaling would converge to a Gaussian; however, one can easily check that this is not the case (the Lindeberg condition will not be verified). However, it will not be hard to compute all moments of this term:
Lemma 3.3: Let $`๐ฑ_N(x)`$ be defined by $`\mathrm{}`$R.20. Then for $`\alpha >1/2`$ and any integer $`k2`$
$$\begin{array}{cc}\hfill \underset{N+\mathrm{}}{lim}\frac{๐ผ[๐ฑ_N(x)]^k}{\left[2^Ne^{N\beta \sqrt{2\mathrm{ln}2}\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}\right]^k}& =\underset{i=1}{\overset{k}{}}\frac{1}{i!}\underset{\genfrac{}{}{0pt}{}{\mathrm{}_12,\mathrm{},\mathrm{}_i2}{_j\mathrm{}_j=k}}{}\frac{k!}{\mathrm{}_1!\mathrm{}\mathrm{}_i!}\frac{e^{(k\alpha i)x}}{(\mathrm{}_1\alpha 1)\mathrm{}(\mathrm{}_i\alpha 1)}.\hfill \end{array}$$
$`(3.20)`$
For $`\alpha =1/2`$, we have for $`k`$ even
$$\begin{array}{cc}\hfill \underset{N+\mathrm{}}{lim}\frac{๐ผ[๐ฑ_N(x)]^k}{\left[2^Ne^{N\beta \sqrt{2\mathrm{ln}2}}\right]^k}& =\frac{k!}{(k/2)!\mathrm{\hspace{0.17em}2}^k}=\frac{(k1)!!}{2^{k/2}}\hfill \end{array}$$
$`(3.21)`$
and for $`k`$ odd
$$\underset{N+\mathrm{}}{lim}\frac{๐ผ[๐ฑ_N(x)]^k}{\left[2^Ne^{N\beta \sqrt{2\mathrm{ln}2}}\right]^k}=0$$
$`(3.22)`$
(which are the moments of the normal distribution with variance $`1/2`$).
Proof. This is a pure computation. Set $`T_N(\sigma )e^{\beta \sqrt{N}X_\sigma }1\mathrm{I}_{\{X_\sigma u_N(x)\}}`$. Note that for $`\beta <\sqrt{2\mathrm{ln}2}`$
$$๐ผT_N(\sigma )=\underset{\mathrm{}}{\overset{u_N(x)}{}}\frac{dz}{\sqrt{2}\pi }e^{\frac{z^2}{2}+\beta \sqrt{N}z}=e^{N\beta ^2/2}\left(1\underset{u_N(x)\beta \sqrt{N}}{\overset{\mathrm{}}{}}\frac{dz}{\sqrt{2}\pi }e^{\frac{z^2}{2}}\right)e^{\beta ^2N/2}.$$
$`(3.23)`$
while for $`\beta >\sqrt{2\mathrm{ln}2}`$ and all $`k1`$, and for $`\beta >\sqrt{\mathrm{ln}2/2}`$ and for $`k2`$,
$$\begin{array}{cc}& ๐ผ[T_N(\sigma )]^k=\underset{\mathrm{}}{\overset{u_N(x)}{}}\frac{dz}{\sqrt{2}\pi }e^{\frac{z^2}{2}+k\beta \sqrt{N}z}=e^{Nk^2\beta ^2/2}\underset{\mathrm{}}{\overset{u_N(x)k\beta \sqrt{N}}{}}\frac{dz}{\sqrt{2}\pi }e^{\frac{z^2}{2}}\hfill \\ & e^{Nk^2\beta ^2/2}\frac{e^{(u_N(x)k\beta \sqrt{N})^2/2}}{\sqrt{2\pi }(k\beta \sqrt{N}u_N(x))}\frac{2^Ne^x}{k\alpha 1}e^{k[\beta \sqrt{2\mathrm{ln}2}N+\alpha x\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]]}.\hfill \end{array}$$
$`(3.24)`$
Formula $`\mathrm{}`$R.23 is also valid for $`\beta =\sqrt{2\mathrm{ln}2}`$ with $`k>1`$ and for $`\beta =\sqrt{\mathrm{ln}2/2}`$ with $`k>2`$. It is easy to see from the computations above that for $`\beta =\sqrt{2\mathrm{ln}2}`$ with $`k=1`$ and also for $`\beta =\sqrt{\mathrm{ln}2/2}`$ with $`k=2`$ we have
$$๐ผ[T_N(\sigma )]^k\frac{e^{k^2\beta ^2N/2}}{2}=\frac{2^Ne^x}{2}e^{k[\beta \sqrt{2\mathrm{ln}2}N+\alpha x]}.$$
$`(3.25)`$
We set $`\stackrel{~}{T}_N(\sigma )2^NT_N(\sigma )`$; by $`\mathrm{}`$R.23 we get for $`\beta >\sqrt{\mathrm{ln}2/2}`$ with $`k2`$ and also for $`\beta >\sqrt{2\mathrm{ln}2}`$ with $`k1`$
$$๐ผ[\stackrel{~}{T}_N(\sigma )]^k=\frac{2^Ne^x}{k\alpha 1}e^{k[\beta \sqrt{2\mathrm{ln}2}N\mathrm{ln}2+\alpha x\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]]}.$$
$`(3.26)`$
This formula is also true for $`\beta =\sqrt{\mathrm{ln}2/2}`$, $`k>2`$ and $`\beta =\sqrt{2\mathrm{ln}2}`$, $`k>1`$. For $`\beta =\sqrt{2\mathrm{ln}2}`$ and $`k=1`$ and also for $`\beta =\sqrt{\mathrm{ln}2/2}`$ and $`k=2`$ by $`\mathrm{}`$R.23bis
$$๐ผ[\stackrel{~}{T}_N(\sigma )]^k=\frac{2^Ne^x}{2}e^{k[\beta \sqrt{2\mathrm{ln}2}N\mathrm{ln}2+\alpha x]}.$$
$`(3.27)`$
Now
$$\begin{array}{cc}\hfill ๐ผ\left[๐ฑ_N(x)\right]^k& =๐ผ\left(\underset{\sigma ๐ฎ_N}{}[\stackrel{~}{T}_N(\sigma )๐ผ\stackrel{~}{T}_N(\sigma )]\right)^k=\underset{\sigma _1,\mathrm{},\sigma _k๐ฎ_N}{}๐ผ\underset{i=1}{\overset{k}{}}\left[\stackrel{~}{T}_N(\sigma _i)๐ผ\stackrel{~}{T}_N(\sigma _i)\right]\hfill \\ & =\underset{i=1}{\overset{k}{}}\underset{\genfrac{}{}{0pt}{}{\mathrm{}_1,\mathrm{},\mathrm{}_i2}{_j\mathrm{}_j=k}}{}\frac{k!}{\mathrm{}_1!\mathrm{}\mathrm{}_i!}\left(\genfrac{}{}{0pt}{}{2^N}{i}\right)๐ผ[\stackrel{~}{T}_N(\sigma )๐ผ\stackrel{~}{T}_N(\sigma )]^\mathrm{}_1\mathrm{}๐ผ[\stackrel{~}{T}_N(\sigma )๐ผ\stackrel{~}{T}_N(\sigma )]^\mathrm{}_i.\hfill \end{array}$$
$`(3.28)`$
Note finally that for $`l2`$ and $`\beta \sqrt{\mathrm{ln}2/2}`$
$$\begin{array}{cc}\hfill ๐ผ\left[\stackrel{~}{T}_N(\sigma )๐ผ\stackrel{~}{T}_N(\sigma )\right]^{\mathrm{}}& =\underset{j=1}{\overset{\mathrm{}}{}}(1)^j\left(\genfrac{}{}{0pt}{}{\mathrm{}}{j}\right)๐ผ\stackrel{~}{T}_N(\sigma )^\mathrm{}j[๐ผ\stackrel{~}{T}_N(\sigma )]^j๐ผ\stackrel{~}{T}_N(\sigma )^{\mathrm{}}.\hfill \end{array}$$
$`(3.29)`$
In fact, if $`\sqrt{\mathrm{ln}2/2}\beta <\sqrt{2\mathrm{ln}2}`$, $`l2`$, $`j1`$, $`jl1,l`$, then by $`\mathrm{}`$R.22 and $`\mathrm{}`$R.24, $`\mathrm{}`$R.24bis
$$\frac{๐ผ[T_N^{lj}(\sigma )][๐ผT_N(\sigma )]^j}{๐ผ[T_N^l(\sigma )]}==e^{Nj(\beta ^2/2\beta \sqrt{2\mathrm{ln}2})})O(N^{\alpha j/2})$$
$`(3.30)`$
For $`l2`$, $`j=l1,l`$
$$\begin{array}{cc}& \frac{๐ผ[T_N^{lj}(\sigma )][๐ผT_N(\sigma )]^j}{๐ผ[T_N^l(\sigma )]}e^{Nl(\beta ^2/2\beta \sqrt{2\mathrm{ln}2})+N\mathrm{ln}2}O\left(N^{\alpha l/2}\right)e^{N\mathrm{ln}2/2})N^\alpha \hfill \end{array}$$
$`(3.31)`$
For $`\beta \sqrt{2\mathrm{ln}2}`$, $`l2`$ and $`j1`$ by $`\mathrm{}`$R.24 and $`\mathrm{}`$R.24bis
$$\frac{๐ผ[T_N^{lj}(\sigma )][๐ผT_N(\sigma )]^j}{๐ผ[T_N^l(\sigma )]}=O(2^{Nj}).$$
$`(3.32)`$
Thus for $`l2`$ and $`\beta >\sqrt{\mathrm{ln}2/2}`$ and also for $`l3`$ and $`\beta =\sqrt{\mathrm{ln}2/2}`$
$$๐ผ\left[\stackrel{~}{T}_N(\sigma )๐ผ\stackrel{~}{T}_N(\sigma )\right]^{\mathrm{}}=\frac{2^Ne^x}{k\alpha 1}\left[2^Ne^{N\beta \sqrt{2\mathrm{ln}2}}e^{\alpha x}e^{\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}\right]^{\mathrm{}}.$$
$`(3.33)`$
Inserting this result into $`\mathrm{}`$R.25 gives the assertion of the lemma $`\mathrm{}`$R.21.
For $`\beta =\sqrt{\mathrm{ln}2/2}`$ and $`l=2`$ by $`\mathrm{}`$R.24bis we have
$$๐ผ\left[\stackrel{~}{T}_N(\sigma )๐ผ\stackrel{~}{T}_N(\sigma )\right]^2=\frac{2^Ne^x}{2}\left[2^Ne^{N\beta \sqrt{2\mathrm{ln}2}}e^{\alpha x}\right]^2.$$
$`(3.34)`$
Inserting this formula into $`\mathrm{}`$R.25 we see, that the term with $`l_1,\mathrm{},l_i=2`$, $`i=k/2`$ brings the main contribution to the sum, and all others are of smaller order, because of the polynomial terms $`e^{l\frac{\alpha }{2}\mathrm{ln}(N\mathrm{ln}2)}`$ in $`\mathrm{}`$R.27. This implies $`\mathrm{}`$R.21bis and $`\mathrm{}`$R.21bisโ and the lemma is proved. $`\mathrm{}`$
Remark: One sees that if we let $`x\mathrm{}`$, and rescale properly, the corresponding moments converge to that of a centered Gaussian r.v. This could alternatively be seen by checking that the Lindeberg condition holds for the truncated variables provided $`x2\mathrm{ln}\mathrm{ln}2^N`$.
A standard consequence of Lemma $`\mathrm{}`$REM.3 is the weak convergence of the normalized version of $`๐ฑ_N(x)`$:
Corollary 3.4: For $`\sqrt{\mathrm{ln}2/2}<\beta `$,
$$e^{\frac{N}{2}(\sqrt{2\mathrm{ln}2}\beta )^2+\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}\frac{๐ฑ_N(x)}{๐ผZ_{\beta ,N}}\stackrel{๐}{}๐ฑ(x,\alpha ),$$
$`(3.35)`$
where $`๐ฑ(x,\alpha )`$ is the random variable with mean zero and $`k`$th moments given by the right hand side of $`\mathrm{}`$R.21. For $`\beta =\sqrt{\mathrm{ln}2/2}`$
$$\sqrt{2}e^{\frac{N}{2}(\sqrt{2\mathrm{ln}2}\beta )^2}\frac{๐ฑ_N(x)}{๐ผZ_{\beta ,N}}\stackrel{๐}{}๐ฉ(0,1).$$
$`(3.36)`$
The next proposition will imply (ii) of Theorem 1.4.
Proposition 3.5:Let $`\sqrt{\mathrm{ln}2/2}<\beta <\sqrt{2\mathrm{ln}2}`$. Then for $`x`$ chosen arbitrarily,
$$e^{\frac{N}{2}(\sqrt{2\mathrm{ln}2}\beta )^2+\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}\mathrm{ln}\frac{Z_{\beta ,N}}{๐ผZ_{\beta ,N}}\stackrel{๐}{}๐ฑ(x,\alpha )+\underset{x}{\overset{\mathrm{}}{}}e^{\alpha z}๐ซ(dz)\underset{x}{\overset{\mathrm{}}{}}e^{\alpha z}e^z๐z,$$
$`(3.37)`$
where $`๐ฑ(x,\alpha )`$ and $`๐ซ`$ are independent random variables.
Proof. $`\mathrm{}`$R.29 would be immediate from Lemma $`\mathrm{}`$REM.2 and Corollary $`\mathrm{}`$REM.4, if $`๐ฒ_N(x)`$ and $`๐ฑ_N(x)`$ were independent. However, while this is not true, they are not far from independent. To see this, note that if we condition on the number of variables $`X_\sigma `$, $`n_N(x)`$, that exceed $`u_N(x)`$, the decomposition in $`\mathrm{}`$R.14 is independent. On the other hand, one readily verifies that Corollary $`\mathrm{}`$REM.4 also holds under the conditional law $`[|n_N(x)=n]`$, for any finite $`n`$, with the same right hand side $`๐ฑ(x,\alpha )`$. But this implies that the limit can be written as the sum of two independent random variables, as desired. $`\mathrm{}`$
Since for $`\beta ^2>\mathrm{ln}2/2`$, $`\alpha >1/2`$, one sees that $`๐ผ๐ฑ(x,\alpha )^2=e^{x(2\alpha 1)}/(2\alpha 1)`$ tends to zero as $`x\mathrm{}`$. Therefore we see that
$$๐ฑ(x,\alpha )=_๐\underset{y+\mathrm{}}{lim}\underset{y}{\overset{x}{}}e^{\alpha z}๐ซ(dz)\underset{y}{\overset{x}{}}e^{\alpha z}e^z๐z$$
$`(3.38)`$
which means that we can give sense to the Poisson integral $`_{\mathrm{}}^{\mathrm{}}e^{\alpha z}(๐ซ(dz)e^zdz)`$ We see that Propositions $`\mathrm{}`$REM.1 and $`\mathrm{}`$REM.5 imply Theorem 1.4. $`\mathrm{}`$$`\mathrm{}`$
Remark: The appearance of the intermediate region with non-Gaussian fluctuations may appear surprising in view of the fact that in the $`p`$-spin models, we could prove the CLT up to a much higher value of $`\beta `$, in fact up to almost the critical value. The reason, however, lies in the fact that in the $`p`$-spin model the Gaussian part of the fluctuation is always on a polynomial scale in $`N`$, while the truncation error ($`(Z_{\beta ,N}Z_{\beta ,N}^T)/๐ผZ_{\beta ,N}`$) is exponentially small even when we truncate at $`\beta (1+ฯต)\sqrt{N}`$, way below where we truncate in the REM. This means that the CLT contribution will always dominate the extremal fluctuations. In the REM everything is exponentially small, and while a sufficiently truncated partition function gives a Gaussian contribution, this is dominated by the larger extremal fluctuations in the intermediate regime. In other words, the extra correlations in the $`p`$-spin models strengthen the Gaussian fluctuations more than the extremal ones which sounds intuitive.
We now turn to the
Proof of Theorem 1.5. We will see that the computions above almost suffice to conclude the low temperature case as well. With the notations from above, we write
$$Z_{\beta ,N}=Z_{\beta ,N}^x+(Z_{\beta ,N}Z_{\beta ,N}^x)$$
$`(3.39)`$
Clearly for $`\beta \sqrt{2\mathrm{ln}2}`$
$$Z_{\beta ,N}Z_{\beta ,N}^x=e^{N\left[\beta \sqrt{2\mathrm{ln}2}\mathrm{ln}2\right]\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}\underset{\sigma ๐ฎ_N}{}1\mathrm{I}_{\{u_N^1(\sigma )>x\}}e^{\alpha u_N^1(X_\sigma )}$$
$`(3.40)`$
so that for any $`x`$,
$$(Z_{\beta ,N}Z_{\beta ,N}^x)e^{N\left[\beta \sqrt{2\mathrm{ln}2}\mathrm{ln}2\right]+\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}\stackrel{๐}{}\underset{x}{\overset{\mathrm{}}{}}e^{\alpha z}๐ซ(dz).$$
$`(3.41)`$
Now write
$$Z_{\beta ,N}^x=๐ผZ_{\beta ,N}^x\left(1+\frac{Z_{\beta ,N}^x๐ผZ_{\beta ,N}^x}{๐ผZ_{\beta ,N}^x}\right).$$
$`(3.42)`$
Let us first treat the case $`\beta >\sqrt{2\mathrm{ln}2}`$. By $`\mathrm{}`$R.23 we have
$$๐ผZ_{\beta ,N}^x\frac{2^Ne^x}{\alpha 1}e^{\beta \sqrt{2\mathrm{ln}2}N+\alpha x\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}.$$
$`(3.43)`$
Thus
$$e^{N\left[\beta \sqrt{2\mathrm{ln}2}\mathrm{ln}2\right]+\frac{\alpha }{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}Z_{\beta ,N}^x=\frac{e^{x(\alpha 1)}}{\alpha 1}\left(1+\frac{Z_{\beta ,N}^x๐ผZ_{\beta ,N}^x}{๐ผZ_{\beta ,N}^x}\right)(1+o(1)).$$
$`(3.44)`$
Using Lemma $`\mathrm{}`$REM.3 we see that now $`\frac{Z_{\beta ,N}^x๐ผZ_{\beta ,N}^x}{๐ผZ_{\beta ,N}^x}\frac{e^{x(\alpha 1)}}{\alpha 1}`$ converges in distribution to a random variable with moments given by the right hand side of $`\mathrm{}`$R.21. Moreover, as $`x\mathrm{}`$, this variable converges to zero in probability. Since the same is true for the prefactor, the assertion of the theorem is now immediate.
Let us consider now the case $`\beta =\sqrt{2\mathrm{ln}2}`$. Proceeding as in $`\mathrm{}`$R.23,
$$๐ผZ_{\beta ,N}^0=\frac{2^N}{\sqrt{2\pi }}\underset{\mathrm{}}{\overset{u_N(0)\sqrt{2N\mathrm{ln}2}}{}}e^{z^2/2}๐z=2^N\left(\frac{1}{2}\frac{\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi }{4\sqrt{N\pi \mathrm{ln}2}}+O\left(\frac{(\mathrm{ln}N)^2}{N}\right)\right).$$
$`(3.45)`$
We use the decomposition
$$Z_{\beta ,N}=Z_{\beta ,N}Z_{\beta ,N}^0+๐ผZ_{\beta ,N}^0+(Z_{\beta ,N}^0๐ผZ_{\beta ,N}^0).$$
$`(3.46)`$
By $`\mathrm{}`$R.41, $`๐ผZ_{\beta ,N}^0/๐ผZ_{\beta ,N}1/2`$. By $`\mathrm{}`$R.16, we see easily that
$$\frac{Z_{\beta ,N}Z_{\beta ,N}^0}{๐ผZ_{\beta ,N}}=๐ฒ_N(x)0\text{a.s.}$$
$`(3.47)`$
even though $`๐ผ๐ฒ_N(0)=1/2`$! Thus the more precise statement consists in saying that
$$e^{\frac{1}{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}๐ฒ_N(0)\stackrel{๐}{}\underset{0}{\overset{\mathrm{}}{}}e^z๐ซ(dz).$$
$`(3.48)`$
Note that of course the limiting varaible has infinite mean, but is a.s. finite. Finally, by Corollary $`\mathrm{}`$REM.4,
$$e^{\frac{1}{2}[\mathrm{ln}(N\mathrm{ln}2)+\mathrm{ln}4\pi ]}\frac{Z_{\beta ,N}^0๐ผZ_{\beta ,N}^0}{๐ผZ_{\beta ,N}}\stackrel{๐}{}๐ฑ(0,1)$$
$`(3.49)`$
The same arguments as those given after Proposition $`\mathrm{}`$REM.5 allow us to identify $`๐ฑ(0,1)`$ with the Centered Poisson integral $`_{\mathrm{}}^0e^z\left(๐ซ(dz)e^zdz\right).`$ This implies $`\mathrm{}`$1.25. $`\mathrm{}`$1.25a is an immediate corollary. This concludes the proof of Theorem 1.5.$`\mathrm{}`$$`\mathrm{}`$
Appendix 1. Some remarks on the case $`p`$ odd
Conjecture 4.1:Let $`p=2k+1`$, $`k1`$. There exists $`\beta _p>0`$ such that for all $`\beta <\beta _p`$
$$N^{(p2)/2}\mathrm{ln}\frac{Z_{\beta ,N}}{๐ผZ_{\beta ,N}}M_{\mathrm{}}(\sqrt{\beta })$$
$`(4.1)`$
in distribution as $`N+\mathrm{}`$, where $`M_{\mathrm{}}(t)`$ is a centred Gaussian process with independent increments and
$$๐ผ(M_{\mathrm{}}(t)M_{\mathrm{}}(s))^2=\frac{(t^2s^2)[(2p1)!!]}{2},$$
Moreover $`\beta _p\sqrt{2\mathrm{ln}2},`$ as $`p+\mathrm{}`$.
Discussion. Let us try to adapt the martingale method in this case. This leads to
$$\begin{array}{cc}\hfill V_N(t)=& ๐ผ_{\sigma ,\sigma ^{}}\left(N\left(R_N(\sigma ,\sigma ^{})\right)^pN^{2p}t๐ผ\xi ^{2p}\right)e^{H_N(t,\sigma )+H_N(t,\sigma ^{})Nt}.\hfill \end{array}$$
Then
$$N^{p2}๐ผV_N(t)=\underset{m=0,\pm 1/N,\mathrm{},\pm 1}{}\left(N^{p1}m^pt๐ผ\xi ^{2p}\right)e^{tNm^p}(\sigma \sigma ^{}=mN).$$
$`(4.2)`$
It is easy to show that $`N^{p2}๐ผV_N(t)0`$ as $`N+\mathrm{}`$ for all $`t`$ such that $`t<inf_{0<m<1}\varphi (m)m^p.`$ As in the proof for $`p`$ even, we can concentrate only on configurations of spins with correlations $`m`$ close to zero, since others bring an exponentially small contribution. Note that $`(\sigma \sigma ^{}=mN)=(\sigma \sigma ^{}=mN)`$ and consequently $`I(m)=I(m)=m^2/2(1+o(1))`$, $`m0`$. Summing up the terms in $`\mathrm{}`$d1 with correlations $`m`$ and $`m`$, we get
$$\begin{array}{cc}\hfill N^{p2}๐ผV_N(t)=& \frac{2}{\sqrt{2\pi N}}\underset{\genfrac{}{}{0pt}{}{m0,}{|m|<N^{1/3\delta }}}{}N^{p1}m^p(e^{tNm^p}e^{tNm^p})e^{NI(m)}2t๐ผ\xi ^{2p}+o(1)\hfill \\ \hfill =& \frac{4}{\sqrt{2N\pi }}\underset{\genfrac{}{}{0pt}{}{m0,}{|m|<N^{1/3\delta }}}{}N^{p1}m^p\left(tNm^p\right)(1+o(1))e^{NI(m)}2t๐ผ\xi ^{2p}+o(1)\hfill \\ \hfill =& \frac{4t}{\sqrt{2\pi }}\underset{0}{\overset{\mathrm{}}{}}s^{2p}e^{s^2/2}๐s2t๐ผ\xi ^{2p}+o(1)0,N+\mathrm{}.\hfill \end{array}$$
Moreover, as for $`p`$ even, it is also not difficult to show that the truncated value $`N^{(p2)}๐ผ\stackrel{~}{V}_N(t,ฯต)`$ tends to zero for all $`t`$ up to Talagrandโs bound $`\mathrm{}`$c6.
Let us now try to perform a rigorous proof of Conjecture $`\mathrm{}`$cj. Proceeding along the lines of the proof for $`p`$ even, we come to the problem of convergence $`N^{p2}๐ผ|V_N(t)|0.`$ To get rid of the absolute value of $`V_N(t)`$, let us first apply the Cauchy-Schwartz inequality in the same way as it was in the proof of Proposition $`\mathrm{}`$vwt. We obtain
$$\begin{array}{cc}\hfill \left[N^{(p2)}๐ผ|V_N(t)|\right]^2& \underset{m_1,m_2,m_3}{}(N^{p1}m_1^pt๐ผ\xi ^p)(N^{p1}m_2^pt๐ผ\xi ^p)e^{Nt(m_1^p+m_2^p+m_3^p)}\hfill \\ & \times (\sigma \sigma ^{}=m_1N,\sigma \sigma ^{\prime \prime }=m_2N,\sigma ^{}\sigma ^{\prime \prime }=m_3N).\hfill \end{array}$$
$`(4.3)`$
Surprisingly, the right-hand side of $`\mathrm{}`$ssm does not converge to zero. The problem arises from the fact that
$$I(m_1,m_2,m_3)=I(m_1,m_2,m_3)=I(m_1,m_2,m_3)=I(m_1,m_2,m_3),$$
but
$$I(m_1,m_2,m_3)I(m_1,m_2,m_3).$$
In fact, opening the brackets in $`(N^{p1}m_1^pt๐ผ\xi ^{2p})(N^{p1}m_2^pt๐ผ\xi ^{2p})`$ one can split the right-hand side of $`\mathrm{}`$ssm into four terms. Let us elaborate the first one summing up together the terms with correlations, having the same absolute values $`|m_1|,|m_2|,|m_3|`$ and the same probability:
$$\begin{array}{cc}& (2\pi N)^{3/2}\underset{m_1>0,m_2>0,m_3>0}{}N^{(2p2)}m_1^pm_2^pe^{NI(m_1,m_2,m_3)}\hfill \\ & \left[e^{tN(m_1^p+m_2^p+m_3^p)}+e^{tN(m_1^pm_2^p+m_3^p)}e^{tN(m_1^p+m_2^pm_3^p)}e^{tN(m_1^pm_2^pm_3^p)}\right]\hfill \\ & +(2\pi N)^{3/2}\underset{m_1>0,m_2>0,m_3>0}{}N^{(2p2)}m_1^pm_2^pe^{NI(m_1,m_2,m_3)}\hfill \\ & \left[e^{tN(m_1^p+m_2^pm_3^p)}+e^{tN(m_1^pm_2^pm_3^p)}e^{tN(m_1^p+m_2^p+m_3^p)}e^{tN(m_1^pm_2^p+m_3^p)}\right]\hfill \\ \hfill =& 4(2\pi N)^{3/2}t\underset{m_1>0,m_2>0,m_3>0}{}N^{2p1}m_1^pm_2^pm_3^p(1+o(1))e^{N(m_1^2+m_2^2+m_3^2)/2}\hfill \\ & [e^{NI(m_1,m_2,m_3)+N(m_1^2+m_2^2+m_3^2)/2}e^{NI(m_1,m_2,m_3)+N(m_1^2+m_2^2+m_3^2)/2}]\hfill \\ & +t^2(๐ผ\xi ^{2p})^2+o(1).\hfill \end{array}$$
This term is of order $`N^{(p3)/2}t(๐ผ\xi ^{p+1})^3(1+o(1))+t^2๐ผ\xi ^{2p}`$, since in the expansion of
$$[e^{NI(m_1,m_2,m_3)+N(m_1^2+m_2^2+m_3^2)/2}e^{NI(m_1,m_2,m_3)+N(m_1^2+m_2^2+m_3^2)/2}],$$
the main term is of order $`Nm_1m_2m_3`$. The sum of all other three terms in $`\mathrm{}`$ssm tends to $`t^2(๐ผ\xi ^{2p})^2.`$ Thus the right-hand side of $`\mathrm{}`$ssm is of order $`N^{(p3)/2}t(๐ผ\xi ^{p+1})^3`$ and it does not converge to zero for $`N+\mathrm{}`$. Therefore the proof for $`p`$ even is not suitable at this point for $`p`$ odd.
A possible solution for this problem is to apply the Cauchy-Schwartz inequality in a different way passing to the fourth moment of $`Z_N(t)`$:
$$\begin{array}{cc}& [N^{(p2)}๐ผ|V_N(t)|]^2๐ผ๐ผ_{\sigma ,\sigma ^{},\sigma ^{\prime \prime },\sigma ^{\prime \prime \prime }}(N^{p1}\left(R_N(\sigma ,\sigma ^{})\right)t๐ผ\xi ^{2p})\left(\frac{\sigma ^{\prime \prime }\sigma ^{\prime \prime \prime }}{N}\right)t๐ผ\xi ^{2p})\hfill \\ & \times e^{H_N(t,\sigma )+H_N(t,\sigma ^{})+H_N(t,\sigma ^{\prime \prime })+H_N(t,\sigma ^{\prime \prime \prime })2Nt}.\hfill \end{array}$$
It can be proved that the right-hand side of this last inequality tends to zero for all $`t`$ up to some bound. But technical details are very tedious. We will only say that six parameters $`m_1,\mathrm{},m_6`$ have to be considered. The group of $`64`$ correlations with fixed absolute values $`|m_1|,\mathrm{},|m_6|`$ splits into eight groups of correlations having the same probabilities.
Furthermore, it will be technically even much harder to extend the bound of $`t`$ by the truncation of the Hamiltonian. We will have to take into account five different cases and their permutations where some of correlations are large and some are small. Each of these cases will require very tough computations.
Appendix 2. Two useful theorems
Proposition 5.1:Let $`\xi `$ be a Gaussian random variable with $`๐ผ\xi =0`$, $`๐ผ\xi ^2=1`$. Then for all $`a,b>0`$
$$๐ผ[\mathrm{exp}\{a\xi \}1\mathrm{I}_{\{\xi >b\}}]\frac{1}{\sqrt{2\pi (ba)}}\mathrm{exp}\{b^2/2+ab\},\text{if }b>a,$$
$`(5.1)`$
$$๐ผ[\mathrm{exp}\{a\xi \}1\mathrm{I}_{\{\xi <b\}}]\frac{1}{\sqrt{2\pi (ab)}}\mathrm{exp}\{b^2/2+ab\},\text{if }b<a.$$
$`(5.2)`$
Theorem 5.2: Assume that $`f(x_1,\mathrm{},x_d)`$ is a function on $`๐^d`$ with a Lipschitz constant $`L`$. Let $`J_1,\mathrm{},J_d`$ be independent standard Gaussian random variables. Then for any $`u>0`$
$$\{|f(J_1,\mathrm{},J_d)๐ผf(J_1,\mathrm{},J_d)|>u\}\mathrm{exp}\{u^2/(2L^2)\}.$$
$`(5.3)`$
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# The Onset of Methane in L Dwarfs
## 1 Introduction
The growing population of ultracool stars and substellar objects has been divided observationally into two new spectral classifications (Kirkpatrick et al. 1999): T dwarfs (sometimes called methane dwarfs) which have methane absorption in the near infrared (1-2.5 $`\mu `$m) (e.g., Oppenheimer et al. 1995; Geballe et al. 1996; Strauss et al. 1999, Burgasser et al. 1999, Tsvetanov et al. 2000) and the warmer L dwarfs with no detectable near-IR methane (e.g., Kirkpatrick et al. 1999, Martin et al. 1999). In the transition from L to T the abundance of carbon monoxide decreases as methane becomes more stable against collisional dissociation, the overwhelming abundance of hydrogen drives chemical equilibrium toward higher abundances of methane, and the vibration-rotation bands of CH<sub>4</sub>, along with those of H<sub>2</sub>O, dominate the infrared spectrum of the object. However, the details of the transition, and in particular its rapidity as the effective temperature decreases have been unclear.
Until recently no objects bridging the distinct CO/CH<sub>4</sub> spectral separation of the L and T dwarfs had been found. An estimate by Kirpatrick et al. (2000) of the effective temperature of the L8 dwarf Gl 584C (2MASSW J1523226+301456), based on an assumed bolometric correction and comparison to Gl 229B, gave $`T_{eff}`$ 1300 K, which led those authors to speculate that the gap in temperature between L dwarfs and known T dwarfs โmust be much smaller than 350 K and possibly smaller than 100 Kโ. The sudden appearance of strong near-infrared methane over such a small decrement in temperature would imply special atmospheric conditions such as clouds suddenly forming or clearing and would explain the lack of transitional objects. However, we note that Basri et al. (2000) find significantly higher temperatures, $`T_{eff}`$ 1700 K, for the coolest L dwarfs. This discrepancy demonstrates that the transition from L to T dwarfs remains the least well constrained portion of the brown dwarf sequence.
The recent detection of three dwarfs with weak but detectable methane bands in the 1.0-2.5 $`\mu `$m region (Leggett et al. 2000) now has begun to populate the gap between L dwarfs and the previously known methane-rich T dwarfs, and suggests that observational selection effects and/or small number statistics may instead be the explanation of the missing transition objects. Leggett et al. and Kirkpatrick et al. (1999) both propose that the T spectral sequence begin with the appearance of CH<sub>4</sub> at 1.0-2.5 $`\mu `$m. Regardless of the details of classification, the onset of methane absorption at any wavelength and the range of temperatures and spectral subclasses over which CH<sub>4</sub> increases in abundance and becomes dominant over CO are important diagnostics for the physical characterization of these objects.
In order to search for the earliest appearance of methane in the spectrum of cool dwarfs, we have conducted observations of L dwarfs near 3.3 $`\mu `$m where the strong $`\nu _3`$ band of CH<sub>4</sub> should first appear. This band has not been seen previously in any L dwarf. It is very deep and broad in the T dwarf Gl 229B (Oppenheimer et al. 1998) and should be strong in the transition objects observed by Leggett et al. (2000) and other T dwarfs, but should disappear somewhere within the L spectral sequence. Our observations are part of an ongoing program to obtain spectra of L and late-M dwarfs using the United Kingdom Infrared Telescopeโs (UKIRT) Cooled Grating Spectrometer 4 (CGS4, Mountain et al. 1990). In this Letter we report the detection of weak absorption from the $`\nu _3`$ band of CH<sub>4</sub> in two L dwarfs, 2MASSW J1507476-162738 and 2MASSI J0825196+211552.
## 2 Observations and Analysis
On UT 2000 May 22 and 23 we used UKIRT and CGS4 with its 40 l/mm grating, 2-pixel (1.2 arcsec) wide slit, and 300 mm focal length camera to obtain 3.15-3.78 $`\mu `$m spectra of several L dwarfs. Pertinent details of the observations are given in Table 1. The above instrumental configuration yields a resolving power of $`R600`$. The array was read out once, at the end of each exposure (which was typically 0.5-1.5 seconds duration, depending on the target brightness), and then reset; multiple exposures were combined in a preprocesser to obtain a single spectral frame. After the first integration the array was translated in the dispersion direction by one pixel and the multiple exposures repeated; this ensured that all wavelengths were observed by at least one good pixel. Following the two integrations the telescope was nodded along the slit by 7.2 arcsec and the observing procedure repeated, in order to facilitate sky subtraction while maximizing the time on our source.
An average of pairs of differenced, nodded spectral images was produced by the CGS4 on-line data reduction program. The individual images making up this average spectral image were flatfielded and bad pixels masked off by the on-line program. Spectra were reduced further off-line using the FIGARO software package and following standard steps for CGS4 data. These steps include extraction of source spectra from designated array rows, wavelength calibration using argon lamp lines, and removal of telluric lines and flux calibration using similarly prepared spectra of standard stars.
The fully reduced spectra of three L dwarfs, 2MASSW 1506544+132106, and 2MASSW J1507476-162738, and 2MASSI J0825196+211552, (hereafter 2M1506, 2M1507, and 2M0825) are shown in Figure 1. Based on the strength of features in the 0.8-1.0 $`\mu `$m portion of the spectrum, they have been classified L3 (2M1506), L5 (2M1507), and L7.5 (2M0825) by Kirkpatrick et al. (2000). The spectrum of 2M0825 has been rebinned by a factor of four to reduce the noise at the expense of lower resolution. Each spectrum has been normalized to its median flux and offset to allow for comparison of the relative strengths of absorption features.
No sign of a spectral absorption near 3.3 $`\mu `$m is seen in 2M1506, but a weak feature of width $``$0.03 $`\mu `$m is present in 2M1507, and a stronger, although noisier, feature is present in 2M0825. Both the positions and shapes of the spectral features match that expected for the Q branch of the $`\nu _3`$ band of CH<sub>4</sub>. The wavelength of the observed feature extends longward from the strong telluric Q branch absorption which occurs near 3.316 $`\mu `$m. The low lying rotational levels of the ground state of methane are heavily populated in the earthโs atmosphere, rendering the narrow interval 3.312-3.323 $`\mu `$m virtually unobservable (see Fig. 2). In warmer objects, however, higher J levels are populated and the Q branch becomes significantly broader than the terrestrial band, extending mainly to longer wavelengths, and is detectable from the ground. The correspondence of a stronger absorption feature with a cooler spectral classification is in accord with expectations for CH<sub>4</sub>, which is chemically favored at lower temperatures (Fegley & Lodders 1996). Finally, the shape of the observed spectral feature agrees qualitatively with models of methane and water spectra at L dwarf temperatures as discussed below. Thus, we conclude that the absorption feature longward of 3.3 $`\mu `$m is the CH<sub>4</sub> $`\nu _3`$ Q branch.
In Figure 2 we compare the spectrum of 2M1507 to model atmosphere spectra, one containing only water vapor and one with water vapor and methane. The model was computed using a line-by-line radiative transfer code, an atmospheric P-T profile for an object with T<sub>eff</sub>=1800 K and g=1000 m/s<sup>2</sup>, hot-water and methane line lists (Freedman, private communication), and a linear slope as needed to match to the slope of the observed spectrum. The models have been smoothed, normalized, and offset for comparison. Given the disagreements in the overall slope, the model spectra must be regarded as qualitative only, although the identification of individual spectral features is robust. The weak features in the spectrum 2M1507 match the spectrum of water except near 3.3 $`\mu `$m where additional absorption from CH<sub>4</sub> is present.
## 3 Discussion
In the brown dwarf literature much of the discussion about the transition from CO to CH<sub>4</sub> has focussed on the temperature at which atmospheric abundances of CO and CH<sub>4</sub> in thermochemical equilibrium are equal. Authors have tended to equate this temperature with the effective temperature of the brown dwarf in making predictions of the location in the spectral sequence where methane will become detectable in the spectrum. While a useful shorthand, this approach greatly oversimplifies the question of CH<sub>4</sub> observability in brown dwarfs. First, it ignores the large differences in strengths between methane bands; the more frequently observed near-IR bands are two orders of magnitude weaker than the fundamental at 3.3 $`\mu `$m that is the focus of this work. Second, even in dwarfs with effective temperatures above the CH<sub>4</sub>-CO equilibrium temperature ($``$1400 K at P=10 bar, $``$1100 K at P=1bar), there exist overlying cooler layers where CH<sub>4</sub> is more abundant. Third, the dropoff of CH<sub>4</sub> abundance below the equilibrium point is slow so that even at relatively high temperatures the CH<sub>4</sub> abundance remains above 10<sup>-5</sup> (Fegley & Lodders 1996; Burrows & Sharp 1999).
It is important to emphasize that CH<sub>4</sub> will be observable in the spectrum of an object when there is a sufficiently large column abundance above the optically thick lower boundary of the atmosphere as determined by cloud, H<sub>2</sub> continuum, and/or line opacities. This condition can be met for a wide range of possible model atmospheres and chemical profiles. Because of the strength of the $`\nu _3`$ fundamental band, emission within the band originates very high in the atmosphere. For a solar abundance of carbon entirely in methane, the band is already optically thick by 1 mbar in a 30 Jupiter mass object. The temperatures at such pressures are always well below the effective temperature of the brown dwarf (Marley 2000). For a gray atmosphere this region of the atmosphere would be near $`0.84T_{eff}`$. Brown dwarf atmospheres, however, are far from gray and the upper atmosphere is much cooler. For the cloud-free model used to generate Figure 2, for example, the temperature at 1 mbar is closer to $`0.6T_{eff}`$ or $`1080\mathrm{K}`$. While still not within the methane stability region at this pressure (Fegley & Lodders 1996) the equilibrium methane abundance under such conditions is not negligible and is larger than that found in air at the effective temperature, $`T_{eff}`$, of the brown dwarf. Dusty atmospheres are warmer at a given pressure, but the air temperature at $`P<1\mathrm{bar}`$ is still well below the effective temperature.
Although the models presented in Fig. 2 are qualitative in the sense that no attempt is made to match the absolute flux levels or slope of the spectrum, models covering a range of effective temperatures give some insight into factors that control the appearance of CH<sub>4</sub> (Noll et al. 2000). The effective temperature has little direct influence on the appearance of the model spectrum of either water or methane in the range 1400-2000 K; the relative strengths of features change slowly over that range. Thus, the choice of an 1800 K model P-T profile in Fig. 2 is not necessarily indicative of the effective temperature of 2M1507. The appearance of the spectrum at 3 $`\mu `$m is dictated much more strongly by the methane abundance profile as a function of temperature and pressure. Our models used the thermochemical abundance of methane predicted for a cloud-free atmosphere model by the chemistry of Burrows & Sharp (1999). In the model shown we have reduced the predicted methane abundance at each level by one-third (corresponding to somewhat higher temperatures) to better match the depth of the observed band. More realistic dusty atmosphere models are indeed warmer and have less methane at a given pressure level, but such models introduce many more variables than we wish to consider here.
Considerable confusion exists in characterizing the portion of the spectral sequence corresponding to the onset of methane. For example, Basri et al. (2000) find an effective temperature of $`T_{eff}`$ = 1750 K for DENIS-P J0205-1159 from an analysis of CsI and RbI lines in its spectrum and, based on this temperature, classify it as an L5 dwarf. For DENIS-P J1228-1547 they obtain $`T_{eff}`$ = 1800 K, leading to a classification as an L4.5 dwarf. However, based on spectral morphology, Kirkpatrick et al. 1999 classify DENIS-P J0205-1159 as L7 and advocate an effective temperature closer to 1400 K. Similar discrepancies exist for other late L dwarfs as summarized by Martin et al. (1999) who offer a conversion from their classification scheme to that of Kirkpatrick et al. (1999,2000).
Despite the caveats noted above, the weakness of the methane band in the L5 (by the Kirkpatrick scheme) object 2M1507 tends to support a temperature considerably higher than 1400 K where all of our models predict a very strong $`\nu _3`$ methane band. This same statement applies to the L7.5 object 2M0825 where the weakness of the $`\nu _3`$ methane band is all the more surprising. Kirkpatrick et al. (2000) would argue for a temperature near 1400 K for this object. If the transformation offered by Martin et al. (1999) holds for this object it would be classified by them as roughly an L5.5 which in the Basri et al. (2000) scheme corresponds to an effective temperature of $``$ 1700-1750 K. If the relative classification of these two objects being separated by 2 to 2.5 classes is correct, it implies that the onset of methane in the L dwarfs is a gradual process relative to either the Kirkpatrick et al. or Martin et al. classification schemes. Whether this gradual onset is due to the spectral classes being separated by only small temperature increments or whether it is due to the fundamental chemistry of methane in these objects is unclear. Further modelling and additional spectra will help to clarify this situation.
Finally, we comment on the ongoing development of classification schemes for substellar objects. Kirkpatrick et al. (1999) proposed the adoption of two new spectral classes, L and T, to cover stars and brown dwarfs from the end of the M dwarf sequence down to objects similar to Gl 229B. The T dwarfs, or methane dwarfs as they are sometimes called, are characterized by the detectability of methane in the near-IR overtone bands in the 1.0-2.5 $`\mu `$m region. As an observational definition, this is as satisfactory as any other arbitrary definition. However, the term โmethane dwarfโ should be used cautiously and only within this narrow definition. It would be incorrect, as shown by our observations, to make the inference that the warmer L dwarfs are methane-free.
## 4 Conclusions
We have detected weak absorption due to the $`\nu _3`$ band of methane in two L dwarfs, 2M1507 and 2M0825, with spectral types L5 and L7.5 respectively (as classified by Kirkpatrick et al. 2000). These are the warmest objects in which CH<sub>4</sub> has been observed. We do not detect CH<sub>4</sub> in the spectrum of the slightly warmer object, 2M1506, classified as L3. We conclude that the onset of methane absorption occurs near spectral type L5 in the spectral sequence. Preliminary models indicate that T$`{}_{eff}{}^{}`$1800 K or higher may be required to match the observed weakness of the 3.3 $`\mu `$m fundamental band in both the L5 and L7.5 dwarfs. Our results, while preliminary, tend to support effective temperatures similar to those found by Basri et al. (2000) for late L dwarfs, and are higher than those advocated by the classification scheme of Kirkpatrick et al. (1999), although the role of dust has yet to be fully explored. The term โmethane dwarfโ, a common alternative to the proposed designation of T dwarf, should be used with the understanding that it refers to specific overtone and combination bands in the near-infrared and not to the composition of the brown dwarf atmosphere. Likewise, the designation L dwarf does not imply the undetectability of the strongest CH<sub>4</sub> bands.
Acknowledgements
We thank R. Freedman for help with access to high temperture lines lists for water and methane. We also wish to thank the staff of the United Kingdom Infrared Telescope, which is operated by the Joint Astronomy Centre on behalf of the U.K. Particle Physics and research Council. This work was supported by NASA grant NAG5-8314 to KSN at the Space Telescope Science Institute which is operated by the Association of Universities for Research in Astronomy under NASA contract NAS5-26555, by a National Research Council Senior Resident Reseach Associateship at the Marshall Space Flight Center (KSN), and by NSF CAREER grant AST-9624878 to MSM.
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# Heavy Meson Production at COSY - 11
## Introduction
The word heavy used in the title requires a short explanation. The reason is rather historical, and it seems now that heavy are all mesons but not pions. The talk will concern the production of the $`\eta `$ and $`\eta ^{}`$ mesons, and since $`\eta ^{}`$ is even heavier than $`\eta `$ the discussion concerning this meson will constitute the major part of the presentation.
Last year, for the first time total cross sections for the production of the $`\eta ^{}`$ meson in the collision of protons close to the reaction threshold have been published hiboupl ; moskalprl . Two independent experiments performed at the accelerators SATURNE and COSY have delivered consistent results.
The first remarkable inference derived from these experiments was that the total cross sections for the $`pppp\eta ^{}`$ reaction are by about a factor of fifty smaller than the cross sections for the $`pppp\eta `$ reaction at the corresponding values of the excess energy. Trying to explain this large difference Hibou et al. hiboupl showed that the one-pion-exchange model with the parameters adjusted to fit the total cross section for the $`pppp\eta `$ reaction underestimate the $`\eta ^{}`$ data by about a factor of two. This discrepancy suggests that short-range production mechanisms as for example heavy meson exchange, mesonic currents nakayama , or more exotic processes like the production via a fusion of gluons bass may contribute significantly in the creation of $`\eta `$ and $`\eta ^{}`$ mesons wilk . Especially that the momentum transfer required to create these mesons is much larger compared to the pion production, and already in case of pions a significant contribution from the short-range heavy meson exchange is necessary in order to obtain agreement with the experiments haiden ; horowitz .
The second interesting observation was that the energy dependence of the total cross section for the $`pppp\eta `$ and $`pppp\eta ^{}`$ reactions does not follow the predictions based on the phase space volume and the proton-proton final state interaction, which is the case in the $`\pi ^0`$ meson production meyer90 ; meyer92 . Moreover, for $`\eta `$ and $`\eta ^{}`$ mesons the deviation from this prediction were qualitatively different. Namely, the close to threshold cross sections for the $`\eta `$ meson are strongly enhanced compared to the model comprising only the proton-proton interaction caleneta in contrary to the observed suppression in the case of the meson $`\eta ^{}`$. The energy dependence of the total cross section for the $`pppp\eta `$ reaction can be, however, explained when the $`\eta `$-proton attractive interaction is taken into account ulf95 ; moalem1 . Albeit $`\eta `$-proton interaction is much weaker than the proton-proton one (compare scattering length a$`{}_{p\eta }{}^{}=0.751`$ fm + $`i`$ 0.274 fm greenwycech with a$`{}_{pp}{}^{}=7.83`$ fm naisse ) it becomes important through the interference terms between the various final pair interactions moalem1 . By analogy, the steep decrease of the total cross section when approaching a kinematical threshold for the $`pppp\eta ^{}`$ reaction could have been explained assuming a repulsive $`\eta ^{}`$-proton interaction moskalacta ; baruej . This interpretation, however, should rather be excluded now in view of the new COSY-11 data which will be presented in the next chapters.
## Possible production mechanisms
The theoretical studies of the mechanisms accounting for the $`\pi ^0`$ and $`\eta `$ mesons creation in the close to threshold $`pppp\pi ^0(\eta )`$ reactions have shown that the short-range component of the N-N force and the off-shell pion rescattering dominate the production process of the $`\pi ^0`$ meson haiden ; horowitz ; hernandez , whereas the $`\eta `$ meson is predominantly produced through the excitation of the intermediate baryonic resonance faldtwilk1 ; germondwilk ; laget ; moalem ; caleneta . However, the comparison of the experimentally determined $`\eta `$ and $`\eta ^{}`$ total cross section ratio with the predictions based on the one-pion-exchange model indicates that we are still far from the full understanding of the dynamics of the discussed processes. In particular, at present there is not much known about the relative contribution of the possible reaction mechanisms to the production of the meson $`\eta ^{}`$. It is expected that similarly as in the case of pions the $`\eta ^{}`$ meson can be produced as depicted in Figures 1a,b,c,d. However, because of the much larger four-momentum transfer, short-range mechanisms, like heavy meson exchange (Figure 1c) or depicted in Figure 1e production via a mesonic current, where the $`\eta ^{}`$ is created in a fusion of exchanged virtual $`\omega `$, $`\rho `$, or $`\sigma `$ mesons shell contribute even more significantly. Recently Nakayama et al. nakayama , studied contributions from the nucleonic (Fig. 1b), nucleon resonance (Fig. 1d), and mesonic (Fig. 1e) currents and found that each one separately could describe the absolute values and energy dependence of the close to threshold $`\eta ^{}`$ data points hiboupl ; moskalprl after an appropriate adjustment of the ratio of the pseudoscalar to the pseudovector coupling. This rather pessimistic conclusion means that it is not possible to judge about the mechanisms responsible for the $`\eta ^{}`$ meson production from the total cross section alone.
Moreover, the possible gluonium admixture in the meson $`\eta ^{}`$ makes the study even more complicated but certainly also more interesting. Figure 1f depicts appropriate short-range mechanism which may lead to the creation of the flavour singlet state via a fusion of gluons emitted from the exchanged quarks of the colliding protons kolacosynews . Albeit the quark content of $`\eta `$ and $`\eta ^{}`$ mesons is very similar, this manner of the production should contribute primarily in the creation of the meson $`\eta ^{}`$. This is due to the small pseudoscalar mixing angle ($`\mathrm{\Theta }_{PS}15^o`$bram97 which implies that the $`\eta ^{}`$ meson is predominantly a flavour singlet state and is expected to contain a significant admixture of gluons. Further, it is almost two times heavier than $`\eta `$ and hence its creation requires much larger momentum transfer which is more probable to be realized in the short-range interactions. Unfortunately, at present there are no theoretical calculations concerning this mechanism. Now, since the effective coupling constant describing the $`\eta ^{}`$-proton-proton vertex is not known, it is even not possible to determine the contribution from the simplest possible production mechanism where the $`\eta ^{}`$ is supposed to be emitted as a bremsstrahlung radiation from one of the colliding protons as it is shown in Figure 1a. Therefore, investigations of the $`\eta ^{}`$ production have to deal with a few problems at the same time. Namely: unknown reaction mechanism, unknown coupling constant, and unknown proton-$`\eta ^{}`$ interaction. In the next section the present status of the knowledge about the effective NN$`\eta ^{}`$ coupling constant will be given.
### $`NN\eta ^{}`$ coupling constant
In the effective Lagrangian approach zhan95 ; mukh96 the strength of the nucleon-$`\eta ^{}`$ coupling is driven by the the $`NN\eta ^{}`$ coupling constant $`g_{NN\eta ^{}}`$, which comprises the information about the structure of the $`\eta ^{}`$ meson and the nucleon. The knowledge of the coupling constant is necessary in the calculation of the production cross section if one considers the Feynman diagrams as illustrated in Figure 1.
The main difficulty in the determination of this quantity is due to the fact that usually the direct production on the nucleon is either associated with the production through baryonic resonances, as in the case of the $`\gamma p\eta ^{}p`$ reaction ploetzke , or with the exchange of other mesons. Therefore, if the direct production mechanism is not dominant it is not possible to extract the $`NN\eta ^{}`$ coupling without the clear understanding of the other mechanisms. However, it would be very interesting to determine the $`g_{NN\eta ^{}}`$ coupling constant and to compare it with the calculations performed on the quark level assuming the $`\eta ^{}`$ meson structure. First theoretical considerations concerning this issue have been published last year lehmann .
Assuming that the $`\eta `$ and $`\eta ^{}`$ mesons are mixtures of the SU(3) singlet and octet states, one can relate the $`NN\eta `$ and $`NN\eta ^{}`$ coupling constants by the following equation zhan95 ; moskalphd :
$$g_{NN\eta ^{}}=\frac{sin\mathrm{\Theta }+\sqrt{2}cos\mathrm{\Theta }}{cos\mathrm{\Theta }\sqrt{2}sin\mathrm{\Theta }}g_{NN\eta }\stackrel{\mathrm{\Theta }=15.5^{}}{===================}0.82g_{NN\eta }.$$
(1)
The measurements of the $`\gamma pp\eta `$ benm95 ; benm91 reaction have yielded that: $`0.2g_{NN\eta }6.2,`$ whereas the comparison of the $`\pi ^{}p\eta n`$ and $`\pi ^{}p\pi ^0n`$ reaction cross sections implies benm95 : $`5.7g_{NN\eta }9.0`$. The above inequalities and equation 1 lead to the following range for the $`g_{NN\eta ^{}}`$ value: $`\mathbf{4.7}๐ _{\mathrm{๐๐}\eta ^{}}\mathbf{5.1},`$ which is to be compared to the $`\eta ^{}`$ coupling determined from the fits to low energy nucleon-nucleon scattering in the one-boson-exchange models amounting to $`g_{NN\eta ^{}}=7.3`$ nagels .
On the other hand, the $`g_{NN\eta ^{}}`$ coupling constant determined via dispersion methods greinkroll turns out to be smaller than 1, $`g_{NN\eta ^{}}<1`$, which is in contradiction to the above estimations.
The $`g_{NN\eta ^{}}`$ coupling constant is also related to the issue of the total quark contribution to the proton spin ($`\mathrm{\Delta }\mathrm{\Sigma }`$). The approximate equation derived in reference efre90 reads: $`\mathrm{\Delta }\mathrm{\Sigma }=\mathrm{\Delta }u+\mathrm{\Delta }d+\mathrm{\Delta }s=\frac{\sqrt{3}f_\eta ^{}}{2M}g_{NN\eta ^{}},`$ where, $`f_\eta ^{}166MeV`$ efre90 denotes the $`\eta ^{}`$ decay constant and M the proton mass. $`\mathrm{\Delta }u`$, $`\mathrm{\Delta }d`$ and $`\mathrm{\Delta }s`$ are the contributions from up, down and strange quarks, respectively <sup>1</sup><sup>1</sup>1 Contribution of quarks heavier than the $`strange`$ quark are usually not considered, but I. Halperin and A. Zhitnitsky suggested halp97 that the intrinsic charm component of proton may also carry a significant amount of the proton spin. The quark and gluon contributions to the proton spin are widely discussed in the literature efre90 ; SMC ; SMC2 ; SMC3 ; elli96 ; shor90 ; hugh88 ; ashm88 based on measurements of the spin asymmetries in deep-inealstic scattering of polarised muons on polarised protons. . The total contribution of the quarks to the proton spin amounts to $`\mathrm{\Delta }\mathrm{\Sigma }=0.38_{0.10}^{+0.09}`$ SMC . Applying this value in the above equation one obtains $`g_{NN\eta ^{}}=2.48_{0.65}^{+0.59}`$, which is consistent with the upper limit $`(g_{NN\eta ^{}}2.5)`$ set from the comparison of the measured total cross section values for the $`pppp\eta ^{}`$ reaction with the calculations based on the effective Lagrangian approach, where only a direct production has been considered moskalprl .
The present estimations for $`g_{NN\eta ^{}}`$ inferred from different experiments are widely spread from 0.2 to 7.3 and are not consistent with each others. Therefore more effort is needed on experimental as well as theoretical side to fix this important parameter.
## The COSY - 11 Experiment
The experiments were performed at the cooler synchrotron COSY-Jรผlich maie97 which accelerates protons up to a momentum of $`3500MeV/c`$. The threshold momenta for the $`pppp\eta `$ and $`pppp\eta ^{}`$ reactions are equal to $`\mathbf{1981.6}\mathrm{๐๐๐}/๐`$ and $`\mathbf{3208.3}\mathrm{๐๐๐}/๐`$, respectively. About $`210^{10}`$ accelerated protons circulate in the ring passing $`1.610^6`$ times per second through the $`H_2`$ cluster target domb97 ; khou96 installed in front of one of the dipole magnets, as depicted schematically in Figure 2. The target is realized as a beam of $`H_2`$ molecules grouped inside clusters of up to $`10^5`$ atoms.
At the intersection point of the cluster beam with the COSY proton beam the collision of protons may result for example in the production of the $`\eta ^{}`$ meson. The ejected protons of the $`pppp\eta (\eta ^{})`$ reaction, having smaller momenta than the beam protons, are separated from the circulating beam by the magnetic field. Further they leave the vacuum chamber through a thin exit foil and are registered by the detection system consisting of drift chambers and scintillation counters as depicted in Figure 2.
The measurement of the track direction by means of the drift chambers, and the knowledge of both the dipol magnetic field and the target position allow to reconstruct the momentum vector for each registered particle. The time of flight measured between the S1 (S2) - and the S3 scintillators gives the particle velocity. Having momentum and velocity for each particle one can calculate its mass, and hence identify it.
In the first step of the data analysis events with two tracks in drift chambers were preselected, and the mass of each particle was evaluated. Figure 3 shows the squared mass of two simultaneously detected particles. A clear separations is seen into groups of events with two protons, two pions, proton and pion and also deuteron and pion. Thus, this spectrum allowed for a software selection of events with two registered protons.
The knowledge of the momenta of both protons before and after the reaction allows to calculate the mass of an unobserved particle or system of particles created in the reaction. Figure 4a depicts the missing mass spectrum obtained for the $`ppppX`$ reaction at the excess energy value of Q = 5.8 MeV above the $`\eta ^{}`$ meson production threshold. Most of the entries in this spectrum originate in the multi-pion production, forming a continuous background to the well distinguishable peaks accounting for the $`\omega `$ and $`\eta ^{}`$ mesons production, which can be seen at mass values of 782 MeV/c<sup>2</sup> and 958 MeV/c<sup>2</sup>, respectively. The signal of the $`pppp\eta ^{}`$ reaction is better to be seen in the Figure 4b, where the missing mass distribution only in the vicinity of the kinematical limit is presented. Figure 4c shows the missing mass spectrum for the measurement at Q = 7.6 MeV together with the multi-pion background as combined from the measurements at different excess energies moskalnewrep . Subtraction of the background leads to the spectrum with a clear peak at the mass of the meson $`\eta ^{}`$ as shown by the solid line in Figure 4d. The dashed histogram in this figure corresponds to the Monte-Carlo simulations where the beam and target conditions were deduced from the measurements of the elastically scattered protons moskalnewrep .
The scale of the simulated distribution was adjusted to fit the data, but the consistency of the widths is a measure of understanding of the detection system and the target-beam conditions. Histograms from a measurement at Q = 1.5 MeV shown in Figures 4e,f demonstrate the achieved accuracy at the COSY-11 detection system. The width of the missing mass distribution (Fig. 4f), which is now close to the natural width of the $`\eta ^{}`$ meson ($`\mathrm{\Gamma }_\eta ^{}=0.203`$ MeV pdb98 ), is again well reproduced by the Monte-Carlo simulations.
## Results
### Total cross section
Determination of (a) number of the produced $`\eta ^{}`$ events from the presented above missing mass distributions, (b) luminosity from the simultaneous measurements of the elastically scattered protons, and (c) detection system acceptance by means of the Monte-Carlo simulations allows for the calculations of the total cross section for the $`pppp\eta ^{}`$ reaction. The total cross section for the $`pppp\eta `$ reaction was determined by the same method, however, with a much bigger signal to background ratio (40/1) due to the larger total cross section values smyrski .
Figure 5 shows the compilation of the total cross sections for the $`\eta `$ and $`\eta ^{}`$ meson production together with the new COSY-11 data shown as filled squares ($`\eta `$) and filled circles ($`\eta ^{}`$). The COSY-11 data on the $`\eta `$ production were taken changing continously during the measurement cycle a momentum of the uncooled proton beam. This technique allowed for the precise determination of the total cross section energy dependence near the kinematical threshold. The obtained result confirmed the enhancement of the close to threshold total cross section values compared to the predictions based on the phase space factors and the proton-proton FSI which was earlier observed by the PINOT pinot , WASA caleneta , and SPES III hiboupl ; bergdolt collaborations.
New COSY - 11 data concerning $`\eta ^{}`$ meson production are shown in Figure 5 as filled circles. These measurements on the $`pppp\eta ^{}`$ reaction were performed with the stochastically cooled proton beam and the integrated luminosity of 1360 nb<sup>-1</sup>. Statistical and systematical errors are separated by dashes. The systematical error of the energy equals to 0.44 MeV constitutes of the 0.3 MeV due to the uncertainty in the detection system moskalabsolut and 0.14 MeV due to the uncertainty in the $`\eta ^{}`$ meson mass pdb98 . The systematical error of the cross section values, including the overall normalization uncertainty, amounts to 15 $`\%`$ moskalprl ; moskalphd . It is worth to stress again, that SPES III and COSY - 11 results obtained at different laboratories are in a perfect agreement.
The dashed-dotted line in Figure 5 shows the energy dependence predicted by Fรคldt and Wilkin faldtwilk normalized now to the COSY-11 data points, and the solid line corresponds to the predictions based on a one-pion-exchange model adjusted to fit the close to threshold $`pppp\eta `$ data (dashed line) hiboupl . The factor two discrepancy suggests that the short-range mechanisms may play a prominent role in the production of these mesons wilk ; bass . However, recent calculations performed by Nakayama et al. nakayama indicate that the determination of the total cross section close to threshold is surely not sufficient to establish the contributions from different mechanisms to the overall production amplitude. Specifically, the primary production amplitude for processes studied by these authors (Fig. 1b,d,e) does not change significantly within the present experimental accuracy for the excess energies below Q = 30 MeV. Therefore, the energy dependence of the total cross section for Q $``$ 30 MeV should be quite well described by the integral of the phase space volume weighted by the squared amplitude of the final state interaction among the outgoing particles. And indeed, as shown in Figure 6, the data are in a good agreement with this model even without considering the $`\eta ^{}`$-proton interaction. This leads to the conclusion that the $`\eta ^{}`$-proton interaction is too weak to influence considerably, within the experimental error bars, the total cross section energy-dependence.
### Primary production amplitudes
The cross section for the reaction $`ppppX`$ can be expressed as:
$$\sigma _{ppppX}=\frac{{\displaystyle phasespace|M_{ppppX}|^2}}{fluxfactor},$$
(2)
where, $`M_{ppppX}`$ denotes the transition matrix element for the $`ppppX`$ reaction, and X stands for $`\pi ^0,\eta `$ or $`\eta ^{}`$ mesons. In analogy with the Watson-Migdal approximation wats52 for two body processes, it can be assumed that the complete transition amplitude of a production process $`M_{ppppX}`$ factorizes approximately as moalem1 :
$$M_{ppppX}M_0M_{FSI}$$
(3)
where, $`M_0`$ accounts for all possible production processes, and $`M_{FSI}`$ describes the elastic interaction of protons and X meson in the exit channel. Making further assumptions that only the proton-proton interaction is present in the exit channel ($`M_{FSI}=M_{pppp}`$) and that the primary production amplitude does not change with the excess energy, it is possible to calculate $`|M_0|`$. The enhancement from the proton-proton interaction, $`|M_{pppp}|^2`$, was estimated as an inverse of the squared Jost function, with Coulomb interaction being taken into account druzhinin . The $`|M_{pppp}|^2`$ is a dimensionless factor which turns to zero with vanishing relative protons momentum k, peaks sharply at k$``$25 MeV/c and approaches asymptotically unity for large proton-proton relative momenta.
Figure 7 compares the extracted absolute values for the modulus of the primary production amplitude for the near-threshold production of the $`\eta `$, $`\pi ^0`$ and $`\eta ^{}`$ mesons. The quantity $`|M_0|`$ is normalized to unity at the point of highest excess energy, for each meson separately. If the performed assumptions in the derivation of $`|M_0|`$ were fulfilled the obtained values would be equal to one as depicted by the solid line. It can be seen, however, that in the case of the $`\eta `$ meson, $`|M_0|`$ grows with decreasing excess energy reflecting attractive $`\eta `$-proton interaction. In the data for the $`\pi ^0`$ production, apart from the two closest-to-threshold points<sup>2</sup><sup>2</sup>2 Due to the steep falling of the total cross section near-threshold already a small change of the energy (0.2 MeV) lifts the points significantly up. Moreover, for the very low energies nuclear and Coulomb scattering are expected to compete. The limit is approximately at 0.8 MeV of the proton energy in the rest system of the other proton, where the Coulomb penetration factor C<sup>2</sup> is equal to 0.5 jackson . Thus, one should be careful, at small excess energies, where the approximately treated Coulomb interaction dominates. , one can notice a tiny grow of $`|M_0|`$ when the excess energy decreases from Q = 20 MeV to Q = 2 MeV. This may be cause by the small $`\pi `$-proton interaction. The deviation from the constant is much smaller than in the $`\eta `$ meson case since, the S-wave $`\pi `$-proton interaction is much weaker than the $`\eta `$-proton one.
Similarly, neglecting the two lowest points for the $`\eta ^{}`$ meson, one observes about 20 $`\%`$ increase of $`|M_0|`$ when approaching the threshold. This may indicate a small attractive $`\eta ^{}`$-proton interaction. Anyhow, with the new COSY - 11 data points the possible $`\eta ^{}`$-proton repulsive interaction must be excluded.
Instead of conclusion the article of Bernard et al. bernard is recommended where the threshold matrix-elements for the $`pppp\pi ^0(\eta ,\eta ^{})`$ reactions were evaluated in a fully relativistic Feynman diagrammatic approach as reported by N. Kaiser at this conference.
## Acknowledgments
P.M. acknowledges the hospitality and financial support from the Forschungszentrum Jรผlich and the Foundation for Polish Science.
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# Topological Black Holes in Quantum Gravity
## 1 Introduction
In the recent paper we started preliminary investigations of black hole solutions of quantum gravity. In this paper we would like to extend this investigations to the case of the soโcalled topological black holes, being generalizations of the standard Schwarzschild black hole solution of general relativity, characterized by non-trivial topology of the horizons. The constant time sections of such space-times are of the generic form
$$ds_3^2=A(r)dr^2+r^2d^2\mathrm{\Omega },$$
(1)
where $`d^2\mathrm{\Omega }`$ is a metric of a Riemann surface of genus $`1,0,1`$, which in coordinates $`\theta `$, $`\varphi `$ reads
$$d^2\mathrm{\Omega }=d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2,k=1,\text{sphere};$$
$$d^2\mathrm{\Omega }=d\theta ^2+d\varphi ^2,k=0,\text{torus};$$
$$d^2\mathrm{\Omega }=d\theta ^2+\mathrm{sinh}^2\theta d\varphi ^2,k=1,\text{pseudo-sphere}.$$
Such space-times and their thermodynamics have been analyzed recently from many perspectives in papers , , , , .
In this paper we would like to investigate properties of topological black holes in the context of the formalism of approaching quantum gravity developed in . This formalism has its roots in the David Bohmโs approach to quantum mechanics (see e.g., and ) and has been extended to the case of quantum gravity in and (in minisuperspace) and in , (for full theory.)
The starting point of our investigation will be the Hamiltonian constraint of the theory, which is the Hamiltonian constraint of general relativity modified by โquantum potentialโ (for derivation of this formula, see ):
$$0=_{}=\kappa ^2G_{abcd}p^{ab}p^{cd}+$$
$$(\frac{27}{16}\frac{\rho ^{(5)}{}_{}{}^{2}\kappa _{}^{2}}{\mathrm{\Lambda }^2}\sqrt{h}+\frac{1}{\kappa ^2}\sqrt{h}R$$
$$\frac{8}{9}\frac{\mathrm{\Lambda }^2}{\kappa ^6\rho ^{(5)}^2}\sqrt{h}(\frac{3}{8}R^2+R_{ab}R^{ab})),$$
(2)
$$=\frac{1}{2}\frac{\mathrm{sin}^2(\varphi )}{\left\{\mathrm{cosh}\left(\frac{3\rho ^{(5)}}{\mathrm{\Lambda }}๐ฑ+\frac{4\mathrm{\Lambda }}{3\kappa ^4\rho ^{(5)}}\right)+\mathrm{cos}(\varphi )\right\}^2},$$
(3)
where $`\kappa `$ is the gravitational constant, $`G_{abcd}`$ is the WheelerโDe Witt metric, $`\rho ^{(5)}`$ is the renormalization constant, $`\mathrm{\Lambda }`$ is the bare cosmological and $`\varphi `$ is a parameter characterizing the solution of WheelerโDe Witt equation, the following formulas are based on.
## 2 Solutions
We are interested in the static case, where momenta are equal to zero. In this case one of the dynamical equation of the theory (corresponding to the $`00`$ component of Einstein field equations) is the requirement that the Hamiltonian constraint with $`p^{ab}=0`$ vanishes, to wit
$$\frac{27}{16}\frac{\rho ^{(5)}{}_{}{}^{2}\kappa _{}^{2}}{\mathrm{\Lambda }^2}\sqrt{h}+\frac{1}{\kappa ^2}\sqrt{h}R$$
$$\frac{8}{9}\frac{\mathrm{\Lambda }^2}{\kappa ^6\rho ^{(5)}^2}\sqrt{h}\left(\frac{3}{8}R^2+R_{ab}R^{ab}\right)=0$$
(4)
It is worth observing that the cosmological and renormalization constants appear only in combination $`v_0=\frac{\mathrm{\Lambda }}{\rho ^{(5)}}`$ of dimension $`[m]^3`$. Thus the theory possesses two length scales, the Planck scale $`l`$ defined by $`\kappa `$, and $`v_0^{1/3}`$.
For the metric of (1), the solution takes the form
$$A=(k+f(r)r^2)^1,k=1,0,1$$
(5)
where
$$f(r)=p\pm \sqrt{\frac{3}{4}p^2+\frac{\alpha }{r^3}},$$
(6)
and $`p=\frac{9}{4}\frac{l^4}{v_0^2}`$ is a dimensionful parameter, whose interpretation will be found below. To find the space-time metrics we make the anzatz
$$ds^2=N(r)dt^2+ds_3^2$$
and make use of the following variational principle, resulting from the ADM action in the gauge where the shift vector $`N^a=0`$,
$$I=\frac{1}{4}N_{}.$$
As a result we find
$$ds^2=A(r)^1dt^2+A(r)dr^2+d\mathrm{\Omega }^2.$$
(7)
## 3 Properties of the metric
The metric (7) should reduce to the metric of the Einstein topological black hole in the limit $`r\mathrm{}`$. Indeed, one would expect that the quantum gravity modifications should be small at large distances. This is indeed the case. For large $`r`$ we have
$$r^2f(r)r^2p\left(1\pm \frac{\sqrt{3}}{2}\right)\pm \frac{2\alpha }{3pr}.$$
(8)
For topological black hole we have
$$A(r)=\left(k\frac{2M}{r}\frac{\lambda r^2}{3}\right)^1,$$
and thus asymptotically, our solution corresponds to the topological black hole in the Anti de Sitter space with cosmological constant
$$\lambda =3p\left(1\pm \frac{\sqrt{3}}{2}\right)$$
(9)
and the mass
$$M=\frac{2\alpha }{3p}.$$
(10)
We see therefore that the parameter $`p`$ is to be interpreted (up to the numerical factor) as the physical cosmological constant.
In what follows we will consider only the case of positive $`M`$ and $`\alpha `$. It can be checked that in the other case (upper sign), the space time develops a circular singularity at $`r=\sqrt[3]{\frac{3p^2}{4|\alpha |}}`$. Moreover in this case there is no horizon for $`k=0,1`$. We will investigate such a situation in a separate paper.
Let us now turn to horizons of our black holes. They are given as zeros of the function $`A^1(r)`$. In the case $`k=0`$ the position of horizon can easily be computed explicitly, to wit
$$r_h=\sqrt[3]{\frac{4\alpha }{p^2}}$$
(11)
The relation
$$r_h\alpha ^{1/3}$$
holds also in the cases $`k=\pm 1`$ for large values of $`\alpha `$. The Killing vector $`/t`$ is timelike for $`r>r_h`$ and spacelike for $`r<r_h`$. In particular, the singularity at $`r=0`$ is spacelike as in the Schwartzschild black hole.
In the case $`k=+1`$ there are two horizons at $`r_{}`$, $`r_h`$, corresponding to two real positive roots of the equation $`A(r)=0`$. There is only one solution of this equation for $`\alpha =\alpha _{crit}=\sqrt{\frac{80p}{27}+\frac{56\sqrt{7}p}{27}}`$ and no horizon for smaller $`\alpha `$.
In the case $`k=1`$ we have one horizon at $`r=r_h`$ for all values of $`\alpha `$. It is clear that
$$r_h>r_{crit}=\frac{1}{\sqrt{p}}\sqrt{\frac{2}{2\sqrt{3}}},$$
which is the minimal horizon radius, corresponding to $`\alpha =0`$.
Thus the singularity is timelike for $`k=1`$ and spacelike for $`k=1`$ and is naked for $`k=1`$ and $`\alpha <\alpha _{crit}`$.
## 4 Thermodynamics
For metrics of the form (7) the standard procedure leads to the expression for temperature
$$T=\frac{1}{4\pi }\left(\frac{A^1(r)}{r}\right)_{r=r_h}.$$
(12)
Substituting (5, 6) we find
$$T=\frac{r_h}{4\pi }\left(2p\frac{\sqrt{3p^2+\frac{4\alpha }{r_h^3}}\left(\alpha +3p^2r_h^3\right)}{4\alpha +3p^2r_h^3}\right),$$
(13)
and asymptotically for large masses the relation $`Tr_h`$ i.e., $`\alpha T^3`$ holds.
Let us now calculate the entropy. We will proceed exactly as in . The Euclidean action for our solution is free energy divided by temperature
$$I_E=\frac{M}{T}S.$$
(14)
It is well known that $`I_E`$ consists of bulk integral and the boundary terms $`B`$ at infinity and at $`r=r_h`$ which are fixed by boundary conditions of the variational problem for the action $`I_E`$. Thus we consider
$$I_E=_{r_+}^{\mathrm{}}N_0F^{}+B,$$
where
$$F(r)=\frac{1}{4l^2p}\frac{(kA1)^2}{A^2r}+\frac{r}{2l^2}\frac{kA1}{A}+\frac{p}{8l^2}r^3.$$
The integral is a linear combination of constraints $`_{}(r)`$, and thus
$$B=\frac{M}{T}S.$$
(15)
Now it follows that
$$B=\frac{M}{T}+4\pi ๐r_+\left(\frac{F}{A^1(r)}\right)_{r=r_+}S_0,$$
(16)
where $`S_0`$ is a constant to be fixed in a moment. The entropy of the black hole of outer radius $`r_h`$ is therefore equal
$$S=4\pi ๐r_+\left(\frac{F}{A^1(r)}\right)_{r=r_+}+S_0=$$
$$=k\frac{2\pi }{9l^2p}\mathrm{log}r_h+\frac{\pi }{l^2}r_h^2+S_0.$$
(17)
For $`k=0`$ the temperature vanishes for $`r_h=0`$ and the logarithmic term in (17) is not present. Therefore we put $`S_0=0`$ in this case, and the entropy is purely of the BeckensteinโHawking form.
In the case $`k=1`$ situation is less clear. Let us observe that for the minimal radius of the horizon $`r_{crit}=\frac{1}{\sqrt{p}}\sqrt{\frac{2}{2\sqrt{3}}}`$, the temperature does not vanish. Nevertheless it seems reasonable to assume that in this case the temperature
$$T(r_{crit})=\frac{r_{crit}p}{4\pi }\left(2\sqrt{3}\right)$$
is the minimal temperature and to take $`S_0`$ so that
$$S^{(1)}=\frac{2\pi }{9l^2p}\mathrm{log}\left(\frac{r_h}{r_{crit}}\right)+\frac{\pi }{l^2}\left(r_h^2r_{crit}^2\right),$$
(18)
as in the case $`k=1`$, . It can be easily checked that so defined entropy is always positive.
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# Form factors for ๐ตโถ๐โข๐โข๐ decay in a model constrained by chiral symmetry and quark model
## I Introduction
There has been great interest in the study of semileptonic decays of heavy mesons as they provide a testing ground for heavy-quark effective theory (HQET). The symmetry underlying this theory allows to derive model independent predictions for the form factors near the zero recoil point. On the other hand for heavy -to-light semileptonic transitions, there exists no symmetry principle to guide us. However, here the heavy quark expansion can be combined with chiral symmetry and PCAC for final pseudoscalar mesons . We focus on $`B\pi l\nu `$ which is important for the evaluation of the CKM matrix element $`V_{ub}`$.
There have been many calculations for $`B\pi l\nu `$ form factors, using different approches, in the past. In this paper we follow the approach used in ref. 4. In $`B\pi l\nu `$ decay , the vector meson pole $`B^{}`$, with mass degenerate with $`B`$ in the heavy quark symmetry limit, dominates the transition amplitude at the zero recoil point. We calculate the valence quark contribution, and find that it together with the equal-time contribution is as important as the $`B^{}`$meson pole dominance of the form factors since the former two simulate a $`B`$meson pole like $`q^2`$ dependence of the form factors. We perform this calculation in a framework compatable with chiral symmetry and eliminate the $`B`$-meson bound state function in favor of $`B`$-meson decay constant $`f_B`$ which can likewise be calculated in the valance quark approximation. This procedure gives us form factors for $`q^2`$ in the range determined by $`E_\pi <\mathrm{\Lambda }\left(1\text{ GeV}\right),`$ where $`\mathrm{\Lambda }`$ is some interaction scale, below which chiral symmetry should be valid. This constraint is then built into an extrapolation function for $`f_+\left(q^2\right)`$ which determines $`f_+\left(q^2\right)`$ in the entire $`q^2`$range. Finally, we compare our results with some of the earlier calculations and also obtain an estimate of $`\left|V_{ub}\right|`$ by using CLEO data.
## II Current Algebra Constraints
The relevant hadronic matrix elements for the $`B\pi l\nu `$ decay is defined as
$`T_\mu `$ $`=`$ $`\pi ^+(k)|(V_\mu )|B^0(P)`$ (1)
$`=`$ $`f_+(t)(P+k)_\mu +f_{}(t)q_\mu `$ (2)
with $`V_\mu `$ the weak vector current $`V_\mu =\overline{u}\gamma _\mu b`$ and $`q=pk,t=q^2`$. Following Ref. 4, the current algebra constraint at $`k^2=0`$ (but not $`k=0)`$ is
$`\stackrel{~}{T}_\mu =\left({\displaystyle \frac{ik^\lambda }{f_\pi }}M_{\lambda \mu }^B^{}+T_\mu ^B^{}\right)+{\displaystyle \frac{f_B}{f_\pi }}p_\mu i{\displaystyle \frac{k^\lambda }{f_\pi }}\stackrel{~}{M}_{\lambda \mu }`$ (3)
where the tilde denotes that $`B^{}`$ pole terms have been seperated out from $`T_{\mu \text{ }}`$and from $`M_{\lambda \mu }`$ respectively, and $`f_\pi =0.132GeV.`$ The third term on the right hand side of Eq.(3) comes from the equal time commutator. $`M_{\lambda \mu }`$ is defined as
$`M_{\lambda \mu }=i{\displaystyle d^4x\mathrm{exp}(ikx)0\left|T(A_\lambda ^{1i}(x),V_\mu (0))\right|B^0(P)}`$ (4)
where $`A_\lambda ^{1i2}`$ is the axial vector current $`\overline{d}\gamma _\lambda \gamma _5u`$. The term within the parenthesis in Eq. (3) is easily evaluated to be $`g_{BB\pi }f_B^{}/m_B^2`$ and one obtains
$`T_\mu `$ $`=`$ $`T_\mu ^B^{}+\stackrel{~}{T}_\mu `$ (5)
$`=`$ $`{\displaystyle \frac{g_{B^{}B\pi }f_B^{}}{M_B^{}^2t}}\left[(P+k)_\mu {\displaystyle \frac{M_B^2m_\pi ^2}{M_B^{}^2}}q_\mu \right]{\displaystyle \frac{g_{B^{}B\pi }f_B^{}}{M_B^{}^2}}q_\mu +{\displaystyle \frac{f_B}{f_\pi }}{\displaystyle \frac{1}{2}}\left[(P+k)_\mu +q_\mu \right]{\displaystyle \frac{ik^\lambda }{f_\pi }}\stackrel{~}{M}_{\lambda \mu }`$ (6)
where one can identify $`\stackrel{~}{M}_{\lambda \mu }`$ as a source of corrections to the leading $`B^{}`$ pole contribution. Next we identify such corrections, as valence quark conribution to $`\stackrel{~}{M}_{\lambda \mu }`$ which we evaluate in the next section.
## III Valence Quark Contribution
The valence quark contribtion is shown in Figure 1. Its evaluation gives
$`\stackrel{~}{M}_{\lambda \mu }=i{\displaystyle \frac{d^3K}{(2\pi )^3}A_{\lambda \mu }}`$ (7)
where $`A_{\lambda \mu }`$ is the matrix element of Figure 1:
$`A_{\lambda \mu }`$ $`=`$ $`i\left(\sqrt{2M_B}{\displaystyle \frac{1}{\sqrt{2}}}\sqrt{3}\varphi _B(๐)\overline{u}^i(p_b)(\gamma _5)_i^jv(p_d)_j\right)\sqrt{{\displaystyle \frac{m_d}{p_{d_0}}}}\overline{v}^r(p_d)(\gamma _\lambda \gamma _5)_r^s{\displaystyle \frac{(m_u+p/_u)_s^m}{p_u^2m_u^2}}(\gamma _\mu )_m^nu_n(p_b)\sqrt{{\displaystyle \frac{m_b}{p_{b_0}}}}`$ (8)
In equation (LABEL:6), the term within the parenthesis is the bound state wave function of B-meson, $`\sqrt{3}`$ being the color factor. We define the variables $`๐=๐ฉ_b๐ฉ_d,๐=๐ฉ_b+๐ฉ_d`$, so that $`๐`$ is the relative momentum and $`๐`$ is the centre of mass mometum of the $`b\overline{d}`$ system. Eq.(LABEL:6) gives
$`A_{\lambda \mu }`$ $`=`$ $`i\sqrt{2m_B}{\displaystyle \frac{1}{\sqrt{2}}}\sqrt{3}\sqrt{{\displaystyle \frac{m_dm_b}{p_{do}p_{bo}}}}{\displaystyle \frac{1}{4m_bm_d}}\varphi _B(๐){\displaystyle \frac{1}{p_u^2m_u^2}}`$ (11)
$`\times \{Tr(\gamma _\lambda \gamma _5)(m_u+p/_u)\gamma _\mu (m_b+p/_b)\gamma _5(p/_dm_d)\}`$
The above $`Tr`$ is evaluated to be $`(m_u=m_d=m_q)`$
$`4\left\{g_{\lambda \mu }(m_q^2m_bm_qp_up_b+m_qp_bp_dm_bp_up_d)m_b(p_{u\mu }p_{d\lambda }+p_{u\lambda }p_{d\lambda })m_qp_{b\lambda }(p_up_d)_\mu m_qp_{b\mu }(p_{u+}p_d)_\lambda \right\}`$ (13)
Working in the rest frame of $`B`$-meson $`\left(๐=0\right)`$ where
$`\left({\displaystyle \frac{๐^2}{4}}+m_b^2\right)^{1/2}`$ $`=`$ $`{\displaystyle \frac{M_B^2+\left(m_b^2m_q^2\right)}{2M_B}},`$
$`K_0`$ $`=`$ $`{\displaystyle \frac{m_b^2m_q^2}{2M_B}}.`$
and
$`p_u^2m_u^2={\displaystyle \frac{M_B^2m_b^2+m_q^2}{2}}\left(1{\displaystyle \frac{q^2}{M_B^2}}\right)๐ช๐`$ (14)
$`ik^\lambda A_{\lambda \mu }=4C(๐){\displaystyle \frac{1}{L^{}+๐ช๐ค}}\left\{(a+b๐ช๐)k_\mu +(a^{}b๐ช๐)(Kq)_\mu \right\}`$ (15)
Here
$`C(๐)`$ $`=`$ $`\sqrt{2M_B}{\displaystyle \frac{1}{\sqrt{2}}}\sqrt{3}\sqrt{{\displaystyle \frac{m_dm_b}{p_{d_0}p_{b_0}}}}{\displaystyle \frac{1}{4m_bm_d}}\varphi _B(K),`$ (16)
$`L^{}`$ $`=`$ $`{\displaystyle \frac{M_B^2m_b^2+m_q^2}{2}}\left(1{\displaystyle \frac{q^2}{M_B^2}}\right)`$ (17)
$`a`$ $`=`$ $`{\displaystyle \frac{M_B^2(m_bm_q)^2}{2}}\left\{{\displaystyle \frac{1}{2}}(m_b+m_q)\left(1{\displaystyle \frac{q^2}{M_B^2}}\right)+2m_q\right\}`$ (18)
$`b`$ $`=`$ $`{\displaystyle \frac{1}{2}}(m_bm_q)`$ (19)
$`a^{}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(M_B^2(m_bm_q)^2\right)(m_b+m_q)\left(1{\displaystyle \frac{q^2}{M_B^2}}\right)`$ (20)
When Eq.(15) is put in (7) and the angular integration is carried out, one gets for example,
$`2\pi {\displaystyle _1^1}{\displaystyle \frac{a+b๐ช๐}{L^{}+๐ช๐}}=2\pi \left\{{\displaystyle \frac{abL^{}}{|๐ช||๐|}}\mathrm{ln}{\displaystyle \frac{L^{}+|๐ช||๐|}{L^{}|๐ช||๐|}}+2b\right\}`$ (21)
Then, noting that if $`\varphi _B(๐)`$ is of Gaussian type, $`|๐|0`$ dominates in the $`K`$integration, so that we can expand the logarithm in Eq.(21) and thus this equation reduces to
$`2\pi \left\{{\displaystyle \frac{abL^{}}{|๐ช||๐|}}{\displaystyle \frac{2|๐ช||๐|}{L^{}}}+2b\right\}=4\pi {\displaystyle \frac{a}{L^{}}}`$ (22)
Further $`4\pi K^2๐K\varphi _B(K)`$ becomes $`d^3K\varphi _B(K),`$ which is the Fourier transform of the wave function at the origin which we write as $`\varphi _B(0).`$ As far as the intergation involving $`K_\mu `$ is concerned, it is easy to see that the angular integration involving $`๐`$ gives zero while that over $`K_0`$ gives $`4\pi K_0=4\pi \frac{m_b^2m_q^2}{M_B^2}M_B`$ so that in the rest frame of B-meson the angular integration involving $`K_\mu `$ gives $`4\pi \frac{m_b^2m_q^2}{M_B^2}P_\mu `$. Thus finally we obtian
$`ik^\lambda \stackrel{~}{M}_{\lambda \mu }=4C(0)\left[{\displaystyle \frac{a}{L^{}}}k_\mu +{\displaystyle \frac{a^{}}{L^{}}}\left({\displaystyle \frac{m_b^2m_q^2}{M_B^2}}P_\mu q_\mu \right)\right]`$ (23)
where
$`C(0)=\sqrt{2M_B}{\displaystyle \frac{1}{\sqrt{2}}}\sqrt{3}{\displaystyle \frac{1}{4m_bm_q}}\varphi _B(0)`$ (24)
Thus, writing $`k_\mu =\left(\frac{P+k}{2}\right)_\mu \frac{1}{2}q_\mu ,P_\mu =\left(\frac{P+k}{2}\right)_\mu +\frac{1}{2}q_\mu ,`$ we finally obtain the valence quark contribution to the form factors $`f_\pm `$ as
$`f_+^{\text{valence}}(q^2)`$ $`=`$ $`{\displaystyle \frac{4C(0)}{2f_\pi L^{}}}\left\{a+\left({\displaystyle \frac{m_b^2m_q^2}{M_B^2}}\right)a^{}\right\}`$ (25)
$`f_{}^{\text{valence}}(q^2)`$ $`=`$ $`{\displaystyle \frac{4C(0)}{2f_\pi L^{}}}\left\{a+\left({\displaystyle \frac{2M_B^2m_b^2+m_q^2}{M_B^2}}\right)a^{}\right\}`$ (26)
To eliminate $`4C(0)`$, we consider the matrix elements
$`0\left|A_\lambda \right|B(p)=if_Bp_\lambda `$ (27)
which, when evaluated in the same valence quark approximation employed for the calculation of $`ik_{\lambda \mu }^\lambda \stackrel{~}{M}_{\lambda \mu }`$, give
$`f_B={\displaystyle \frac{4C(0)}{2M_B^2}}(m_b+m_q)\left[M_B^2(m_bm_q)^2\right]`$ (28)
Then, using Eqs.(1618, 20) and (28), we obtain from Eq.(25, 26)
$`f_+^{\text{valence}}(q^2)`$ $`=`$ $`{\displaystyle \frac{f_B}{2f_\pi }}\left\{1+{\displaystyle \frac{4m_qM_B^2}{(m_b+m_q)\left(M_B^2(m_bm_q)^2\right)}}{\displaystyle \frac{1}{1q^2/M_B^2}}\right\}`$ (29)
$`f_{}^{\text{valence}}(q^2)`$ $`=`$ $`{\displaystyle \frac{f_B}{2f_\pi }}\left\{1+{\displaystyle \frac{4m_qM_B^2}{(m_b+m_q)\left(M_B^2(m_bm_q)^2\right)}}{\displaystyle \frac{1}{1q^2/M_B^2}}\right\}`$ (30)
## IV Combined Contribution To $`f_+(q^2)`$ in the chiral symmetry limit
Using Eq. (6) $`\left[t=q^2\right],`$ we obtain $`\left[f_B^{}=M_Bf_B\right]`$
$`f_+(t)`$ $`=`$ $`{\displaystyle \frac{f_B}{2f_\pi }}+f_+^{\text{valence}}(t)+{\displaystyle \frac{g_{B^{}B\pi }f_BM_B}{M_B^{}^2t}}`$ (31)
$`f_{}(t)`$ $`=`$ $`{\displaystyle \frac{f_B}{2f_\pi }}+f_{}^{\text{valence}}(t)+{\displaystyle \frac{g_{B^{}B\pi }f_BM_B}{M_B^{}^2}}{\displaystyle \frac{M_B^2m_\pi ^2}{M_B^{}^2}}{\displaystyle \frac{g_{B^{}B\pi }f_BM_B}{M_B^{}^2t}}`$ (32)
The coupling constant $`g_{B^{}B\pi \text{ }}`$has been parametrized as
$`g_{B^{}B\pi \text{ }}={\displaystyle \frac{\lambda M_B}{f_\pi }}`$ (33)
where $`\lambda `$ lies in the range $`0.3\lambda 0.7`$.
We combine the equal time contribution $`\frac{f_B}{2f_\pi }`$ with $`f_\pm ^{\text{valence}}\left(q^2\right)`$ and call it continum contribution:
$`f_\pm ^{\text{cont.}}\left(q^2\right)=\pm \lambda _c{\displaystyle \frac{f_B}{2f_\pi }}{\displaystyle \frac{1}{1q^2/M_B^2}}`$ (34)
while $`B^{}`$โpole contributions, using the parametrization (33) $`M_B^{}M_B,`$ $`m_\pi ^2=0`$, are
$`f_+^B^{}\left(q^2\right)`$ $`=`$ $`\lambda {\displaystyle \frac{f_B}{f_\pi }}{\displaystyle \frac{1}{1q^2/M_B^2}}`$ (35)
$`f_{}^B^{}\left(q^2\right)`$ $`=`$ $`\lambda {\displaystyle \frac{f_B}{f_\pi }}\left\{1+{\displaystyle \frac{1}{1q^2/M_B^2}}\right\}`$ (36)
In Eq.(34),
$`\lambda _c={\displaystyle \frac{4m_q/m_b}{\left(1+\frac{m_q}{m_b}\right)\left[1\frac{m_b^2}{M_B^2}\left(1\frac{m_q}{m_b}\right)^2\right]}}`$ (37)
We wish to point out that the continum contribution to the form factors consisting of equal time commutator and valence quark contributions simulate a $`B`$meson pole $`q^2`$dependence of form factors $`f_\pm \left(q^2\right).`$ This seems to follow a general result in quark annihilation model of decay of a pseudoscalar meson into, for example, two photons when one photon is off mass shell. The $`q^2`$ dependence in this case is that of the pseudoscalar meson pole involved. Here both the currents are conserved. In our case the axial vector current to which $`\pi `$meson is coupled is partially conserved and this is reflected in the constant $`f_B/f_\pi `$ in the valence quark contributions given in Eqs. (29) and (30). But this is exactly cancelled by the equal time commutator contribution so that $`q^2`$ dependence of the continum contribution is given by $`B`$meson pole, which is indistinguishable from the usual vector $`B^{}`$meson pole contribution to $`f_\pm \left(q^2\right)`$ in the heavy quark symmetry limit $`\left(M_B^{}M_B\right)`$.
The effect of continum contribution as defined above seems to change the parameter $`\lambda `$ in $`B^{}`$ contribution to an effective one $`\lambda _{eff}=\lambda +\lambda _c/2`$ so that
$`f_+\left(q^2\right)`$ $`=`$ $`{\displaystyle \frac{f_B}{2f_\pi }}\left[\lambda _c+2\lambda \right]{\displaystyle \frac{1}{1q^2/M_B^2}}`$ (38)
$`f_{}\left(q^2\right)`$ $`=`$ $`{\displaystyle \frac{f_B}{2f_\pi }}\left[\lambda _c+2\lambda \right]\left\{1+{\displaystyle \frac{1}{1q^2/M_B^2}}\right\}`$ (39)
These formulae, as already noted, hold in the chiral limit i.e. for $`q^2`$ in the range determined by $`E_\pi =\left(m_B^2+m_\pi ^2q^2\right)/\left(2m_B\right)1`$GeV or for $`q^217`$ GeV<sup>2</sup>.
## V Chiral symmetry constrained model for $`f_+\left(q^2\right)`$ in the entire momentum transfer
In order to impliment the constraint given in Eq.(38), we use the extrapolation function
$`f_+\left(q^2\right)={\displaystyle \frac{f_+(0)}{1aq^2/M_B^2+b\left(q^2/M_B^2\right)^2}}`$ (40)
which involves three parameters $`f_+(0)`$, $`a`$ and $`b`$. For $`E_\pi m_\pi 0`$, or $`q^2M_B^2`$, Eq.(40) should reduce to Eq.(38) which gives
$`1a+b`$ $`=`$ $`0`$ (41)
$`f_+(0)`$ $`=`$ $`{\displaystyle \frac{f_B}{2f_\pi }}\left(\lambda _c+2\lambda \right)\left(a2b\right)`$ (42)
$`=`$ $`{\displaystyle \frac{f_B}{2f_\pi }}\left(\lambda _c+2\lambda \right)\left(1b\right)`$ (43)
Thus the pole at $`q^2=M_B^2`$ is factored out in Eq.(40) and we obtain
$`f_+\left(q^2\right)={\displaystyle \frac{f_+(0)}{\left(1q^2/M_B^2\right)\left(1bq^2/M_B^2\right)}}`$ (44)
It is interesting to note that Eq.(38) implies that in the heavy mass and large $`E_\pi `$ ($`1`$ GeV or $`q^217`$ GeV<sup>2</sup>) limit, $`f_+`$ behaves like $`1/E^2`$ in agreement with that found earlier in the HQET-LEET (large energy effective theory) formalism for heavy-to-light form factors . The Eq.(44) suggests that we may interpret the second factor in Eq.(44) as arising from a second pole at $`q^2=M_B^{}^2`$, where $`M_B^{}`$ is some effective mass, so that
$`b={\displaystyle \frac{M_B^2}{M_B^{}^2}}`$ (45)
and
$`f_+\left(0\right)={\displaystyle \frac{f_B}{2f_\pi }}\left[\lambda _c+2\lambda \right]\left(1{\displaystyle \frac{M_B^2}{M_B^{}^2}}\right)`$ (46)
It is tempting to interpret that the suppression factor $`\left(1M_B^2/M_B^{}^2\right)`$ in Eq.(46) and the second pole in Eq.(44) as arising from radial excitations of $`B^{}`$. Then making use of the formula of Ref. , we find $`M_B^{}/M_B1.14`$ so that $`b0.77`$. To proceed further so as to obtain numerical estimates we make the following choice of other parameters: $`M_B^{}M_B5.28`$ GeV, $`m_q/m_b=0.063`$ and $`m_b=4.757`$ GeV , which give $`\lambda _c0.826`$.
We need also the values for $`f_B`$ and $`\lambda `$ which have considerable uncertainity. We use $`f_B=0.187`$ GeV and $`\lambda =0.5`$ for our numerical predictions. Then from Eq.(43), we obtain $`f_+(0)=0.30`$. With the above choice of parameters, we plot the form factor of Eq.(44) in Fig. 2. Also shown for comparison are the $`B^{}`$ pole contribution given in Eq.(35), as well as the predictions obtained respectively from light-cone sum rules and on the light front . In Fig. 3 we give the comparison of our prediction for $`f_+\left(q^2\right)`$ with $`f_B=0.150`$ GeV and those of and as well as that of a recent calculation where the $`B\pi `$ transition form factors are obtained for the whole range of qsquare by using a different method of iterpolation between small and large values of $`q^2`$. This figure also gives a comparison to lattice QCD data . In Fig. 4, we plot the pion momentum distribution in units of $`\left|V_{ub}\right|^2`$ while Fig. 5 gives the comparison of our prediction for this distribution with $`f_B=0.150`$ GeV and those in refrences and . In each case we also give this distribution for the $`B^{}`$ pole for comparison which shows that $`B^{}`$ pole is a good approximation to the full form factors upto $`E_\pi `$ of $`1`$ GeV.
Finally we calculate the branching ratio for $`B\pi l\nu `$ using the form factors given in Eq.(44) and $`f_+(0)`$ in Eq.(46) with our choice of parameters, given previously. Our prediction is $`\mathrm{\Gamma }=13.7\left|V_{ub}\right|^2`$ ps<sup>-1</sup> so that using $`\tau _B=1.56`$ ps we obtain for the branching ratio
$`\left(B^0\pi ^{}l^+\nu \right)21.4\left|V_{ub}\right|^2`$ (47)
To indicate sensitivity of this result on values of $`\lambda `$ and $`f_B`$ which we take $`0.3\lambda 0.7`$ and $`0.150<f_B<0.187`$ GeV, we can express our prediction as
$`\left(B^0\pi ^{}l^+\nu \right)\left(20.0\pm 11.5\right)\left|V_{ub}\right|^2`$ (48)
With the CLEO measurement , the result given in Eq.(47) means
$`\left|V_{ub}\right|=\left(2.90\pm 0.48\right)\times 10^3`$ (49)
This is consistent with the result from exclusive decays quoted by the Particle Data Group :
$`\left|V_{ub}\right|=\left(3.3\pm 1.1\right)\times 10^3`$
and that obtained from the inclusive decays $`\left|V_{ub}/V_{cb}\right|=0.08\pm 0.02`$ with $`V_{cb}=0.0395`$ : $`\left|V_{ub}\right|=\left(3.2\pm 0.8\right)\times 10^3.`$
## VI Conclusion
We have presented a framework in which constraints from chiral symmetry and quark model are used to predict the form factors for the exclusive $`B\pi ^+l^{}\nu `$ decay in the entire physical range of momentum transfer. The valence quark contribution is calculated in the chiral symmetry approach. This togather with the equal time commutator contribution simulate a B-meson pole $`q^2`$โdependence of the form factors. This and $`B^{}`$ pole contribution being obtained in chiral symmetry, are valid for $`E_\pi 1`$ GeV. This constraint is then implimented through the extrapolation function for $`f_+\left(q^2\right)`$. The resulting form factor, valid for the entire physical range for $`q^2`$, represents a softening of $`B^{}`$ pole behavior and the supression of the chiral coupling which can be interpreted as being provided by the radial excitation of $`B`$.
The shape of the pion momentum distribution shown in Figs. 4 and 5 should be able to distinguish our model from the others. The predicted branching ratio for $`B\pi l\nu `$ in unit of $`\left|V_{ub}\right|^2`$ is sensitive to the values of $`\lambda `$ and $`f_B`$ as examplified in Eq.(48), once we select the $`b`$ quark mass and the ratio $`m_q/m_b.`$ We emphasize that uncertanities in the predicted branching ratio for $`B\pi l\nu `$ are due to uncertainities in the external parameters $`\lambda `$ and $`f_B`$ and are not intrinsic to the model.
With the CLEO measurement of the branching ratio for $`B\pi l\nu `$ , our prediction (47) with $`\lambda =0.5`$ and $`f_B=0.187`$ GeV give $`\left|V_{ub}\right|`$ as in Eq.(49) which is consistent with the value quoted by the Particle Data Group. With some better knowledge of $`\lambda `$, $`f_B`$ and $`m_b,`$ the errors in form factors and the branching ratio can potentially be reduced.
## VII Acknowledgements
Two of us (R and Al-Aithan) wish to acknowledge the support of King Fahd University of Petroleum and Minerals for this work while (Gilani) thanks the Abdus Salam International Center for Theoretical Physics for support. We also thank Prof. T. Feldmann for helpful comments and informing us of references and .
## VIII Figure Captions
1. Valenceโquark contribution.
2. The form factor $`f_+\left(q^2\right)`$ as a function of the momentum transfer $`t=q^2`$. The solid curve is our prediction for $`\lambda =0.5`$ and $`f_B=0.187`$ GeV. The dashed line is the $`B^{}`$pole contribution as given in Eq. (30). The dotted and dashedโdotted lines are respectively the predictions of Refs. and .
3. Same as those in Figure 2 but for $`f_B=0.150`$ GeV. The dashedโdotted, dotted and dash-dot-dot lines are respectively the predictions of Refs. , and . The data points correspond to lattice results .
4. The pion energy distribution in units of $`\left|V_{ub}\right|^2`$as function of pion energy. The dashed line is $`B^{}`$ prediction.
5. Same as in Fig. 4 for $`f_B=0.150`$ GeV. The dashedโdotted and dotted lines are respectively the predictions of Ref. and .
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# 1 Introduction
## 1 Introduction
Superconformal algebras and their representations play a crucial rรดle in the AdS/CFT correspondence because of their dual rรดle of describing the gauge symmetries of the AdS bulk supergravity theory and the global symmetries of the boundary conformal field theory .
A special class of configurations which are particularly relevant are the so-called BPS states, i.e. dynamical objects corresponding to representations which undergo โshorteningโ.
These representations can only occur when the conformal dimension of a (super)primary operator is โquantizedโ in terms of the R symmetry quantum numbers and they are at the basis of the so-called โnon-renormalizationโ theorems of supersymmetric quantum theories .
There exist different methods of constructing the UIRโs of superconformal algebras. One is the so-called oscillator construction of the Hilbert space in which a given UIR acts . Another one, more appropriate to describe field theories, is the realization of such representations on superfields defined in superspaces . The latter are โsupermanifoldsโ which can be regarded as the quotient of the conformal supergroup by some of its subgroups.
In the case of ordinary superspace the subgroup in question is the supergroup obtained by exponentiating a non-semisimple superalgebra which is the semidirect product of a super-Poincarรฉ graded Lie algebra with dilatation ($`\text{SO}(1,1)`$) and the R symmetry algebra. This is the superspace appropriate for non-BPS states. Such states correspond to bulk massive states which can have โcontinuous spectrumโ of the AdS mass (or, equivalently, of the conformal dimension of the primary fields).
BPS states are naturally associated to superspaces with lower number of โoddโ coordinates and, in most cases, with some internal coordinates of a coset space $`G/H`$. Here $`G`$ is the R symmetry group of the superconformal algebra, i.e. the subalgebra of the even part which commutes with the conformal algebra of space-time and $`H`$ is some subgroup of $`G`$ having the same rank as $`G`$.
Such superspaces are called โharmonicโ and they are characterized by having a subset of the initial odd coordinates $`\theta `$. The complementary number of odd variables determines the fraction of supersymmetry preserved by the BPS state. If a BPS state preserves $`K`$ supersymmetries then the $`\theta `$โs of the associated harmonic superspace will transform under some UIR of $`H_K`$.
For 1/2 BPS states, i.e. states with maximal supersymmetry, the superspace involves the minimal number of odd coordinates (half of the original one) and $`H_K`$ is then a maximal subgroup of $`G`$. On the other hand, for states with the minimal fraction of supersymmetry $`H_K`$ reduces to the โmaximal torusโ whose Lie algebra is the Cartan subalgebra of $`G`$.
It is the aim of the present paper to give a comprehensive treatment of BPS states related to โshort representationsโ of superconformal algebras for the cases which are most relevant in the context of the AdS/CFT correspondence, i.e. the $`d=3`$ ($`N=8`$) and $`d=6`$ (for arbitrary $`N`$). The underlying conformal field theories correspond to world-volume theories of $`N_c`$ copies of $`M_2`$ and $`M_5`$ branes in the large $`N_c`$ limit - which are โdualโ to AdS supergravities describing the horizon geometry of the branes .
The present contribution summarizes the results which have already appeared elsewhere . We first carry out an abstract analysis of the conditions for Grassmann (G-)analyticity (the generalization of the familiar concept of chirality ) in a superconformal context. We find the constraints on the conformal dimension and R symmetry quantum numbers of a superfield following from the requirement that it do not depend on one or more Grassmann variables. Introducing G-analyticity in a traditional superspace cannot be done without breaking the R symmetry. The latter can be restored by extending the superspace by harmonic variables ,,- parametrizing the coset $`G/H_K`$. We also consider the massless UIRโs (โsupersingletonโ multiplets) , first as constrained superfields in ordinary superspace and then, for a part of them, as G-analytic harmonic superfields . Next we use supersingleton multiplication to construct UIRโs of $`\text{OSp}(8^{}/2N)`$ and $`\text{OSp}(8/4,)`$. We show that in this way one can reproduce the complete classification of UIRโs of ref. . We also discuss different kinds of shortening which certain superfields (not of the BPS type) may undergo. We conclude the paper by listing the various BPS states in the physically relevant cases of $`M_2`$ and $`M_5`$ branes horizon geometry where only one type of supersingletons appears.
Massive towers corresponding to 1/2 BPS states are the K-K modes coming from compactification of M-theory on $`AdS_{7/4}\times S_{4/7}`$ . Short representations of superconformal algebras also play a special rรดle in determining $`N`$-point functions from OPE .
Another area of interest is the classification of AdS black holes -, according to the fraction of supersymmetry preserved by the black hole background.
In a parallel analysis with black holes in asymptotically flat background , the AdS/CFT correspondence predicts that such BPS states should be dual to superconformal states undergoing โshorteningโ of the type discussed here.
## 2 The six-dimensional case
In this section we describe highest-weight UIRโs of the superconformal algebras $`\text{OSp}(8^{}/2N)`$ in six dimensions. Although the physical applications refer to $`N=1`$ and $`N=2`$, it is worthwhile to carry out the analysis for general $`N`$, along the same lines as in the four-dimensional case . We first examine the consequences of G-analyticity and conformal supersymmetry and find out the relation to BPS states. Then we will construct UIRโs of $`\text{OSp}(8^{}/2N)`$ by multiplying supersingletons. The results exactly match the general classification of UIRโs of $`\text{OSp}(8^{}/2N)`$ of Ref. .
### 2.1 The conformal superalgebra $`\text{OSp}(8^{}/2N)`$ and Grassmann analyticity
The part of the conformal superalgebra $`\text{OSp}(8^{}/2N)`$ relevant to our discussion is given below:
$`\{Q_\alpha ^i,Q_\beta ^j\}=2\mathrm{\Omega }^{ij}\gamma _{\alpha \beta }^\mu P_\mu ,`$ (2.1)
$`\{S^{\alpha i},S^{\beta j}\}=2\mathrm{\Omega }^{ij}\gamma _\mu ^{\alpha \beta }K^\mu ,`$ (2.2)
$`\{Q_\alpha ^i,S^{\beta j}\}=i\mathrm{\Omega }^{ij}(\gamma ^{\mu \nu })_\alpha {}_{}{}^{\beta }M_{\mu \nu }^{}+2\delta _\alpha ^\beta (4T^{ij}i\mathrm{\Omega }^{ij}D),`$ (2.3)
$`[D,Q_\alpha ^i]={\displaystyle \frac{i}{2}}Q_\alpha ^i,[D,S^{\alpha i}]={\displaystyle \frac{i}{2}}S^{\alpha i},`$ (2.4)
$`[T^{ij},Q_\alpha ^k]={\displaystyle \frac{1}{2}}(\mathrm{\Omega }^{ki}Q_\alpha ^j+\mathrm{\Omega }^{kj}Q_\alpha ^i),`$ (2.5)
$`[T^{ij},T^{kl}]={\displaystyle \frac{1}{2}}(\mathrm{\Omega }^{ik}T^{lj}+\mathrm{\Omega }^{il}T^{kj}+\mathrm{\Omega }^{jk}T^{li}+\mathrm{\Omega }^{jl}T^{ki}).`$ (2.6)
Here $`Q_\alpha ^i`$ are the generators of Poincarรฉ supersymmetry carrying a right-handed chiral spinor index $`\alpha =1,2,3,4`$ of the Lorentz group $`\text{SU}^{}(4)\text{SO}(5,1)`$ (generators $`M_{\mu \nu }`$) and an index $`i=1,2,\mathrm{},2N`$ of the fundamental representation of the R symmetry group $`\text{USp}(2N)`$ (generators $`T^{ij}=T^{ji}`$); $`S^{\beta j}`$ are the generators of conformal supersymmetry carrying a left-handed chiral spinor index; $`D`$ is the generator of dilations, $`P_\mu `$ of translations and $`K_\mu `$ of conformal boosts. It is convenient to make the non-standard choice of the symplectic matrix $`\mathrm{\Omega }^{ij}=\mathrm{\Omega }^{ji}`$ with non-vanishing entries $`\mathrm{\Omega }^{\mathrm{1\hspace{0.33em}2}N}=\mathrm{\Omega }^{\mathrm{2\hspace{0.33em}2}N1}=\mathrm{}=\mathrm{\Omega }^{NN+1}=1`$. The chiral spinors satisfy a pseudo-reality condition of the type $`\overline{Q_\alpha ^i}=\mathrm{\Omega }^{ij}Q_j^\beta c_{\beta \alpha }`$ where $`c`$ is a $`4\times 4`$ unitary โcharge conjugationโ matrix. Note that the generators $`M,P,K,D`$ form the Lie algebra of $`\text{SO}(8^{})\text{SO}(2,6)`$ and the generators $`Q,S`$ form an $`\text{SO}(8^{})`$ chiral spinor.
The standard realization of this superalgebra makes use of a superspace with even coordinates $`x^\mu `$ and left-handed spinor odd ones $`\theta ^{\alpha i}`$. Unlike the four-dimensional case, here chirality is not an option but is already built in. The only way to obtain smaller superspaces is through Grassmann analyticity. We begin by imposing a single condition of G-analyticity:
$$q_\alpha ^1\mathrm{\Phi }(x,\theta )=0$$
(2.7)
(here and in what follows the lower-case notation refers to the matrix part of the generators). This condition amounts to removing the odd variable $`\theta ^{\alpha \mathrm{\hspace{0.33em}2}N}`$, i.e. to a superspace with coordinates $`x^\mu ,\theta ^{\alpha \mathrm{\hspace{0.33em}1},2,\mathrm{},2N1}`$. From the definition of a superconformal primary field we have
$$s^{i\beta }\mathrm{\Phi }=0,$$
(2.8)
which, together with (2.7) and the algebra (2.1)-(2.6) yields the consistency conditions
$`m_{\mu \nu }=0,`$ (2.9)
$`t^{11}=t^{12}=\mathrm{}=t^{\mathrm{1\hspace{0.33em}2}N1}=0,`$ (2.10)
$`4t^{\mathrm{1\hspace{0.33em}2}N}+\mathrm{}=0`$ (2.11)
(in (2.11) $`\mathrm{}`$ denotes the conformal dimension, i.e. the eigenvalue of $`iD`$). Eq. (2.9) implies that the superfield $`\mathrm{\Phi }`$ must be a Lorentz scalar. In order to interpret eqs. (2.10), (2.11), we need the Cartan decomposition of the algebra of $`\text{USp}(2N)`$ into:
(i) raising operators (corresponding to the positive roots):
$$T^{k\mathrm{\hspace{0.33em}2}Nl},k=1,\mathrm{},N,l=k,\mathrm{},2Nk(\text{simple if }l=k);$$
(2.12)
(ii) $`[\text{U}(1)]^N`$ charges:
$$H_k=2T^{k\mathrm{\hspace{0.33em}2}Nk+1},k=1,\mathrm{},N;$$
(2.13)
(iii) the rest are lowering operators (corresponding to the negative roots). The Dynkin labels $`a_k`$ of a $`\text{USp}(2N)`$ irrep are defined as follows:
$$a_k=H_kH_{k+1},k=1,\mathrm{},N1,a_N=H_N,$$
(2.14)
so that, for instance, the projection $`Q^1`$ of the supersymmetry generator is the HWS of the fundamental irrep $`(1,0,\mathrm{},0)`$.
Now it becomes clear that (2.10) is part of the $`\text{USp}(2N)`$ irreducibility conditions whereas (2.11) relates the conformal dimension to the sum of the Dynkin labels:
$$\mathrm{}=2\underset{k=1}{\overset{N}{}}a_k.$$
(2.15)
Let us denote the highest-weight UIRโs of the $`\text{OSp}(8^{}/2N)`$ algebra by
$$๐(\mathrm{};J_1,J_2,J_3;a_1,\mathrm{},a_N)$$
where $`\mathrm{}`$ is the conformal dimension, $`J_1,J_2,J_3`$ are the $`\text{SU}^{}(4)`$ Dynkin labels and $`a_k`$ are the $`\text{USp}(2N)`$ Dynkin labels of the first component. Then the G-analytic superfields defined above are of the type
$$\mathrm{\Phi }(\theta ^{1,2,\mathrm{},2N1})๐(2\underset{k=1}{\overset{N}{}}a_k;0,0,0;a_1,\mathrm{},a_N).$$
(2.16)
The next step is to impose a second condition of G-analyticity with the generator $`q_\alpha ^2`$ which removes one more odd variable and leads to a superspace with coordinates $`x^\mu ,\theta ^{\alpha \mathrm{\hspace{0.33em}1},2,\mathrm{},2N2}`$. This implies the new constraints
$$4t^{\mathrm{2\hspace{0.33em}2}N1}+\mathrm{}=0a_1=0,t^{\mathrm{2\hspace{0.33em}2}N}=0.$$
(2.17)
Note that the vanishing of the lowering operator $`t^{\mathrm{2\hspace{0.33em}2}N}`$ means that the subalgebra $`\text{SU}(2)\text{USp}(2N)`$ formed by $`t^{\mathrm{1\hspace{0.33em}2}N1}`$, $`t^{\mathrm{2\hspace{0.33em}2}N}`$ and $`t^{\mathrm{1\hspace{0.33em}2}N}t^{\mathrm{2\hspace{0.33em}2}N1}`$ acts trivially on the particular $`\text{USp}(2N)`$ irreps. This is equivalent to setting $`a_1=0`$, as in (2.17). Thus, the new G-analytic superfields are of the type
$$\mathrm{\Phi }(\theta ^{1,2,\mathrm{},2N2})๐(2\underset{k=2}{\overset{N}{}}a_k;0,0,0;0,a_2,\mathrm{},a_N).$$
(2.18)
From (2.1) it is clear that we can go on in the same manner until we remove half of the $`\theta `$โs, namely $`\theta ^{N+1},\mathrm{},\theta ^{2N}`$. Each time we have to set a new Dynkin label to zero. We can summarize by saying that the superconformal algebra $`\text{OSp}(8^{}/2N)`$ admits the following short UIRโs corresponding to BPS states:
$$\frac{p}{2N}\text{ BPS}:๐(2\underset{k=p}{\overset{N}{}}a_k;0,0,0;0,\mathrm{},0,a_p,\mathrm{},a_N),p=1,\mathrm{},N.$$
(2.19)
### 2.2 Supersingletons
There exist three types of massless multiplets in six dimensions corresponding to ultrashort UIRโs (supersingletons) of $`\text{OSp}(8^{}/2N)`$ (see, e.g., for the case $`N=2`$). All of them can be formulated in terms of constrained superfields as follows.
(i) The first type is described by a superfield $`W^{\{i_1\mathrm{}i_n\}}(x,\theta )`$, $`1nN`$, which is antisymmetric and traceless in the external $`\text{USp}(2N)`$ indices (for even $`n`$ one can impose a reality condition). It satisfies the constraint (see and )
$$D_\alpha ^{(k}W^{\{i_1)i_2\mathrm{}i_n\}}=0๐(2;0,0,0;0,\mathrm{},0,a_n=1,0,\mathrm{},0)$$
(2.20)
where the spinor covariant derivatives obey the supersymmetry algebra
$$\{D_\alpha ^i,D_\beta ^j\}=2i\mathrm{\Omega }^{ij}\gamma _{\alpha \beta }^\mu _\mu .$$
(2.21)
The components of this superfield are massless fields. In the case $`N=n=1`$ this is the on-shell $`(1,0)`$ hypermultiplet and for $`N=n=2`$ it is the on-shell $`(2,0)`$ tensor multiplet .
(ii) The second type is described by a (real) superfield without external indices, $`w(x,\theta )`$. The corresponding constraint is second-order in the spinor derivatives:
$$D_{[\alpha }^{(i}D_{\beta ]}^{j)}w=0๐(2;0,0,0;0,\mathrm{},0).$$
(2.22)
(iii) Finally, there exists an infinite series of multiplets described by superfields with $`n`$ totally symmetrized external Lorentz spinor indices, $`w_{(\alpha _1\mathrm{}\alpha _n)}(x,\theta )`$ (they can be made real in the case of even $`n`$). Now the constraint takes the form
$$D_{[\beta }^iw_{(\alpha _1]\mathrm{}\alpha _n)}=0๐(2+n/2;n,0,0;0,\mathrm{},0).$$
(2.23)
As shown in ref. , the six-dimensional massless conformal fields only carry reps $`(J_1,0)`$ of the little group $`\text{SU}(2)\times \text{SU}(2)`$ of a light-like particle momentum. This result is related to the analysis of conformal fields in $`d`$ dimensions . This fact implies that massless superconformal multiplets are classified by a single $`\text{SU}(2)`$ and $`\text{USp}(2N)`$ R-symmetry and are therefore identical to massless super-Poincarรฉ multiplets in five dimensions. Some physical implication of the above circumstance have recently been discussed in ref. where it was suggested that certain strongly coupled $`d=5`$ theories effectively become six-dimensional.
### 2.3 Harmonic superspace
The massless multiplets (i), (ii) admit an alternative formulation in harmonic superspace (see for $`N=1,2`$). The advantage of this formulation is that the constraints (2.20) become conditions for G-analyticity. We introduce harmonic variables describing the coset $`\text{USp}(2N)/[\text{U}(1)]^N`$:
$$u\text{USp}(2N):u_i^Iu_J^i=\delta _J^I,u_i^I\mathrm{\Omega }^{ij}u_j^J=\mathrm{\Omega }^{IJ},u_i^I=(u_I^i)^{}.$$
(2.24)
Here the indices $`i,j`$ belong to the fundamental representation of $`\text{USp}(2N)`$ and $`I,J`$ are labels corresponding to the $`[\text{U}(1)]^N`$ projections. The harmonic derivatives
$$D^{IJ}=\mathrm{\Omega }^{K(I}u_i^{J)}\frac{}{u_i^K}$$
(2.25)
form the algebra of $`\text{USp}(2N)_R`$ (see (2.6)) realized on the indices $`I,J`$.
Let us now project the defining constraint (2.20) with the harmonics $`u_k^Ku_{i_1}^1\mathrm{}u_{i_n}^n`$, $`K=1,\mathrm{},n`$:
$$D_\alpha ^1W^{12\mathrm{}n}=D_\alpha ^2W^{12\mathrm{}n}=\mathrm{}=D_\alpha ^nW^{12\mathrm{}n}=0$$
(2.26)
where $`D_\alpha ^K=D_\alpha ^iu_i^K`$ and $`W^{12\mathrm{}n}=W^{\{i_1\mathrm{}i_n\}}u_{i_1}^1\mathrm{}u_{i_n}^n`$. Indeed, the constraint (2.20) now takes the form of a G-analyticity condition. In the appropriate basis in superspace the solution to (2.26) is a short superfield depending on part of the odd coordinates:
$$W^{12\mathrm{}n}(x_A,\theta ^1,\theta ^2,\mathrm{},\theta ^{2Nn},u).$$
(2.27)
In addition to (2.26), the projected superfield $`W^{12\mathrm{}n}`$ automatically satisfies the $`\text{USp}(2N)`$ harmonic irreducibility conditions
$$D^{K\mathrm{\hspace{0.33em}2}NK}W^{12}=0,K=1,\mathrm{},N$$
(2.28)
(only the simple roots of $`\text{USp}(2N)`$ are shown). The equivalence between the two forms of the constraint follows from the obvious properties of the harmonic products $`u_{[k}^Ku_{i]}^K=0`$ and $`\mathrm{\Omega }^{ij}u_i^Ku_j^L=0`$ for $`1K<Ln`$. The harmonic constraints (2.28) make the superfield ultrashort.
Finally, in case (ii), projecting the constraint (2.22) with $`u_i^Iu_j^I`$ where $`I=1,\mathrm{},N`$ (no summation), we obtain the condition
$$D_\alpha ^ID_\beta ^Iw=0.$$
(2.29)
It implies that the superfield $`w`$ is linear in each projection $`\theta ^{\alpha I}`$.
### 2.4 Series of UIRโs of $`\text{OSp}(8^{}/2N)`$ and shortening
It is now clear that we can realize the BPS series of UIRโs (2.19) as products of the different G-analytic superfields (supersingletons) (2.26).<sup>1</sup><sup>1</sup>1As a bonus, we also prove the unitarity of these series, since they are obtained by multiplying massless unitary multiplets. BPS shortening is obtained by setting the first $`p1`$ $`\text{USp}(2N)`$ Dynkin labels to zero:
$$\frac{p}{2N}\text{BPS}:W^{[0,\mathrm{},0,a_p,\mathrm{},a_N]}(\theta ^1,\theta ^2,\mathrm{},\theta ^{2Np})=(W^{1\mathrm{}p})^{a_p}\mathrm{}(W^{1\mathrm{}N})^{a_N}.$$
(2.30)
We remark that our harmonic coset $`\text{USp}(2N)/[\text{U}(1)]^N`$ is effectively reduced to $`\text{USp}(2N)/\text{U}(p)\times [\text{U}(1)]^{Np}`$ in the case of $`p/2N`$ BPS shortening. Such a smaller harmonic space was used in Ref. to formulate the $`(2,0)`$ tensor multiplet.
A study of the most general UIRโs of $`\text{OSp}(8^{}/2N)`$ (similar to the one of Ref. for the case of $`\text{SU}(2,2/N)`$) is presented in Ref. . We can construct these UIRโs by multiplying the three types of supersingletons above:
$$w_{\alpha _1\mathrm{}\alpha _{m_1}}w_{\beta _1\mathrm{}\beta _{m_2}}w_{\gamma _1\mathrm{}\gamma _{m_3}}w^kW^{[a_1,\mathrm{},a_N]}$$
(2.31)
where $`m_1m_2m_3`$ and the spinor indices are arranged so that they form an $`\text{SU}^{}(4)`$ UIR with Young tableau $`(m_1,m_2,m_3)`$ or Dynkin labels $`J_1=m_1m_2,J_2=m_2m_3,J_3=m_3`$. Thus we obtain four distinct series:
A) $`\mathrm{}6+{\displaystyle \frac{1}{2}}(J_1+2J_2+3J_3)+2{\displaystyle \underset{k=1}{\overset{N}{}}}a_k;`$
B) $`J_3=0,\mathrm{}4+{\displaystyle \frac{1}{2}}(J_1+2J_2)+2{\displaystyle \underset{k=1}{\overset{N}{}}}a_k;`$
C) $`J_2=J_3=0,\mathrm{}2+{\displaystyle \frac{1}{2}}J_1+2{\displaystyle \underset{k=1}{\overset{N}{}}}a_k;`$
D) $`J_1=J_2=J_3=0,\mathrm{}=2{\displaystyle \underset{k=1}{\overset{N}{}}}a_k.`$ (2.32)
The superconformal bound is saturated when $`k=0`$ in (2.31). Note that the values of the conformal dimension we can obtain are โquantizedโ since the factor $`w^k`$ has $`\mathrm{}=2k`$ and $`k`$ must be a non-negative integer to ensure unitarity. With this restriction eq. (2.32) reproduces the results of Ref. . However, we cannot comment on the existence of a โwindowโ of dimensions $`2+\frac{1}{2}J_1+2_{k=1}^Na_k\mathrm{}4+\frac{1}{2}J_1+2_{k=1}^Na_k`$ conjectured in . <sup>2</sup><sup>2</sup>2In a recent paper the UIRโs of the six-dimensional conformal algebra $`\text{SO}(2,6)`$ have been classified. Note that the superconformal bound in case A (with all $`a_i=0`$) is stronger that the purely conformal unitarity bounds found in .
In the generic case the multiplet (2.31) is โlongโ, but for certain special values of the dimension some shortening can take place . We can immediately identify all these short multiplets. First of all, case D corresponds to BPS shortening. In the other cases let us first set $`a_i=0`$, i.e. no BPS multiplets appear in (2.31). Then saturating the bound in case A (i.e., setting $`k=0`$) leads to the shortening condition (see (2.23)):
$$ฯต^{\delta \alpha \beta \gamma }D_\delta ^i(w_{\alpha \mathrm{}\alpha _{m_1}}w_{\beta \mathrm{}\beta _{m_2}}w_{\gamma \mathrm{}\gamma _{m_3}})=0\mathrm{}=6+\frac{1}{2}(J_1+2J_2+3J_3).$$
(2.33)
Next, in case B we have two possibilities: either we saturate the bound ($`k=0`$) or we use just one factor $`w`$ ($`k=1`$). Using (2.22) and (2.23), we find
$$ฯต^{\delta \gamma \alpha \beta }D_\gamma ^i(w_{\alpha \mathrm{}\alpha _{m_1}}w_{\beta \mathrm{}\beta _{m_2}})=0\mathrm{}=4+\frac{1}{2}(J_1+2J_2);$$
(2.34)
$$ฯต^{\delta \gamma \alpha \beta }D_\delta ^{(i}D_\gamma ^{j)}(ww_{\alpha \mathrm{}\alpha _{m_1}}w_{\beta \mathrm{}\beta _{m_2}})=0\mathrm{}=6+\frac{1}{2}(J_1+2J_2).$$
(2.35)
Similarly, in case C with $`J_10`$ we have three options, namely setting $`k=0\mathrm{}=2+\frac{1}{2}J_1`$ (which corresponds to the supersingleton defining constraint (2.23)) or $`k=1,2`$ which gives:
$$ฯต^{\delta \gamma \beta \alpha }D_\gamma ^{(i}D_\beta ^{j)}(ww_{\alpha \mathrm{}\alpha _{m_1}})=0\mathrm{}=4+\frac{1}{2}J_1,$$
(2.36)
$$ฯต^{\delta \gamma \beta \alpha _1}D_\delta ^{(i}D_\gamma ^jD_\beta ^{k)}(w^2w_{\alpha _1\mathrm{}\alpha _{m_1}})=0\mathrm{}=6+\frac{1}{2}J_1.$$
(2.37)
Finally, in case C with $`J_1=0`$ we can take the scalar supersingleton (2.22) itself, i.e. set $`k=1\mathrm{}=2`$, or set $`k=2,3`$:
$$ฯต^{\delta \gamma \beta \alpha }D_\gamma ^{(i}D_\beta ^jD_\alpha ^{k)}(w^2)=0\mathrm{}=4,$$
(2.38)
$$ฯต^{\delta \gamma \beta \alpha }D_\delta ^{(i}D_\gamma ^jD_\beta ^kD_\alpha ^{l)}(w^3)=0\mathrm{}=6.$$
(2.39)
Introducing $`\text{USp}(2N)`$ quantum numbers into the above shortening conditions is achieved by multiplying the short multiplets by a BPS object. The new short multiplets satisfy the corresponding $`\text{USp}(2N)`$ projections of eqs. (2.22), (2.23), (2.33)-(2.39). We call such objects โintermediate shortโ.
## 3 The three-dimensional case
In this section we carry out the analysis of the $`d=3`$ $`N=8`$ superconformal algebra $`\text{OSp}(8/4,)`$ in a way similar to the above (the generalization to $`\text{OSp}(N/4,)`$ is straightforward). Some of the short representations of the $`N=2`$ and $`N=3`$ cases were discussed in Ref. .
### 3.1 The conformal superalgebra $`\text{OSp}(8/4,)`$ and G-analyticity
The part of the conformal superalgebra $`\text{OSp}(8/4,)`$ relevant to our discussion is given below:
$`\{Q_\alpha ^i,Q_\beta ^j\}=2\delta ^{ij}\gamma _{\alpha \beta }^\mu P_\mu ,`$ (3.1)
$`\{Q_\alpha ^i,S_\beta ^j\}=\delta ^{ij}M_{\alpha \beta }+2ฯต_{\alpha \beta }(T^{ij}+\delta ^{ij}D),`$ (3.2)
$`[T^{ij},Q_\alpha ^k]=i(\delta ^{ki}Q_\alpha ^j\delta ^{kj}Q_\alpha ^i),`$ (3.3)
$`[T^{ij},T^{kl}]=i(\delta ^{ik}T^{jl}+\delta ^{jl}T^{ik}\delta ^{jk}T^{il}\delta ^{il}T^{jk}).`$ (3.4)
Here we find the generators $`Q_\alpha ^i`$ of $`N=8`$ Poincarรฉ supersymmetry with a spinor index $`\alpha =1,2`$ of the $`d=3`$ Lorentz group $`\text{SL}(2,)\text{SO}(1,2)`$ (generators $`M_{\alpha \beta }=M_{\beta \alpha }`$) and a vector<sup>3</sup><sup>3</sup>3Ascribing one of the three 8-dimensional representations of $`\text{SO}(8)`$, $`8_v`$, $`8_s`$, $`8_c`$ (related by triality) to the supersymmetry generators is purely conventional. Since in all the other $`N`$-extended $`d=3`$ supersymmetries the odd generators belong to the vector representation, we prefer to put an $`8_v`$ index $`i`$ on the supercharges. index $`i=1,\mathrm{},8`$ of the R symmetry group $`\text{SO}(8)`$ (generators $`T^{ij}=T^{ji}`$); $`S_\alpha ^i`$ of conformal supersymmetry; $`P_\mu `$, $`\mu =0,1,2`$, of translations; $`D`$ of dilations.
The standard realization of this superalgebra makes use of a superspace with coordinates $`x^\mu ,\theta ^{\alpha i}`$. In order to study G-analyticity we need to decompose the generators $`Q_\alpha ^i`$ under $`[\text{U}(1)]^4\text{SO}(8)`$. Besides the vector representation $`8_v`$ of $`\text{SO}(8)`$ we are also going to use the spinor ones, $`8_s`$ and $`8_c`$. Denoting the four $`\text{U}(1)`$ charges by $`\pm `$, $`(\pm )`$, $`[\pm ]`$ and $`\{\pm \}`$, we decompose the three 8-dimensional representations as follows:
$`8_v:Q^i`$ $``$ $`Q^{\pm \pm },Q^{(\pm \pm )},Q^{[\pm ]\{\pm \}},`$ (3.5)
$`8_s:\varphi ^a`$ $``$ $`\varphi ^{+(+)[\pm ]},\varphi ^{()[\pm ]},\varphi ^{+()\{\pm \}},\varphi ^{(+)\{\pm \}}`$ (3.6)
$`8_c:\sigma ^{\dot{a}}`$ $``$ $`\sigma ^{+(+)\{\pm \}},\sigma ^{()\{\pm \}},\sigma ^{+()[\pm ]},\sigma ^{(+)[\pm ]}`$ (3.7)
The definition of the charge operators $`H_i`$, $`i=1,2,3,4`$ can be read off from the corresponding projections of the relation (3.2):
$`\{Q_\alpha ^{++},S_\beta ^{}\}`$ $`=`$ $`{\displaystyle \frac{1}{2}}M_{\alpha \beta }+ฯต_{\alpha \beta }(D{\displaystyle \frac{1}{2}}H_1),`$
$`\{Q_\alpha ^{(++)},S_\beta ^{()}\}`$ $`=`$ $`{\displaystyle \frac{1}{2}}M_{\alpha \beta }+ฯต_{\alpha \beta }(D{\displaystyle \frac{1}{2}}H_2),`$
$`\{Q_\alpha ^{[+]\{+\}},S_\beta ^{[]\{\}}\}`$ $`=`$ $`{\displaystyle \frac{1}{2}}M_{\alpha \beta }+ฯต_{\alpha \beta }(D{\displaystyle \frac{1}{2}}H_3{\displaystyle \frac{1}{2}}H_4),`$
$`\{Q_\alpha ^{[+]\{\}},S_\beta ^{[]\{+\}}\}`$ $`=`$ $`{\displaystyle \frac{1}{2}}M_{\alpha \beta }ฯต_{\alpha \beta }(D{\displaystyle \frac{1}{2}}H_3+{\displaystyle \frac{1}{2}}H_4).`$ (3.8)
Let us denote a quasi primary superconformal field of the $`\text{OSp}(8/4,)`$ algebra by the quantum numbers of its HWS, $`๐(\mathrm{};J;a_1,a_2,a_3,a_4)`$, where $`\mathrm{}`$ is the conformal dimension, $`J`$ is the Lorentz spin and $`a_i`$ are the Dynkin labels (see, e.g., ) of the $`\text{SO}(8)`$ R symmetry. In fact, in our scheme the natural labels are the four charges $`h_i`$ (the eigenvalues of $`H_i`$) which are related to the Dynkin labels as follows: $`a_1=\frac{1}{2}(h_1h_2),a_2=\frac{1}{2}(h_2h_3h_4),a_3=h_3,a_4=h_4`$. A HWS $`|a_i`$ of $`\text{SO}(8)`$ is by definition annihilated by the positive simple roots of the $`\text{SO}(8)`$ algebra:
$$T^{[++]}|a_i=T^{\{++\}}|a_i=T^{++()}|a_i=T^{(++)[]\{\}}|a_i=0.$$
(3.9)
G-analyticity is obtained by requiring that one or more projections of $`Q_\alpha ^i`$ annihilate the state. These projections must form an anticommuting subset closed under the action of the raising operators of $`\text{SO}(8)`$ (3.9). Then, using the algebra (3.8) we examine the consistency of the G-analyticity conditions with the definition of a superconformal primary $`S_\alpha ^i|\mathrm{};J;a_k=0`$. Thus we find the following set of G-analytic superspaces corresponding to BPS states:
$`{\displaystyle \frac{1}{8}}\text{ BPS:}`$ $`\{\begin{array}{c}q_\alpha ^{++}\mathrm{\Phi }=0\mathrm{\Phi }(\theta ^{++},\theta ^{(\pm \pm )},\theta ^{[\pm ]\{\pm \}})\hfill \\ ๐(a_1+a_2+\frac{1}{2}(a_3+a_4);0;a_1,a_2,a_3,a_4)\hfill \end{array}`$ (3.12)
$`{\displaystyle \frac{1}{4}}\text{ BPS:}`$ $`\{\begin{array}{c}q_\alpha ^{++}\mathrm{\Phi }=q_\alpha ^{(++)}\mathrm{\Phi }=0\mathrm{\Phi }(\theta ^{++},\theta ^{(++)},\theta ^{[\pm ]\{\pm \}})\hfill \\ ๐(a_2+\frac{1}{2}(a_3+a_4);0;0,a_2,a_3,a_4)\hfill \end{array}`$ (3.15)
$`{\displaystyle \frac{3}{8}}\text{ BPS:}`$ $`\{\begin{array}{c}q_\alpha ^{++}\mathrm{\Phi }=q_\alpha ^{(++)}\mathrm{\Phi }=q_\alpha ^{[+]\{+\}}\mathrm{\Phi }=0\mathrm{\Phi }(\theta ^{++},\theta ^{(++)},\theta ^{[+]\{\pm \}},\theta ^{[]\{+\}})\hfill \\ ๐(\frac{1}{2}(a_3+a_4);0;0,0,a_3,a_4)\hfill \end{array}`$ (3.18)
$`{\displaystyle \frac{1}{2}}\text{ BPS (I):}`$ $`\{\begin{array}{c}q_\alpha ^{++}\mathrm{\Phi }=q_\alpha ^{(++)}\mathrm{\Phi }=q_\alpha ^{[+]\{\pm \}}\mathrm{\Phi }=0\mathrm{\Phi }(\theta ^{++},\theta ^{(++)},\theta ^{[+]\{\pm \}})\hfill \\ ๐(\frac{1}{2}a_3;0;0,0,a_3,0)\hfill \end{array}`$ (3.21)
$`{\displaystyle \frac{1}{2}}\text{ BPS (II):}`$ $`\{\begin{array}{c}q_\alpha ^{++}\mathrm{\Phi }=q_\alpha ^{(++)}\mathrm{\Phi }=q_\alpha ^{[\pm ]\{+\}}\mathrm{\Phi }=0\mathrm{\Phi }(\theta ^{++},\theta ^{(++)},\theta ^{[\pm ]\{+\}})\hfill \\ ๐(\frac{1}{2}a_4;0;0,0,0,a_4)\hfill \end{array}`$ (3.24)
We remark that the states $`1/4`$, $`3/8`$ and $`1/2`$ are annihilated by some of the lowering operators of $`\text{SO}(8)`$. This means that the $`\text{SO}(8)`$ subalgebras $`\text{SU}(2)`$, $`\text{SU}(3)`$ and $`\text{SU}(4)`$, respectively, act trivially. These properties are equivalent to the restrictions on the possible values of the $`\text{SO}(8)`$ Dynkin labels in (3.15). Note the existence of two types of $`1/2`$ BPS states due to the two possible subsets of projections of $`q^i`$ closed under the raising operators of $`\text{SO}(8)`$ (3.9). This fact can be equivalently explained by the two possible embeddings of $`\text{SU}(4)`$ in $`\text{SO}(8)`$.
### 3.2 Supersingletons and harmonic superspace
The supersingletons are the simplest $`\text{OSp}(8/4,)`$ representations of the $`1/2`$ type in (3.15) and correspond to $`๐(1/2;0;0,0,1,0)`$ or $`๐(1/2;0;0,0,0,1)`$. The existence of two distinct types of $`d=3`$ $`N=8`$ supersingletons has first been noted in Ref. . Each of them is just a collection of eight Dirac supermultiplets made out of โDiโ and โRacโ singletons .
In order to realize the supersingletons in superspace we note that the HWS in the two supermultiplets above has spin 0 and the Dynkin labels of the $`8_s`$ or $`8_c`$ of $`\text{SO}(8)`$, correspondingly. Thus, we take a scalar superfield $`\mathrm{\Phi }_a(x^\mu ,\theta _i^\alpha )`$ (or $`\mathrm{\Sigma }_{\dot{a}}(x^\mu ,\theta _i^\alpha )`$) with an external $`8_s`$ index $`a`$ (or an $`8_c`$ index $`\dot{a}`$). These superfields are subject to the following on-shell constraints <sup>4</sup><sup>4</sup>4See also for the description of a supersingleton related to ours by $`\text{SO}(8)`$ triality. Superfield representations of other $`OSp(N/4)`$ superalgebras were considered in .:
type I: $`D_\alpha ^i\mathrm{\Phi }_a={\displaystyle \frac{1}{8}}\gamma _{a\dot{b}}^i\stackrel{~}{\gamma }_{\dot{b}c}^jD_\alpha ^j\mathrm{\Phi }_c;`$ (3.25)
type II: $`D_\alpha ^i\mathrm{\Sigma }_{\dot{a}}={\displaystyle \frac{1}{8}}\stackrel{~}{\gamma }_{\dot{a}b}^i\gamma _{b\dot{c}}^jD_\alpha ^j\mathrm{\Sigma }_{\dot{c}}`$ (3.26)
which reduce them to a massless $`8_s`$ ($`8_c`$) scalar and $`8_c`$ ($`8_s`$) spinor.
The harmonic superspace description of these supersingletons can be realized by taking the harmonic coset<sup>5</sup><sup>5</sup>5A formulation of the above multiplet in harmonic superspace has been proposed in Ref. (see also and for a general discussion of three-dimensional harmonic superspaces). The harmonic coset used in is $`\text{Spin}(8)/\text{U}(4)`$. Although the supersingleton itself does indeed live in this smaller coset, its residual symmetry $`U(4)`$ would not allow us to multiply different realizations of the supersingleton. For this reason we prefer from the very beginning to use the coset $`\text{Spin}(8)/[\text{U}(1)]^4`$ with a minimal residual symmetry. $`\text{SO}(8)/[\text{SO}(2)]^4\text{Spin}(8)/[\text{U}(1)]^4`$. Since $`\text{SO}(8)`$ has three inequivalent fundamental representations, $`8_s,8_c,8_v`$, following we introduce three sets of harmonic variables, $`u_a^A,w_{\dot{a}}^{\dot{A}},v_i^I`$, where $`A`$, $`\dot{A}`$ and $`I`$ denote the decompositions of an $`8_s`$, $`8_c`$ and $`8_v`$ index, correspondingly, into sets of four $`\text{U}(1)`$ charges (see (3.5)-(3.7)). Each of these $`8\times 8`$ real matrices belongs to the corresponding representation of $`\text{SO}(8)`$. This implies that they are orthogonal matrices:
$$u_a^Au_a^B=\delta ^{AB},w_{\dot{a}}^{\dot{A}}w_{\dot{a}}^{\dot{B}}=\delta ^{\dot{A}\dot{B}},v_i^Iv_i^J=\delta ^{IJ}.$$
(3.27)
These matrices supply three copies of the group space, and we only need one to parametrize the harmonic coset. The condition which identifies the three sets of harmonic variables is
$$u_a^A(\gamma ^I)_{A\dot{A}}w_{\dot{a}}^{\dot{A}}=v_i^I(\gamma ^i)_{a\dot{a}}.$$
(3.28)
Further, we introduce harmonic derivatives (the covariant derivatives on the coset $`\text{Spin}(8)/[\text{U}(1)]^4`$):
$$D^{IJ}=u_a^A(\gamma ^{IJ})^{AB}\frac{}{u_a^B}+w_{\dot{a}}^{\dot{A}}(\gamma ^{IJ})^{\dot{A}\dot{B}}\frac{}{w_{\dot{a}}^{\dot{B}}}+v_i^{[I}\frac{}{v_i^{J]}}.$$
(3.29)
They respect the algebraic relations (3.27), (3.28) among the harmonic variables and form the algebra of $`\text{SO}(8)`$ realized on the indices $`A,\dot{A},I`$.
We now use the harmonic variables for projecting the supersingleton defining constraints (3.25), (3.26). From (3.28) it follows that the projections $`\mathrm{\Phi }^{+(+)[+]}`$ and $`\mathrm{\Sigma }^{+(+)\{+\}}`$ satisfy the following G-analyticity constraints:
$`D^{++}\mathrm{\Phi }^{+(+)[+]}=D^{(++)}\mathrm{\Phi }^{+(+)[+]}=D^{[+]\{\pm \}}\mathrm{\Phi }^{+(+)[+]}=0,`$ (3.30)
$`D^{++}\mathrm{\Sigma }^{+(+)\{+\}}=D^{(++)}\mathrm{\Sigma }^{+(+)\{+\}}=D^{[+]\{\pm \}}\mathrm{\Sigma }^{+(+)\{+\}}=0`$ (3.31)
where $`D_\alpha ^I=v_i^ID_\alpha ^i`$, $`\mathrm{\Phi }^A=u_a^A\mathrm{\Phi }_a`$ and $`\mathrm{\Sigma }^{\dot{A}}=w_{\dot{a}}^{\dot{A}}\mathrm{\Sigma }_{\dot{a}}`$. This is the superspace realization of the 1/2 BPS shortening conditions in (3.15). In the appropriate basis in superspace $`\mathrm{\Phi }^{+(+)[+]}`$ and $`\mathrm{\Sigma }^{+(+)\{+\}}`$ depend on different halves of the odd variables as well as on the harmonic variables:
$`\text{type I}:`$ $`\mathrm{\Phi }^{+(+)[+]}(x_A,\theta ^{++},\theta ^{(++)},\theta ^{[+]\{\pm \}},u,w),`$ (3.32)
$`\text{type II}:`$ $`\mathrm{\Sigma }^{+(+)\{+\}}(x_A,\theta ^{++},\theta ^{(++)},\theta ^{[\pm ]\{+\}},u,w).`$ (3.33)
In addition to the G-analyticity constraints (3.30), (3.31), the on-shell superfields $`\mathrm{\Phi }^{+(+)[+]}`$, $`\mathrm{\Sigma }^{+(+)\{+\}}`$ are subject to the $`\text{SO}(8)`$ irreducibility harmonic conditions obtained from (3.9) by replacing the $`\text{SO}(8)`$ generators by the corresponding harmonic derivatives. The combination of the latter with eq. (3.30) is equivalent to the original constraint (3.25).
Note that $`\mathrm{\Phi }^{+(+)[+]}`$, $`\mathrm{\Sigma }^{+(+)\{+\}}`$ are automatically annihilated by some of the lowering operators of $`\text{SO}(8)`$. This means that the supersingleton harmonic superfields effectively live on the smaller harmonic coset $`\text{Spin}(8)/\text{U}(4)`$.
### 3.3 $`\text{OSp}(8/4,)`$ supersingleton composites
One way to obtain short multiplets of $`\text{OSp}(8/4,)`$ is to multiply different analytic superfields describing the type I supersingleton. The point is that above we chose a particular projection of, e.g., the defining constraint (3.25) which lead to the analytic superfield $`\mathrm{\Phi }^{+(+)[+]}`$. In fact, we could have done this in a variety of ways, each time obtaining superfields depending on different halves of the total number of odd variables. Thus, we can have four distinct but equivalent analytic descriptions of the type I supersingleton:
$`\mathrm{\Phi }^{+(+)[+]}(\theta ^{++},\theta ^{(++)},\theta ^{[+]\{+\}},\theta ^{[+]\{\}}),`$
$`\mathrm{\Phi }^{+(+)[]}(\theta ^{++},\theta ^{(++)},\theta ^{[]\{+\}},\theta ^{[]\{\}}),`$
$`\mathrm{\Phi }^{+()\{+\}}(\theta ^{++},\theta ^{()},\theta ^{[+]\{+\}},\theta ^{[]\{+\}}),`$
$`\mathrm{\Phi }^{+()\{\}}(\theta ^{++},\theta ^{()},\theta ^{[+]\{\}},\theta ^{[]\{\}}).`$ (3.34)
Then we can multiply them in the following way:
$$(\mathrm{\Phi }^{+(+)[+]})^{p+q+r+s}(\mathrm{\Phi }^{+(+)[]})^{q+r+s}(\mathrm{\Phi }^{+()\{+\}})^{r+s}(\mathrm{\Phi }^{+()\{\}})^s$$
(3.35)
thus obtaining three BPS series of $`\text{OSp}(8/4,)`$ UIRโs:
$`{\displaystyle \frac{1}{8}}\text{ BPS:}`$ $`๐(a_1+a_2+{\displaystyle \frac{1}{2}}(a_3+a_4),0;a_1,a_2,a_3,a_4),a_1a_4=2s0;`$
$`{\displaystyle \frac{1}{4}}\text{ BPS:}`$ $`๐(a_2+{\displaystyle \frac{1}{2}}a_3,0;0,a_2,a_3,0);`$ (3.36)
$`{\displaystyle \frac{1}{2}}\text{ BPS:}`$ $`๐({\displaystyle \frac{1}{2}}a_3,0;0,0,a_3,0)`$
where $`a_1=r+2s,a_2=q,a_3=p,a_4=r`$.
We see that using only one type of supersingletons cannot reproduce the classification (3.15), in particular, the $`3/8`$ series. The latter can be obtained by mixing the two types of supersingletons:
$$[\mathrm{\Phi }^{+(+)[+]}(\theta ^{++},\theta ^{(++)},\theta ^{[+]\{\pm \}})]^{a_3}[\mathrm{\Sigma }^{+(+)\{+\}}(\theta ^{++},\theta ^{(++)},\theta ^{[\pm ]\{+\}})]^{a_4}$$
(3.37)
(or the same with $`\mathrm{\Phi }`$ and $`\mathrm{\Sigma }`$ exchanged). Counting the charges and the dimension, we find exact matching with the $`3/8`$ series in (3.15). Further, mixing two realizations of type I and one of type II supersingletons, we can construct the 1/4 series in (3.15):
$$[\mathrm{\Phi }^{+(+)[+]}]^{a_2+a_3}[\mathrm{\Phi }^{+(+)[]}]^{a_2}[\mathrm{\Sigma }^{+(+)\{+\}}]^{a_4}.$$
(3.38)
Finally, the full 1/8 series in (3.15) (i.e., without the restriction $`a_1a_4=2s0`$ in (3.36)) can be obtained in a variety of ways.
In this section we have analyzed all short highest-weight UIRโs of the $`\text{OSp}(8/4,)`$ superalgebra whose HWSโs are annihilated by part of the super-Poincarรฉ odd generators. The number of distinct possibilities have been shown to correspond to different BPS conditions on the HWS. When the algebra is interpreted on the $`AdS_4`$ bulk, for which the 3d superconformal field theory corresponds to the boundary M-2 brane dynamics, these states appear as BPS massive excitations, such as K-K states or AdS black holes, of M-theory on $`AdS_4\times S^7`$. Since in M-theory there is only one type of supersingleton related to the M-2 brane transverse coordinates , according to our analysis massive states cannot be 3/8 BPS saturated, exactly as it happens in M-theory on $`M^4\times T^7`$. Indeed, the missing solution was also noticed in Ref. by studying $`AdS_4`$ black holes in gauged $`N=8`$ supergravity. Curiously, in the ungauged theory, which is in some sense the flat limit of the former, the 3/8 BPS states are forbidden by the underlying $`E_{7(7)}`$ symmetry of $`N=8`$ supergravity .
### 3.4 Series of UIRโs of $`\text{OSp}(8/4,)`$
In the even-dimensional case $`d=6`$ we had supersingleton superfields carrying either $`R`$ symmetry indices or Lorentz indices or just conformal dimension. Multiplying them we were able to reproduce the corresponding general series of UIRโs. In the odd-dimensional case $`d=3`$ we only have two supersingletons carrying $`\text{SO}(8)`$ spinor indices. Multiplying them we could construct all the short objects of BPS type. Yet, for reproducing the most general UIRโs (see ), we need short objects with spin but without $`\text{SO}(8)`$ indices. These arise in the form of conserved currents. The simplest one is a Lorentz scalar and an $`\text{SO}(8)`$ singlet $`w`$ of dimension $`\mathrm{}=1`$. It can be realized as a bilinear of two supersingletons of the same type, e.g., $`w=\mathrm{\Phi }_a\mathrm{\Phi }_a`$ or $`w=\mathrm{\Sigma }_{\dot{a}}\mathrm{\Sigma }_{\dot{a}}`$. Using (3.25) or (3.26) one can show that it satisfies the constraint (a non-BPS shortness condition)
$$D_\alpha ^iD^{j\alpha }w=\frac{1}{8}\delta ^{ij}D_\alpha ^kD^{k\alpha }w.$$
(3.39)
The other currents carry $`\text{SL}(2,)`$ spinor indices, $`w_{\alpha _1\mathrm{}\alpha _{2J}}`$, have dimension $`\mathrm{}=1+J`$ and satisfy the constraint
$$D^{i\alpha }w_{\alpha \alpha _2\mathrm{}\alpha _{2J}}=0.$$
(3.40)
They can be constructed as bilinears of the two types of supersingletons (for half-integer spin) or of two copies of the same type (for integer spin). For example, the two lowest ones ($`J=1/2`$ and $`J=1`$) are
$$w_\alpha =\gamma _{b\dot{b}}^i\left(D_\alpha ^i\mathrm{\Phi }_b\mathrm{\Sigma }_{\dot{b}}\mathrm{\Phi }_bD_\alpha ^i\mathrm{\Sigma }_{\dot{b}}\right),$$
(3.41)
$$w_{\alpha \beta }=D_{(\alpha }^i\mathrm{\Phi }_a(\gamma ^i\gamma ^j)_{ab}D_{\beta )}^j\mathrm{\Phi }_b^{}+32i(\mathrm{\Phi }_a_{\alpha \beta }\mathrm{\Phi }_a^{}_{\alpha \beta }\mathrm{\Phi }_a\mathrm{\Phi }_a^{}).$$
(3.42)
The generic โlongโ UIR of $`\text{OSp}(8/4,)`$ can now be obtained as a product of all of the above short objects:
$$w_{\alpha _1\mathrm{}\alpha _{2J}}w^k\text{BPS}[a_1,a_2,a_3,a_4].$$
(3.43)
Here we have used the first factor to obtain the spin, the second one for the conformal dimension and the BPS factor for the $`\text{SO}(8)`$ quantum numbers. The unitarity bound is given by
$$\mathrm{}1+J+a_1+a_2+\frac{1}{2}(a_3+a_4)$$
(3.44)
and is saturated if $`k=0`$ in (3.43). The object (3.43) is short if: (i) $`J0`$ and $`k=0`$ (then it satisfies the intersection of (3.40) with the BPS conditions); (ii) $`J=0`$ and $`k=1`$ (then it satisfies the intersection of (3.39) with the BPS conditions); (iii) $`J=0`$ and $`k=0`$ (then it is BPS short). These results exactly match the classification of Ref. .
## 4 Conclusions
Here we give a summary of the different types of BPS states which are realized as products of supersingletons described by G-analytic harmonic superfields. We shall restrict ourselves to the physically interesting cases of $`M_2`$ and $`M_5`$ branes horizon geometry where only one type of such supersingletons appears. This construction gives rise to a restricted class of the most general BPS states.
### 4.1 $`\text{OSp}(8^{}/4)`$
The BPS states are constructed in terms of the $`(2,0)`$ $`d=6`$ tensor multiplet $`W^{\{ij\}}`$ in two equivalent G-analytic realizations:
$$(W^{12}(\theta ^{1,2})^{p+q}(W^{13}(\theta ^{1,3}))^q.$$
(4.1)
### 4.2 $`\text{OSp}(8/4,)`$
The type I BPS states are constructed in terms of the $`N=8`$ $`d=3`$ matter multiplet $`\mathrm{\Phi }_a`$ carrying an external $`8_s`$ $`SO(8)`$ spinor index in four equivalent G-analytic realizations:
$`[\mathrm{\Phi }^{+(+)[+]}(\theta ^{++,(++),[+]\{\pm \}})]^{p+q+r+s}\times `$
$`[\mathrm{\Phi }^{+(+)[]}(\theta ^{++,(++),[]\{\pm \}})]^{q+r+s}\times `$
$`[\mathrm{\Phi }^{+()\{+\}}(\theta ^{++,(),[\pm ]\{+\}})]^{r+s}\times `$
$`[\mathrm{\Phi }^{+()\{\}}(\theta ^{++,(),[\pm ]\{\}})]^s.`$ (4.2)
The type II BPS states are constructed in terms of the $`N=8`$ $`d=3`$ matter multiplet $`\mathrm{\Sigma }_{\dot{a}}`$ carrying an external $`8_c`$ $`SO(8)`$ spinor index in four equivalent G-analytic realizations:
$`[\mathrm{\Sigma }^{+(+)\{+\}}(\theta ^{++,(++),[\pm ]\{+\}})]^{p+q+r+s}\times `$
$`[\mathrm{\Sigma }^{+(+)\{\}}(\theta ^{++,(++),[\pm ]\{\}})]^{q+r+s}\times `$
$`[\mathrm{\Sigma }^{+()[+]}(\theta ^{++,(),[+]\{\pm \}})]^{r+s}\times `$
$`[\mathrm{\Sigma }^{+()[]}(\theta ^{++,(),[]\{\pm \}})]^s.`$ (4.3)
## Acknowledgements
E.S. is grateful to the TH Division of CERN for its kind hospitality. The work of S.F. has been supported in part by the European Commission TMR programme ERBFMRX-CT96-0045 (Laboratori Nazionali di Frascati, INFN) and by DOE grant DE-FG03-91ER40662, Task C.
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# 1 Introduction
## 1 Introduction
The measurement of the hadronic photon structure function $`F_2^\gamma (x,Q^2)`$ is a classic test of QCD predictions . The structure function of the photon differs from that of the proton because the photon can couple directly to quark charges, as well as fluctuate into a hadronic state. The value of $`F_2^{\text{proton}}(x,Q^2)`$ exhibits a clear rise towards low values of Bjorken $`x`$ . Some theoretical models predict a similar rise in the photon structure function , while other models do not require such a rise . Experimentally, a rise at low-$`x`$ in the photon structure function has neither been observed nor excluded . The photon structure function is studied at LEP using samples of events of the type $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\gamma ^{}\gamma \mathrm{e}^+\mathrm{e}^{}+\text{hadrons}`$. The analysis presented here uses single-tagged events (from here on referred to as $`\gamma ^{}\gamma `$ events), which means that only one of the scattered beam electrons<sup>1</sup><sup>1</sup>1For conciseness, positrons are also referred to as electrons. is observed in the detector. These events can be regarded as deep inelastic scattering of an electron off a quasi-real target photon, and the flux of quasi-real photons can be calculated using the equivalent photon approximation . Figure 1 shows a diagram of this reaction, in which $`k`$ is the four-vector of the incoming electron which radiates the virtual photon, and $`q`$ and $`p`$ are the four-vectors of the virtual photon and the quasi-real photon, respectively. The symbol $`\mathrm{f}_{\mathrm{q},\gamma }(x,Q^2)`$ represents the parton densities of the quasi-real photon.
The cross-section for deep inelastic electron-photon scattering can be written in terms of structure functions as
$$\frac{\text{d}^2\sigma _{\mathrm{e}\gamma \mathrm{eX}}}{\text{d}x\text{d}Q^2}=\frac{2\pi \alpha \text{ }^2}{xQ^4}\left[\left(1+(1y)^2\right)F_2^\gamma (x,Q^2)y^2F_\mathrm{L}^\gamma (x,Q^2)\right]$$
(1)
where $`Q^2=q^2`$ is the negative value of the four-momentum squared of the virtual probe photon, $`\alpha `$ is the fine structure constant and $`x`$ and $`y`$ are the usual dimensionless deep inelastic scattering variables, defined by
$$x=\frac{Q^2}{2pq},y=\frac{pq}{pk}.$$
(2)
In the kinematic region studied in this paper, $`y^21`$, so the contribution from the longitudinal photon structure function $`F_\mathrm{L}^\gamma `$ in Equation 1 is neglected.
In contrast to measurements of the proton structure function, here the energy of the target particle is not known. In consequence, the kinematics cannot be fully determined without measuring the hadronic final state, which is only partially observed in the detector. This leads to a dependence of the $`F_2^\gamma `$ measurement on Monte Carlo modelling of the hadronic final state, which enters when an unfolding process is used to relate the visible distributions to the underlying $`x`$ distribution.
The analysis presented here uses OPAL data collected during the years 1993โ1995, 1997 and 1998, at $`\mathrm{e}^+\mathrm{e}^{}`$ centre-of-mass energies of 91 $`\mathrm{GeV}`$ (LEP1), and 183 $`\mathrm{GeV}`$ and 189 $`\mathrm{GeV}`$ (LEP2). This is the first OPAL measurement of the four-flavour photon structure function using the 183 $`\mathrm{GeV}`$ and 189 $`\mathrm{GeV}`$ data, though the charm contribution to $`F_2^\gamma `$ has already been measured . In this analysis new Monte Carlo programs and improved unfolding methods have been introduced, which are also used in the re-analysis of the LEP1 data.
## 2 The OPAL detector
The OPAL detector is described in detail elsewhere ; only the subdetectors which are most relevant for this analysis, namely the low angle electromagnetic calorimeters and the tracking devices, are detailed below. The OPAL detector has a uniform magnetic field of 0.435 T along the beam direction throughout the central tracking region, with electromagnetic and hadronic calorimetry and muon chambers outside the coil.
The forward detectors (FD) cover the $`\theta `$ region from 60 to 140 mrad at each end of the OPAL detector<sup>2</sup><sup>2</sup>2In the OPAL right-handed coordinate system the $`x`$-axis points towards the centre of the LEP ring, the $`y`$-axis points upwards and the $`z`$-axis points in the direction of the electron beam. The polar angle $`\theta `$ and the azimuthal angle $`\varphi `$ are defined with respect to the $`z`$-axis and $`x`$-axis, respectively.. They consist of cylindrical lead-scintillator calorimeters with a depth of 24 radiation lengths ($`X_0`$) divided azimuthally into 16 segments. The energy resolution for electromagnetic showers is $`18\%/\sqrt{E}`$, where $`E`$ is in $`\mathrm{GeV}`$. An array of three planes of proportional tubes buried in the calorimeter at a depth of 4 $`X_0`$ provides a precise shower position measurement, with a typical resolution of 3โ4 mm, corresponding to 2.5 mrad in $`\theta `$, and less than 3.5 mrad in $`\varphi `$.
The small-angle silicon tungsten luminometer (SW) covered the region in $`\theta `$ from 25 to 60 mrad from 1993โ1995. For LEP2 running, a radiation shield was installed which moved the lower edge of the useful SW acceptance to 33 mrad. The SW detector contains 19 layers of silicon alternating with tungsten. Each of the 16 azimuthal wedges is divided into 64 pads for positional measurement. The energy resolution of the SW detector is about $`24\%/\sqrt{E}`$ at LEP1 energies, and about $`6\%`$ at LEP2.
Charged particles are detected by a silicon microvertex detector, a drift chamber vertex detector, and a jet chamber. Outside the jet chamber, but still inside the magnetic field, lies a layer of drift chambers whose purpose is to improve the track reconstruction in the $`z`$-coordinate. The resolution of the transverse<sup>3</sup><sup>3</sup>3Transverse is always defined with respect to the $`z`$-axis. momentum for charged particles is $`\sigma _{p_\mathrm{t}}/p_\mathrm{t}=\sqrt{0.02^2+(0.0015p_\mathrm{t})^2}`$ for $`|\mathrm{cos}\theta |<0.7`$ , where $`p_\mathrm{t}`$ is in GeV, and degrades for higher values of $`|\mathrm{cos}\theta |`$. Tracks are accepted up to a limit of $`|\mathrm{cos}\theta |<0.9622`$.
Both ends of the OPAL detector are equipped with electromagnetic endcap calorimeters covering the range from 200 to 630 mrad in polar angle. They are homogeneous devices composed of arrays of lead-glass blocks of $`9.2\times 9.2`$ cm<sup>2</sup> cross-section and typically 22 $`X_0`$ in depth, giving good shower containment. In the central region, outside the solenoid, is the electromagnetic barrel calorimeter of similar construction.
The deep inelastic scattering events are triggered with high efficiency by the large energy deposits of the scattered electron in the forward calorimeters (FD and SW) and by charged particles seen in the tracking devices.
## 3 Kinematics and data selection
To measure $`F_2^\gamma (x,Q^2)`$, the distribution of events in $`x`$ and $`Q^2`$ is needed. These variables, illustrated in Figure 1, are related to the experimentally measurable quantities
$$Q^2=2E_\mathrm{b}E_{\mathrm{tag}}(1\mathrm{cos}\theta _{\mathrm{tag}})$$
(3)
and
$$x=\frac{Q^2}{Q^2+W^2+P^2}$$
(4)
where $`E_\mathrm{b}`$ is the energy of the beam electrons, $`E_{\mathrm{tag}}`$ and $`\theta _{\mathrm{tag}}`$ are the energy and polar angle of the deeply inelastically scattered (or โtaggedโ) electron, $`W^2`$ is the invariant mass squared of the hadronic final state and $`P^2=p^2`$ is the negative value of the virtuality squared of the quasi-real photon. The requirement that the associated electron is not seen in the detector ensures that $`P^2Q^2`$, so $`P^2`$ is neglected when calculating $`x`$ from Equation 4. The electron mass is neglected throughout.
Three samples of events are studied in this analysis, classified according to the centre-of-mass energy and the subdetector in which the tagged electron is observed. Data from LEP1 are used, with $`\mathrm{e}^+\mathrm{e}^{}`$ centre-of-mass energies close to the $`\mathrm{Z}^0`$ mass, as well as LEP2 data with centre-of-mass energies of 183 $`\mathrm{GeV}`$ and 189 $`\mathrm{GeV}`$. Electrons are tagged using the SW detector at all centre-of-mass energies, since accessing the lowest possible $`x`$ region requires measuring the electrons scattered at the lowest possible angles. The FD is only used for the LEP1 data, to provide a sample in the same range of $`Q^2`$ as the LEP2 sample, but using a different subdetector for tagging the scattered electron. The three samples used are termed LEP1 SW, LEP1 FD and LEP2 SW. Each sample is further split into two bins of $`Q^2`$.
Events are selected by applying cuts on the scattered electrons and on the hadronic final state. The cuts are listed in Table 1. A tagged electron within the clear acceptance of SW or FD is selected by requiring $`E_{\mathrm{tag}}0.75E_\mathrm{b}`$ at LEP1 or $`E_{\mathrm{tag}}0.775E_\mathrm{b}`$ at LEP2. This cut effectively eliminates events originating from random coincidences between off-momentum<sup>4</sup><sup>4</sup>4Off-momentum electrons originate from beam gas interactions far from the OPAL interaction region and are deflected into the detector by the focusing quadrupoles. They appear predominantly in the plane of the accelerator. beam electrons faking a tagged electron and untagged $`\gamma \gamma `$ events. The cut is higher at LEP2 because of the larger off-momentum background in the 183 $`\mathrm{GeV}`$ data. To ensure that the virtuality of the target photon is small, the highest energy cluster in the hemisphere opposite the tagged electron must have an energy $`E_\mathrm{a}0.25E_\mathrm{b}`$ (the anti-tag condition). To reject background from $`\gamma ^{}\gamma `$ events with leptonic final states, the number of tracks in the event passing quality cuts and originating from the hadronic final state, $`N_{\mathrm{ch}}`$, must be at least three, of which at least two tracks must not be identified as electrons. The tracks and the calorimeter clusters are reconstructed using standard OPAL techniques which avoid double counting of particles which produce both tracks and clusters. Finally, the visible invariant mass $`W_{\mathrm{vis}}`$ of the hadronic system based on tracks and calorimeter clusters and including the contribution from energy measured in the forward calorimeters (FD and SW) is required to be in the range $`2.5\mathrm{GeV}W_{\mathrm{vis}}40\mathrm{GeV}`$ for the LEP1 sample and $`2.5\mathrm{GeV}W_{\mathrm{vis}}60\mathrm{GeV}`$ for the LEP2 sample. The distribution of $`W_{\mathrm{vis}}`$ extends to higher values at LEP2 because more energy is available from the beam electrons. In addition, the background from $`\mathrm{Z}^0`$ hadrons, which the maximum $`W_{\mathrm{vis}}`$ cut is designed to reject, is lower at LEP2 than at LEP1.
The trigger efficiencies were evaluated from the data using sets of separate triggers and found to be larger than $`99\%`$ for all of the samples.
The cuts applied to each sample are listed in Table 1 and shown as dotted lines in Figures 27. The numbers of events in each sample passing the cuts, the integrated luminosities and the $`Q^2`$ ranges are listed in Table 2. The luminosity for the LEP1 data is lower for the SW sample than for the FD sample because the SW sample does not include data from 1995.
## 4 Monte Carlo and background
Monte Carlo programs are used to simulate $`\gamma ^{}\gamma `$ events and to provide background estimates. All Monte Carlo events are passed through the OPAL detector simulation and the same reconstruction and analysis chain as real events.
It has been seen in previous studies that Monte Carlo modelling of the hadronic final state is a large source of systematic error in the $`F_2^\gamma `$ measurement. While there is still no $`\gamma ^{}\gamma `$ Monte Carlo generator which describes all the features of the observed hadronic final state, improved Monte Carlo programs have become available since the previous OPAL measurements of $`F_2^\gamma `$ and it is now possible to reject some of the models which do not describe the data adequately.
The Monte Carlo generators used to simulate signal events are HERWIG 5.9 , HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ , PHOJET 1.05 , and F2GEN . HERWIG 5.9 is a general purpose Monte Carlo program which includes deep inelastic electron-photon scattering. The HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ version uses a modified transverse momentum distribution, $`k_t`$, for the quarks inside the photon, with the upper limit dynamically (dyn) adjusted according to the hardest scale in the event, which is of order $`Q^2`$. The distribution was originally tuned for photoproduction events at HERA . PHOJET 1.05 simulates hard interactions through perturbative QCD and soft interactions through Regge phenomenology and thus is expected to provide a more complete picture of $`\gamma ^{}\gamma `$ collisions than HERWIG 5.9. It is used here for the first time in an OPAL $`F_2^\gamma `$ analysis. In F2GEN, $`\gamma ^{}\gamma `$ events are generated with a pure $`\mathrm{q}\overline{\mathrm{q}}`$ final state. No QCD effects between the two quarks are simulated, and the pointlike mode was used, in which the angular distribution of the $`\mathrm{q}\overline{\mathrm{q}}`$ final state is taken to be the same as for a lepton pair. The generated luminosities of the Monte Carlo samples were 3โ6 times the data luminosity.
A sample was generated with each of the Monte Carlo models using the GRV LO parameterisation of $`F_2^\gamma `$, taken from the PDFLIB library , as the input structure function. This version assumes massless charm quarks. To study the effect of a different input structure function on the final state, another sample was generated using HERWIG 5.9<sup>5</sup><sup>5</sup>5The $`k_\mathrm{t}(\mathrm{dyn})`$ version was not used for this test. with the SaS1D parameterisation of $`F_2^\gamma `$.
All of the Monte Carlo programs except PHOJET 1.05 allow generation of events and cross-section calculation according to a chosen structure function. PHOJET 1.05 uses an input structure function for the total cross-section calculation but always produces the same $`x`$ and $`Q^2`$ distributions. The measurement of $`F_2^\gamma `$ requires knowledge of the structure function used to generate these distributions, so the effective internal structure function in PHOJET 1.05 was found by comparing the generator level distributions to those of HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ with the GRV LO structure function. The ratio of the $`x`$ distributions in the two samples for each $`Q^2`$ range was fitted to a polynomial, which, after multiplying by the GRV LO structure function, gave the structure function for the PHOJET 1.05 sample.
The dominant background comes from the reaction $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\gamma ^{}\gamma \mathrm{e}^+\mathrm{e}^{}\tau ^+\tau ^{}`$ proceeding via the multiperipheral process shown in Figure 1, with $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\gamma ^{}\gamma \mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}`$ giving a smaller contribution. These were simulated using the Vermaseren program . The process $`\mathrm{Z}^0`$ hadrons also contributes significantly at LEP1 and was simulated using JETSET . Because the aim is to measure the structure function of the quasi-real photon, the hadronic $`\gamma ^{}\gamma ^{}`$ events are also treated as background. They were generated using PHOJET 1.05 with the virtuality of the target photon restricted to $`P^2>`$1.0 $`\mathrm{GeV}^2`$ (LEP1) or 4.5 $`\mathrm{GeV}^2`$ (LEP2). Other sources of background considered were $`\mathrm{Z}^0\tau ^+\tau ^{}`$, simulated with KORALZ , non-multiperipheral four-fermion events with $`\mathrm{e}^+\mathrm{e}^{}`$$`\tau ^+\tau ^{}`$ and $`\mathrm{e}^+\mathrm{e}^{}`$$`\mathrm{q}\overline{\mathrm{q}}`$ final states, which were simulated with FERMISV , and $`\mathrm{W}^+\mathrm{W}^{}`$ hadrons and untagged $`\gamma \gamma `$ events, which were both simulated with PYTHIA . The contributions from all these were found to be negligible in all the samples. The number of expected signal and background events for each data sample is shown in Table 3.
Figures 23 and 4 show comparisons between data and Monte Carlo distributions for variables relating to the scattered electrons. The main differences are in the LEP1 SW data sample, where the observed cross-section for selected events is significantly higher than either of the Monte Carlo predictions. The LEP1 SW data sample is more peaked than the HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ prediction at low $`\theta _{\mathrm{tag}}`$, and there are large discrepancies between the LEP1 SW data sample and the Monte Carlo samples in the distribution of $`E_\mathrm{a}/E_\mathrm{b}`$ (Figure 2d), with the data having an excess at the low end of the plot. However, in this region, the anti-tag distribution is more influenced by the hadronic final state than by the anti-tagged electrons, which are almost all above the cut.
In the distributions of variables related to the hadronic final state (Figures 511), there are large discrepancies. Figure 8 shows the hadronic energy flow as a function of pseudorapidity. It can be seen that HERWIG 5.9 tends to put too little energy in the central region of the detector, while F2GEN has a much higher peak in the central region than the data. PHOJET 1.05 gives the best description of the data in these plots.
The large differences between HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ and PHOJET 1.05 in the $`W_{\mathrm{vis}}`$ distributions (Figures 5a, 6a and 7a) and the $`x_{\mathrm{vis}}`$ distributions (Figures 5b, 6b and 7b) are mostly due to the fact that PHOJET 1.05 does not use the input structure function to generate the $`x`$ distribution, although there are also differences arising from the final state modelling. The quantity $`x_{\mathrm{vis}}`$ is calculated by inserting $`W_{\mathrm{vis}}`$ into equation 4. For the number of tracks, $`N_{\mathrm{ch}}`$, in the LEP1 SW sample (Figure 5c), the data distribution is above the Monte Carlo distributions at high $`N_{\mathrm{ch}}`$. The Monte Carlo descriptions of $`N_{\mathrm{ch}}`$ are closer to the data in the LEP1 FD and LEP2 SW samples (Figures 6c and 7c). There are significant differences in the distributions of $`E_\mathrm{T}^{\mathrm{out}}`$ (Figures 5d, 6d and 7d on a linear scale and Figures 910 and 11 on a logarithmic scale and divided into three bins of $`x_{\mathrm{vis}}`$). $`E_\mathrm{T}^{\mathrm{out}}`$ is the transverse hadronic energy out of the plane containing the beam line and the tagged electron:
$$E_\mathrm{T}^{\mathrm{out}}=\underset{i}{}E_{i,\mathrm{t}}|\mathrm{sin}\varphi _i|$$
(5)
where $`i`$ runs over all particles in the hadronic final state, with transverse energy $`E_{i,\mathrm{t}}`$. The azimuthal angle $`\varphi _i`$ is measured from the tagged electron. HERWIG 5.9 has too few events at large $`E_\mathrm{T}^{\mathrm{out}}`$ and F2GEN has too many, especially at low values of $`x_{\mathrm{vis}}`$. Also shown in Figures 910 and 11 is $`E_{\mathrm{for}}/E_{\mathrm{tot}}`$, the observed energy in the forward region divided by the total observed energy. Of the four Monte Carlo models, PHOJET 1.05 shows the best agreement with the data in the hadronic final state, HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ describes the data better than HERWIG 5.9, and F2GEN gives the worst description of the data. For the final results, only PHOJET 1.05 and HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ are used; however, all four Monte Carlo models are used in studies of the unfolding methods.
None of the Monte Carlo programs discussed above contain radiative corrections to the deep inelastic scattering process. These are dominated by initial state radiation from the deeply inelastically scattered electron. The final state radiation is experimentally integrated out due to the finite granularity of the calorimeters. The Compton scattering process contributes very little, and the radiative corrections due to radiation of photons from the electron that produced the quasi-real target photon were shown to be very small .
In this analysis the radiative corrections have been evaluated using the RADEG program , which includes initial state radiation and the Compton scattering process. The calculations are performed using mixed variables, which means that $`Q^2`$ is calculated from electron variables, while $`W^2`$ is calculated from hadronic variables. The value of $`x`$ is found from $`W^2`$ and $`Q^2`$, exactly as for the experimental analysis. The RADEG program allows calculation of differential cross-sections in bins of $`x`$ and $`Q^2`$, with or without radiative corrections, while applying the experimental restrictions on the electron energy and polar angle, the minimum invariant mass and the anti-tag angle. The predicted ratio of the differential cross-section for each bin of the analysis is used to correct the data, i.e. the measured $`F_2^\gamma `$ is multiplied by the ratio of the non-radiative and the radiative cross-sections. The radiative corrections reduce the cross-section in the phase space of the present analysis. They are largest at low values of $`x`$. The size of the largest correction to any bin is 14$`\%`$. The radiative corrections are insensitive to the choice of $`F_2^\gamma `$ in the calculation, for example, the difference between the predicted corrections for the GRV and the QPM structure functions is negligible in all regions of $`x`$ and $`Q^2`$.
Several theoretical ansatzes exist for how $`F_2^\gamma `$ should behave as a function of $`P^2`$ . They all predict a decrease of $`F_2^\gamma (x,Q^2,P^20)`$ with $`P^2`$ which is strongest at low values of $`x`$. This means that applying a correction to obtain an $`F_2^\gamma `$ which is valid at $`P^2=0`$ would change the shape of the measured $`F_2^\gamma `$. The size of the effect was studied based on the GRS and SaS1D parameterisations using three values of $`P^2`$: $`0.01,0.02`$ and $`0.03`$ $`\mathrm{GeV}^2`$, and four values of $`Q^2`$: $`1.9,3.7,9.5`$ and $`17.6`$ $`\mathrm{GeV}^2`$. These values reflect the range of $`P^2`$ values expected in the data, and the $`Q^2`$ values of the data samples. The largest suppression observed at $`x=0.003`$ for $`P^2=0.01/0.02/0.03`$ $`\mathrm{GeV}^2`$ is around $`7/12/17\%`$; however, at low $`x`$ the predictions differ by more than a factor of two. Because the distribution of $`P^2`$ in the data is not known and the theoretical predictions differ significantly, no correction is applied.
## 5 Determination of $`๐ญ_\mathrm{๐}^๐ธ`$
### 5.1 Unfolding
Unfolding is a statistical technique which is used in this analysis to correct the measured distributions for detector effects. The unfolding problem can be described as follows: A measurement $`g_j`$ is made of a true distribution $`f_i`$, with $`j`$ and $`i`$ bins respectively. The $`g_j`$ distribution differs from $`f_i`$ because of
* Limited resolution:
Events in a certain bin of the true distribution can be spread into several bins in the measured distribution. In $`\gamma ^{}\gamma `$ events this can be due to missing energy in the forward region (FD and SW plus the beampipe), as well as the intrinsic energy resolution of the subdetectors.
* Limited acceptance:
Some events fail the cuts and therefore contribute only to the true $`x`$ distribution, and not to the measured distribution.
* Background:
There are also events originating from other reactions which only contribute to the measured distribution.
Resolution and acceptance effects can be described in terms of a response matrix $`A_{ij}`$. The distributions $`g_j`$ and $`f_i`$ are then related by
$$g_j=\underset{i=1}{\overset{n}{}}A_{ij}f_i+b_j$$
(6)
where $`b_j`$ is the background distribution. Equation 6 cannot simply be inverted to find $`f_i`$ because this does not lead to a stable solution<sup>6</sup><sup>6</sup>6 See the GURU or RUN documentation for an explanation of this effect.. Instead, after $`b_j`$ is subtracted, $`f_i`$ is estimated from a procedure which includes a smoothing (or regularisation) of the distribution to reduce statistical fluctuations. The response matrix $`A_{ij}`$ is found from Monte Carlo simulation. After unfolding, $`F_2^\gamma `$ is determined by reweighting the input structure function of the Monte Carlo according to the ratio of the unfolded $`x`$ distribution to the $`x`$ distribution in the Monte Carlo:
$$F_{2,i}^\gamma =\frac{f(x)F_{2,\mathrm{MC}}^\gamma (x)_i}{N_{\mathrm{MC},i}}$$
(7)
where $`F_{2,\mathrm{MC}}^\gamma `$ is the input structure function of the Monte Carlo sample used for unfolding, $`N_{\mathrm{MC},i}`$ is the number of events in the Monte Carlo sample in the $`i`$th bin and $`f(x)`$ is the unfolded $`x`$ distribution, obtained from a quadratic spline fit to $`f_i`$, with $`f(x)=0`$ at the edges of the acceptance region. $`F_{2,i}^\gamma `$ represents the measured value of the average $`F_2^\gamma `$ of the events in bin $`i`$ of the unfolded distribution, and not the average over $`x`$. The distinction is important mainly at low $`x`$, where $`f(x)`$ changes most rapidly.
The main unfolding program used for this analysis was GURU ; the programs RUN and BAYES were used to check the unfolding. In previous OPAL $`F_2^\gamma `$ analyses, only RUN was used. The programs GURU and RUN are similar in principle, but have different implementations. Due to its use of standard matrix techniques, GURU has a much simpler structure and is easier to modify than RUN, which uses a maximum likelihood fit with spline functions. The BAYES program performs unfolding using an iterative method based on Bayesโ theorem, leaving regularisation to the user (e.g. a polynomial fit after each iteration except the last). The programs GURU, RUN and BAYES were compared by unfolding test distributions including experimental data. The result of one such study, unfolding the LEP1 SW data with HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$, using the measured distribution $`x_{\mathrm{vis}}`$, is shown in Figure 12a. The results from the three programs are generally consistent, though the BAYES program tends to assign smaller errors than the other two.
The amount of regularisation in the unfolding is set by the number of degrees of freedom (NDF). It can be seen in Figure 12b that increasing this number leads to larger unfolding errors. Reducing the number of degrees of freedom increases the correlations between the bins. The number of degrees of freedom to be used is determined by the GURU program from statistical analysis of the data distributions, as described in the GURU documentation .
The unfolding of the variable $`x`$ is done on a logarithmic scale in order to study the low-$`x`$ region in more detail. Several improvements to the unfolding procedure used in previous OPAL analyses have been implemented. These are described in the following sections.
### 5.2 Reconstruction of $`W`$
The visible hadronic mass squared is defined by
$$W_{\mathrm{vis}}^2=(\underset{i}{}E_i)^2(\underset{i}{}p_{i,x})^2(\underset{i}{}p_{i,y})^2(\underset{i}{}p_{i,z})^2$$
(8)
where $`i`$ runs over all tracks and clusters in the hadronic final state, with energy $`E_i`$ and momentum vector $`(p_{i,x},p_{i,y},p_{i,z})`$. Because hadronic showers are not well contained in the electromagnetic calorimeters, and some energy is lost in the beampipe, the measured energy in the forward region is less than the true energy. It is possible to improve the reconstruction of $`W_{\mathrm{vis}}`$ by including kinematic information from the tagged electron . $`W_{\mathrm{vis}}^2`$ can also be written as
$$W_{\mathrm{vis}}^2=(\underset{i}{}p_{i+})(\underset{i}{}p_i)(\underset{i}{}p_{i,\mathrm{t}})^2$$
(9)
where $`p_{i\pm }=E_i\pm p_{i,z}`$ and $`p_{i,\mathrm{t}}=\sqrt{p_{i,x}^{}{}_{}{}^{2}+p_{i,y}^{}{}_{}{}^{2}}`$. Using conservation of energy and momentum, and assuming that the untagged electron travels along the beam direction, the sums over $`p_{i+}`$ and $`p_{i,\mathrm{t}}`$ can be replaced by electron variables, leading to
$$W_{\mathrm{rec}}^2=(p_{\mathrm{beam}+}p_{\mathrm{tag}+})(\underset{i}{}p_i)(p_{\mathrm{tag},\mathrm{t}})^2$$
(10)
where $`p_{\mathrm{beam}+}`$ and $`p_{\mathrm{tag}+}`$ are calculated for the tagged electron before and after scattering, respectively, and $`p_{\mathrm{tag},\mathrm{t}}`$ is calculated according to the definition of $`p_{i,\mathrm{t}}`$, above, for the tagged electron. When using Equation 10 instead of Equation 9 to evaluate the measured hadronic mass of each event, the hadronic energy enters only through the $`p_i`$ term. This is an advantage because the leptonic energy resolution is usually better than the hadronic energy resolution. The (reconstructed) variable formed in this way is called $`W_{\mathrm{rec}}`$. The corresponding measurement of $`x`$ is called $`x_{\mathrm{rec}}`$. The improvement in the resolution when using $`W_{\mathrm{rec}}`$ instead of $`W_{\mathrm{vis}}`$ depends on how well the hadronic system is measured, and is therefore both detector dependent and model dependent.
Even after the above technique has been applied, the value of $`W_{\mathrm{rec}}`$ is still generally smaller than the true value. This is mainly due to energy losses in the forward calorimeters, in which only about 40% of the hadronic energy is observed. This makes the measurement very dependent on the angular distribution of the hadrons in the final state. In an attempt to make the energy response of the detector more uniform and to reduce the systematic error due to the uncertainty in the Monte Carlo modelling, a new (corrected) variable is formed: $`W_{\mathrm{cor}}`$, along with the corresponding $`x`$ measurement $`x_{\mathrm{cor}}`$, in which the contribution from the forward region has been scaled by a factor of 2.5. This factor was obtained by comparing the generated and measured energy in the forward region in Monte Carlo events. The uncertainty of this factor has been taken into account in the evaluation of the systematic errors.
$`W_{\mathrm{cor}}^2`$ $`=`$ $`(p_{\mathrm{beam}+}p_{\mathrm{tag}+})({\displaystyle \underset{i}{}}p_i^{})(p_{\mathrm{tag},\mathrm{t}})^2`$ (11)
$`p_i^{}`$ $`=`$ $`\{\begin{array}{cc}2.5p_i\hfill & \text{ for clusters observed in SW or FD}\hfill \\ p_i\hfill & \text{ otherwise}\hfill \end{array}`$ (14)
Figure 13a shows the correlation between the generated $`W`$ and the three measured quantities $`W_{\mathrm{vis}}`$, $`W_{\mathrm{rec}}`$ and $`W_{\mathrm{cor}}`$ for the LEP2 SW sample generated with HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$. The spread of $`W_{\mathrm{cor}}`$ in $`W`$ is larger than that of the other two variables, because in $`W_{\mathrm{cor}}`$ more weight is given to the forward region, where the energy resolution is worse than in the central region. In general, $`W_{\mathrm{cor}}`$ is still lower than $`W`$, mainly because of energy lost in the beampipe. Figure 13b shows the correlation between the generated energy in the forward region and the scaled observed energy in that region, $`E_{\mathrm{cor}}`$.
The three measured variables $`x_{\mathrm{vis}}`$, $`x_{\mathrm{rec}}`$ and $`x_{\mathrm{cor}}`$ can be used to unfold the true variable $`x`$. The difference between the results is model dependent and generally small when using Monte Carlo models that already give a good description of the hadronic final state (Figure 12c).
### 5.3 Two dimensional unfolding
The GURU program can also be used to perform unfolding in two dimensions. As with the attempts to improve the $`W`$ reconstruction described above, the motivation is to reduce the dependence of the unfolding on a particular Monte Carlo model. There is information in every event about the angular distribution of energy in the detector, but it is not fully exploited if only $`x`$ is used in the unfolding procedure. Including another variable in a second unfolding dimension makes more direct use of this information.
Two variables were considered as possible second unfolding variables. They were chosen because they are very sensitive to the angular distribution of the hadrons in the final state:
* $`E_\mathrm{T}^{\mathrm{out}}/E_{\mathrm{tot}}`$, the transverse hadronic energy out of the plane containing the beam line and the tagged electron (see Equation 5), divided by the total observed energy.
* $`E_{\mathrm{for}}/E_{\mathrm{tot}}`$, the observed energy in the forward calorimeters divided by the total observed energy.
These variables are shown in Figures 911. To test the two dimensional unfolding procedure, a random number was used as the second variable. The results are shown in Figure 12d. They are consistent with one dimensional unfolding, which is as expected since there is no extra information in a random number.
### 5.4 Testing the unfolding methods
To find which of the unfolding methods was the most reliable, OPAL data was unfolded with four Monte Carlo programs HERWIG 5.9, HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ PHOJET 1.05 and F2GEN. Despite not giving good descriptions of the data, HERWIG 5.9 and F2GEN were included in this study to investigate the effectiveness of the new techniques using extreme models. The best methods are considered to be those which give the smallest difference between the unfolded results with the four Monte Carlo models. The quantity compared is $`\chi ^2`$, defined by
$$\chi ^2=\frac{1}{4}\underset{\mathrm{models}}{}\underset{i}{}\left(\frac{F_{2}^{\gamma }{}_{i}{}^{}F_{2}^{\gamma }{}_{i}{}^{}}{\sigma _i}\right)^2$$
(15)
where $`F_{2}^{}{}_{i}{}^{\gamma }`$ is the value of the unfolded result in the $`i`$th bin, $`F_{2}^{}{}_{i}{}^{\gamma }`$ is the average of the results from all four Monte Carlo models and $`\sigma _i`$ is the statistical error for $`F_{2}^{}{}_{i}{}^{\gamma }`$. The values of $`\chi ^2`$ are shown in Table 4 and the results of the unfolding are shown in Figures 1416. The $`\chi ^2`$ values show how large the differences between the models are, compared to the statistical error. In general, the lowest values of $`\chi ^2`$ were obtained using two-dimensional unfolding with $`x_{\mathrm{cor}}`$ as the first variable and $`E_\mathrm{T}^{\mathrm{out}}/E_{\mathrm{tot}}`$ as the second variable, which consequently is used as the standard unfolding method for the results. The $`\chi ^2`$ values are usually smaller for the LEP1 FD sample than the other two. This is partly due to the smaller number of bins. Additionally, the lower statistics in the LEP1 FD sample mean that any difference between the Monte Carlo programs would be less significant.
With both two dimensional unfolding and with one dimensional unfolding using $`x_{\mathrm{cor}}`$ as the unfolding variable, the spread between the results with the different models is reduced compared to one dimensional unfolding results using $`x_{\mathrm{vis}}`$, and the agreement between F2GEN and the other models is especially improved. Using different unfolding methods with the HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ and PHOJET 1.05 samples makes less difference than with the other two Monte Carlo samples, which is as expected for models which give a better description of the data.
As a final test of the unfolding method, several samples of Monte Carlo events generated using HERWIG 5.9 with the SaS1D structure function were unfolded using HERWIG 5.9 with the GRV LO structure function. The results are shown in Figure 17. The measured structure function agrees with the input structure function within the statistical precision of the Monte Carlo events generated using the SaS1D structure function.
The effect of taking into account the shape of $`f(x)`$ within each bin of $`x`$, as in Equation 7, compared to simply extracting $`F_2^\gamma `$ as the average input structure function of the Monte Carlo sample times the ratio of the number of unfolded events and the number of Monte Carlo events in each bin, was also investigated with these samples. The effect is largest in the lowest $`x`$ bins for LEP2 SW, where the decrease in the value of $`F_2^\gamma `$ when taking into account the shape within the bin is a little less than the statistical errors shown in Figure 17.
## 6 Results
The photon structure function $`F_2^\gamma `$ is measured by unfolding each data sample in bins of $`\text{log}(x)`$. Each OPAL data sample is divided into two ranges of $`Q^2`$ containing approximately equal numbers of events. The ranges correspond to $`Q^2`$ values of 1.9 and 3.7 $`\mathrm{GeV}^2`$ for the LEP1 SW sample, and 8.9 (10.7) and 17.5 (17.8) $`\mathrm{GeV}^2`$ for the LEP1 FD (LEP2 SW) sample, where the average $`Q^2`$ values have been obtained from the data. $`F_2^\gamma `$ is unfolded to a given $`Q^2`$ value and does not correspond to an average in each bin of $`Q^2`$.
The results are listed in Table 6. The quoted values were measured as the average $`F_2^\gamma /\alpha \text{ }`$ in each bin of $`x`$ weighted by the unfolded $`x`$ distribution, according to Equation 7, then corrected to the log centre of each bin, except for the highest $`x`$ bins where the log centre of that portion of the bin below the charm threshold for $`m_c=1.5`$ $`\mathrm{GeV}`$ was used. The bin-centre corrections are the average of the GRV LO and SaS1D predictions for the correction from the average $`F_2^\gamma `$ over the bin to the value of $`F_2^\gamma `$ at the nominal $`x`$ position.
The results are also corrected for radiative effects. The radiative corrections were calculated using the RADEG program and are listed in Table 7, along with the bin-centre corrections. The statistical correlations between bins are shown in Table 8.
The central value of $`F_2^\gamma `$ in each $`x`$ bin is the average of the data unfolded with HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ and PHOJET, using two dimensional unfolding with $`x_{\mathrm{cor}}`$ as the first variable and $`E_\mathrm{T}^{\mathrm{out}}/E_{\mathrm{tot}}`$ as the second variable. Standard HERWIG 5.9 and F2GEN were not used as they are not in acceptable agreement with the data. The systematic errors are evaluated by repeating the unfolding with one parameter varied at a time and finding the shift in the result. The systematic errors are combined by adding all of the individual contributions in quadrature. The summing is done separately for positive and negative errors. The systematic effects considered are listed below.
* Monte Carlo modelling:
The quoted result is the average of the results obtained using HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ and PHOJET 1.05. The errors are symmetrical and equal to half the difference between the results with the two Monte Carlo programs.
* Unfolding method:
The unfolding was repeated with $`E_{\mathrm{for}}/E_{\mathrm{tot}}`$ as the second variable, instead of $`E_\mathrm{T}^{\mathrm{out}}/E_{\mathrm{tot}}`$.
* Unfolding parameters:
The number of bins used for the measured variable can be different from the number of bins used for the true variable (though it should be at least as large). The standard result has 6 bins in the measured variable. This was increased to 8 to estimate the systematic effects of unfolding.
* $`W`$ reconstruction:
The weighting applied to the energy in the forward calorimeters was varied between 2.0 and 3.0. This check allows for uncertainty in the treatment of forward energy.
* Variations of cuts:
The composition of the selected events was varied by changing the cuts one at a time. The size of the variations reflect the resolution of the measured variables and are sufficiently small not to change the average $`Q^2`$ of the sample significantly, or remove too many events from any single $`x`$ bin. The variations of the cuts are listed in Table 5.
* Off-momentum electrons:
There is a possible contamination of off-momentum background in one region of azimuthal angle $`\varphi `$ in the 183 $`\mathrm{GeV}`$ data, so as a precaution this $`\varphi `$ region was removed in the measurement of $`F_2^\gamma `$, and the difference from the result with the $`\varphi `$ region left in was included as a systematic error.
* Calibration of the tagging detectors (FD and SW):
The energy of the tagged electron in the Monte Carlo samples was scaled by $`\pm 1\%`$, to allow for uncertainty in the simulation of the detectors. The size of the variation was motivated by a comparison of the $`E_{\mathrm{tag}}/E_\mathrm{b}`$ distributions in data and Monte Carlo.
* Measurement of the hadronic energy:
The main uncertainty is in the calibration of the electromagnetic calorimeters (excluding the forward region which is dealt with separately). This was varied by $`\pm `$3% in the Monte Carlo samples. The track quality criteria were also varied, but the effects were negligible.
* Simulation of background:
The hadronic background events at LEP1 stem from the production of photons or light mesons with a large fraction of the beam energy. The mesons fake an electron tag due to their decays into photons. The cross-section for these events was measured by OPAL with an accuracy of about 50%, and found to be consistent with the JETSET prediction . The normalisation of the simulated background was therefore varied by $`\pm `$50%.
* Bin-centre correction:
The corrections depends on the shape of $`F_2^\gamma `$ in each bin. The average of the corrections based on GRV LO and SaS 1D was used, as these parameterisations are the closest to the data. The error is half the difference between the GRV LO and SaS 1D corrections, and is symmetric.
Because the estimation of each source of systematic error has some statistical fluctuation due to the changing distributions (e.g. when a cut is varied), the quadratic sum of all individual sources is an overestimate of the total systematic error. The expected statistical component of each source of systematic error that changes the data sample is determined by unfolding 8 Monte Carlo samples, each about the same size as the data sample.
The corrected systematic error on the $`i`$th bin from source $`k`$ is then
$`(\mathrm{\Delta }^{}f_{i,k})^2`$ $`=`$ $`(\mathrm{\Delta }f_{i,k})^2\sigma _{\mathrm{\Delta }f_{i,k}}^2\text{ for }\mathrm{\Delta }f_{i,k}^2>\sigma _{\mathrm{\Delta }f_{i,k}}^2`$
$`\mathrm{\Delta }^{}f_{i,k}`$ $`=`$ $`0\text{ otherwise}`$ (16)
where $`\mathrm{\Delta }f_{i,k}`$ is the shift on the $`i`$th bin in the data when changing a parameter $`k`$, and $`\sigma _{\mathrm{\Delta }f_{i,k}}`$ is the expected statistical component of the shift, which is approximated by the statistical spread in the systematic error estimates for source $`k`$ in the 8 Monte Carlo samples. In a few cases this was larger than the statistical error in the data. In these cases $`\sigma _{\mathrm{\Delta }f_{i,k}}`$ was set to the statistical error in the data, in order not to hide possibly significant systematic errors. This procedure means that for the individual systematic errors either the expected statistical component is subtracted, or the error is set to zero if the observed shift in the data is consistent with a statistical fluctuation as predicted by the 8 Monte Carlo samples.
The total systematic error is the quadratic sum of all the individual contributions $`\mathrm{\Delta }^{}f_{i,k}`$ from the above sources. The sum is made separately for deviations above and below the standard result. The systematic errors from each source as a function of $`x`$ and $`Q^2`$ are listed in Table 9.
The results are shown along with previous OPAL measurements of $`F_2^\gamma `$ in Figures 18 and 19. The overlapping results from the LEP1 FD and LEP2 SW samples are in good agreement. The measurements of $`F_2^\gamma `$ using LEP1 data for $`Q^2=1.9`$ $`\mathrm{GeV}^2`$ and $`Q^2=3.8`$ $`\mathrm{GeV}^2`$ are lower than the previous OPAL LEP1 results, which were unfolded using HERWIG 5.8d. Repeating the unfolding with HERWIG 5.8d gives results which are consistent with the old analysis, but with better precision. The HERWIG 5.8d Monte Carlo model has now been replaced by HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$, which gives a better description of the data. The results in the four higher $`Q^2`$ bins are consistent with previous OPAL measurements, and have smaller errors. The previous LEP1 results with electrons tagged in SW or FD are superseded by the present analysis.
In Figures 20 and 21 the results are compared to measurements of $`F_2^\gamma `$ from other experiments: TPC/2$`\gamma `$ , PLUTO , TOPAZ , ALEPH , DELPHI and L3 . Also shown in Figures 20 and 21 are the GRV LO, SaS1D and WHIT1 <sup>7</sup><sup>7</sup>7The starting scale of the evolution for the WHIT parameterisation is 4 $`\mathrm{GeV}^2`$; consequently it can only be compared to the measurements above $`Q^2=4`$ $`\mathrm{GeV}^2`$. parameterisations of $`F_2^\gamma `$, and the naive quark-parton model (QPM). The QPM prediction, which only models the point-like component of $`F_2^\gamma `$, is calculated for four active flavours with masses of 0.2 $`\mathrm{GeV}`$ for light quarks and 1.5 $`\mathrm{GeV}`$ for charm quarks.
The previous results are found to be generally consistent with the new OPAL measurements. The largest differences are from the older measurement by TPC/2$`\gamma `$ at $`Q^2=2.8`$ $`\mathrm{GeV}^2`$, which suggests a different shape of $`F_2^\gamma `$ to all the other measurements. The L3 results obtained at $`Q^2=5.0`$ $`\mathrm{GeV}^2`$ are consistently higher than the OPAL measurements. However, because the L3 points are highly correlated, due to the finer binning in $`x`$, the discrepancy looks stronger than it actually is.
Due to large spread in the theoretical predictions for the $`P^2`$ suppression of $`F_2^\gamma `$ (as discussed in Section 4) the OPAL measurements are not corrected for this effect. Since the data contain a $`P^2`$ suppression, which is not included in the Monte Carlo simulation, applying the correction would lead to an $`x`$ dependent increase of the measured $`F_2^\gamma `$. This should be taken into account when comparing to the parameterisations of $`F_2^\gamma `$, which are all shown for $`P^2=0`$. In general the shape of the GRV LO parameterisation is consistent with the OPAL data in all the accessible $`x`$ and $`Q^2`$ regions. The normalisation is also consistent with the data, except at the lowest scale, $`Q^2=1.9`$ $`\mathrm{GeV}^2`$, where GRV is too low. The SaS1D LO prediction shows a slower evolution with $`Q^2`$ than the GRV prediction. At low $`Q^2`$ it is slightly above GRV LO, whereas at the largest $`Q^2`$ values shown, it falls below GRV LO. Within the precision of the OPAL measurement, the description of the data by SaS1D LO is of similar quality to GRV LO. In the region of applicability, the WHIT1 prediction is higher than the OPAL data and flatter than the other predictions, though the shape is still consistent with the data.
The hadron-like component is predicted to dominate at low values of $`x`$. For $`x<0.1`$ the naive quark-parton model is not able to describe the data, indicating that the photon must contain a significant hadron-like component at low $`x`$.
## 7 Conclusions
The photon structure function $`F_2^\gamma `$ has been measured using deep inelastic electron-photon scattering events recorded by the OPAL detector during the years 1993โ1995, 1997 and 1998, at $`\mathrm{e}^+\mathrm{e}^{}`$ centre-of-mass energies of 91 $`\mathrm{GeV}`$ (LEP1), and 183โ189 $`\mathrm{GeV}`$ (LEP2). $`F_2^\gamma `$ has been measured as a function of $`x`$ to the lowest attainable $`x`$ values, in six ranges of $`Q^2`$ (including two overlapping pairs) corresponding to average $`Q^2`$ values of 1.9, 3.7 $`\mathrm{GeV}^2`$ for LEP1 SW, and 8.9 (10.7), 17.5 (17.8) $`\mathrm{GeV}^2`$ for LEP1 FD (LEP2 SW). In previous OPAL studies of the photon structure function, it became clear that a large source of uncertainty in the measurement came from the Monte Carlo modelling of the hadronic final state of deep inelastic electron-photon scattering events. Since then, improved Monte Carlo models have become available. In a comparison of the energy flows and $`E_\mathrm{T}^{\mathrm{out}}`$ distributions, which are very sensitive to the modelling of the hadronic final state, these new models, HERWIG 5.9+$`k_\mathrm{t}(\mathrm{dyn})`$ and PHOJET 1.05, give better descriptions of OPAL data than the HERWIG 5.9 and F2GEN programs. Consequently the latter two programs have not been used for the $`F_2^\gamma `$ measurement. Previous OPAL measurements of $`F_2^\gamma `$ using LEP1 data with electrons tagged in SW or FD are superseded by this analysis.
To further reduce the Monte Carlo modelling error, two dimensional unfolding has been introduced, using $`E_\mathrm{T}^{\mathrm{out}}/E_{\mathrm{tot}}`$ as a second unfolding variable. Also, the reconstruction of the invariant mass of the hadronic final state has been improved by including information from the deeply inelastically scattered electron, and by scaling the energy observed in the forward calorimeters to partially compensate for energy losses. Monte Carlo modelling of the final state is still a significant source of systematic error, but it no longer dominates all other sources. The total systematic errors are of comparable size to the statistical errors.
Although the precision of the measurement at low $`x`$ has been considerably improved it is still insufficient to determine whether or not there is a rise in $`F_2^\gamma `$ in that region.
The GRV LO and SaS1D parameterisations are generally consistent with the OPAL data in all the accessible $`x`$ and $`Q^2`$ regions, with the exception of the measurement at the lowest scale, $`Q^2=1.9`$ $`\mathrm{GeV}^2`$, where GRV is too low. In contrast, the naive quark-parton model is not able to describe the data for $`x<0.1`$. These results show that the photon must contain a significant hadron-like component at low $`x`$.
## Acknowledgements
We particularly wish to thank the SL Division for the efficient operation of the LEP accelerator at all energies and for their continuing close cooperation with our experimental group. We thank our colleagues from CEA, DAPNIA/SPP, CE-Saclay for their efforts over the years on the time-of-flight and trigger systems which we continue to use. In addition to the support staff at our own institutions we are pleased to acknowledge the
Department of Energy, USA,
National Science Foundation, USA,
Particle Physics and Astronomy Research Council, UK,
Natural Sciences and Engineering Research Council, Canada,
Israel Science Foundation, administered by the Israel Academy of Science and Humanities,
Minerva Gesellschaft,
Benoziyo Center for High Energy Physics,
Japanese Ministry of Education, Science and Culture (the Monbusho) and a grant under the Monbusho International Science Research Program,
Japanese Society for the Promotion of Science (JSPS),
German Israeli Bi-national Science Foundation (GIF),
Bundesministerium fรผr Bildung und Forschung, Germany,
National Research Council of Canada,
Research Corporation, USA,
Hungarian Foundation for Scientific Research, OTKA T-029328, T023793 and OTKA F-023259.
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# Prospects for Spin Physics at RHIC
## 1 INTRODUCTION
Spin is a powerful and elegant tool in physics. One of the most exciting aspects of physics is a search for the unexpected, the nonintuitive, in nature. Intrinsic spin itself violates our intuition, in that an elementary particle such as an electron can both be pointlike and have a perpetual angular momentum. We find at this time an apparent violation of our intuition in the proton. We understand the proton as being composed of quarks, gluons, and antiquarks, and we expect the proton spin to be carried dominantly by its three valence quarks. Instead, through the 1980s and 1990s, deep inelastic scattering (DIS) experiments of polarized electrons and muons from polarized nucleons have shown that on average only about 1/4 to 1/3 of the proton spin is carried by the quarks and antiquarks in the proton . Therefore, the spin of the proton appears to be mainly carried by the gluons and orbital angular momentum! This surprising and counterintuitive result indicates that the proton, and particularly its spin structure, is much more interesting than we had thought.
Spin can be used as an elegant tool to search for the unexpected. If an experiment is found to depend on the spin direction, it can violate a deep expectation that physics should be symmetric with respect to that axis. An example is mirror symmetry, that physics should not depend on left- or right-handedness. The violation of parity by the weak interaction was the surprise that led to the present electroweak model with the purely left-handed charged weak vector bosons $`W^\pm `$. At the Relativistic Heavy Ion Collider (RHIC) at Brookhaven National Laboratory, the $`W^+`$ and $`W^{}`$ will be produced by colliding beams of protons spinning alternately left- and right-handed. The expected maximum violation of parity will allow unique and precise measurements of the spin direction of the quarks and antiquarks in the proton that form the $`W`$ bosons, identified by quark flavor, $`u`$, $`\overline{u}`$, $`d`$, and $`\overline{d}`$. A dependence on handedness in the production of jets at RHIC beyond the contribution from $`W`$ and $`Z`$ would directly signal new physics, possibly coming from quark substructure at a scale above the weak scale.
Physics is also a search for unexpected order in nature. Large spin effects necessarily imply coherence and order. If the gluons in a proton are found to be dominantly spinning in the same direction, as discussed widely in the context of the smallness of the quark spin contribution (reviewed in ), there would need to be a simple underlying physical mechanism that creates this order. At RHIC, dedicated experiments will measure the direction of the gluon spin in the proton for the first timeโan exciting prospect, since there are hints that the gluon polarization may be substantial.
The RHIC at Brookhaven has begun a program of colliding beams of gold ions at 100 GeV per nucleon in the spring of 2000. The following year, the first physics run colliding beams of polarized protons is expected. RHIC-Spin will be the first polarized proton-proton collider. It will reach an energy and luminosity at which the collisions can clearly be interpreted as collisions of polarized quarks and gluons, and it will be capable of copious production of jets and directly produced photons, as well as $`W`$ and $`Z`$ bosons. Quantum chromodynamics (QCD) makes definite predictions for the hard spin interactions of quarks and gluons, which implies that RHIC will enable us to test a sector of QCD that so far has been little explored. The polarized quark and gluon probes at RHIC complement the beautiful work done using polarized lepton probes to study proton spin structure. These strong interaction probes will be sensitive to the gluon polarization in jet and direct photon production and will allow quark spin-flavor separation in $`W^\pm `$ production. RHIC-Spin will also represent the highest energy for proton-proton collisions at accelerators, and unpolarized $`W^\pm `$ production will be used to precisely measure the flavor asymmetry of the antiquark sea.
At the Polarized Collider Workshop at Penn State University in 1990 , the exploration of the spin of the proton was a major focus for the physics of polarized proton collisions at RHIC. The RHIC Spin Collaboration was formed the following year, consisting of experimenters, theorists, and accelerator physicists . Since 1993, the two large heavy ion detectors at RHIC, Star and Phenix, have considered spin as a major program and include additional apparatus specifically for spin physics. In addition, the pp2pp experiment at RHIC, studying small-angle elastic scattering, will also feature spin. The present article presents the anticipated physics of the RHIC spin program as developed by the RHIC Spin Collaboration and by the Star, Phenix, and pp2pp Collaborations.
The RHIC spin accelerator complex is illustrated in Figure 1. An intense polarized $`H^{}`$ source feeds a chain of accelerators. Individual bunches of $`2\times 10^{11}`$ protons with 70% polarization are transferred from the Alternating Gradient Synchrotron (AGS) to the RHIC rings at 22 GeV. This is repeated 120 times for each ring at RHIC. The polarized protons are then accelerated to up to 250 GeV in each ring for collisions at each of 6 intersection regions. With a $`\beta ^{}=1`$โmeter focus at Star and Phenix, luminosity will be $`=2\times 10^{32}`$cm<sup>-2</sup>s<sup>-1</sup>, for the highest RHIC energy of $`\sqrt{s}=500`$ GeV. Experimental sensitivities given in this article are based on 800 pb<sup>-1</sup> for $`\sqrt{s}=500`$ GeV and $`320`$ pb<sup>-1</sup> for $`\sqrt{s}=200`$ GeV. This corresponds to runs of $`4\times 10^6`$ s at full luminosity, about four months of running with 40% efficiency, at each energy. We expect the data to be collected over three to four years, since RHIC is shared between heavy-ion and polarized-proton collisions. The expected sensitivities will be excellent due to the high luminosity for proton-proton collisions. For comparison, we note that the $`\overline{p}p`$ Tevatron at Fermilab has run for a total of $``$ 130 pb<sup>-1</sup> as of 1999.
It is difficult to maintain the proton polarization through acceleration because of its large anomalous magnetic moment: the proton spin readily responds to focusing and error magnetic fields in the rings, and spin resonances are encountered frequently, for example at every 500 MeV of acceleration in the AGS. The methods that are used to avoid depolarization in acceleration are very elegant, and the acceleration of polarized protons to 250 GeV will be breaking new ground in accelerator physics. The key device is a string of dipole magnets that rotate the proton spin 180 around a selected axis in the horizontal plane each time the beam passes . Each two passes in effect cancel the cumulative tilt of the spin resulting from horizontal magnetic fields, thus eliminating the major spin resonances at RHIC. There will be four โSiberian Snakesโ at RHIC, two in each ring. The name refers to the home institution of the inventors (Novosibirsk) and to the motion of the beam passing through. In this article, we do not discuss the accelerator physics work leading to the RHIC spin plan , but, as for any spin experiment, past or future, there is a very tight, necessary, and refreshing coupling between the polarization technology and the physics.
For two Siberian Snakes in each ring, the stable spin direction in RHIC will be vertical. Therefore, transverse spin physics will be available to all the experiments. For Star and Phenix, special strings of dipole magnets will be used to rotate the spin to longitudinal at their intersection regions. Longitudinal spin is necessary to study gluon polarization and parity-violating physics. A recent plan is to initially use one Siberian Snake in each ring, which allows the construction and installation of the Snakes and Rotators to be staged. With a single Snake in a ring, the stable spin direction is in the horizontal plane. If the beam is inserted into RHIC, and the Snake is then turned on adiabatically, the spin will follow from vertical to horizontal. At energies roughly 2 GeV apart, it will be possible to have longitudinal polarization at all six intersection regions, up to a beam energy of 100 GeV. One Snake is already installed in RHIC at this time, and a second Snake will be completed in summer 2000. Therefore, the RHIC-Spin program will be ready for its commissioning in summer 2000 and ready for the first spin physics run with longitudinal polarization at $`\sqrt{s}=200`$ GeV in 2001.
## 2 PREREQUISITES FOR SPIN PHYSICS AT RHIC
### 2.1 Theoretical Concepts and Tools
#### 2.1.1 Partons in High-Energy Scattering: Factorization
Polarized $`pp`$ collisions at RHIC will take place at center-of-mass energies of $`\sqrt{s}=`$200โ500 GeV. Except for polarization, we have a typical collider physics situation, similar to that at CERNโs Sp$`\overline{\mathrm{p}}`$S or the Tevatron at Fermilab. One therefore expects that parton model concepts, augmented by the predictive power of perturbative QCD, will play a crucial role in describing much of the interesting spin physics to be studied at RHIC, if the reaction under consideration involves a hard probe, for instance a photon produced at transverse momentum ($`p_T`$) of a few GeV or more.
The QCD-improved parton model has been successfully applied to many high-energy processes involving hadrons in the initial or final state. In this framework, a cross section is written in a factorized form as a convolution of appropriate parton densities and/or fragmentation functions with a partonic subprocess cross section. The predictive power of perturbative QCD follows from the universality of the distribution functions: Once extracted from the data in one process, they can be used to make definite predictions for any other. As an example, let us consider the production of a pion with large $`p_T`$ in a collision of unpolarized protons, that is, $`pp\pi X`$. The process is depicted in Figure 2.
In the parton model framework, in the context of QCD perturbation theory, one writes the cross section as a convolution,
$`{\displaystyle \frac{d\sigma ^{pp\pi X}}{d๐ซ}}`$ $`=`$ $`{\displaystyle \underset{f_1,f_2,f}{}}{\displaystyle ๐x_1๐x_2๐zf_1^p(x_1,\mu ^2)f_2^p(x_2,\mu ^2)}`$ (1)
$`\times {\displaystyle \frac{d\widehat{\sigma }^{f_1f_2fX^{}}}{d๐ซ}}(x_1p_1,x_2p_2,p_\pi /z,\mu )D_f^\pi (z,\mu ^2),`$
where $`p_1`$ and $`p_2`$ are the incident proton momenta. Here, $`๐ซ`$ stands for any appropriate set of the kinematic variables of the reaction. Furthermore, $`f_i^p(x,\mu ^2)`$ is introduced as the probability density for finding a parton of type $`f_i`$ in the proton, which has taken fraction $`x`$ of the protonโs momentum. Likewise, $`D_f^\pi (z,\mu ^2)`$ is the probability density for finding a pion with momentum fraction $`z`$ in the parton $`f`$. The $`\widehat{\sigma }^{f_1f_2fX^{}}`$ are the underlying hard-scattering cross sections for initial partons $`f_1`$ and $`f_2`$ producing a final-state parton $`f`$ plus unobserved $`X^{}`$.
The functions $`f^p`$ and $`D_f^\pi `$ introduced in Equation 1 express intrinsic properties of the proton and of the hadronization mechanism, respectively. Therefore, they are sensitive to non-perturbative physics and cannot be calculated from first principles in QCD at present. In contrast to this, for a sufficiently hard process, it will make sense to calculate the subprocess cross sections $`\widehat{\sigma }^{f_1f_2fX^{}}`$ as perturbation series in the strong coupling $`\alpha _s`$. The separation of short-distance and long-distance phenomena as embodied in Equation 1 necessarily implies the introduction of an unphysical mass scale $`\mu `$, the factorization scale. The presence of $`\mu `$ arises in practice when computing higher-order corrections to the $`\widehat{\sigma }^{f_1f_2fX^{}}`$. Here, one encounters singularities resulting from configurations in which one of the incoming (massless) partons collinearly emits another parton. In the same way, such โcollinearโ singularities (or โmassโ singularities) occur in the final state from collinear processes involving parton $`f`$. Regularization of the mass singularities always introduces an extra mass scale $`M`$ to the problem; the cross section depends on it through powers of โlargeโ logarithms of the type $`\mathrm{ln}(p_T/M)`$. The collinear-singular logarithms are separated off at the factorization scale $`\mu `$, to be of the order of the hard scale $`p_T`$ characterizing the hard interaction, and are absorbed (โfactorizedโ) into the โbareโ parton densities (or fragmentation functions). This procedure is of use only if it is universal in the sense that the mass singularities absorbed into the parton densities are the same for all processes involving a given initial parton. Proof of this property is the subject of factorization theorems and is necessary for the parton model to be valid in the presence of QCD interactions.
In summary, the QCD-improved parton-model picture as used for Equation 1 consists of perturbatively calculable partonic hard-scattering cross sections and of scale-dependent parton densities and fragmentation functions that are universal in the sense that once they are measured in one process, they can be used to make predictions for any other hard process. It is important to point out that the parton densities and fragmentation functions are never entirely nonperturbative: Their dependence on the factorization scale is calculable perturbatively, once the densities are known at some initial scale $`\mu _0`$. This has to be so, since the $`\mu `$-dependence of the $`\widehat{\sigma }^{f_1f_2fX^{}}`$ is calculable and the prediction of a physical quantity, such as the hadronic cross section $`\sigma ^{pp\pi X}`$, has to be independent of $`\mu `$ to the order of perturbation theory considered. The tool to calculate the dependence of the $`f^p`$ and $`D_f^\pi `$ on the โresolution scaleโ $`\mu `$ is the set of evolution equations .
#### 2.1.2 Spin-Dependent Parton Densities and Cross Sections
So far we have disregarded the spin information contained in parton distributions and fragmentation functions. If a hard-scattering process with incoming protons having definite spin orientation is studied, as at RHIC, one expects it to give information on the spin distributions of quarks and gluons in a polarized proton. The possible parton distribution functions are summarized in Table 1. A similar table could be presented for polarized fragmentation functions : The observation of the polarization of a final-state hadron should give information on the polarization of the parton fragmenting into that hadron.
Within roughly the past decade, beautiful data have become available that are sensitive to the โlongitudinallyโ polarized (โhelicity-weightedโ) parton densities of the nucleon. The tool to obtain such information has been deep-inelastic scattering (DIS) of longitudinally polarized leptons and nucleons. The spin asymmetry measured in such reactions gives information on the probability of finding a certain parton type ($`f=u,\overline{u},d,\overline{d},\mathrm{},g`$) with positive helicity in a nucleon of positive helicity, minus the probability for finding it with negative helicity (see Table 1). These densities are denoted as $`\mathrm{\Delta }f(x,\mu ^2)`$. The Appendix provides a brief discussion of the implications of present polarized DIS data on our knowledge about the $`\mathrm{\Delta }f`$. Within a parton-model concept, the integrals of the $`\mathrm{\Delta }f(x,\mu ^2)`$ over all momentum Bjorken-$`x`$ (โfirst momentsโ), multiplied by the spin of the parton $`f`$, will by definition give the amount of the protonโs spin carried by species $`f`$, appearing in the proton-spin sum rule:
$$\frac{1}{2}=_0^1๐x\left[\frac{1}{2}\underset{q}{}\left(\mathrm{\Delta }q+\mathrm{\Delta }\overline{q}\right)(x,\mu ^2)+\mathrm{\Delta }g(x,\mu ^2)\right]+L(\mu ^2),$$
(2)
where $`L`$ is the orbital angular momentum of quarks and gluons in the proton .
The longitudinally polarized parton distributions in Table 1 can be separated from the unpolarized ones if suitable differences of cross sections for various longitudinal spin settings of the initial hadrons are taken :
$`{\displaystyle \frac{d\mathrm{\Delta }\sigma ^{pp\pi X}}{d๐ซ}}`$ $``$ $`{\displaystyle \frac{1}{4}}\left[{\displaystyle \frac{d\sigma _{++}^{pp\pi X}}{d๐ซ}}{\displaystyle \frac{d\sigma _+^{pp\pi X}}{d๐ซ}}{\displaystyle \frac{d\sigma _+^{pp\pi X}}{d๐ซ}}+{\displaystyle \frac{d\sigma _{}^{pp\pi X}}{d๐ซ}}\right]`$ (3)
$`=`$ $`{\displaystyle \underset{f_1,f_2,f}{}}{\displaystyle ๐x_1๐x_2๐z\mathrm{\Delta }f_1^p(x_1,\mu ^2)\mathrm{\Delta }f_2^p(x_2,\mu ^2)}`$
$`\times {\displaystyle \frac{d\mathrm{\Delta }\widehat{\sigma }^{f_1f_2fX^{}}}{d๐ซ}}(x_1,p_1,x_2,p_2,p_\pi /z,\mu )D_f^\pi (z,\mu ^2),`$
where
$$\frac{d\mathrm{\Delta }\widehat{\sigma }^{f_1f_2fX^{}}}{d๐ซ}\frac{1}{4}\left[\frac{d\widehat{\sigma }_{++}^{f_1f_2fX^{}}}{d๐ซ}\frac{d\widehat{\sigma }_+^{f_1f_2fX^{}}}{d๐ซ}\frac{d\widehat{\sigma }_+^{f_1f_2fX^{}}}{d๐ซ}+\frac{d\widehat{\sigma }_{}^{f_1f_2fX^{}}}{d๐ซ}\right].$$
(4)
Here and in Equation 3 subscripts denote the helicities of the incoming particles, i.e. of the protons in Equation 3 and of partons $`f_1,f_2`$ in Equation 4. Thus, the โlongitudinally polarizedโ cross section $`d\mathrm{\Delta }\sigma ^{pp\pi X}/d๐ซ`$ depends only<sup>1</sup><sup>1</sup>1In addition, there is dependence on the pion fragmentation functions $`D_f^\pi `$. on the parton densities for longitudinal polarization and on the (calculable) โlongitudinally polarizedโ subprocess cross sections $`d\mathrm{\Delta }\widehat{\sigma }^{f_1f_2fX^{}}/d๐ซ`$. A measurement of $`d\mathrm{\Delta }\sigma ^{pp\pi X}/d๐ซ`$ therefore gives access to the $`\mathrm{\Delta }f`$. Adding, on the other hand, all terms in the first line of Equation 3, one simply returns to the unpolarized cross section in Equation 1, with its unpolarized densities $`f`$ and the unpolarized subprocess cross sections $`d\widehat{\sigma }^{f_1f_2fX^{}}/d๐ซ`$, corresponding also to taking the sum of the terms in Equation 4.
Notice that we have taken both initial protons to be polarized in Equation 3. If only one is polarized, we can still define a singly polarized cross section by $`d\sigma _{}^{pp\pi X}/d๐ซd\sigma _+^{pp\pi X}/d๐ซ`$, where the subscript refers to the polarized protonโs helicity. However, this combination can be nonzero only if parity is violated in the hard process . If so, the single-spin cross section will depend on products of parton densities $`\mathrm{\Delta }f_1`$ and $`f_2`$, representing the polarized and the unpolarized proton, respectively.
With two transversely polarized beams, one will take the first line of Equation 3 for transverse polarizations rather than helicities. The result will be a polarized cross section depending on transversely polarized subprocess cross sections and, for each proton, on the differences of distributions of quarks (or antiquarks) with transverse spin aligned and anti-aligned with the transverse proton spin. The latter quantities are the โtransversityโ distributions and are denoted $`\delta f(x,\mu ^2)`$ (see Table 1).<sup>2</sup><sup>2</sup>2One frequently also finds the notation $`\mathrm{\Delta }_Tf(x,\mu ^2)`$ or $`h_1^f(x,\mu ^2)`$ in the literature. Note that in the case of transverse polarization a $`\mathrm{cos}(2\varphi )`$ dependence of the cross section on the azimuthal angle $`\varphi `$ of the observed final-state particle arises , since an extra axis is defined by the transverse spin. We also mention that transverse single-spin cross sections, such as $`d\sigma _{}^{pp\pi X}/d๐ซd\sigma _{}^{pp\pi X}/d๐ซ`$, are allowed to be nonzero in QCD but vanish in the simple parton-model picture presented so far (see Section 5.2).
Extension to polarization in the final state is also possible. If the observed particle in Equation 1 were, say, a $`\mathrm{\Lambda }`$-hyperon instead of the (spinless) pion, one could consider the first line of Equation 3 for the helicities of one of the incoming protons (the other proton is assumed to be unpolarized, for simplicity) and of the $`\mathrm{\Lambda }`$. In this way one obtains a โhelicity transferโ cross section that depends on the distribution of parton $`f_2`$ for the unpolarized proton, on $`\mathrm{\Delta }f_1`$ for the polarized proton, on polarized fragmentation functions $`\mathrm{\Delta }D_f^\mathrm{\Lambda }`$ (defined in analogy with $`\mathrm{\Delta }f`$), and on helicity-transfer subprocess cross sections.
For spin experiments, the most important quantity in practice is not the polarized cross section itself, but the spin asymmetry, which is given by the ratio of the polarized over the unpolarized cross section. For our example above, it reads
$$A_{LL}^\pi =\frac{d\mathrm{\Delta }\sigma ^{pp\pi X}/d๐ซ}{d\sigma ^{pp\pi X}/d๐ซ}.$$
(5)
For the asymmetry, one often uses subscripts to denote the type of polarization ($`L`$=longitudinal, $`T`$=transverse) of the initial particles. As follows from Equation 1, the resulting spin asymmetry will possess the generic structure
$$A_{LL}=\frac{_{f_1,f_2,f}\mathrm{\Delta }f_1\times \mathrm{\Delta }f_2\times \left[d\widehat{\sigma }^{f_1f_2fX^{}}\widehat{a}_{LL}^{f_1f_2fX^{}}\right]\times D_f}{_{f_1,f_2,f}f_1\times f_2\times \left[d\widehat{\sigma }^{f_1f_2fX^{}}\right]\times D_f},$$
(6)
where $`\widehat{a}_{LL}^{f_1f_2fX^{}}=d\mathrm{\Delta }\widehat{\sigma }^{f_1f_2fX^{}}/d\widehat{\sigma }^{f_1f_2fX^{}}`$ is the spin asymmetry for the subprocess $`f_1f_2fX^{}`$, often also referred to as the analyzing power of the reaction considered. The lowest-order analyzing powers for many reactions interesting at RHIC are depicted in Figure 3.
### 2.2 Detection
#### 2.2.1 Asymmetries and Errors
Asymmetries in a collider experiment can be defined (and measured!) for a single polarized beam or for both beams polarized, with longitudinally polarized beams, transversely polarized beams, or with a combination of these. Additionally, one can study a combination of beam spin state and final-state angular dependence. For longitudinal polarization for both beams, the asymmetry $`A_{LL}`$ is defined as
$$A_{LL}=\frac{(\sigma _{++}+\sigma _{})(\sigma _++\sigma _+)}{(\sigma _{++}+\sigma _{})+(\sigma _++\sigma _+)}.$$
(7)
Here, $`\sigma _+`$ represents a cross section for producing a specified final state with the initial proton helicities ($`+`$) and ($``$). However, the proton beams are not in pure helicity states. We expect that the beams will be about 70% polarized, meaning that
$$P_{beam}=\frac{B_+B_{}}{B_++B_{}}=0.7,$$
(8)
where $`B_+`$ refers to the number of protons in the beam with (+) helicity. Therefore, collisions with two bunches of protons, with for example +0.7 polarization for one bunch and $``$0.7 polarization for the other bunch, will include collisions of all four helicity combinations, ($`++`$), ($`+`$), ($`+`$), and ($``$). The experimental asymmetry is defined as follows:
$$A_{LL}=\frac{1}{P_1P_2}\times \frac{(N_{++}^{}+N_{}^{})(N_+^{}+N_+^{})}{(N_{++}^{}+N_{}^{})+(N_+^{}+N_+^{})},$$
(9)
where $`N_+^{}`$ represents the observed number of events when the beams were polarized (+) for beam 1 and ($``$) for beam 2, and normalized by the luminosity for the crossing. Here, it is necessary to know only the relative luminosity for the ($`++`$) and ($``$) collisions versus the ($`+`$) and ($`+`$) collisions. The beam polarizations are $`P_1`$ and $`P_2`$. Algebra can confirm that Equation 9 is equivalent to Equation 7.
Similarly, we can define the parity-violating asymmetry for one beam polarized longitudinally,
$$A_L=\frac{\sigma _+\sigma _{}}{\sigma _++\sigma _{}},A_L=\frac{1}{P}\times \frac{N_+^{}N_{}^{}}{N_+^{}+N_{}^{}}.$$
(10)
The parity-violating asymmetry was defined in 1958 to be positive for left-handed production . Observed parity-violating asymmetries are therefore typically positive, due to the left-handed weak interaction.
For transverse spin, one- and two-spin asymmetries are defined in analogy with the longitudinal asymmetries above, referred to as $`A_N`$ and $`A_{TT}`$. In this case, the directions ($`+`$) and ($``$) are transverse spin directions of the beam protons, not the helicities. The transverse-spin asymmetries depend on the production angle, $`\theta `$, and on the azimuthal angle of the scattering, $`\varphi `$, as well as other variables. The azimuthal dependence for scattering two spin-1/2 particles is
$$A_{TT}\mathrm{cos}(2\varphi )\mathrm{and}A_N\mathrm{cos}(\varphi ).$$
(11)
$`\varphi `$=0 is defined for scattering in the plane perpendicular to the polarization direction. Typically the beam is polarized vertically, with (+) polarization up, and positive $`A_N`$ implies more scattering to the left than to the right of the beam direction. The notation $`A_{NN}`$ is also used for a transverse two-spin asymmetry, where $`N`$ refers to beam polarization normal to the scattering plane. A subscript $`S`$ traditionally designates beam polarization in the transverse direction in the scattering plane.
From Equation 9 or Equation 10 we need to know the beam polarization(s), count the number of signal events for each combination of beam spin directions, and monitor the relative luminosity for the crossings with these combinations of beam spin directions. The statistical error of the measurement is
$$(\mathrm{\Delta }A_{LL})^2=\frac{1}{NP_1^2P_2^2}\frac{1}{N}A_{LL}^2.$$
(12)
Here $`N`$ is the total number of events observed, and it is assumed that the statistical errors on the relative luminosities and on the beam polarization are small. For the single spin asymmetry,
$$(\mathrm{\Delta }A_L)^2=\frac{1}{NP_1^2}\frac{1}{N}A_L^2.$$
(13)
For small to moderate asymmetries,
$$\mathrm{\Delta }A_{LL}=\pm 1/(P_1P_2)\times \frac{1}{\sqrt{N}}\mathrm{and}\mathrm{\Delta }A_L=\pm 1/P\times \frac{1}{\sqrt{N}}.$$
(14)
Since we expect $`P=P_1=P_2=0.7`$, $`10^4`$ events would give an error of $`\mathrm{\Delta }A_{LL}=\pm 0.02`$ for the double spin asymmetry, or $`\mathrm{\Delta }A_L=\pm 0.014`$ for the parity-violating asymmetry.
In principle, asymmetry measurements are very straightforward. As long as the detector acceptance remains stable with time between reversals of the beam spin states, the measurement will be stable and the errors will be largely statistical. However, when reversals of the beam polarization are spread apart in time, and/or the beam conditions for opposite spin states differ, acceptance can change and false asymmetries develop. At RHIC the bunches, 120 in each ring, are prepared independently at the source, so that the bunches can alternate polarization sign, 106 ns apart, as shown in Figure 4. Note that one ring with alternate bunches and the other ring with alternating pairs of bunches create the four spin combinations, ($`++`$), ($`+`$), ($`+`$), and ($``$). Therefore, the concern of time-dependent acceptance and beam location variations for opposite sign beams should be negligible at RHIC, and asymmetry measurement errors should be mainly statistical, even for small asymmetries.
What systematic errors do we expect at RHIC? There are two classes of systematic errors: false asymmetries and scale errors. If the relative luminosities for the bunch spin combinations are incorrectly measured through, for example, a saturation effect in the luminosity monitor, which couples to variations in beam intensity for the bunch spin combinations, the numerator of Equation 9 or Equation 10 will be nonzero from the incorrect normalization, creating a false asymmetry. If the beam polarization is incorrect, no false asymmetry is created, but the scale of the resulting asymmetry is changed.
Each experiment will measure the relative luminosities for each crossing. The luminosity monitors must be independent of beam polarization, and statistical errors on the relative luminosity measurements need to be very small to match the statistical sensitivity available for high-statistics measurements, such as jet production.
Relative luminosity needs to be known to the $`10^4`$ level for some asymmetry measurements. This job appears daunting, but the time dependence of the acceptance (efficiency is included with acceptance in this discussion) of the luminosity monitor needs to be stable only over roughly one turn of RHIC, or 13 $`\mu `$s.
#### 2.2.2 Polarimetry
Polarization is measured by using a scattering process with known analyzing power. Knowledge of the analyzing power for different processes can come from theoretical calculations, for example for QED processes, and from experimental measurements using a beam or target with known polarization. Polarimetry at RHIC will be based on elastic proton-proton and elastic proton-carbon scattering in the Coulomb nuclear interference (CNI) region. The analyzing power there is largely calculable; it is expected to be small but significant. It can be determined to excellent precision using a polarized proton target in RHIC, and the rates for CNI scattering are very high.
Sensitivity to the proton spin is from scattering the Coulomb field of an unpolarized particle (proton or carbon) from the magnetic moment of the polarized proton. This method uses the dominance of the interference of the one-photon exchange helicity-flip electromagnetic amplitude, proportional to the proton anomalous magnetic moment, with the non-flip strong hadronic amplitude, which is determined by the $`pp`$ or $`pC`$ total cross section $`\sigma _{\mathrm{tot}}`$ . However, there can also be a hadronic spin-flip term, which is not presently calculable. (This possibility is discussed in more detail in Section 7.) Therefore, significant sensitivity to the proton spin is predicted over the entire RHIC energy range from the electromagnetic term, but the absolute sensitivity is limited to $`\pm `$15% . For this reason, a polarized hydrogen gas jet target will be installed at RHIC. The polarization of the jet target can be measured to $`\pm 3\%`$ so that the analyzing power in the CNI region can be measured precisely, and this analyzing power will then be used to determine the beam polarization at RHIC precisely.
Existing polarized hydrogen gas jet targets are thin, so that the determination of the beam polarization using the jet target will take hours. For this reason, RHIC will also use carbon ribbon targets and use proton-carbon CNI scattering to monitor the beam polarization frequently.
Absolute beam polarization is expected to be known to $`\pm 5\%`$. The systematic scale uncertainty of the asymmetry measurements will be of the order of $`\pm 5\%`$ for single spin measurements such as Equation 10 and $`\pm 10\%`$ for two spin measurements such as Equation 9. By scale uncertainty we mean that in forming the ratio of the error in the asymmetry measurement, $`\mathrm{\Delta }A_{LL}`$ in Equation 14, to the measurement itself, $`A_{LL}`$ in Equation 9, the polarization normalization divides out. Therefore, the polarization uncertainty applies to the scale of the measurement and not to the statistical significance of the measurement.
#### 2.2.3 RHIC Detectors
This article emphasizes the physics that will be probed at RHIC-Spin. There are six collision points at RHIC, as shown in Figure 1, and two are used for the two large detectors, Phenix and Star . These detectors are quite complementary: Star emphasizes large coverage with tracking, and the strengths of Phenix are in fine-grained calorimetry for photons and electrons and in โforwardโ muon detectors. Sensitivities for the spin measurements at RHIC are based on these detectors. Although one could discuss the sensitivity for a $`4\pi `$-acceptance fine-grained detector, such a detector does not exist. And we note that, for example, the Phenix electromagnetic calorimeter (EMCal) has 100 times finer granularity than previous collider detectors. The pp2pp and Brahms detectors share one collision point, and the Phobos detector is located at another crossing. Star and Phenix will measure gluon and quark polarizations with hard scattering. The pp2pp experiment will measure spin dependence in small-angle elastic scattering; Brahms and Phobos will measure transverse spin asymmetries.
The Phenix detector, shown in Figure 5, has two central arms at $`90^{}`$ to the beams with fine-grained EMCal towers, $`\mathrm{\Delta }\eta \times \mathrm{\Delta }\varphi =0.01\times 0.01`$. The minimum opening angle for $`\pi ^0\gamma \gamma `$ corresponds to one tower for a 30-GeV $`\pi ^0`$. This is important to separate directly produced photons, a probe of gluon polarization, from background from $`\pi ^0`$ decay. Resolution is excellent, with $`\mathrm{\Delta }E/E=\pm 3\%`$ at 10 GeV. The two central arms each cover $`90^{}`$ in azimuth, left and right. Pseudorapidity acceptance is $`|\eta |<0.35`$. The vertex detector, central tracker, ring-imaging Cherenkov detector (RICH), and time expansion chamber (TEC) are also shown. The central magnetic field, provided by two Helmholtz coils, is 0.8 Tesla meters, integrated radially. The tracking $`p_T`$ resolution is $`\mathrm{\Delta }p_T/p_T=\pm 2.5\%`$ at 10 GeV/$`c`$ for the east arm, which includes the TEC, and $`\pm 5\%`$ in the west arm without a TEC. Triggering in the central arms, for selection of high-$`p_T`$ direct photons, electrons, and charged pions, will be based on overlapping tower clusters in the EMCal, combined with RICH information. Studies indicate a sufficiently clean and efficient electron trigger to allow $`p_T>1`$GeV/$`c`$ or so. Such a low-momentum electron trigger is attractive to obtain charm quark events.
The Phenix muon arms surround the beams, covering $`\mathrm{\Delta }\varphi =2\pi `$ and $`1.2<|\eta |<2.4`$. The arms include a muon identifier (MuID) with five iron-detector layers, as well as three tracking stations. The muon arm magnets produce a radial field, ranging from 0.2 to 0.75 Tesla meters, integrated along the beam direction. Longitudinal momentum resolution is about $`\pm 2\%`$ at 10 GeV/$`c`$. A 4-GeV/$`c`$ muon penetrates to the fifth MuID layer.
Phenix will emphasize muon measurements for $`W\mu \nu `$, Drell-Yan lepton pairs, $`J/\psi `$, and heavy flavors. Central arms will measure $`\gamma `$, jet fragmentation to $`\pi ^{0,\pm }`$, and $`We\nu `$, as well as heavy flavors (single lepton, and $`e`$ with $`\mu `$), with small acceptance and high granularity.
The Star detector is shown schematically in Figure 6. A barrel time projection chamber (TPC) covers $`|\eta |<1.0`$ and $`\mathrm{\Delta }\varphi =2\pi `$. This is surrounded by an EMCal with towers $`\mathrm{\Delta }\eta \times \mathrm{\Delta }\varphi =0.05\times 0.05`$. The EMCal has a shower maximum detector at a depth of five radiation lengths with projective readout wire chambers reading longitudinally and azimuthally, each with 1-cm spacing. Studies show an effective separation of single photons from merged photons from $`\pi ^0`$ decay out to $`p_T`$ = 25 GeV/$`c`$. Energy resolution is excellent, with $`\mathrm{\Delta }E/E=\pm `$ 5% at 10 GeV. Additional barrel detection includes a silicon drift vertex tracker around the collision point and an array of trigger counters outside the TPC. The central solenoid field is 1.0 Tesla meters, integrated radially. The Star $`p_T`$ resolution is $`\pm `$3% at $`p_T`$ = 10 GeV/$`c`$. Star is also building one endcap calorimeter to cover $`1<\eta <2`$ for photons and electrons and to expand the jet cone coverage.
Triggering at Star will be based on the trigger counters and EMCal, which are fast detectors. A major issue to resolve is the long memory of the TPC, which will include on the order of 800 out-of-time tracks from the 40-$`\mu `$s drift time, at full luminosity with a 10-MHz collision rate. Star studies have shown that the drift of the out-of-time tracks cause them to point significantly away from the collision point. This drift will be used to remove the unwanted tracks, and this must be done before writing to tape. Studies have also shown good jet reconstruction after the tracks are removed. Jets will be reconstructed at Star with a combination of EMCal and tracking, with no hadronic calorimetry. Simulations show a full width at half maximum of 30% for the $`\mathrm{\Delta }p_{jet}/p_{jet}`$ distribution, limited by the hadronization dynamics of final-state partons. A cone size of $`R=\sqrt{\mathrm{\Delta }\eta ^2+\mathrm{\Delta }\varphi ^2}=0.7`$ was used. Star will measure jets, $`\gamma +jet`$, and $`We\nu `$, with wide acceptance and reconstruction of the parton kinematics.
The pp2pp experiment is designed to study small-angle proton-proton elastic scattering, from $`t=0.0005`$ to $`t=1.5(\mathrm{GeV}/c)^2`$. Silicon-strip detectors will be placed in Roman pots at two locations along each beam to measure scattering to very small angles. The experiment will also use a polarized hydrogen jet target with silicon recoil detectors to cover lower center-of-mass energy and will measure the absolute polarization of the RHIC beams.
The Brahms detector has two movable spectrometers ($`2.3^{}\theta 30^{}`$ and $`30^{}\theta 95^{}`$) with superb particle identification. The spectrometer covers up to 30 GeV/$`c`$ with $`\mathrm{\Delta }p/p=\pm 0.1`$% and it will provide unique measurements of single transverse-spin asymmetries in the forward, thus high-$`x_F`$, region.
Phobos is a table-topโsized detector that uses silicon-strip detectors to cover a large solid angle. Two spectrometers comprise 15 planes of silicon pad detectors each, with 7 planes in a 2-Tesla magnetic field. Its wide geometrical acceptance and momentum resolution is suitable for pair or multiparticle final states in spin physics, such as $`\rho ^0\pi ^+\pi ^{}`$.
## 3 MEASURING $`\mathrm{\Delta }g`$ AT RHIC
Measurement of the gluon polarization in a polarized proton is a major emphasis and strength of RHIC-Spin. By virtue of the spin sum rule (2), a large $`\mathrm{\Delta }g`$ is an exciting possible implication of the measured smallness of the quark and antiquark contribution to the proton spin. A large gluon polarization would imply unexpected dynamics in the protonโs spin structure. Because of this special importance of $`\mathrm{\Delta }g`$, and since it is left virtually unconstrained by the inclusive-DIS experiments performed so far (see Appendix), several experiments focus on its measurement. A fixed-target DIS experiment, Hermes, measures the process $`\stackrel{}{e}(\stackrel{}{\gamma })\stackrel{}{p}h^+h^{}X`$ , where $`h=\pi ,K`$, which is in principle sensitive to the gluon polarization. However, the transverse momenta are low, making interpretation in a hard-scattering formalism difficult. The DIS experiment Compass (see e.g. ) will measure the same reaction at higher energies, as well as heavy-flavor production, to access gluon polarization. Scaling violations and the reaction $`\stackrel{}{e}(\stackrel{}{\gamma })\stackrel{}{p}\mathrm{jet}(\mathrm{s})X`$ will constrain $`\mathrm{\Delta }g`$ at HERA, if the proton ring is polarized . At RHIC, the gluon polarization will be measured directly, precisely, and over a large range of gluon momentum fraction, with large momentum transfer ensuring the applicability of perturbative QCD to describe the scattering, and with several independent processes. The RHIC probes, shown in Figure 7, are as follows:
* High-$`p_T`$ (โpromptโ) photon production $`\stackrel{}{p}\stackrel{}{p}\gamma X`$
* Jet production, $`\stackrel{}{p}\stackrel{}{p}\mathrm{jet}(\mathrm{s})X`$
* Heavy-flavor production, $`\stackrel{}{p}\stackrel{}{p}c\overline{c}X,b\overline{b}X`$
### 3.1 Prompt-Photon Production
Prompt-photon production, $`pp,p\overline{p},pN\gamma X`$ , has been the classical tool for determining the unpolarized gluon density at intermediate and large $`x`$. At leading order, a photon in the final state is produced in the reactions $`qg\gamma q`$ (Figure 7$`a`$) and $`q\overline{q}\gamma g`$. Proton-proton, as opposed to proton-antiproton, scattering favors the quark-gluon Compton process, since the protonโs antiquark densities are much smaller than the quark ones. The analyzing power for direct photon production is large (Figure 3). Photons produced in this way through partonic hard scattering show a distinct signal at colliders, that of an isolated single photon without jet debris nearby. The production of photons with polarized beams at RHIC is therefore a very promising method to measure $`\mathrm{\Delta }g`$ .
If parton kinematics can be approximately reconstructed, one can bin the events in the parton momentum fractions $`x_1,x_2`$ of the hard scattering. Assuming dominance of the Compton process, the asymmetry $`A_{LL}`$ for prompt-photon production can then be written as
$$A_{LL}\frac{\mathrm{\Delta }g(x_1)}{g(x_1)}\left[\frac{_qe_q^2\left[\mathrm{\Delta }q(x_2)+\mathrm{\Delta }\overline{q}(x_2)\right]}{_qe_q^2\left[q(x_2)+\overline{q}(x_2)\right]}\right]\widehat{a}_{LL}(gq\gamma q)+(12).$$
(15)
As a result of the quark charge-squared weighting, the second factor in Equation 15 coincides, to lowest order, with the spin asymmetry $`A_1^p`$ measured in polarized DIS, and the partonic asymmetry $`\widehat{a}_{LL}`$ is calculable in perturbative QCD. Thus, from the measurement of $`A_{LL}`$, one can directly extract $`\mathrm{\Delta }g(x)/g(x)`$.
Both Phenix and Star intend to use this procedure for a direct leading-order determination of $`\mathrm{\Delta }g`$, where one exploits the dominance of $`22`$ ($`ab\gamma c`$) parton scattering when reconstructing $`x_1,x_2`$. This is done either on average based on the detector acceptance for the photon, or event-by-event by observing photon-plus-jet events (Star). Estimates of the โbackgroundโ from $`q\overline{q}`$ annihilation have been made . Eventually, the aim will be a โglobalโ QCD analysis of polarized prompt photon, and other RHIC and DIS, asymmetry data to determine the full set of polarized parton densities simultaneously, as is done routinely in the unpolarized case . In this case, one can directly work from the spin asymmetries, and inclusion of, for instance, higher-order corrections is more readily possible.
Figure 8 shows the level of accuracy Star can achieve in a direct measurement of $`\mathrm{\Delta }g`$ based on reconstructing parton kinematics in photon-plus-jet events. The solid lines show in each plot the input density employed for $`\mathrm{\Delta }g(x)`$, taken from . The data points and the error bars show the reconstructed $`\mathrm{\Delta }g(x)`$ and its precision for standard luminosities in runs at $`\sqrt{s}=200`$ GeV (open circles) and $`\sqrt{s}=500`$ GeV (solid circles).
High-$`p_T`$ photons can also be produced through a fragmentation process, in which a parton, scattered or produced in a QCD reaction, fragments into a photon plus a number of hadrons. The need for introducing a fragmentation contribution is physically motivated by the fact that a QCD hard-scattering process may produce, again through a fragmentation process, a $`\rho `$ meson that has the same quantum numbers as the photon and can thus convert into a photon, leading to the same signal. In addition, at higher orders, the perturbatively calculated direct component contains divergencies from configurations where a final-state quark becomes collinear to the photon. These singularities naturally introduce the need for nonperturbative fragmentation functions into which they can be absorbed. So far, the photon fragmentation functions are insufficiently known; information is emerging from the LEP experiments . Note that all QCD partonic reactions contribute to the fragmentation component; thus, the benefit of having a priori only one partonic reaction ($`q\overline{q}\gamma g`$) competing with the signal ($`qg\gamma q`$) is lost, even though some of the subprocesses relevant to the fragmentation part at the same time result from a gluon initial state. Theoretical studies for photon production in unpolarized collisions, based on predictions for the photon-fragmentation functions that are compatible with the sparse LEP data, indicate that the fragmentation component is in practice a small, albeit nonnegligible, effect.
In the fixed-target regime, fragmentation photons are believed to contribute at most $`20\%`$ to the direct photon cross section. At collider energies, the fragmentation mechanism is estimated to produce about half of the observed photons; however, an โisolationโ cut can be imposed on the photon signal in experiment. Isolation is an experimental necessity: In a hadronic environment, the study of photons in the final state is complicated by the abundance of $`\pi ^0`$s, which decay into pairs of $`\gamma `$s. If two photons are unambiguously detected in an event, their invariant mass can indicate whether they resulted from a $`\pi ^0`$ (or $`\eta `$) decay. However, either escape of one of the decay photons from the detector or merging of the two photons from $`\pi ^0`$ decay at high $`p_T`$ fake a single photon event. The isolation cut reduces this background, since $`\pi ^0`$s are embedded in jets. If a given neighborhood of the photon is free of energetic hadron tracks, it is less likely that the observed photon came from $`\pi ^0`$ decay, and the event is kept; it is rejected otherwise. Traditionally, isolation is realized by drawing a cone of fixed aperture in $`\phi `$$`\eta `$ space around the photon \[where $`\phi `$ is the photonโs azimuthal angle and $`\eta =\mathrm{ln}\mathrm{tan}(\theta /2)`$ is its pseudorapidity, defined through its polar angle $`\theta `$\], and by restricting the hadronic transverse energy allowed in this cone to a certain small fraction of the photon transverse energy. In this way, the fragmentation contribution to single $`\gamma `$s, resulting from an essentially collinear process, will also be diminished . It is not expected that fragmentation will remain responsible for more than 15โ20% of the photon signal after isolation. It has been suggested that allowing proportionally less hadronic energy, the closer to the photon it is deposited, rather than permitting a fixed fraction in the full isolation cone, would improve isolation by reducing the fragmentation photons still further .
Several early theoretical studies for isolated prompt-photon production at polarized RHIC have been published (e.g. ). The QCD corrections to the direct (i.e. nonfragmentation) component of polarized prompt-photon production were first calculated in References and are now routinely included in theoretical studies (e.g. ). In particular, References present Monte Carlo codes for the next-to-leading-order (NLO) corrections to the direct part of the cross section, which allow the isolation constraints to be taken into account and also have the flexibility to predict photon-plus-jet observables, $`\stackrel{}{p}\stackrel{}{p}\gamma +jet+X`$. We also emphasize that much effort has gone, and is still going, into event-generator studies for prompt-photon physics at RHIC.
Figure 9 shows the asymmetry as obtained in an NLO theory calculation, as a function of the photonโs transverse momentum $`p_T`$. A rapidity cut $`\left|\eta \right|<0.35`$ has been applied, matching the acceptance of the Phenix experiment. In the left (right) part of the figure we plot the asymmetries obtained at $`\sqrt{s}=200`$ GeV (500 GeV). The isolation of Reference was used, with isolation cone opening $`R_0=0.4`$ and $`ฯต_\gamma =1,n=1`$ (see Reference for details on the latter parameters). The solid, dashed, and dotted lines correspond to the NLO predictions obtained with GRSV-STD, GRSV-MAXg , and GS-C polarized parton densities, respectively. These densities are all compatible with present data from polarized DIS and differ mainly in their gluon content: GRSV-MAXg has a very sizeable positive gluon distribution, whereas GS-C has a small, and oscillating, $`\mathrm{\Delta }g`$. The gluon of GRSV-STD lies between the other two. The three gluon densities are shown in Figure 22 in the Appendix. The error bars represent the expected statistical accuracy for the measurement at Phenix, with $`\mathrm{\Delta }\varphi =\pi `$ and for standard luminosities and beam polarizations.
It is a striking feature of Figure 9 that different spin-dependent gluon densities do indeed lead to very different spin asymmetries for prompt-photon production. RHIC experiments will be able to measure $`\mathrm{\Delta }g`$.
For fixed $`p_T`$, higher-energy probes lower $`x`$ in the parton distributions, and this leads to the smaller predicted asymmetries for $`\sqrt{s}`$=500 GeV. If one considers the same $`x_T=2p_T/\sqrt{s}`$ value for the two energies in Figure 9, the parton densities are being probed at similar momentum fractions but rather different โresolutionโ scales, of the order of $`p_T`$. It will be interesting to see whether measurements performed at different cms energies will yield information that is consistent, and compatible, with QCD evolution.
Present comparisons between theory and experiment \[and possibly between experiment and experiment \] regarding unpolarized direct $`\gamma `$ production are unsatisfactory . Transverse smearing of the momenta of the initial partons participating in the hard scattering, substantially larger than that already introduced by the NLO calculation, has been considered to reconcile theory with data. This approach is partly based on measured values of dimuon, dijet, and diphoton pair transverse momenta $`k_T`$ in hadronic reactions and has enjoyed some phenomenological success. More recently, the role of all-order-resummations of large logarithms in the partonic cross section, generated by (multiple) soft-gluon emission, has been investigated in the context of prompt-photon production . Threshold resummations have been shown to lead to improvements in the fixed-target regime, and a very recent new formalism that jointly incorporates threshold and $`k_T`$ resummations has the potential of creating the substantial enhancements needed for bringing theory into agreement with data. It is likely that a better understanding of the prompt-photon process will have been achieved by the time RHIC performs the first measurements of $`\stackrel{}{p}\stackrel{}{p}\gamma X`$. Also, the main problems reside in the fixed-target region; at colliders there is much less reason for concern. RHIC itself should also be able to provide new and complementary information in the unpolarized caseโnever before have prompt-photon data been taken in $`pp`$ collisions at energies as high as $`\sqrt{s}=`$200โ500 GeV.
Finally, we note that it was also proposed to determine $`\mathrm{\Delta }g`$ through the reaction $`qg\gamma ^{}q`$, which is again the Compton process, but now with a photon off-shell by the order of a few GeV and giving rise to a Drell-Yan lepton pair of comparable $`p_T`$. The advantage is a cleaner theoretical description; for instance, no photon fragmentation component is present in this case. However, compared to prompt-photon production at a given $`p_T`$, the event rate is reduced by 2โ3 orders of magnitude due to the additional factor $`\alpha _{em}/(3\pi Q^2)`$ in the Drell-Yan cross section, where $`Q`$ is the dilepton mass. Higher statistics are available at lower $`p_T`$, but at the price of reduced asymmetry and higher background from $`q\overline{q}\gamma ^{}g`$ annihilation.
### 3.2 Jet Production
Toward the higher end of RHIC energies, jets could be the key to $`\mathrm{\Delta }g`$: at $`\sqrt{s}=500`$ GeV, clearly structured jets will be copiously produced, and jet observables will show a strong sensitivity to $`\mathrm{\Delta }g`$ thanks to the dominance of the $`gg`$ and $`qg`$ initiated subprocesses (see Figure 7$`b`$) in accessible kinematical ranges. Jet studies will be performed by Star. One can alternatively look for high-$`p_T`$ leading hadrons such as $`\pi ^0,\pi ^\pm `$, whose production proceeds through the same partonic subprocesses but involves an explicit fragmentation function in the theoretical description. This is planned for the Phenix experiment, where the limitation in angular coverage precludes jet studies.
Knowledge of the NLO QCD corrections is expected to be particularly important for the case of jet production, since it is only at NLO that the QCD structure of the jet starts to play a role in the theoretical description, providing for the first time the possibility of realistically matching the procedures used in experiment in order to group final-state particles into jets. The task of calculating the NLO QCD corrections to polarized jet production has been accomplished . Furthermore, a Monte Carlo code that had been designed by Frixione , based on Reference and the subtraction method in hadron-hadron unpolarized collisions, was extended to the polarized case in Reference . We emphasize that in the unpolarized case, the comparison of NLO theory predictions with jet production data from the Tevatron is extremely successful (see e.g. ).
Figure 10 shows the double-spin asymmetry for single-inclusive jet production at NLO as a function of the jet $`p_T`$ and for various polarized parton densities with different $`\mathrm{\Delta }g`$ (see Figure 22 in the Appendix). A cut $`\left|\eta \right|<1`$ has been applied, and we have chosen the Ellis-Soper (ES) cluster jet algorithm with the resolution parameter $`D=1`$. The renormalization and factorization scales have been chosen as $`\mu _0p_T`$ (for further details, see Reference ). The asymmetry shows a strong sensitivity to $`\mathrm{\Delta }g`$. However, the asymmetry is rather small, regardless of the specific parton densities used. Fortunately, the expected statistical accuracy of such a jet measurement, calculated for standard luminosity and indicated in the figure, is very good.
The inclusion of NLO corrections in jet production, as shown in Figure 11, leads to a clear reduction in scale dependence of the cross section. One thereby gains confidence that it is possible to calculate reliably the cross section and the spin asymmetry for a given $`\mathrm{\Delta }g`$. This reduction in scale dependence after NLO corrections is also seen for direct photon production .
### 3.3 Heavy-Flavor Production
The production of heavy quark pairs in hadronic collisions is dominated by gluon-gluon fusion, $`ggQ\overline{Q}`$ (see Figure 7$`c`$). For $`pp`$ collisions, the competing channel $`q\overline{q}Q\overline{Q}`$ is particularly suppressed, since it requires an antiquark in the initial state. Thus, heavy quarks provide direct access to the gluons in the proton. Early predictions at the lowest order demonstrated that indeed this reaction could be used to measure $`\mathrm{\Delta }g`$ in polarized $`pp`$ collisions. The importance of NLO corrections for a quantitative analysis was pointed out . Presently, only the NLO QCD corrections to heavy-flavor production in polarized photon-photon and photon-proton collisions are known; it is anticipated that the full set of NLO corrections relevant for polarized $`pp`$ collisions will be available soon . It should be mentioned that in the unpolarized case, theoretical NLO predictions for hadro- and photoproduction of heavy flavors often fail to provide a satisfactory description of the data (see for review).
Heavy-flavor production can be selected by the channels $`pp\mu ^\pm X`$, $`ppe^\pm X`$, $`pp\mu ^+\mu ^{}X`$, $`ppe^+e^{}X`$, and $`pp\mu ^\pm e^{}X`$. Like sign leptons are also possible from bottom, with one direct $`b`$-decay to a lepton and one sequential decay through charm. Charm and bottom events will probe the gluon density at different momentum fractions and scales, and also enter the analysis with different, albeit calculable, weights. Experimentally it may be possible to determine the fraction of the charm production rate by, for example, looking at the channel $`pp\mu ^+D^0X`$.
The production of heavy quarkonia is another potentially attractive probe of the gluon density with a clear experimental signature. However, so far we do not understand the production mechanism. Predictions for $`\psi `$ production based on the color-singlet model fall short of experimental data taken at the Tevatron (see e.g. ). This has stimulated the development of a more general approach that also gives rise to potentially important color-octet contributions . Theoretical studies for the spin asymmetry in charmonium production in $`pp`$ collisions have been presented . Reference considers the color-singlet mechanism; Reference also examines color-octet contributions. Sensitivity to the production mechanism as well as to $`\mathrm{\Delta }g`$ is found. Similarly, $`\chi _2(3556)`$ production at RHIC would have the potential to discriminate between the color-singlet and the color-octet mechanisms, as well as to pin down $`\mathrm{\Delta }g`$ . Here, one would have to look at the angular distribution of the decay photon in $`\chi _2J/\psi +\gamma `$. The number of observed events for this reaction will unfortunately be low at RHIC.
## 4 QUARK AND ANTIQUARK HELICITY DISTRIBUTIONS
Measurements in polarized DIS , when combined with information from baryon octet $`\beta `$-decays , show that the total quark-plus-antiquark contribution to the protonโs spin, summed over all flavors, is surprisingly small. In the standard interpretation of the $`\beta `$-decays , this finding is equivalent to evidence for a large negative polarization of strange quarks in the proton, which makes it likely that also the $`SU`$(2) ($`u,d`$) sea is strongly negatively polarized. This view is corroborated by the fact that in this analysis the spin carried, for example, by $`u`$ quarks comes out much smaller than generally expected in quark models , implying that a sizeable negative $`u`$-sea polarization partly compensates that of the valence $`u`$ quarks. Alternative treatments of the information from $`\beta `$-decays , when combined with the DIS results, also directly yield large negative $`\overline{u}`$ and $`\overline{d}`$ polarizations. Inclusive DIS (through $`\gamma ^{}`$ exchange) itself is sensitive to the combined contributions of quarks and antiquarks of each flavor but cannot provide information on the polarized quark and antiquark densities separately (see Appendix). Directly measuring the individual polarized antiquark distributions is therefore an exciting task and will also help to clarify the overall picture concerning DIS and the $`\beta `$-decays.
Further motivation for dedicated measurements of antiquark densities comes from unpolarized physics. Experiments in recent years have shown a strong breaking of $`SU`$(2) symmetry in the antiquark sea, with the ratio $`\overline{d}(x)/\overline{u}(x)`$ rising to 1.6 or higher. It is very attractive to learn whether the polarization of $`\overline{u}`$ and $`\overline{d}`$ is large and asymmetric as well. RHIC experiments will measure the $`\overline{d}/\overline{u}`$ unpolarized ratio and the $`\overline{u}`$ and $`\overline{d}`$ polarizations separately.
Semi-inclusive DIS measurements are one approach to achieving a separation of quark and antiquark densities. This method combines information from proton and neutron (or deuteron) targets and uses correlations in the fragmentation process between the type of leading hadron and the flavor of its parton progenitor, expressed by fragmentation functions. The dependence on the details of the fragmentation process limits the accuracy of this method. At RHIC the polarization of the $`u,\overline{u},d,`$ and $`\overline{d}`$ quarks in the proton will be measured directly and precisely using maximal parity violation for production of $`W`$ bosons in $`u\overline{d}W^+`$ and $`d\overline{u}W^{}`$ . In addition, at RHIC, inclusive production of $`\pi `$, $`K`$, and $`\mathrm{\Lambda }`$ will be used to measure quark and antiquark polarization through the fragmentation process. Another probe at RHIC will be Drell-Yan production of lepton pairs .
### 4.1 Weak Boson Production
Within the standard model, $`W`$ bosons are produced through pure $`V`$-$`A`$ interaction. Thus, the helicity of the participating quark and antiquark are fixed in the reaction. In addition, the $`W`$ couples to a weak charge that correlates directly to flavors, if we concentrate on one generation. Indeed the production of $`W`$s in $`pp`$ collisions is dominated by $`u,d,\overline{u}`$, and $`\overline{d}`$, with some contamination from $`s,c,\overline{s}`$, and $`\overline{c}`$, mostly through quark mixing. Therefore $`W`$ production is an ideal tool to study the spin-flavor structure of the nucleon.
The leading-order production of $`W`$s, $`u\overline{d}W^+`$, is illustrated in Figure 12. The longitudinally polarized proton at the top of each diagram collides with an unpolarized proton, producing a $`W^+`$. At RHIC the polarized protons will be in bunches, alternately right- ($`+`$) and left- ($``$) handed. The parity-violating asymmetry is the difference of left-handed and right-handed production of $`W`$s, divided by the sum and normalized by the beam polarization:
$$A_L^W=\frac{1}{P}\times \frac{N_{}(W)N_+(W)}{N_{}(W)+N_+(W)}.$$
(16)
As Figure 4 shows, we can construct this asymmetry from either polarized beam, and by summing over the helicity states of the other beam. The production of the left-handed weak bosons violates parity maximally. Therefore, if for example the production of the $`W^+`$ proceeded only through the diagram in Figure 12$`a`$, the parity-violating asymmetry would directly equal the longitudinal polarization asymmetry of the $`u`$ quark in the proton:
$$A_L^{W^+}=\frac{u_{}^{}(x_1)\overline{d}(x_2)u_+^{}(x_1)\overline{d}(x_2)}{u_{}^{}(x_1)\overline{d}(x_2)+u_+^{}(x_1)\overline{d}(x_2)}=\frac{\mathrm{\Delta }u(x_1)}{u(x_1)}.$$
(17)
Similarly, for Figure 12$`b`$ alone,
$$A_L^{W^+}=\frac{\overline{d}_{}^+(x_1)u(x_2)\overline{d}_+^+(x_1)u(x_2)}{\overline{d}_{}^+(x_1)u(x_2)\overline{d}_+^+(x_1)u(x_2)}=\frac{\mathrm{\Delta }\overline{d}(x_1)}{\overline{d}(x_1)}.$$
(18)
In general, the asymmetry is a superposition of the two cases:
$$A_L^{W^+}=\frac{\mathrm{\Delta }u(x_1)\overline{d}(x_2)\mathrm{\Delta }\overline{d}(x_1)u(x_2)}{u(x_1)\overline{d}(x_2)+\overline{d}(x_1)u(x_2)}.$$
(19)
To obtain the asymmetry for $`W^{}`$, one interchanges $`u`$ and $`d`$.
For the $`pp`$ collisions at RHIC with $`\sqrt{s}=500`$ GeV, the quark will be predominantly a valence quark. By identifying the rapidity of the $`W`$, $`y_W`$, relative to the polarized proton, we can obtain direct measures of the quark and antiquark polarizations, separated by quark flavor: $`A_L^{W^+}`$ approaches $`\mathrm{\Delta }u/u`$ in the limit of $`y_W0`$, whereas for $`y_W0`$ the asymmetry becomes $`\mathrm{\Delta }\overline{d}/\overline{d}`$. Higher-order corrections change the asymmetries only a little .
The kinematics of $`W`$ production and Drell-Yan production of lepton pairs is the same. The momentum fraction carried by the quarks and antiquarks, $`x_1`$ and $`x_2`$ (without yet assigning which is which), can be determined from $`y_W`$,
$$x_1=\frac{M_W}{\sqrt{s}}e^{y_W},x_2=\frac{M_W}{\sqrt{s}}e^{y_W}.$$
(20)
Note that this picture is valid for the predominant production of $`W`$s at $`p_T=0`$. The experimental difficulty is that the $`W`$ is observed through its leptonic decay $`Wl\nu `$, and only the charged lepton is observed. We therefore need to relate the lepton kinematics to $`y_W`$, so that we can assign the probability that the polarized proton provided the quark or antiquark. Only then will we be able to translate the measured parity-violating asymmetry into a determination of the quark or antiquark polarization in the proton.
The rapidity of the $`W`$ is related to the lepton rapidity in the $`W`$ rest frame ($`y_l^{}`$) and in the lab frame ($`y_l^{\mathrm{lab}}`$) by
$$y_l^{lab}=y_l^{}+y_W,\mathrm{where}y_l^{}=\frac{1}{2}\mathrm{ln}\left[\frac{1+\mathrm{cos}\theta ^{}}{1\mathrm{cos}\theta ^{}}\right].$$
(21)
Here $`\theta ^{}`$ is the decay angle of the lepton in the $`W`$ rest frame, and cos$`\theta ^{}`$ can be determined from the transverse momentum ($`p_T`$) of the lepton with an irreducible uncertainty of the sign , since
$$p_T^{\mathrm{lepton}}=p_T^{}=\frac{M_W}{2}\mathrm{sin}\theta ^{}.$$
(22)
In this reconstruction, the $`p_T`$ of the $`W`$ is neglected. In reality, it has a $`p_T`$, resulting for example from higher-order contributions such as $`guW^+d`$ and $`u\overline{d}W^+g`$, or from primordial $`p_T`$ of the initial partons.
Usually $`W`$ production is identified by requiring charged leptons with large $`p_T`$ and large missing transverse energy, due to the undetected neutrino. Since none of the detectors at RHIC is hermetic, measurement of missing $`p_T`$ is not available, which leads to some background. Possible sources of leptons with high $`p_T`$ include charm, bottom, and vector boson production. Above $`p_T20`$ GeV/$`c`$, leptons from $`W`$ decay dominate, with a smaller contribution from $`Z^0`$ production. Both Phenix and Star can estimate the single-lepton $`Z^0`$ background from measured $`Z^0`$ production. The additional background from misidentified hadrons is expected to be small.
Expected yields were estimated with Pythia and ResBos . The cross section at RHIC for $`W^+`$ ($`W^{}`$) production is about 1.3 nb (0.4 nb). These estimates vary by 5โ10% according to the choice of the parton distribution set. For 800 pb<sup>-1</sup> and $`p_T20`$ GeV/$`c`$, Phenix expects about 8000 $`W^+`$s and 8000 $`W^{}`$s in the muon arms (that the numbers are equal is due to the decay angle distribution and acceptance), as well as 15,000 $`W^+`$ and 2500 $`W^{}`$ electron decays in the central arms. Star, with its large acceptance for electrons, expects 72,000 $`W^+`$s and 21,000 $`W^{}`$s. Using Equation 20 to reconstruct $`x`$, Figure 13 shows the expected sensitivity for $`\mathrm{\Delta }f(x)/f(x)`$, with $`f=u,d,\overline{u},\overline{d}`$, for the Phenix muon data.
RHIC will also significantly contribute to our knowledge about the unpolarized parton densities of the proton, since it will have the highest-energy $`pp`$ collisions. $`\overline{p}p`$ production of $`W`$s has a much stronger valence component in the determined $`u(x)/d(x)`$ ratio. Isospin dependence in Drell-Yan production of muon pairs in $`pp,pd`$ scattering , violation of the Gottfried sum rule , and recent semi-inclusive DIS measurements have shown that the unpolarized sea is not $`SU`$(2) symmetric. At RHIC, the ratio of unpolarized $`W^+`$ and $`W^{}`$ cross sections will directly probe the $`\overline{d}/\overline{u}`$ ratio, as shown in Figure 14.
### 4.2 Drell-Yan Production of Lepton Pairs
Drell-Yan production of lepton pairs has been a basis for information about sea quarks . At lowest order, lepton pairs are created from quark-antiquark annihilation. With knowledge of the quark densities, Drell-Yan cross sections give the antiquark distributions versus $`x`$. The spin asymmetry $`A_{LL}`$ for Drell-Yan lepton pair production in collisions of longitudinally polarized proton beams is proportional to a sum of contributions over quark flavors, each a product of the polarized quark density times the antiquark distribution. The subprocess analyzing power is maximally negative, $`\widehat{a}_{LL}=1`$. One therefore has, at lowest order,
$$A_{LL}=\widehat{a}_{LL}\times \frac{_qe_q^2\{\mathrm{\Delta }q(x_1)\mathrm{\Delta }\overline{q}(x_2)+\mathrm{\Delta }\overline{q}(x_1)\mathrm{\Delta }q(x_2)\}}{_qe_q^2\{q(x_1)\overline{q}(x_2)+\overline{q}(x_1)q(x_2)\}}.$$
(23)
This asymmetry is parity-conserving if the process proceeds via a photon. Since the cross sections by flavor are weighted by the electric charge squared, the asymmetry is dominated by the $`u\overline{u}`$ combination and gives information on the $`\overline{u}`$ polarization, with the $`u`$ quark polarization as input. NLO corrections to the asymmetry have been calculated to be small for low $`p_T`$ of the virtual photon. For higher $`p_T`$, Drell-Yan production is sensitive to $`\mathrm{\Delta }g(x)`$ through $`qg\gamma ^{}q`$ , as discussed in Section 3.
However, lepton pair production in high-energy $`pp`$ collisions is dominated by coincidental semileptonic decays of heavy-quark pairs, e.g. $`bcl^{}\overline{\nu }`$ in the low-mass region. The feasibility of the measurements will therefore depend on the ability to separate or estimate this background. Estimates of the yields in the Phenix muon arms obtained with Pythia for $`pp`$ collisions at $`\sqrt{s}=`$200 GeV show that lepton pairs with invariant mass $`M`$6 GeV/$`c^2`$ are dominated by Drell-Yan production. One expects $``$40,000 pairs for a nominal integrated luminosity of 320 pb<sup>-1</sup>.
## 5 TRANSVERSE AND FINAL-STATE SPIN EFFECTS
Exciting physics prospects also arise for transverse polarization of the RHIC proton beams. One is the possibility of a first measurement of the quark transversity densities introduced in Table 1. The transversity distributions, measuring differences of probabilities for finding quarks with transverse spin aligned and anti-aligned with the transverse nucleon spin, are as fundamental as the longitudinally polarized densities for quarks and gluons, $`\mathrm{\Delta }q`$, $`\mathrm{\Delta }g`$; they have evaded measurement so far because they decouple from inclusive DIS. Comparisons of the polarized quark distributions $`\delta q`$ and $`\mathrm{\Delta }q`$ are particularly interesting; in the nonrelativistic limit, where boosts and rotations commute, one has $`\delta q(x,Q^2)=\mathrm{\Delta }q(x,Q^2)`$. Deviations from this provide a measure of the relativistic nature of quarks inside the nucleon.
Studies of single-transverse spin asymmetries, defined similarly to Equation 10, will be a further interesting application. They arise as โhigher-twistโ effects (that is, they are suppressed by inverse powers of the hard scale) and probe quark-gluon correlations in the nucleon. They have an exciting history in experiments that were carried out at energies much lower than RHICโs, where large polarizations and single-spin asymmetries have been seen . Yet another field of spin physics to be thoroughly examined by the RHIC experiments will be the transfer of longitudinal or transverse polarization from the initial into the final state, which then leaves traces in the polarization of hadrons produced in the fragmentation process.
### 5.1 The Quark Transversity Distributions
The transversity densities $`\delta q`$ and $`\delta \overline{q}`$ are virtually inaccessible in inclusive DIS . We can see this as follows . In a simple parton model, and working in a helicity basis, we can view the quark densities as imaginary parts of polarized quark-hadron forward scattering in the $`u`$-channel, denoted by $`๐(H,h;H^{},h^{})`$ (see Figure 15). One then has $`q=๐(++;++)+๐(+;+)`$, $`\mathrm{\Delta }q=๐(++;++)๐(+;+)`$, but $`\delta q=๐(++;)`$. Thus, for transversity to contribute, the quark has to undergo a helicity flip in the hard scattering, which is not allowed (for massless quarks) at the DIS quark-photon vertex due to helicity conservation. Note the striking feature that the helicity labels of the final state in $`๐(++;)`$ differ from those of the initial state. In other words, the complex conjugate amplitude contained in $`๐(++;)`$ refers to a different physical state than the initial. This โoff-diagonalโ nature in terms of helicity is usually referred to as chiral-odd and can indeed in practice only be achieved by having transverse polarization, which can be written as a superposition of helicity states.
Another important consequence is that, unlike the situation for unpolarized and longitudinally polarized densities, there is no transversity gluon distribution . This is due to angular momentum conservation; a gluonic helicity-flip amplitude would require the hadron to absorb two units of helicity, which a spin-$`1/2`$ target cannot do.
The joint description of the quark distributions in terms of the $`๐(H,h;H^{},h^{})`$ implies that transversity is not entirely unrelated to the $`q`$,$`\mathrm{\Delta }q`$. Indeed, rewriting $`๐(H,h;H^{},h^{})=_Xa_{H^{}h^{}}^{}(X)a_{Hh}(X)`$, where $`X`$ is an arbitrary final state, one finds from the condition $`_X|a_{++}(X)\pm a_{}(X)|^20`$ the inequality
$$q(x)+\mathrm{\Delta }q(x)2|\delta q(x)|.$$
(24)
Figure 16 displays the region allowed by Equation 24, which is indeed smaller than the one resulting from the trivial condition $`|\delta q(x)|q(x)`$. Equation 24 holds for all quark flavors and separately for their corresponding antiquarks. As was demonstrated in References , the inequality is preserved under QCD evolution; that is, if it is assumed to be satisfied at one resolution scale, it will hold at all larger scales. This remains true even at two-loop order in evolution.
The helicity flip required for transversity to contribute to hard scattering can occur if there are two soft hadronic vertices in the process. In this case, transverse spin can be carried from one hadron to the other along a quark line. One possibility is to have two transversely polarized hadrons in the initial state, as realized at RHIC. An alternative is to have one transversely polarized initial hadron and a final-state fragmentation process that is sensitive to transverse polarization. Here, the other initial particle could be a lepton, as in DIS, or another proton, as at RHIC.
For the first possibility, a promising candidate process for a measurement of the $`\delta q`$, $`\delta \overline{q}`$ is Drell-Yan dimuon production which, to lowest order in QCD, proceeds via $`q\overline{q}\gamma ^{}`$ annihilation. A systematic study of this process was in fact also the place where the transversity densities made their first appearance in theory . On the downside of this reaction is that the transversity antiquark density in the nucleon is presumably rather small; there is no splitting term $`gq\overline{q}`$ in the evolution equations for transversity , so a vital source for the generation of antiquarks is missing (only higher orders in evolution produce antiquarks carrying transversity ). Also, in Drell-Yan, the event rate is generally low. However, when compared to other conceivable reactions in $`pp`$ collisions that serve to determine parton densities, the Drell-Yan process has the advantage that to lowest order there is no partonic subprocess that involves a gluon in the initial state. If a reaction does have a gluon-initiated subprocess, its transverse double-spin asymmetry is expected to be suppressed . This is because gluons usually strongly contribute to the unpolarized cross sections in the denominator of the asymmetry, whereas they are absent for transversity, as discussed above. In addition, for many reactions other than Drell-Yan, one finds a particular โselection-ruleโ suppression of the contributing transverse subprocess asymmetries.
Several phenomenological studies of Drell-Yan dimuon production at RHIC have been presented . Model estimates of the transversity densities have been obtained in these studies by either assuming $`2\delta q(x,Q_0^2)=q(x,Q_0^2)+\mathrm{\Delta }q(x,Q_0^2)`$ (see Equation 24), or by employing $`\delta q(x,Q_0^2)\mathrm{\Delta }q(x,Q_0^2)`$, at some initial (low) resolution scale $`Q_0`$. Note that the latter ansatz violates inequality 24 if $`\mathrm{\Delta }q(x,Q_0^2)<\frac{1}{3}q(x,Q_0^2)`$. The transverse double-spin asymmetry for Drell-Yan dimuon production is (to lowest order)
$$A_{TT}=\widehat{a}_{TT}\frac{_qe_q^2\delta q(x_1,M^2)\delta \overline{q}(x_2,M^2)+(12)}{_qe_q^2q(x_1,M^2)\overline{q}(x_2,M^2)+(12)}.$$
(25)
Here $`\widehat{a}_{TT}`$ is the partonic transverse-spin asymmetry, calculable in perturbative QCD, and $`M`$ is the dilepton mass. NLO corrections to Drell-Yan dimuon production with transversely polarized beams have been calculated and are routinely used in numerical studies.
The Phenix endcaps will be able to identify muons with rapidity $`1.2<|y_{\mu ^\pm }|<2.4`$. Figure 17 shows predictions for $`A_{TT}`$. In order to model the transversity densities, saturation of inequality 24 at a low scale $`Q0.6`$ GeV has been assumed, making use of the information on the $`\mathrm{\Delta }q`$, $`\mathrm{\Delta }\overline{q}`$ in that inequality coming from polarized DIS. The statistical errors expected for Phenix are also shown. One observes that the asymmetry is generally small but could be visible experimentally if the transversity densities are not much smaller than those used here. Larger estimates for $`A_{TT}`$ have been obtained , based on more optimistic assumptions concerning the size of the $`\delta q`$, $`\delta \overline{q}`$. Careful studies of the background to lepton pair production resulting from coincidental semileptonic heavy-flavor decays (see Section 4) will be important.
The other possibility involves one transversely polarized initial hadron and a final-state fragmentation process that is sensitive to transverse polarization. Promising approaches have emerged from considering the production of high-$`p_T`$ dimeson systems , or from taking into account โintrinsicโ transverse momentum degrees of freedom in a fragmentation process producing a single high-$`p_T`$ pion . Both dimesons and pions are very abundantly produced in high-energy $`pp`$ collisions. It has been shown that the azimuthal distribution of low-mass pairs of pions about the final-state jet axis can be used as a measure of the transverse polarization of the quark initiating the jet. The same is true for the โintrinsicโ transverse momentum distribution of a produced pion relative to its quark progenitor. In this way, one effectively obtains an asymmetry that is sensitive to products of the transversity density for the initial-state quark and a transverse-polarizationโdependent fragmentation function for the final state. For instance, for the mechanism proposed for DIS in Reference , the fragmentation function would be
$$H_1^{}(z,k_{})D_{\pi /q^{}}(z,k_{})D_{\pi /q^{}}(z,k_{}),$$
(26)
where $`k_{}`$ is the โintrinsicโ transverse momentum in the fragmentation process. Notice that one polarized proton in the initial state is sufficient for this kind of measurement. Time-reversal invariance, however, precludes a nonzero effect unless phases are generated by final-state interactions in the fragmentation process that do not average to zero upon summation over unobserved hadrons. It is a priori unclear whether such a net phase will exist. This led to investigation of the interference between $`s`$ and $`p`$ waves of two-pion systems with invariant mass around the $`\rho `$. Such an interference effect yields sensitivity to the polarization of the quark progenitor through the quantity $`\stackrel{}{k}_{\pi ^+}\times \stackrel{}{k}_\pi ^{}\stackrel{}{s}_T`$, where the $`\stackrel{}{k}`$s are the pion momenta and $`\stackrel{}{s}_T`$ is the transverse nucleon spin; one effectively uses the angular momentum of the two-pion system as a probe of the quarkโs polarization. Staying in the mass region around the $`\rho `$ ensures that the final-state interaction phase does not average to zero. The $`s`$-$`p`$ wave interference in the $`q\pi \pi `$ formation is described by a new set of fragmentation functions, the interference fragmentation functions . Just as the function in Equation 26, the latter are presently entirely unknown; the price to be paid for obtaining sensitivity to transversity in all of the ways suggested in Reference is thus the introduction of another unknown component. However, one may hope that the involved fragmentation functions can be determined independently in $`e^+e^{}`$ annihilation. Studies of the experimental situation at RHIC concerning the proposal of are under way .
### 5.2 Transverse Single-Spin Asymmetries
Surprisingly large single-transverse spin asymmetries, for instance in fixed-target $`p^{}p\pi X`$ at pion transverse momenta of a few GeV, have been observed experimentally over many years. RHIC will further investigate the origin of such asymmetries. Within the โnormalโ framework of perturbative QCD and the factorization theorem at twist-2 for collinear massless parton configurations, no single-transverse spin asymmetry is obtainedโnonzero effects occur only when one keeps quark mass terms (as is required to generate helicity flips) and when one takes into account at the same time higher-order loop diagrams that produce relative phases . Such effects are therefore of the order of $`\alpha _sm_q/\sqrt{s}`$ and cannot explain data such as that in Reference . It is believed that nontrivial higher-twist effects are responsible for the observed single-spin asymmetries . Reference showed how single transverse-spin asymmetries can be evaluated consistently in terms of a generalized factorization theorem in perturbative QCD, wherein they arise, for example, as convolutions of hard-scattering functions with an ordinary twist-2 parton density from the unpolarized hadron and a twist-3 quark-gluon correlation function representing the polarized hadron. Another contribution involves the transversity distribution and another (chiral-odd) spin-independent twist-3 function of the proton . A simple model was constructed that assumes only correlations of valence quarks and soft gluons. It can describe the present data and makes various definite predictions, to be tested at RHIC, where one certainly expects to be in the perturbative domain. In particular, at RHIC, one should see the fall-off with $`p_T`$ of the single-transverse spin asymmetries in single-inclusive pion production, associated with their twist-3 nature (see Figure 18).
A related dynamical origin for transverse single-spin asymmetries was proposed to reside in the dependences of parton distribution and fragmentation functions on intrinsic parton transverse momentum $`k_T`$. In fact, the proposal of for measuring transversity in the proton, which we discussed in the previous subsection, proceeds for $`pp`$ scattering exactly through a single-transverse spin asymmetry, making use of the $`k_T`$-dependent fragmentation function in Equation 26. Suppression of the asymmetry should also arise here, through a factor $`k_T/p_T`$. It has also been considered that single-spin asymmetries might be generated by $`k_T`$ dependences of the parton distribution functions in the initial state . Here, one could have
$`f_{1T}^{}(x,k_{})`$ $`=`$ $`f_{q/p^{}}(x,k_{})f_{q/p^{}}(x,k_{}),`$
$`h_1^{}(x,k_{})`$ $`=`$ $`f_{q^{}/p}(x,k_{})f_{q^{}/p}(x,k_{})`$ (27)
as the driving forces. There is a qualitative difference between the functions in Equations 5.2 and 26: In order to be able to produce an effect, the latter requires final-state interactions (which are certainly present), to make the overall process time-reversal-symmetry-conserving (see the previous subsection). In contrast, the distributions in Equation 5.2 rely on the presence of nontrivial (factorization-breaking) initial-state interactions between the incoming hadrons , or on finite-size effects for the hadrons ; they vanish if the initial hadrons are described by plane waves. This makes the โCollins functionโ (Equation 26) perhaps a more likely source for single-spin asymmetries. The reservations concerning Equation 5.2 notwithstanding, when a factorized hard-scattering model is evoked, each mechanism described by Equations 26 and 5.2 can by itself account for the present $`p^{}p\pi X`$ data. Also, all could be at work simultaneously and compete with one another. Single-spin Drell-Yan measurements at RHIC should be a good testing ground for the existence of effects related to Equation 5.2, since for Drell-Yan the Collins function (Equation 26) cannot contribute.
### 5.3 Spin-Dependent Fragmentation Functions
Even in the context of a parity-conserving theory like QCD, an asymmetry can arise for only one longitudinally polarized particle in the initial state, if the longitudinal polarization of a particle in the final state is observed. The measurement of the polarization of an outgoing highly energetic particle certainly provides a challenge to experiment. $`\mathrm{\Lambda }`$ baryons are particularly suited for such studies, thanks to the self-analyzing properties of their dominant weak decay, $`\mathrm{\Lambda }p\pi ^{}`$. Recent results on $`\mathrm{\Lambda }`$ production reported from LEP have demonstrated the feasibility of successfully reconstructing the $`\mathrm{\Lambda }`$ polarization.
Spin-transfer asymmetries give information on yet unexplored spin effects in the fragmentation process. For our $`\mathrm{\Lambda }`$ example, the longitudinal transfer asymmetry will be sensitive to the functions
$$\mathrm{\Delta }D_i^\mathrm{\Lambda }(z)D_{i(+)}^{\mathrm{\Lambda }(+)}(z)D_{i(+)}^{\mathrm{\Lambda }()}(z)$$
(28)
describing the fragmentation of a longitudinally polarized parton $`i=q,\overline{q},g`$ into a longitudinally polarized $`\mathrm{\Lambda }`$, where $`D_{i(+)}^{\mathrm{\Lambda }(+)}(z)`$ $`(D_{i(+)}^{\mathrm{\Lambda }()}(z))`$ is the probability of finding a $`\mathrm{\Lambda }`$ with positive (negative) helicity in a parton $`i`$ with positive helicity, carrying a fraction $`z`$ of the parent partonโs momentum (see Section 2). As was shown in Reference , the LEP measurements have provided initial information on some combinations of the $`\mathrm{\Delta }D_i^\mathrm{\Lambda }`$ but leave room for very different pictures of the spin-dependence in $`\mathrm{\Lambda }`$ fragmentation. Measurements of the polarization of $`\mathrm{\Lambda }`$s produced in $`\stackrel{}{p}p`$ collisions at RHIC should vastly improve our knowledge of the $`\mathrm{\Delta }D_i^\mathrm{\Lambda }`$. Figure 19 illustrates this by showing the longitudinal spin transfer asymmetry at RHIC, defined in analogy with Equation 7 as
$$A^\mathrm{\Lambda }=\frac{(\sigma _+^{\mathrm{\Lambda }(+)}+\sigma _{}^{\mathrm{\Lambda }()})(\sigma _{}^{\mathrm{\Lambda }(+)}+\sigma _+^{\mathrm{\Lambda }()})}{(\sigma _+^{\mathrm{\Lambda }(+)}+\sigma _{}^{\mathrm{\Lambda }()})+(\sigma _{}^{\mathrm{\Lambda }(+)}+\sigma _+^{\mathrm{\Lambda }()})},$$
(29)
where the lower helicity index refers to the polarized proton and the upper to the produced $`\mathrm{\Lambda }`$. Various models for the $`\mathrm{\Delta }D_i^\mathrm{\Lambda }`$, all compatible with the LEP data, have been used in Figure 19. It will be interesting to see which scenario is favored by the RHIC measurements. A cut of $`x_T>0.05`$ has been applied in the figure. $`\mathrm{\Lambda }`$s are very copiously produced at RHIC , resulting in small expected statistical errors.
Similarly optimistic conclusions have been reached for the case of transverse polarization of one initial beam and the $`\mathrm{\Lambda }`$, in which case RHIC experiments would yield information on the product of the protonโs transversity densities and the transversity fragmentation functions of the $`\mathrm{\Lambda }`$, which are both so far unknown.
## 6 PHYSICS BEYOND THE STANDARD MODEL
So far we have discussed probing the proton spin structure at RHIC, and both using and testing perturbative QCD in the spin sector. Spin is also an excellent tool to go beyond the standard model and to uncover important new physics, if it exists. Many extensions of the standard model have been proposed. Our purpose in this section is to illustrate this new potentiality by means of a specific example.
Let us consider one-jet inclusive production. As discussed in Section 3, the cross section is dominated by the pure QCD $`gg`$, $`gq`$, and $`qq`$ scatterings, but the existence of the electroweak interaction, via the effects of the $`W^\pm `$ and $`Z`$ gauge bosons, adds a small contribution. Consequently, the parity-violating helicity asymmetry $`A_L`$, defined as
$$A_L=\left[\frac{d\sigma _+^{ppjetX}}{dE_T}\frac{d\sigma _{}^{ppjetX}}{dE_T}\right]\left[\frac{d\sigma _+^{ppjetX}}{dE_T}+\frac{d\sigma _{}^{ppjetX}}{dE_T}\right]^1,$$
(30)
is expected to be nonzero from the QCD-electroweak interference (as shown in Figure 20). Additionally, a small peak near $`E_T=M_{W,Z}/2`$ is seen, which is the main signature of the purely electroweak contribution. The cross sections are for one longitudinally polarized beam, colliding with an unpolarized beam. The existence of new parity-violating interactions could lead to large modifications of this standard-model prediction .
First let us recall that the sensitivity to the presence of some new quark-quark contact interactions has been analyzed in Reference . Such a contact interaction could represent the effects of quark compositeness, under the form
$$_{qqqq}=ฯต\frac{g^2}{8\mathrm{\Lambda }^2}\overline{\mathrm{\Psi }}\gamma _\mu (1\eta \gamma _5)\mathrm{\Psi }\overline{\mathrm{\Psi }}\gamma ^\mu (1\eta \gamma _5)\mathrm{\Psi },$$
(31)
where $`\mathrm{\Psi }`$ is a quark doublet, $`\mathrm{\Lambda }`$ is a compositeness scale, and $`ฯต=\pm 1`$. If parity is maximally violated, $`\eta =\pm 1`$. Figure 20 shows how the standard-model prediction will be affected by such a new interaction, assuming $`\mathrm{\Lambda }=2`$ TeV, which is close to the present limit obtained for example by the DO/ experiment at the Tevatron . The statistical errors shown are for standard RHIC luminosity of 800 pb<sup>-1</sup>, and for jets with rapidity $`|y|<`$0.5, and include measuring $`A_L`$ using each beam, summing over the spin states of the other beam. Due to the parity-violating signalโs sensitivity to new physics, RHIC is surprisingly sensitive to quark substructure at the 2-TeV scale and is competitive with the Tevatron, despite the different energy ranges of these machines. Indeed, a parity-violating signal beyond the standard model at RHIC would definitively indicate the presence of new physics .
RHIC-Spin would also be sensitive to possible new neutral gauge bosons . A class of models, called leptophobic $`Z^{}`$, is poorly constrained up to now. Such models appear naturally in several string-derived models (nonsupersymmetric models may be also constructed ). In addition, in the framework of supersymmetric models with an additional Abelian gauge factor $`U(1)^{}`$, it has been shown that the $`Z^{}`$ boson could appear with a relatively low mass ($`M_ZM_Z^{}`$1 TeV) and a mixing angle with the standard $`Z`$ close to zero. The effects of different representative models are shown in Figure 20 (see Reference for details). RHIC covers some regions in the parameter space of the different models that are unconstrained by present and forthcoming experiments (e.g. Tevatron Run II), and RHIC would also uniquely obtain information on the chiral structure of the new interaction.
Other possible signatures of new physics at RHIC have been investigated. Particularly interesting quantities are transverse (single or double) spin asymmetries for $`W^\pm `$ production, since these are expected to be extremely small in the standard model . For instance, the case of the corresponding standard-model double spin asymmetry $`A_{TT}^\pm `$ was examined in detail recently . Non-vanishing contributions could arise here for example in the form of higher-twist terms, which would be suppressed as powers of $`M^2/M_W^2`$, where $`M`$ is a hadronic mass scale and $`M_W`$ the $`W`$ mass. Other possible contributions were demonstrated in to be negligible as well. By similar arguments, also the corresponding single-transverse spin asymmetry for $`W^\pm `$ production, $`A_N^\pm `$, is expected to be extremely small in the standard model . New physics effects, on the contrary, might generate asymmetries at leading twist, for example through non-$`(VA)`$ (axial)vector couplings of quarks to the $`W`$, or through tensor or (pseudo)scalar couplings, all of which would also have to violate $`\mathrm{CP}`$ in order to generate a single-spin asymmetry $`A_N^\pm `$. In particular the latter asymmetry has been examined with respect to sensitivity to new physics effects at RHIC . For a case study, the minimal supersymmetric extension of the standard model, with $`\mathrm{R}`$-parity violation, was employed, which contains scalar quark-$`W`$ interactions and complex phases, resulting in $`\mathrm{CP}`$-violating effects. The results of show that in this particular extension of the standard model, $`A_N^\pm `$ is likely to be very small as well, below the detection limit of RHIC. Nevertheless, this does not exclude that other non-standard mechanisms produce larger effects, and $`A_N^\pm `$ and $`A_{TT}^\pm `$ will be measured at RHIC with transversely polarized beams in the context of the physics discussed in the previous section. A non-zero result would be a direct indication of new physics.
## 7 SMALL-ANGLE $`pp`$ ELASTIC SCATTERING
In previous sections, we have discussed the physics of hard scattering at RHIC with polarized protons, which can be understood as collisions of polarized quarks and gluons. The scattering is so energetic that we can use perturbative QCD to describe the interactions of the quarks and gluons, and, thus, probe the spin structure of the proton at very small distances. For example, scattering at Q<sup>2</sup>=(80 GeV)<sup>2</sup> probes wave lengths of 0.003 fermi. Small-angle scattering, from total cross section to $`t=1`$ (GeV/$`c`$)<sup>2</sup>, probes the static proton properties and constituent quark structure of the proton, covering distances from 4 fermi \[$`t=0.003`$ (GeV/$`c`$)<sup>2</sup> in the Coulomb nuclear interference (CNI) region\] to a distance of $``$0.2 fermi. Unpolarized scattering shows striking behavior in this region, from the surprise that total cross sections rise at high energy, to observed dips in elastic cross sections around $`t=1`$ (GeV/$`c`$)<sup>2</sup>. The pp2pp experiment at RHIC will explore this region for spin-dependent cross sections, for $`\sqrt{s}`$=20-500 GeV, for the first time.
Historically, new spin-dependent data have often shown new structure underlying spin-independent cross sections, indicating the presence of unexpected dynamics in the interaction. Several examples have been discussed in previous sections. Previous work with spin stops at $`\sqrt{s}`$=20 GeV, where tertiary polarized $`p`$ and $`\overline{p}`$ beams were collected from the parity-violating decays of $`\mathrm{\Lambda }`$ and $`\overline{\mathrm{\Lambda }}`$ hyperons and steered onto unpolarized hydrogen and polarized pentanol ($`C_5H_{12}O`$) targets . RHIC will provide much higher intensity, a large extension of the energy range, and pure targets for 2-spin measurements.
In the energy regime $`\sqrt{s}>`$20 GeV, total cross sections have been observed to rise with energy for $`pp`$, $`\overline{p}p`$, $`\pi ^\pm p`$, and $`K^\pm p`$. The $`\overline{p}p`$ total cross section rises through the Tevatron maximum energy of 2 TeV, and the $`pp`$ total cross section has been observed to rise through its highest energy measurement at the ISR, $`\sqrt{s}`$=62 GeV . The pp2pp experiment will measure spin-dependent total cross sections, $`\sigma _{}`$, $`\sigma _{}`$, and $`\sigma _L=\sigma _+\sigma _{}`$ \[where the arrows represent transverse spin measurements, and (+) and ($``$) represent helicities\] through the range of rising cross sections available at RHIC. The unpolarized $`pp`$ total cross section measurements will also be extended to $`\sqrt{s}`$=500 GeV.
For $`\overline{p}p`$, the rise of the total cross section has been successfully described in the impact picture approach on the basis of the high-energy behavior of a relativistic quantum field theory . This is based on the fact that the effective interaction strength increases with energy in the form $`s^{1+c}/(lns)^c^{}`$, a simple expression in two key parameters $`c`$ and $`c^{}`$, where $`s`$ is expressed in GeV<sup>2</sup>. A fit of the data then leads to the values of the two free parameters $`c=0.167`$, $`c^{}=0.748`$ . If this picture is correct (the field theoretical argument is based on connecting QED and QCD theories, but successfully predicted that the $`\overline{p}p`$ total cross section would continue to rise, following these parameters), there should be no difference in the rise of $`pp`$ and $`\overline{p}p`$ total cross sections. An extension of this approach allows a description of the elastic cross section , which will also be measured at RHIC.
The single-spin asymmetry for $`pp`$ elastic scattering, $`A_N`$, is expected to be small but significant in the CNI region, $`t=0.001`$$`0.01`$ (GeV/$`c`$)<sup>2</sup> . As discussed previously, $`pp`$ elastic scattering in the CNI region will be the basis of the RHIC polarimetry. CNI scattering is expected to produce an asymmetry from scattering an unpolarized proton (polarization averaged to zero) in one beam from the magnetic moment of a polarized proton from the other beam, with a maximum of $`A_N=0.04`$ at $`t=0.003`$ (GeV/$`c`$)<sup>2</sup>. However, a hadronic spin-flip term can also contribute to the maximum, and this term is sensitive to the static constituent quark structure of the proton. The authors of Reference remark that the helicity flip probes the shortest interquark distance in the proton, and that the helicity nonflip is sensitive to the largest quark separation in the proton due to color screening. The helicity-flip term, if present, can indicate an isoscalar anomalous magnetic moment of the nucleons , an anomalous color-magnetic moment causing helicity nonconservation at the constituent quark-gluon vertex , and/or a compact quark pair in the proton .
The only measurement of $`A_N`$ in the CNI region at higher energy is by E704 at Fermilab at a lab momentum $`p_L=200\text{ GeV}/c`$; the results are shown in Figure 21.
The errors are too large to allow an unambiguous theoretical interpretation. There are two fits to the E704 data shown with a nonzero hadronic spin flip term . As emphasized in References and , a large value of the hadronic helicity-flip amplitude generates a very large change in the maximum in $`A_N`$, which can be of the order of 30% or more. The pp2pp experiment will measure $`A_N`$ to $`\pm `$0.001 in the CNI peak. This level of precision is required for absolute polarimetry, giving an expected precision on $`A_N`$ of $`\mathrm{\Delta }A_N/A_N`$=$`\pm `$0.001/0.04=$`\pm `$0.025. This experiment will cover from $`0.0005t1.5`$ (GeV/$`c`$)<sup>2</sup> (with additional detectors for the larger $`t`$ region). Thus, the location of the maximum in $`A_N`$ and its maximum value and shape will be determined.
Small-angle scattering at high energy is presently understood in the Regge picture as being dominated by Pomeron exchange . The Pomeron, which has the vacuum quantum numbers with charge-conjugation $`C=+1`$, can be interpreted as a two-gluon exchange. There is room in the data for a small three-gluon exchange contribution with $`C=1`$, the Odderon . It has been shown recently that the behavior of the two-spin transverse asymmetry $`A_{NN}`$ in $`pp`$ elastic scattering in the CNI region depends strongly on the Odderon contribution and that the pp2pp experiment is quite sensitive to its presence.
In addition to the measurements discussed above, the pp2pp experiment will measure larger angles, to $`t=1.5`$ (GeV/$`c`$)<sup>2</sup>, which includes the region of dip structure in the unpolarized cross section, measuring $`A_N`$ and the two-spin asymmetries $`A_{NN}`$, $`A_{SS}`$, and $`A_{LL}`$ . These first, precise, determinations of spin dependence for small-angle $`pp`$ elastic scattering in the energy range $`\sqrt{s}=20`$โ500 GeV probe the spin structure of the proton in the nonperturbative QCD region, from the static properties of the proton to its constituent quark structure.
At higher energy, such as at the LHC, the CNI region becomes inaccessible. The minimum $`t`$ reachable with colliding beams depends on scattering the protons out of the beams. For fixed $`t`$, the scattering angle falls as 1/p<sub>beam</sub>, whereas the beam size falls more slowly as 1/$`\sqrt{\mathrm{p}_{beam}}`$. Roughly, this limits an experiment at the LHC to $`t>`$0.01 (GeV/$`c`$)<sup>2</sup>.
## 8 CONCLUDING REMARKS
RHIC will be the first machine to look at the proton spin structure by colliding polarized proton beams rather than scattering polarized leptons off polarized targets. Thus, one can test fundamental interactions in an entirely different environment and at much higher energies, as in the unpolarized case. (Here, too, information on the nucleon structure from DIS has been complemented by information from hadron colliders.) For hadron colliders, including RHIC-Spin, due to the high energy and luminosity that give access to hard parton scattering, perturbative QCD probes in one proton are used to study the nonperturbative structure of the โtargetโ proton.
What can we expect from RHIC-Spin? If, for example, a large gluon polarization is observed, such a signal would imply a previously unknown fundamental role of the gluons in the proton spin. Surprise and new insights are very likely.
This field is very new both theoretically and experimentally. Previous experimental spin work with hadron probes was at much lower energy and luminosity, and used impure polarized targets. Much of the discussion presented here is from very recent work. Thus, this article should not be seen as a review but rather as an invitation.
## ACKNOWLEDGMENTS
This article summarizes the hard work of many collaborators in theoretical, experimental, and accelerator physics who have developed the RHIC spin program. Leaders in this program from its beginnings to the present include Michael Tannenbaum, Yousef Makdisi, and Thomas Roser of Brookhaven; the Marseille Theory Group; and Aki Yokosawa, Hal Spinka, and Dave Underwood of Argonne. The Kyoto, Penn State, UCLA, and IHEP groups have contributed many ideas and studies, including Vladimir Rykov of Wayne State University (previously of IHEP). Robert Jaffe of MIT helped initiate a close collaboration between theorists and experimenters to develop the RHIC spin program. We acknowledge important ideas and work by Leslie Bland and colleagues at Indiana University. In addition, we would like to thank Daniel Boer, Akira Masaike, Marco Stratmann, Lawrence Trueman, Jean-Marc Virey. The key step in this spin program, leading to its anticipated first run in 2001, has been the involvement of RIKEN, Japan. RIKEN has supported, beginning in 1995, the spin hardware including the Siberian Snakes and Spin Rotators, and a second muon arm for spin for Phenix; it created the RIKEN BNL Research Center to develop our understanding of RHIC physics, and it supports a strong spin group based at Brookhaven. The Science and Technology Agency of Japan supports RIKEN. We thank the US Department of Energy for its early support of the RHIC spin program.
## Appendix: Information from Polarized Deep-Inelastic Scattering
In this Appendix we briefly discuss the information from DIS on $`\mathrm{\Delta }q,\mathrm{\Delta }\overline{q},\mathrm{\Delta }g`$. If we neglect contributions resulting from $`W^\pm `$ or $`Z^0`$ exchange, DIS is sensitive only to the sums of quarks and antiquarks for each flavor. Therefore, we define
$$\mathrm{\Delta }๐ฌ(x,Q^2)\mathrm{\Delta }q(x,Q^2)+\mathrm{\Delta }\overline{q}(x,Q^2).$$
(32)
To lowest order, we can then write the structure functions $`g_1^p`$, $`g_1^n`$ appearing in DIS off polarized proton and neutron targets as
$`2g_1^p(x,Q^2)`$ $`=`$ $`{\displaystyle \frac{4}{9}}\mathrm{\Delta }๐ฐ(x,Q^2)+{\displaystyle \frac{1}{9}}\left[\mathrm{\Delta }๐(x,Q^2)+\mathrm{\Delta }๐ฎ(x,Q^2)\right]`$
$`2g_1^n(x,Q^2)`$ $`=`$ $`{\displaystyle \frac{4}{9}}\mathrm{\Delta }๐(x,Q^2)+{\displaystyle \frac{1}{9}}\left[\mathrm{\Delta }๐ฐ(x,Q^2)+\mathrm{\Delta }๐ฎ(x,Q^2)\right],`$ (33)
where all parton densities refer to the proton. We can compactly rewrite this as
$$g_1^{p,n}(x,Q^2)=\pm \frac{1}{12}\mathrm{\Delta }๐_3(x,Q^2)+\frac{1}{36}\mathrm{\Delta }๐_8(x,Q^2)+\frac{1}{9}\mathrm{\Delta }\mathrm{\Sigma }(x,Q^2),$$
(34)
where the upper sign refers to the proton, and where we have introduced the flavorโnon-singlet combinations $`\mathrm{\Delta }๐_3=\mathrm{\Delta }๐ฐ\mathrm{\Delta }๐`$, $`\mathrm{\Delta }๐_8=\mathrm{\Delta }๐ฐ+\mathrm{\Delta }๐2\mathrm{\Delta }๐ฎ`$, and the singlet $`\mathrm{\Delta }\mathrm{\Sigma }=\mathrm{\Delta }๐ฐ+\mathrm{\Delta }๐+\mathrm{\Delta }๐ฎ`$. Had we data at only one $`Q^2`$, the two structure functions $`g_1^{p,n}`$ could not provide enough information to determine the full set $`\mathrm{\Delta }๐_3,\mathrm{\Delta }๐_8,\mathrm{\Delta }\mathrm{\Sigma }`$ at this $`Q^2`$. When information at different $`Q^2`$ is available, one can combine the data with knowledge about QCD evolution. In particular, each non-singlet quantity evolves separately from all other quantities, whereas $`\mathrm{\Delta }\mathrm{\Sigma }`$ mixes with the polarized gluon density $`\mathrm{\Delta }g(x,Q^2)`$ in terms of a matrix evolution equation . Thanks to this property under evolution, $`g_1^{p,n}(x,Q^2)`$ give in principle access to all four quantities, $`\mathrm{\Delta }๐_3,\mathrm{\Delta }๐_8,\mathrm{\Delta }\mathrm{\Sigma },`$ and $`\mathrm{\Delta }g`$ . We note that, when performing fits to data in practice, one usually also includes constraints on the โfirst momentsโ (Bjorken-$`x`$ integrals) of $`\mathrm{\Delta }๐_{3,8}`$ derived from the $`\beta `$-decays of the baryon octet, the constraint on $`\mathrm{\Delta }๐_3`$ being essentially the Bjorken sum rule . In this way, one is also able to better determine the first moment of $`\mathrm{\Delta }\mathrm{\Sigma }`$, which corresponds to the fraction of the proton spin carried by quarks and antiquarks.
Information on $`\mathrm{\Delta }๐_3,\mathrm{\Delta }๐_8,\mathrm{\Delta }\mathrm{\Sigma },`$ and $`\mathrm{\Delta }g`$ is equivalent in a โthree-flavor worldโ to information on $`\mathrm{\Delta }๐ฐ,\mathrm{\Delta }๐,\mathrm{\Delta }๐ฎ,`$ and $`\mathrm{\Delta }g`$โthis is what DIS data can provide in principle. We emphasize again that inclusive DIS cannot give information on the quark and antiquark densities separately; it always determines only the $`\mathrm{\Delta }๐ฌ`$. To distinguish quarks from antiquarks, let alone to achieve a full flavor separation of the polarized sea, one needs to defer to other processes (see Section 4).
We do not address in detail the question of how well the present data, within their accuracies, do indeed constrain the quantities $`\mathrm{\Delta }๐_3,\mathrm{\Delta }๐_8,\mathrm{\Delta }\mathrm{\Sigma },`$ and $`\mathrm{\Delta }g`$. For this we refer the reader to the growing number of phenomenological analyses of the polarized DIS data . However, to give a very rough picture of the situation, we state that ($`a`$) $`\mathrm{\Delta }๐_3(x,Q^2)`$ and $`\mathrm{\Delta }\mathrm{\Sigma }(x,Q^2)`$ are relatively well known in the kinematic regions where data exist; ($`b`$) the Bjorken sum rule is confirmed by the data; ($`c`$) the first moment of $`\mathrm{\Delta }\mathrm{\Sigma }`$, and thus the quark-plus-antiquark spin contribution to the proton spin, is of the order of 25% or less (known as โspin surpriseโ); and ($`d`$) $`\mathrm{\Delta }๐_8(x,Q^2)`$ and the spin gluon density $`\mathrm{\Delta }g(x,Q^2)`$ are constrained very little by the data so far. Note that this finding for $`\mathrm{\Delta }๐_8`$ implies also that the polarized strange density is still unknown to a large extent. The present situation concerning $`\mathrm{\Delta }g`$ is represented by Figure 22, which compares the polarized gluon densities of several recent NLO sets of spin-dependent parton distributions , all consistent with current DIS data.
The wide range of possible gluon polarization expressed by the figure does not come as a surprise. For DIS, the gluon is only determined through the scaling violations of the structure functions $`g_1^{p,n}`$; however, so far only fixed-target polarized DIS experiments have been carried out, which have a limited lever arm in $`Q^2`$. The measurement of $`\mathrm{\Delta }g`$ remains one of the most interesting challenges for future high-energy experiments with polarized nucleons.
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# Inhomogeneous broadening of tunneling conductance in double quantum wells
## I Introduction
Resonant tunneling in semiconductor heterostructures has been widely investigated ever since Tsu and Esaki proposed the double-barrier resonant-tunneling diode (see Ref. for a recent review). New developments came through from studies of interlayer tunneling spectroscopy between parallel two-dimensional electron systems (2DES) using the technique of independent contacts to closely located 2DES. . The 2DES are formed in two GaAs quantum wells (QW) separated by a Al<sub>x</sub>Ga<sub>1-x</sub>As barrier. Because the in-plane momentum and the energy are conserved, the 2D-2D tunneling current exhibits sharp resonance peak whose broadening is determined by different collision processes in the nonideal double quantum well (DQW) structure. This property allows to study scattering mechanisms through tunneling spectroscopy method. Furthermore, broadening effects may be important in a novel quantum transistor based on 2D-2D tunneling in independently contacted DQWs.
The aim of this paper is to describe the lineshape of the resonant tunneling current in nonideal DQWs with independent contacts to each QW, when, in addition to usual homogeneous broadening induced by short-range scattering, the inhomogeneous broadening due to large-scale variations of heterointerfaces is taken into account. The latter scattering mechanism has an essential effect on the form of the peak, because smooth variations of the DQW energy levels due to large-scale random variations of the widths of right ($`r`$-) and left ($`l`$-) QWs can not be screened, even though the screening potential involves all possible redistributions of electrons within the DQW structure. Even though the averaged large-scale potential is screened in heavily doped structures, the intersubband energy is still nonuniform over the plane of the quantum well. In Fig. 1, a schematic view of the band diagram of DQWs and spatial variations of the energy levels are depicted for illustration. Our theory is valid when the DQW width is smaller than the correlation length $`\mathrm{}_c`$ for nonuniformities of the heterointerfaces in the DQW. A very similar mechanism was recently proposed in a single quantum well for describing the inhomogeneous broadening of intersubband transitions, with one subband occupancy, and for new effects in classical magnetotransport in the case of double subband occupancy.16
We show that the Lorentzian lineshape for the tunneling current peak, in the case of short-range collision-induced broadening, assumes a Gaussian shape due to the inhomogeneous broadening, if nonlocal effects are discarded due to sufficiently large $`\mathrm{}_c`$. However, for not too large $`\mathrm{}_c,`$ we obtain the transformation from a Gaussian to Lorentzian lineshape due to nonlocal effects on the inhomogeneous broadening. Moreover, inhomogeneous and nonlocal effects essentially modify the half width at half maximum (HWHM) of the peak. As it is shown below, our theoretical results are in quite reasonable agreement with the experimental ones of Ref. .
The paper is organized in a following way. In Sec. II we evaluate the expression for the tunneling current up to second order in the weak interwell tunneling coupling and use the path-integral representation to calculate the tunneling conductance in terms of the averaged product of Greenโs functions for electron in left ($`l`$-) and right ($`r`$-) QWs. The lineshape of the resonant tunneling conductance is analyzed in Sec. III in a quasiclassical approximation. The list of assumptions and concluding remarks are given in the Sec. IV. The Appendix A contains estimates of the parameters used in the nonscreened potential, due to large scale nonuniformities of the heterointerfaces, and in Appendix B we briefly discuss the optimal fluctuation method and the straightforward trajectory approximation used in Sec. III.
## II Tunneling current
Electron states in $`l`$\- and $`r`$-QWs are described by the Hamiltonians
$`\widehat{H}_l`$ $`=`$ $`\mathrm{\Delta }+{\displaystyle \frac{\widehat{p}^2}{2m}}+\overline{U}_{l๐ฑ}+\stackrel{~}{U}_{l๐ฑ}+V_๐ฑ,`$ (1)
$`\widehat{H}_r`$ $`=`$ $`{\displaystyle \frac{\widehat{p}^2}{2m}}+\overline{U}_{r๐ฑ}+\stackrel{~}{U}_{r๐ฑ}+V_๐ฑ,`$ (2)
where $`\mathrm{\Delta }`$ is the interlevel splitting without tunneling and $`m`$ is the effective mass. The effect of fluctuations of heterointerfaces and scattering processes are described by large-scale and short-range potentials $`\overline{U}_{l,r๐ฑ}`$ and $`\stackrel{~}{U}_{l,r๐ฑ}`$ in $`l`$, $`r`$-QWs. The screening potential, $`V_๐ฑ`$, included in $`\widehat{H}_{l,r}`$, is determined from the Poisson equation (see Appendix A) and only the averaged large-scale potential is screened as
$$\frac{\overline{U}_{l๐ฑ}+\overline{U}_{r๐ฑ}}{2}+V_๐ฑ=0.$$
(3)
Taking into account the interwell tunneling coupling, we use a $`2\times 2`$ one-electron Hamiltonian matrix as
$`\left|\begin{array}{cc}\widehat{h}_l\hfill & T\hfill \\ T\hfill & \widehat{h}_r\hfill \end{array}\right|,`$ (6)
where the diagonal terms are given by
$`\widehat{h}_l`$ $`=`$ $`\mathrm{\Delta }+{\displaystyle \frac{\widehat{p}^2}{2m}}+\stackrel{~}{U}_{l๐ฑ}+{\displaystyle \frac{\delta U_๐ฑ}{2}},`$ (8)
$`\widehat{h}_r`$ $`=`$ $`{\displaystyle \frac{\widehat{p}^2}{2m}}+\stackrel{~}{U}_{r๐ฑ}{\displaystyle \frac{\delta U_๐ฑ}{2}},`$ (9)
the non-screening part of the large-scale potential is $`\delta U_๐ฑ=\overline{U}_{l๐ฑ}\overline{U}_{r๐ฑ}`$ and the nondiagonal terms are given by the tunneling matrix element $`T`$ (the coupling energy). In the following, we assume that the random potentials introduced above are statistically independent and described by Gaussian correlation functions
$`\stackrel{~}{U}_{j๐ฑ}\stackrel{~}{U}_{j^{}๐ฑ}`$ $`=`$ $`\delta _{jj}{}_{}{}^{}\stackrel{~}{W}_{j}^{}(|๐ฑ๐ฑ^{}|),\overline{U}_{j๐ฑ}\overline{U}_{j^{}๐ฑ}=\delta _{jj}{}_{}{}^{}\overline{W}_{j}^{}(|๐ฑ๐ฑ^{}|),`$ (11)
$`\delta U_๐ฑ\delta U_๐ฑ^{}=\overline{W}_l(|๐ฑ๐ฑ^{}|)+\overline{W}_r(|๐ฑ๐ฑ^{}|)w(|๐ฑ๐ฑ^{}|),`$
where the functions $`\overline{W}_{l,r}(๐ฑ)`$ and $`w(๐ฑ)`$ are discussed in Appendix A. We also neglect here the in-plane variations of the matrix element $`T`$ (see discussion in Ref. ).
The interwell tunneling current is expressed in terms of the density matrix $`\widehat{\rho }_t`$ according to
$$J_{}=\frac{|e|T}{\mathrm{}}\frac{2}{L^2}\mathrm{tr}(\widehat{\sigma }_y\widehat{\rho }_t),\text{where}\widehat{\rho }_t=\left|\begin{array}{cc}\widehat{\rho }_{lt}\hfill & \stackrel{~}{\rho }_t\hfill \\ \stackrel{~}{\rho }_t^+\hfill & \widehat{\rho }_{rt}\hfill \end{array}\right|,$$
(12)
with $`\widehat{\sigma }_y`$ being the $`y`$ component of the Pauli matrix and the trace includes both the average over large-scale and short-range random potentials and the summation over electron states. Non-diagonal and diagonal components of the density matrix in Eq. (12) are connected by the relation ($`\delta +0`$)
$$\stackrel{~}{\rho }_t=\frac{iT}{\mathrm{}}_{\mathrm{}}^t๐t^{}e^{\delta t^{}}e^{i\widehat{h}_l(tt^{})/\mathrm{}}(\widehat{\rho }_{lt^{}}\widehat{\rho }_{rt^{}})e^{i\widehat{h}_r(tt^{})/\mathrm{}}.$$
(13)
Using a set of wave functions $`๐ฑ|j\lambda \psi _{j๐ฑ}^\lambda `$ which are determined by the eigenvalue problems in the $`j`$th QW $`\widehat{h}_j\psi _{j๐ฑ}^\lambda =\epsilon _\lambda \psi _{j๐ฑ}^\lambda `$ we rewrite the tunneling current (12) as
$$J_{}=i\frac{|e|T}{\mathrm{}}\frac{2}{L^2}\underset{\lambda }{}[(r\lambda |\stackrel{~}{\rho }_t|r\lambda )(l\lambda |\stackrel{~}{\rho }_t^+|l\lambda )].$$
(14)
Here $`\mathrm{}`$ means the average over short-range and large-scale potentials. After substitution of Eq. (13) in Eq. (14), we obtain
$`J_{}`$ $`=`$ $`{\displaystyle \frac{2\pi |e|T^2}{\mathrm{}}}{\displaystyle \frac{2}{L^2}}{\displaystyle \underset{\lambda \lambda ^{}}{}}|(r\lambda |l\lambda ^{})|^2\delta (\epsilon _{r\lambda }\epsilon _{l\lambda ^{}})(f_{r\lambda }f_{l\lambda ^{}})`$ (15)
$`=`$ $`{\displaystyle \frac{2\pi |e|T^2}{\mathrm{}}}{\displaystyle \frac{2}{L^2}}{\displaystyle _{\epsilon _{Fl}}^{\epsilon _{Fr}}}d\epsilon {\displaystyle \underset{\lambda \lambda ^{}}{}}|(r\lambda |l\lambda ^{})|^2\delta (\epsilon _{r\lambda }\epsilon )\delta (\epsilon \epsilon _{l\lambda ^{}}),`$ (16)
where the above second equation is written for the zero-temperature case and $`\epsilon _{Fj}`$ is the quasi-Fermi level in the $`j`$th QW.
In order to calculate $`J_{}`$, it is convenient to use the retarded ($`R`$) Greenโs functions for the electron in $`l`$\- and $`r`$-QWs, which are defined as
$$๐ข_{j\epsilon }^R(๐ฑ,๐ฑ^{})=\underset{\lambda }{}\frac{\psi _{j๐ฑ^{}}^\lambda \psi _{j๐ฑ}^\lambda }{(\epsilon _{j\lambda }\epsilon i\delta )},$$
(17)
and the advanced ($`A`$) Greenโs functions given by $`๐ข_{j\epsilon }^A(๐ฑ,๐ฑ^{})=๐ข_{j\epsilon }^R(๐ฑ^{},๐ฑ)^{}`$. The tunneling current assumes the form
$$J_{}=\frac{|e|T^2}{2\pi \mathrm{}}\frac{2}{L^2}_{\epsilon _{Fl}}^{\epsilon _{Fr}}๐\epsilon ๐๐ฑ๐๐ฑ^{}\underset{ab=RA}{}(1)^k๐ข_{l\epsilon }^a(๐ฑ,๐ฑ^{})๐ข_{r\epsilon }^b(๐ฑ^{},๐ฑ),$$
(18)
where $`k=1`$ for $`a=b`$ and $`k=0`$ for $`ab`$. For small applied voltages satisfying $`|\epsilon _{Fl}\epsilon _{Fr}|\epsilon _{Fr,l}\epsilon _F`$, we introduce the tunneling conductance, $`\mathrm{G}(\mathrm{\Delta })`$, through the relation $`J_{}=\mathrm{G}(\mathrm{\Delta })V`$. The interwell voltage, $`V`$, is connected with the quasi-Fermi level difference by the relation $`V=(\epsilon _{Fl}\epsilon _{Fr})/e`$. Then from Eq. (18) it follows that the tunneling conductance can be written as
$$\mathrm{G}(\mathrm{\Delta })=\frac{(eT)^2}{2\pi \mathrm{}}\frac{2}{L^2}๐๐ฑ๐๐ฑ^{}\underset{ab=RA}{}(1)^k๐ข_{l\epsilon _F}^a(๐ฑ,๐ฑ^{})๐ข_{r\epsilon _F}^b(๐ฑ^{},๐ฑ).$$
(19)
Furthermore according to Eq. (11), the short-range potentials in the $`l`$-QW and $`r`$-QW are statistically independent, then the two-particle correlation function $`\mathrm{}`$ in Eq. (19) can be rewritten exactly in terms of the Greenโs functions $`G_{j\epsilon }^a(๐ฑ,๐ฑ^{})=๐ข_{j\epsilon }^a(๐ฑ,๐ฑ^{})`$ averaged over the short-range potentials. The Dyson equation for this Greenโs functions is written as
$$(\stackrel{~}{h}_j\epsilon )G_{j\epsilon }^a(๐ฑ,๐ฑ^{})+๐๐ฑ_1\mathrm{\Sigma }_{j\epsilon }^a(๐ฑ,๐ฑ_1)G_{j\epsilon }^a(๐ฑ_1,๐ฑ^{})=\delta (๐ฑ๐ฑ^{}).$$
(20)
Here the Hamiltonians $`\stackrel{~}{h}_{l,r}`$ coincide with those given in Eq. (LABEL:3), without the short-range potentials $`\stackrel{~}{U}_{l,r๐ฑ}`$, and $`\mathrm{\Sigma }_{j\epsilon }^a(๐ฑ,๐ฑ^{})`$ is the self-energy function. For $`\delta `$-correlated potentials, we have to use $`\mathrm{\Sigma }_{j\epsilon }^a(๐ฑ,๐ฑ^{})\delta (๐ฑ๐ฑ^{})`$. Neglecting the renormalization of energy spectra, we rewrite Eq. (20) in terms of the broadening energy $`\gamma _j`$ of the $`j`$th QW as
$$(\stackrel{~}{h}_j\epsilon i\gamma _j)G_{j\epsilon }^{R,A}(๐ฑ,๐ฑ^{})=\delta (๐ฑ๐ฑ^{}),$$
(21)
where the upper sign corresponds to $`G^R`$ and the lower one to $`G^A`$.
It is convenient to write the Greenโs functions through path integrals as
$`G_{l\epsilon }^R(๐ฑ,๐ฑ^{})`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}{\displaystyle _{\mathrm{}}^0}๐te^{i(\epsilon +i\gamma _l\mathrm{\Delta })t/\mathrm{}}{\displaystyle _{๐ฑ_o=๐ฑ^{}}^{๐ฑ_t=๐ฑ}}๐\{๐ฑ_\tau \}\mathrm{exp}\left[{\displaystyle \frac{i}{2\mathrm{}}}{\displaystyle _0^t}๐\tau (m\dot{๐ฑ}_\tau ^2\delta U_{๐ฑ_\tau })\right],`$ (22)
$`G_{r\epsilon }^R(๐ฑ,๐ฑ^{})`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}{\displaystyle _{\mathrm{}}^0}๐te^{i(\epsilon +i\gamma _r)t/\mathrm{}}{\displaystyle _{๐ฑ_o=๐ฑ^{}}^{๐ฑ_t=๐ฑ}}๐\{๐ฑ_\tau \}\mathrm{exp}\left[{\displaystyle \frac{i}{2\mathrm{}}}{\displaystyle _0^t}๐\tau (m\dot{๐ฑ}_\tau ^2+\delta U_{๐ฑ_\tau })\right],`$ (23)
and $`G_{j\epsilon }^A(๐ฑ,๐ฑ^{})=G_{j\epsilon }^R(๐ฑ^{},๐ฑ)^{}`$. The average over the non-screened large-scale potential in Eq. (19), for a Gaussian-type random potential $`\delta U_๐ฑ`$, is performed using the well-known exact formula
$$\mathrm{exp}\left(๐๐ฑf_๐ฑ\delta U_๐ฑ\right)=\mathrm{exp}\left[\frac{1}{2}๐๐ฑ๐๐ฑ^{}f_๐ฑw(|๐ฑ๐ฑ^{}|)f_๐ฑ^{}\right],$$
(24)
for some arbitrary function $`f_๐ฑ`$. Since random potentials are involved in both path integrals, we choose these functions as
$`f_๐ฑ=\pm \left(i/2\mathrm{}\right){\displaystyle _0^{t_1}}๐\tau _1\delta (๐ฑ๐ฑ_{\tau _1})\pm \left(i/2\mathrm{}\right){\displaystyle _0^{t_2}}๐\tau _2\delta (๐ฑ๐ฑ_{\tau _2}).`$
Using these transformations in the correlation functions of Eq. (19), we finally obtain
$`{\displaystyle \underset{ab=RA}{}}(1)^kG_{l\epsilon _F}^a(๐ฑ,๐ฑ^{})G_{r\epsilon _F}^b(๐ฑ^{},๐ฑ)`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{}^2}}{\displaystyle _{\mathrm{}}^0}๐t_1e^{(\gamma _l+i\mathrm{\Delta })t_1/\mathrm{}}{\displaystyle _{\mathrm{}}^0}๐t_2e^{\gamma _rt_2/\mathrm{}}`$ (27)
$`\times {\displaystyle _{๐ฑ_o=๐ฑ^{}}^{๐ฑ_{t_1}=๐ฑ}}๐\{๐ฑ_\tau \}\{e^{i\epsilon _F(t_1+t_2)/\mathrm{}}{\displaystyle _{๐ฒ_o=๐ฑ}^{๐ฒ_{t_2}=๐ฑ^{}}}๐\{๐ฒ_\tau \}\mathrm{exp}[๐ฎ_+(t_1t_2|๐ฑ_\tau ,๐ฒ_\tau )]`$
$`+e^{i\epsilon _F(t_1t_2)/\mathrm{}}{\displaystyle _{๐ฒ_o=๐ฑ^{}}^{๐ฒ_{t_2}=๐ฑ}}๐\{๐ฒ_\tau \}\mathrm{exp}[๐ฎ_{}(t_1t_2|๐ฑ_\tau ,๐ฒ_\tau )]\}+\text{c.c}.,`$
where the two-particle actions $`๐ฎ_\pm (t_1t_2|๐ฑ_\tau ,๐ฒ_\tau )`$ are written in the form
$`๐ฎ_\pm (t_1t_2`$ $`|`$ $`๐ฑ_\tau ,๐ฒ_\tau )={\displaystyle \frac{im}{2\mathrm{}}}[{\displaystyle _0^{t_1}}d\tau \dot{๐ฑ}_\tau ^2\pm {\displaystyle _0^{t_2}}d\tau \dot{๐ฒ}_\tau ^2]`$ (31)
$`+{\displaystyle \frac{1}{8\mathrm{}^2}}{\displaystyle _0^{t_1}}๐\tau {\displaystyle _0^{t_1}}๐\tau ^{}w(|๐ฑ_\tau ๐ฑ_\tau ^{}|)`$
$`+{\displaystyle \frac{1}{8\mathrm{}^2}}{\displaystyle _0^{t_2}}๐\tau {\displaystyle _0^{t_2}}๐\tau ^{}w(|๐ฒ_\tau ๐ฒ_\tau ^{}|)`$
$`{\displaystyle \frac{1}{4\mathrm{}^2}}{\displaystyle _0^{t_1}}๐\tau {\displaystyle _0^{t_2}}๐\tau ^{}w(|๐ฑ_\tau ๐ฒ_\tau ^{}|).`$
Substituting Eq. (27) into Eq. (19) and making convenient change of variables (in particular, separating the straight path according to $`๐ฑ_\tau [๐ฎ\tau /t_1+๐ฑ_\tau ]`$ and $`๐ฒ_\tau [๐ฎ(t_2\tau )/t_2+๐ฒ_\tau ]`$, for integral from $`\mathrm{exp}(๐ฎ_+)`$, or $`๐ฒ_\tau [๐ฎ\tau /t_2+๐ฒ_\tau ]`$, for integral from $`\mathrm{exp}(๐ฎ_{})`$), we can express $`\mathrm{G}(\mathrm{\Delta })`$ in terms of contour integrals as
$`\mathrm{G}(\mathrm{\Delta })`$ $`=`$ $`{\displaystyle \frac{(eT)^2}{\pi \mathrm{}^3}}{\displaystyle ๐๐ฎ_{\mathrm{}}^0๐t_1e^{(\gamma _l+i\mathrm{\Delta })t_1/\mathrm{}}_{\mathrm{}}^0๐t_2e^{\gamma _rt_2/\mathrm{}}}`$ (34)
$`\times {\displaystyle }๐\{๐ฑ_\tau \}{\displaystyle }๐\{๐ฒ_\tau \}{\displaystyle \underset{\pm }{}}\{e^{i\epsilon _F(t_1\pm t_2)/\mathrm{}}\mathrm{exp}[{\displaystyle \frac{im}{2\mathrm{}}}๐ฎ^2(t_1^1\pm t_2^1)]`$
$`\times \mathrm{exp}[{\displaystyle \frac{im}{2\mathrm{}}}({\displaystyle _0^{t_1}}d\tau \dot{๐ฑ}_\tau ^2\pm {\displaystyle _0^{t_2}}d\tau \dot{๐ฒ}_\tau ^2)]\mathrm{exp}[K_\pm (t_1,t_2,๐ฑ_\tau ,๐ฒ_\tau )]2\}+\text{c.c}.,`$
where $`๐ฎ=๐ฑ๐ฑ^{}`$. The contributions of non-screened potentials to the correlation function is given by the factors
$`K_\pm (t_1,t_2,๐ฑ_\tau ,๐ฒ_\tau )`$ $`=`$ $`{\displaystyle \frac{1}{8\mathrm{}^2}}{\displaystyle _0^{t_1}}๐\tau {\displaystyle _0^{t_1}}๐\tau ^{}w(|๐ฑ_\tau ๐ฑ_\tau ^{}+๐ฎ(\tau \tau ^{})/t_1|)`$ (37)
$`+{\displaystyle \frac{1}{8\mathrm{}^2}}{\displaystyle _0^{t_2}}๐\tau {\displaystyle _0^{t_2}}๐\tau ^{}w(|๐ฒ_\tau ๐ฒ_\tau ^{}\pm ๐ฎ(\tau \tau ^{})/t_2|)`$
$`{\displaystyle \frac{1}{4\mathrm{}^2}}{\displaystyle _0^{t_1}}๐\tau {\displaystyle _0^{t_2}}๐\tau ^{}w_\pm (|๐ฑ_\tau ๐ฒ_\tau ^{}+๐ฎ(\tau /t_1\pm \tau ^{}/t_2)|).`$
with $`w_{}(|๐ณ|)=w(|๐ณ|)`$ and $`w_+(|๐ณ|)=w(|๐ณ๐ฎ|)`$. Note that $`K_+`$ comes from averaging both retarded or both advanced Greenโs functions while $`K_{}`$ corresponds to averaging the product of retarded and advanced Greenโs functions.
## III Lineshape of the conductance peak
In order to calculate the path integrals in Eq. (34), we will neglect in Eqs. (34), (37) deviations $`๐ฑ_\tau `$and $`๐ฒ_\tau `$ in the arguments of the correlation function $`w(|\mathrm{}|)`$ by supposing that these deviations are smaller than $`\mathrm{}_c`$, i.e., using the approach of straightforward trajectory in Eq. (37). We justify such an approximation in Appendix B, where the optimal fluctuation method is used, in order to extract the optimal trajectories which give the maximal contribution to the path integrals. With this approximation, we can calculate the path integrals for the free motion exactly and the conductance, given by Eq. (34), is rewritten as
$`\mathrm{G}(\mathrm{\Delta })`$ $`=`$ $`{\displaystyle \frac{(eT)^2}{\pi \mathrm{}^3}}{\displaystyle ๐๐ฎ_{\mathrm{}}^0๐t_1e^{(\gamma _l+i\mathrm{\Delta })t_1/\mathrm{}}_{\mathrm{}}^0๐t_2e^{\gamma _rt_2/\mathrm{}}\frac{(m/2\pi \mathrm{})^2}{t_1t_2}}`$ (39)
$`\times {\displaystyle \underset{\pm }{}}[e^{i\epsilon _F(t_1\pm t_2)/\mathrm{}}\mathrm{exp}({\displaystyle \frac{imu^2}{2\mathrm{}}}(t_1^1\pm t_2^1)K_\pm (t_1,t_2,u))]+\text{c.c}.,`$
where the factors $`K_\pm `$ are reduced to
$`K_\pm (t_1,t_2,u)`$ $`=`$ $`{\displaystyle \frac{1}{8\mathrm{}^2}}{\displaystyle _0^{t_1}}๐\tau {\displaystyle _0^{t_1}}๐\tau ^{}w(u|\tau \tau ^{}|/t_1)`$ (42)
$`+{\displaystyle \frac{1}{8\mathrm{}^2}}{\displaystyle _0^{t_2}}๐\tau {\displaystyle _0^{t_2}}๐\tau ^{}w(u|\tau \tau ^{}|/t_2)`$
$`{\displaystyle \frac{1}{4\mathrm{}^2}}{\displaystyle _0^{t_1}}๐\tau {\displaystyle _0^{t_2}}๐\tau ^{}w_\pm (|๐ฎ(\tau /t_1\pm \tau ^{}/t_2)|).`$
Let us for a moment ignore the contribution from the terms with the upper sign in Eq. (39). Defining new variables $`x=\tau /t_{1,2}`$ and $`x^{}=\tau ^{}/t_{1,2}`$ in the factor $`K_{}(t_1,t_2,u)`$, we obtain the conductance in the form
$`\mathrm{G}(\mathrm{\Delta })`$ $`=`$ $`{\displaystyle \frac{(eT)^2}{\pi \mathrm{}^3}}{\displaystyle ๐๐ฎ_{\mathrm{}}^0๐t_1e^{(\gamma _l+i\mathrm{\Delta })t_1/\mathrm{}}_{\mathrm{}}^0๐t_2e^{\gamma _rt_2/\mathrm{}}\frac{(m/2\pi \mathrm{})^2}{t_1t_2}}`$ (44)
$`\times e^{i\epsilon _F(t_1t_2)/\mathrm{}}\mathrm{exp}\left[{\displaystyle \frac{imu^2}{2\mathrm{}}}\left(t_1^1t_2^1\right){\displaystyle \frac{(t_1+t_2)^2}{8\mathrm{}^2}}W\left({\displaystyle \frac{u}{\mathrm{}_c}}\right)\right]+\text{c.c}.,`$
where the large-scale correlation function is transformed as $`W(u/\mathrm{}_c)=\overline{\delta \epsilon }^2_0^1๐x_0^1๐x^{}\mathrm{exp}[(u/l_c)^2(xx^{})^2]`$ and can be rewritten as
$$W(x)/\overline{\delta \epsilon }^2=\sqrt{\pi }x^1erf(x)x^2[1e^{x^2}],$$
(45)
and $`erf(x)`$ is the error function. Introducing new time variables $`\tau =t_1t_2`$ and $`t=(t_1+t_2)/2`$ it follows that
$`\mathrm{G}(\mathrm{\Delta })`$ $`=`$ $`{\displaystyle \frac{(eT)^2}{\pi \mathrm{}^3}}{\displaystyle ๐๐ฎ_{\mathrm{}}^0๐t_{2t}^{2t}๐\tau e^{(\gamma t+\mathrm{\Delta }\gamma \tau )/\mathrm{}}\frac{(m/2\pi \mathrm{})^2}{t^2\tau ^2/4}}`$ (47)
$`\times e^{i[\mathrm{\Delta }(t+\tau /2)\epsilon _F\tau ]/\mathrm{}}\mathrm{exp}\left[{\displaystyle \frac{imu^2}{2\mathrm{}}}{\displaystyle \frac{\tau }{t^2\tau ^2/4}}{\displaystyle \frac{t^2}{2\mathrm{}^2}}W\left({\displaystyle \frac{u}{\mathrm{}_c}}\right)\right]+\text{c.c.},`$
where $`\gamma =\gamma _l+\gamma _r`$ and $`\mathrm{\Delta }\gamma =(\gamma _l\gamma _r)/2`$ are the total collision-induced broadening and the broadening difference in $`l`$\- and $`r`$-QWs respectively. Since the time scale of $`\tau `$ is of the order of $`\mathrm{}/\epsilon _F`$ and a typical $`t`$ is of the order of $`\mathrm{}/\gamma _{eff}`$ in the integrals of Eq. (47), we can replace $`t^2\tau ^2/4`$ by $`t^2`$, due to the quasiclassical condition $`\gamma _{eff}\epsilon _F`$ and the integration over $`\tau `$ gives us $`2\pi \mathrm{}\delta [\epsilon _Fm(u/t)^2/2]`$. After straightforward integration over $`๐ฎ`$ we finally obtain
$$\mathrm{G}(\mathrm{\Delta })\left(\frac{eT}{\mathrm{}}\right)^2\rho _{2D}_{\mathrm{}}^0๐te^{(\gamma +i\mathrm{\Delta })t/\mathrm{}}\mathrm{exp}\left[\frac{t^2}{2\mathrm{}^2}W\left(\frac{v_Ft}{\mathrm{}_c}\right)\right]+\text{c.c}.,$$
(48)
where $`\rho _{2D}=m/\pi \mathrm{}^2`$ is the 2D density of states, the correlation function is given by Eq. (45), and $`v_F`$ is the Fermi velocity.
Consider first the limiting case of the local response, assuming
$$(v_F\mathrm{}/\gamma _{eff}\mathrm{}_c)^21.$$
(49)
where the effective HWHM due to both contribution from collision processes and inhomogeneous broadening is determined by $`\mathrm{G}(\gamma _{eff})=\mathrm{G}(0)/2`$. Under such a condition the correlation function (45) assumes the form $`W(u/\mathrm{}_c)W(0)=\overline{\delta \epsilon }^2`$ and for conductance lineshape from Eq. (48) it follows that
$`\mathrm{G}(\mathrm{\Delta })`$ $`=`$ $`2\left({\displaystyle \frac{eT}{\mathrm{}}}\right)^2\rho _{2D}{\displaystyle _{\mathrm{}}^0}๐te^{\gamma t/\mathrm{}(\overline{\delta \epsilon }t/\sqrt{2}\mathrm{})^2}\mathrm{cos}[(\mathrm{\Delta }/\mathrm{})t]`$ (50)
$`=`$ $`{\displaystyle \frac{(eT)^2}{\mathrm{}}}\rho _{2D}\{\begin{array}{cc}2\gamma /(\mathrm{\Delta }^2+\gamma ^2),\hfill & \overline{\delta \epsilon }\gamma \hfill \\ \left(\sqrt{2\pi }/\overline{\delta \epsilon }\right)\mathrm{exp}\left[(\mathrm{\Delta }/\sqrt{2}\overline{\delta \epsilon })^2\right]\hfill & \overline{\delta \epsilon }\gamma \hfill \end{array},`$ (53)
where the limiting cases determine the Lorentzian or Gaussian lineshape. Notice that the Lorentzian shape of the peak tails is always found for big enough $`|\mathrm{\Delta }|`$.
Now, consider the variables $`t_{1,2}`$ in the integral with the upper sign in Eq. (39). They are estimated of the order of $`\mathrm{}/\epsilon _F.`$ Thus $`u`$ is of the order of $`\mathrm{}/\sqrt{m\epsilon _F}\mathrm{}_c`$, and as a result, we can replace the factor $`\mathrm{exp}[K_+(t_1,t_2,u)]`$ by the expression $`\mathrm{exp}[(t_1t_2)^2w(0)/(8\mathrm{}^2)]`$ where the exponential factor is of the order of $`(\overline{\delta \epsilon }/\epsilon _F)^21`$ and the expression can be approximated by the unity. After straightforward integrations over $`๐ฎ`$ and $`\tau `$, we are left with an integral over $`t`$ given by
$$i\frac{(eT)^2\rho _{2D}}{\pi \mathrm{}^2}_{\mathrm{}}^0dte^{(\gamma _l+\gamma _r+i\mathrm{\Delta })t/\mathrm{}}e^{i2\epsilon _Ft/\mathrm{}}+\text{c.c}.\frac{(eT)^2\rho _{2D}}{2\pi \mathrm{}\epsilon _F}.$$
(54)
Such a contribution can be discarded in comparison with the results from Eqs. (48) and (53) because this term leads to corrections of the order of $`\gamma _{eff}/\epsilon _F`$.
In Fig. 2, we plot $`\mathrm{G}(\mathrm{\Delta })`$, using Eq. (53), as function of $`\mathrm{\Delta }/\gamma `$ for different relative contributions of the scattering processes and of the inhomogeneous broadening, i.e., for different ratios $`\overline{\delta \epsilon }/\gamma `$. The solid, dashed, dotted, dot-dashed, and dot-dot-dashed curves in Fig. 2 correspond to $`\overline{\delta \epsilon }/\gamma =0.3,`$ $`0.6,`$ $`1,`$ $`3`$, and $`6`$, respectively. The factor $`\mathrm{G}_L(0)=2(eT)^2\rho _{2D}/\mathrm{}\gamma `$ is obtained by after putting $`\mathrm{\Delta }=0`$ and $`\overline{\delta \epsilon }=0`$ in Eq. (53). We see in Fig. 2 that the change from a Lorentzian and a Gaussian lineshapes depends also on the dimensionless ratio $`|\mathrm{\Delta }|/\gamma `$.
If we take the opposite limit to the inequality (49), i.e., we are dealing now with relatively short $`\mathrm{}_c`$, then $`W(v_Ft/\mathrm{}_c)`$ in Eq. (48) has to be approximated by $`W(x)/\overline{\delta \epsilon }^2\sqrt{\pi }x^1`$. As a result, the Lorentzian lineshape is obtained, from Eq. (48), as
$$\mathrm{G}(\mathrm{\Delta })=\frac{(eT)^2}{\mathrm{}}\rho _{2D}\frac{2\overline{\gamma }_{eff}}{\mathrm{\Delta }^2+\overline{\gamma }_{eff}^2}$$
(55)
where the effective HWHM is now defined by $`\overline{\gamma }_{eff}=\gamma [1+(\sqrt{\pi }/2)(\overline{\delta \epsilon }^2\mathrm{}_c/\mathrm{}v_F\gamma )]`$. So, by increasing $`\mathrm{}_c`$, a transition from the Lorentzian to a Gaussian lineshape is obtained for $`\overline{\delta \epsilon }>\gamma `$.
This peak modification is illustrated in Fig. 3, where $`\mathrm{G}(\mathrm{\Delta })`$, calculated from Eq. (48), is displayed for $`\overline{\delta \epsilon }/\gamma =4.6`$. In Fig. 3, the solid, dashed, dotted, and dot-dashed curves correspond to $`\mathrm{}v_F/\mathrm{}_c\gamma =15,`$ $`3.5,`$ $`0.7`$, and $`0.2`$, respectively. Notice that the solid curve corresponds very closely to the Lorentzian given by Eq. (55), while the dotted and the dot-dashed curves are practically coincident Gaussians. In Fig. 4, we plot $`\gamma _{eff}/\gamma `$, calculated from Eq. (48), as a function of $`\mathrm{}v_F/\mathrm{}_c\gamma `$ for decreasing values of $`\overline{\delta \epsilon }/\gamma =4.6`$ (top), $`2.3,`$ $`1.5,`$ $`1.1,`$ $`0.8`$, and $`0.3`$ (bottom). We point out that all curves give $`\gamma _{eff}`$ in the local regime for $`\mathrm{}v_F/\mathrm{}_c\gamma =0`$. Thus, from Fig. 4, it is seen that nonlocal effects essentially make $`\gamma _{eff}`$ decrease for $`\overline{\delta \epsilon }/\gamma 1`$.
Now we apply the present model calculation to interpret the experimental data of Ref. . We will consider the results in the low-temperature regime (less than $`2`$ K), where the measured HWHM $`\gamma _{eff}`$ is practically independent of the temperature. We assume that only the inverted heterointerface for each QW has essential roughness due to one-monolayer variations ($`\overline{a}2.5`$ร
) and, according to Appendix A, the characteristic energy is estimated as $`\overline{\delta \epsilon }0.46`$ meV. The hard-wall model for a QW is used here to calculate $`\overline{\epsilon }`$ from (A6). For sample A, with electron density $`1.6\times 10^{11}`$ cm<sup>-2</sup>, we assume that $`\gamma 0.1`$ meV (from mobility data), $`\mathrm{}_c700`$ ร
and obtain from the pertinent curve, for $`\overline{\delta \epsilon }/\gamma =4.6`$, in Fig. 4, that $`\gamma _{eff}0.22`$ meV, which coincides with the experimental data and corresponds to $`\mathrm{}v_F/\mathrm{}_c\gamma =15`$ (the solid square in Fig. 4). As a consequence, the Lorentzian lineshape given by the solid curve in Fig. 3, is appropriate for sample A. Furthermore, for sample B, with density $`1.5\times 10^{11}`$ cm<sup>-2</sup>, by assuming that $`\gamma 0.2`$ meV and $`\mathrm{}_c1400`$ ร
, we obtain $`\gamma _{eff}0.45`$ meV from the pertinent curve, for $`\overline{\delta \epsilon }/\gamma =2.3`$, in Fig. 4, after using the calculated value $`\mathrm{}v_F/\mathrm{}_c\gamma =3.8`$ (the solid triangle). This value is in good agreement with the experimental result of Ref. . For sample C, with density $`0.8\times 10^{11}`$ cm<sup>-2</sup> and assuming $`\gamma 0.2`$ meV and $`\mathrm{}_c1000`$ ร
, we have $`\gamma _{eff}0.45`$ meV (indicated by the solid triangle in Fig. 4), i.e., the same as for sample B and also coincident with experimental observations . Then a good agreement with the experimental results is found for the case of single-side variations of heterointerfaces (see Ref. about the case of two-side variations).
Notice that the change from a local regime of tunneling (for long-range fluctuations of QW widths) to the general nonlocal case may be found by varying the temperature, that controls the relative contributions of homogeneous and inhomogeneous broadening. In Fig. 5 we plot the lineshapes $`\mathrm{G}(\mathrm{\Delta })`$, for temperatures $`\mathrm{\Theta }`$ in the range 0.7 K - 10 K, calculated from Eq. (48), for sample B parameters taken from Ref. . Now we have to add the thermal e - e scattering contribution to $`\gamma `$, leading to a renormalized value $`\gamma (\mathrm{\Theta })`$, which we approximate in the same way as in Ref. (see the solid curve in Fig. 3 of Ref. ). In Fig. 5, the solid, dashed, dotted and dot-dashed curves correspond to $`\mathrm{\Theta }=0.7`$, $`5`$, $`7`$, and $`10`$ K, respectively. One can see that by decreasing the temperature, the linewidth becomes smaller and the shape of peak is changed. While for $`\mathrm{\Theta }=0.7`$ K, we observe a Lorentzian form of the peak due to strong nonlocal effects, manifested by inhomogeneous broadening induced by non-screened large-scale fluctuations, nonlocal effects are quite weak for $`\mathrm{\Theta }=10`$ K. At this temperature the local regime prevails and the lineshape is the interplay of Gaussian and Lorentzian forms, given by Eq. (53), because in this case $`\overline{\delta \epsilon }/\gamma (\mathrm{\Theta })0.5`$ and $`\mathrm{}v_F/\mathrm{}_c\gamma (\mathrm{\Theta })0.8`$ the peak behavior is slightly more Lorentzian than Gaussian.
## IV Concluding remarks
In the present work, we have introduced a new electron scattering mechanism by long-scale non-screened roughness of heterointerfaces which contributes to the inhomogeneous broadening of the tunneling conductance peak in coupled DQWs. We have done a systematic analysis of this peak shape by taking into account the interplay between the introduced mechanism, and the usual homogeneous scattering broadening. A detailed comparison of the HWHM of the peak with experimental results revealed that the considered mechanism is relevant to interpret the data of Ref. , because in the experimental conditions strong nonlocal effects are manifested, through the proposed mechanism of inhomogeneous broadening, which modify drastically the lineshape (from the Gaussian to a Lorentzian) and the HWHM of the peaks. We call the attention to general considerations for the mechanism of appearance of non-screened long wavelength variations of the scattering potential, given in Appendix A, which should be relevant not only for the problem of inter-QW tunneling current, addressed here, but also for the study of general transport and optical properties of doped DQWs.
Let us discuss the approximations used in our treatment. The single-electron approximation for the tunneling Hamiltonian in Sec. II is a generally accepted model and the expression for the tunneling current in the homogeneous case corresponds to the Bardeenโs approach. Here smooth variations of boundaries lead to changes of the levels of $`l`$ and $`r`$QWs in the tunneling Hamiltonian, and we assume that small modifications of the tunneling matrix element can be neglected. For a discussion of the latter approximation, see Ref. . The approximation for considering the screening โon averageโ in the introduced large-scale potential consists in supposing that the correlation length $`\mathrm{}_c`$ is large in comparison with the Bohr radius and with transverse dimensions of the DQW structure as well. Since $`\mathrm{G}(\mathrm{\Delta })`$ depends on the sum of the scattering broadening of different levels, we believe that the introduction of phenomenological parameters $`\gamma _{l,r}`$ instead of a detailed consideration the self-energy functions, does not lead to the omission of important contributions. We have also used the quasi-classical description for longitudinal motion which is valid when $`\epsilon _F\gamma _{eff}`$ in the calculation of the path integrals in Eq. (34) and for integration over $`๐ฎ`$ and $`\tau `$ in Eq. (47). We have assumed that variations of potential are sufficiently weak such that the acceleration of an electron due to long-scale random force (quasi-electric field) on a length of the order of $`\mathrm{}_c`$ is insignificant. We have considered that the inverted AlGaAs-GaAs heterointerface is much more rougher than the normal GaAs-AlGaAs heterointerface based on the results of Ref. for QWs similar to those used in DQW structures of Ref. .
To conclude, we now discuss the possibility of a more reliable test of the described mechanism of inhomogeneous broadening. In further experimental studies of the tunneling conductance it is necessary to make a more detailed analysis of the lineshape transition (from the Lorentzian to Gaussian form), and comparison between HWHM data measured in samples grown in different conditions. Because the considered mechanism modifies also in-plane transport coefficients and optical properties of DQWs with long-wavelength inhomogeneities, further measurements as well theoretical studies of these phenomena are necessary.
We believe that the present work establishes an essential contribution of large-scale non-screened fluctuations to the broadening of the tunneling conductance peak in DQWs in agreement with experimental results.
## ACKNOWLEDGMENTS
This work was supported by grants Nos. 95/0789-3 and 98/10192-2 from Fundaรงรฃo de Amparo ร Pesquisa de Sรฃo Paulo (FAPESP). O. G. B. and N. S. are grateful to Conselho Nacional de Desenvolvimento Cientรญfico e Tecnolรณgico (CNPq) for research fellowships.
## A Non-screened variations of the random potential
Below we evaluate the non-screened random contributions to the potential $`\pm \delta U_๐ฑ`$ that appears in Eqs. (3) - (11). The 2D Fourier transform of the screening potential, $`V_{๐ชz}`$, is determined by the Poisson equation
$$\left(\frac{d^2}{dz^2}q^2\right)V_{๐ชz}=\frac{4\pi e^2}{ฯต}\delta n_{๐ชz},$$
(A1)
where $`\delta n_{๐ชz}`$ is the concentration induced by the total large-scale potential. Neglecting the overlap of $`l`$\- and $`r`$\- orbitals $`\phi _{jz}`$ ($`j=l,r`$) we use in Eq. (A1) the expansion
$$\delta n_{๐ชz}=\underset{j=l,r}{}\delta n_{๐ชj}\phi _{jz}^2,$$
(A2)
where $`\delta n_{๐ชj}=\rho _{2D}(\overline{U}_{๐ชj}+V_{๐ชj})`$ is the in-plane induced concentration in the $`j`$th QW due to slow variations of the potential while the non-diagonal components of $`\delta \widehat{n}_๐ฑ`$ are small due to weak overlap of $`l`$\- and $`r`$-orbitals. Note that, for the general case of slowly varying heterointerfaces, $`\phi _{j๐ฑz}`$ should depend on the in-plane coordinate $`๐ฑ`$ but for the 2D case ($`\epsilon _F\epsilon _j`$) such in-plane variations of orbitals are not important
The solution of Eq.(A1) assumes the form
$$V_{๐ชz}=\frac{2\pi e^2}{ฯตq}๐z^{}e^{q|zz^{}|}\delta n_{๐ชz^{}},$$
(A3)
where for the case $`q\mathrm{}_c^1d^1`$ we have $`\mathrm{exp}(q|zz^{}|)1`$. Then the diagonal components $`V_{๐ชj}`$, $`j=l,r`$, are expressed in terms of the total concentration as
$$V_{๐ชj}=๐z\phi _{jz}^2V_{๐ชz}=\frac{2\pi e^2}{ฯตq}\underset{s=l,r}{}\delta n_{๐ชs},$$
(A4)
Substituting $`\delta n_{๐ชj}`$ in Eq. (A4), we have
$$V_{๐ชj}=\frac{4}{qa_B}\underset{s=l,r}{}(\overline{U}_{๐ชs}+V_{๐ชs}),$$
(A5)
where $`a_B`$ is the Bohr radius. Since the right-hand side of Eq. (A5) does not depend on $`j`$ we obtain $`V_{๐ชl,r}=V_๐ช`$ and we deal with an averaged screened potential $`V_๐ช`$ across the DQWs. If we assume large-scale variations, in particular $`\mathrm{}_ca_B`$, and the condition $`qa_B/81`$, we derive the Eq. (3), $`V_๐ช(_j\overline{U}_{๐ชj})/2`$.
Now we present explicit expressions for the large-scale addends to the matrix Hamiltonian (2) due to the random variations of the DQWs heterointerfaces. Statistically independent boundaries variations are described by random functions $`\delta _๐ฑ^<`$ and $`\delta _๐ฑ^>`$ (see Fig. 1$`b`$) so that large-scale potentials take the form $`\overline{U}_{l,r๐ฑ}2\epsilon _{l,r}(\delta _๐ฑ^<\delta _๐ฑ^>)/d_{l,r}`$, where $`\epsilon _{l,r}`$ are the energies of levels in $`l,`$ and $`r`$-QWs with width $`d_{l,r}`$. As it was shown in Ref. , the weak contributions due to variations of the tunneling matrix element may be neglected in the evaluation of Eq. (16) up to second-order in $`T`$. Substituting $`\overline{U}_{l,r๐ฑ}`$ into the correlation functions in Eq. (11) and supposing that all interfaces are statistically equivalents, we obtain the correlation functions as
$$\overline{W}_{l,r}(|๐ฑ๐ฑ^{}|)=2\left(\frac{2\overline{\epsilon }\overline{a}}{\overline{d}}\right)^2\mathrm{exp}\left[\left(\frac{๐ฑ๐ฑ^{}}{\mathrm{}_c}\right)^2\right],$$
(A6)
where $`\overline{\epsilon }\epsilon _{l,r}`$, $`\overline{d}d_{l,r}`$, and $`\overline{a}`$ is the averaged deviation of heterointerfaces and $`\mathrm{}_c`$ is the correlation length. Finally, the correlation function $`w(|\mathrm{}|)`$ in Eq. (11) takes the form $`w(|๐ฑ๐ฑ^{}|)=\left(\overline{\delta \epsilon }\right)^2\mathrm{exp}[\left(๐ฑ๐ฑ^{}\right)^2/\mathrm{}_c^2]`$ with a characteristic energy $`\overline{\delta \epsilon }=4\overline{\epsilon }\overline{a}/\overline{d}`$ for the case of two-side variations. However, $`\overline{\delta \epsilon }=2\sqrt{2}\overline{\epsilon }\overline{a}/\overline{d}`$ for the one-side variation case in a QW when $`\delta _๐ฑ^<`$ or $`\delta _๐ฑ^>`$ is equal to zero and one of the two correlation functions given by Eq. (A6) is set to zero.
## B Optimal fluctuation method
The evaluation of the Eq. (39) is based on the separation of the optimal trajectory (with maximal contribution to the path integral) and on the comparison of typical variations to such a trajectory, $`\delta ๐ฑ_\tau `$ and $`\delta ๐ฒ_\tau `$, with $`\mathrm{}_c`$. First variations of the actions in the exponential factors of Eqs. (34), (37) with respect to path variations $`\delta ๐ฑ_\tau `$ and $`\delta ๐ฒ_\tau `$ are written as follows
$``$ $`{\displaystyle \frac{i}{\mathrm{}}}{\displaystyle _0^{t_1}}d\tau \delta ๐ฑ_\tau \{m\ddot{๐ฑ}_\tau {\displaystyle \frac{i}{2\mathrm{}\mathrm{}_c^2}}{\displaystyle _0^{t_1}}d\tau ^{}[๐ฎ(\tau \tau ^{})/t_1+๐ฑ_\tau ๐ฑ_\tau ^{}]w(|๐ฎ(\tau \tau ^{})/t_1+๐ฑ_\tau ๐ฑ_\tau ^{}|)`$ (B2)
$`\pm {\displaystyle \frac{i}{2\mathrm{}\mathrm{}_c^2}}{\displaystyle _0^{t_1}}d\tau ^{}[๐ฎ({\displaystyle \frac{\tau }{t_1}}{\displaystyle \frac{\tau ^{}}{t_2}})+๐ฑ_\tau ๐ฒ_\tau ^{}{\displaystyle \frac{๐ฎ}{2}}(1\pm 1)]w(|๐ฎ\tau /t_1+๐ฑ_\tau ๐ฎ\tau ^{}/t_2๐ฒ_\tau ^{}{\displaystyle \frac{๐ฎ}{2}}(1\pm 1)|)\},`$
and
$``$ $`{\displaystyle \frac{i}{\mathrm{}}}{\displaystyle _0^{t_2}}d\tau \delta ๐ฒ_\tau \{\pm m\ddot{๐ฒ}_\tau {\displaystyle \frac{i}{2\mathrm{}\mathrm{}_c^2}}{\displaystyle _0^{t_2}}d\tau ^{}[\pm ๐ฎ(\tau \tau ^{})/t_2+๐ฒ_\tau ๐ฒ_\tau ^{}]w(|\pm ๐ฎ(\tau \tau ^{})/t_2+๐ฒ_\tau ๐ฒ_\tau ^{}|)`$ (B4)
$`\pm {\displaystyle \frac{i}{2\mathrm{}\mathrm{}_c^2}}{\displaystyle _0^{t_1}}d\tau ^{}[๐ฎ({\displaystyle \frac{\tau }{t_2}}{\displaystyle \frac{\tau ^{}}{t_1}})๐ฑ_\tau ^{}+๐ฒ_\tau {\displaystyle \frac{๐ฎ}{2}}(1\pm 1)]w(|๐ฎ\tau ^{}/t_1+๐ฑ_\tau ^{}๐ฎ\tau /t_2๐ฒ_\tau +{\displaystyle \frac{๐ฎ}{2}}(1\pm 1)|)\},`$
where the upper (lower) signs correspond to upper (lower) signs in Eqs. (34), (37) and we have transformed correlation functions as follows
$$w(|๐ฑ+\delta ๐ฑ|)w(|๐ฑ|)2๐ฑ\delta ๐ฑw(x)/\mathrm{}_c^2.$$
(B5)
Since $`\delta ๐ฑ_\tau `$ and $`\delta ๐ฒ_\tau `$ are arbitrary variations, the optimal trajectories are determined by the system of Euler-Lagrange equations as
$`m\ddot{๐ฑ}_\tau `$ $`=`$ $`{\displaystyle \frac{i}{2\mathrm{}\mathrm{}_c^2}}{\displaystyle _0^{t_1}}๐\tau ^{}[๐ฎ(\tau \tau ^{})/t_1+๐ฑ_\tau ๐ฑ_\tau ^{}]w(|๐ฎ(\tau \tau ^{})/t_1+๐ฑ_\tau ๐ฑ_\tau ^{}|)`$ (B7)
$`{\displaystyle \frac{i}{2\mathrm{}\mathrm{}_c^2}}{\displaystyle _0^{t_2}}๐\tau ^{}[๐ฎ(\tau /t_1\tau ^{}/t_2)+๐ฑ_\tau ๐ฒ_\tau ^{}๐ฎ\left(1\pm 1\right)/2]w(|๐ฎ\tau /t_1+๐ฑ_\tau ๐ฎ\tau ^{}/t_2๐ฒ_\tau ^{}๐ฎ\left(1\pm 1\right)/2|),`$
and
$`\pm m\ddot{๐ฒ}_\tau `$ $`=`$ $`{\displaystyle \frac{i}{2\mathrm{}\mathrm{}_c^2}}{\displaystyle _0^{t_2}}๐\tau ^{}[\pm ๐ฎ(\tau \tau ^{})/t_2+๐ฒ_\tau ๐ฒ_\tau ^{}]w(|\pm ๐ฎ(\tau \tau ^{})/t_2+๐ฒ_\tau ๐ฒ_\tau ^{}|)`$ (B9)
$`{\displaystyle \frac{i}{2\mathrm{}\mathrm{}_c^2}}{\displaystyle _0^{t_1}}๐\tau ^{}[๐ฎ(\tau /t_2\tau ^{}/t_1)๐ฑ_\tau ^{}+๐ฒ_\tau ๐ฎ\left(1\pm 1\right)/2]w(|๐ฎ\tau /t_2+๐ฒ_\tau ๐ฎ\tau ^{}/t_1๐ฑ_\tau ^{}๐ฎ\left(1\pm 1\right)/2|).`$
In order to estimate the maximal deviations, $`x_{\mathrm{max}}`$, $`y_{\mathrm{max}}`$, we suppose that $`u\tau _{1,2}^{\mathrm{max}}/t_{1,2}|x_{\mathrm{max}}|`$, $`|y_{\mathrm{max}}|`$ for typical parameters used in calculating $`\mathrm{G}(\mathrm{\Delta })`$ such that $`x_{\mathrm{max}}=x_{\tau _1^{\mathrm{max}}}`$ and $`y_{\mathrm{max}}=y_{\tau _2^{\mathrm{max}}}`$. Thus, the right-hand sides of Eqs. (B7), (B9) do not depend on $`๐ฑ_\tau `$ and $`๐ฒ_\tau `$ and they can be easily integrated with the boundary conditions $`๐ฑ_{\tau =0,t_1}=0`$ and $`๐ฒ_{\tau =0,t_2}=0`$. For the upper-sign contributions, estimating $`๐ฎw(|๐ฎ|)|`$ $`\mathrm{}_c\overline{\delta \epsilon }^2`$ we transform the right-hand sides of Eqs. (B7), (B9) into $`i\overline{\delta \epsilon }^2(|t_1|+|t_2|)/(2m\mathrm{}\mathrm{}_c)`$. Thus, the result for the maximal deviations is
$$\left|\begin{array}{c}x_{\mathrm{max}}\\ y_{\mathrm{max}}\end{array}\right|\frac{\overline{\delta \epsilon }^2(|t_1|+|t_2|)}{16m\mathrm{}\mathrm{}_c}\left|\begin{array}{c}t_1^2\\ t_2^2\end{array}\right|.$$
(B10)
This satisfies the condition $`|x_{\mathrm{max}}|`$, $`|y_{\mathrm{max}}|\mathrm{}_c`$ for the upper-sign contributions because $`t_{1,2}`$ are estimated as $`\mathrm{}/\epsilon _F`$. Indeed, then we have $`|x_{\mathrm{max}}|/\mathrm{}_c`$ and $`|y_{\mathrm{max}}|/\mathrm{}_c(\overline{\delta \epsilon }/\epsilon _F)^2\times (\epsilon _c/4\epsilon _F)1`$, where the characteristic energy $`\epsilon _c=(\mathrm{}/\mathrm{}_c)^2/2m\epsilon _F`$.
A more careful consideration is necessary for the lower-sign contributions when $`|t_1t_2|\mathrm{}/\epsilon _F`$, such that $`t_{1,2}t`$. Thus, Eq. (B7) can be rewritten as
$$\ddot{๐ฑ}_\tau \frac{i๐ฎ\overline{\delta \epsilon }^2t}{m\mathrm{}\mathrm{}_c^2}_0^1๐z^{}(zz^{})\mathrm{exp}\left[u^2(z^{}z)^2/\mathrm{}_c^2\right],$$
(B11)
where $`z=\tau /t`$. Here, from Eq. (B9), it follows that $`\ddot{๐ฒ}_\tau 0`$, and taking into account the boundary conditions, $`๐ฒ_{\tau =0,t_2}=0`$, we are led to $`๐ฒ_\tau 0`$. It is easy to solve Eq. (B11) taking into account in its right hand side that for the lower-sign contributions $`t\tau `$, as it was shown in Sec. IV, due to the fact that $`\epsilon _F\gamma _{eff}`$. Then solving Eq. (B11), with boundary conditions $`๐ฑ_{\tau =0,t_1}=0`$, we obtain the maximal deviation $`|x_{\mathrm{max}}|`$ as
$$\left|x_{\mathrm{max}}\right|\frac{\overline{\delta \epsilon }^2t^3}{16m\mathrm{}\mathrm{}_c}F_x(u/\mathrm{}_c),$$
(B12)
where $`F_x(z)=[1\mathrm{exp}(z^2)]/z`$ and $`F_x(z)z`$, for $`z^21`$, while $`F_x(z)1/z`$, for $`z^21`$ and the maximum of $`F_x(z)<0.65`$ corresponds to $`z`$ close to the unity. This estimation practically coincides with Eq. (B10) if $`u/\mathrm{}_c1`$, while the maximal deviations are smaller then the results in Eq. (B10) both for $`u/\mathrm{}_c1`$ and $`u/\mathrm{}_c1`$.
<sup>a</sup>On leave from: Institute of Semiconductor Physics, Kiev, National Academy of Sciences of Ukraine, 252650, Ukraine
FIGURE CAPTIONS
Fig. 1. a) Spatial variations of the energy levels in $`l`$\- and $`r`$-QWs along the $`x`$ direction without screening (dotted curves) and with screening (solid curves); b) Band diagram of DQWs, along the $`z`$ direction, with nonideal heterointerfaces shown by dashed lines.
Fig. 2. Modified lineshapes G$`(\mathrm{\Delta }),`$ taken from Eq. (53), normalized by $`\mathrm{G}_L(0)=2(eT)^2\rho _{2D}/\mathrm{}\gamma `$, when nonlocal effects are negligible, for different contributions of short-range scattering, characterized by the phenomenological broadening parameter $`\gamma `$, and non-screened large-scale disorder, characterized by $`\overline{\delta \epsilon }`$ and $`\mathrm{}_c`$. The solid, dashed, dotted, dot-dashed, and dot-dot-dashed curves correspond to $`\overline{\delta \epsilon }/\gamma =0.3,`$ $`0.6,`$ $`1,`$ $`3`$, and $`6`$, respectively. The solid curve is almost a Lorentzian lineshape, while the dot-dot-dashed curve is very close a Gaussian curve.
Fig. 3. Modified lineshape $`\mathrm{G}(\mathrm{\Delta })`$, calculated from Eq. (48), when nonlocal effects are taken into account, for $`\overline{\delta \epsilon }/\gamma =4.6`$ and different values of $`\mathrm{}v_F/\mathrm{}_c\gamma `$. The solid, dashed, dotted, and dot-dashed curves correspond to $`\mathrm{}v_F/\mathrm{}_c\gamma =15,3.5,0.7`$, and $`0.2`$, respectively and represents, for instance, the increase of $`\mathrm{}_c`$. Note that the lineshape evolves practically from a Lorentzian (solid curve), given by Eq. (55), to a Gaussian one (dot-dashed curve).
Fig. 4. Dimensionless tunnel resonance width $`\gamma _{eff}/\gamma `$ as function of $`\mathrm{}v_F/\mathrm{}_c\gamma `$, calculated from Eq. (48). The solid curves from top to bottom correspond to $`\overline{\delta \epsilon }/\gamma =4.6,`$ $`2.3,`$ $`1.5,`$ $`1.1,`$ $`0.8`$, and $`0.3`$. For $`\mathrm{}v_F/\mathrm{}_c\gamma =0`$, nonlocal effects are negligible.
Fig. 5. Modified lineshape $`\mathrm{G}(\mathrm{\Delta }),`$ for data of sample B of Ref. , calculated from Eq. (48), in which temperature effects were included. The solid, dashed, dotted and dot-dashed curves correspond to temperatures $`0.7`$, $`5`$, $`7`$, and $`10`$ K, respectively. In $`\mathrm{G}_L(0)`$ it was used $`\gamma =0.2`$ meV corresponding to the solid curve.
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# Anomalous Behavior of the Contact Process with Aging
## Abstract
The effect of power-law aging on a contact process is studied by simulation and using a mean-field approach. We find that the system may approach its stationary state in a nontrivial, nonmonotonous way. For the particular value of the aging exponent, $`\alpha =1`$, we observe a rich set of behaviors: depending on the process parameters, the relaxation to the stationary state proceeds as $`1/\mathrm{ln}t`$ or via a power law with a nonuniversal exponent. Simulation results suggest that for $`0<\alpha <1`$, the absorbing-state phase transition is in the universality class of directed percolation.
PACS numbers: 64.60.Lx, 02.50.-r, 05.50.+q, 05.70.Ln
The study of systems with absorbing-state phase transitions has been a topic of intense research in recent years . Among these systems, the contact process (CP), introduced by T.E. Harris as a model for spreading of disease, has become the prototype model . In fact, it is a dynamical version of directed percolation . Recently, much effort has been directed toward generalizing the original models of absorbing-state phase transitions by introducing many absorbing states, and toward finding paths to self-organized critical phenomena . Therefore, one can hardly expect that an ordinary CP will reveal new striking feartures. Nevertheless, in the present Letter, we demonstrate that even the simple CP with a single absorbing state shows anomalous behavior if one introduces aging into the model. One should note that effects of aging, in the particular case of spreading of diceases were considered by Bernoulli long time ago. One may find a great number of models of evolution dynamics with aging in the book by Hoppensteadt .
We show that the system with power-law aging, before it approaches its stationary state, behaves nonmonotonously: the time derivative of the particle density may change sign during the evolution. The case of the aging exponent, $`\alpha `$, equal to one is especially interesting. In this marginal situation, in a mean-field approach, we find different types of behavior. Depending on the parameters of the system, the density of particles changes at long times according to a power law with nonuniversal exponents, or proportional to $`1/\mathrm{ln}t`$. Such slow relaxation is certainly not typical of absorbing-state phase transitions with a unique absorbing state. At their critical point, relaxation normally follows a power law .
We simulate the aging contact process (ACP) using sequential dynamics. Each site of the 1D lattice may be empty or filled by one particle. At each unit of time a particle is chosen at random. We decide to annihilate this particle (a) or create a new one (b) with probabilities $`P_a(s)=1/[1+p(s+1)^\alpha ]`$ or $`P_c(s)=p(s+1)^\alpha /[1+p(s+1)^\alpha ]`$ correspondingly. Here, $`s`$ is the age of the particle and $`\alpha `$ is the aging exponent. In the case of annihilation, (a), the particle is deleted and we proceed to the next step increasing time by one unit. In case (b), we chose one of two nearest neighbour sites with equal probability. If this site is filled, creation is impossible, and we increase time and proceed to the next step. If it is empty, we create a new particle at this site, increase time, and pass to the next step. Thus, as compared with the ordinary CP, we introduce the age-dependent probabilities $`P_a(s)`$ and $`P_c(s)`$. For $`\alpha >0`$, the case studied here, $`P_a(s)`$ tends to zero and $`P_c(s)`$ approaches 1 at long times.
The process is started with a random configuration of particles. Simulation times are about $`10^8`$ Monte-Carlo steps. The lattice size is taken up to $`10^6`$ sites, to minimize the fluctuations of the particle density, $`n(t)`$, which is the main quantity of interest. The simulation results are presented in Figs. 1โ3. First, one sees that at each $`\alpha `$ value studied, $`n(t)`$ may behave nonmonotonically, depending on the initial conditions and parameters of the process. If, for instance, the stationary state is $`n(\mathrm{})=1`$ (see Figs. 2 and 3), the density may first decay nearly to zero, stay in this range a long time, and only approach the $`n(\mathrm{})=1`$ much later. Frequently, it is only with long-time simulations that we can observe the final stage of the relaxation.
Second, in the case of $`0<\alpha <1`$, the critical characteristics are the same as for the contact process without aging, i.e., $`\alpha =0`$. In Fig. 1, we show the stationary particle density as a function of the deviation from the critical point, $`p_c`$, for two different values of the aging exponent, $`\alpha =0.25`$ and $`0.75`$. In both cases the data suggest that the critical exponent $`\beta `$ is not $`\alpha `$-dependent, and agrees with the directed percolation value, $`\beta 0.277`$. When $`\alpha >1`$, the phase transition is absent and the only possible stationary state is $`n(\mathrm{})=1`$; the system exhibits an exponential approach to this limit (see. Fig. 2).
In the marginal case, $`\alpha =1`$, we observe a complicated, slow evolution with several temporal regimes characterized by different behaviors. Due to the slow relaxation, it is difficult to fix the final state. In Fig. 3 we present the results for the temporal evolution of the particle density for several values of the parameter $`p`$. Depending on $`p`$, different types of the evolution are observed.
Let us present the simplest possible mean-field description of the ACP. While the model is even simpler than that used in our simulations, it is reasonable to expect that it can explain the principal features observed in the latter. As in the ordinary CP, each site of a lattice may be filled by one particle or be empty. Each particle has its age, $`s`$. At each increment of time, all lattice sites are updated according to the following rules. (i) The probability for a particle of age $`s`$ to die at the next instant is $`p_s`$, irrespective of its environment. (ii) The probability for a particle to survive until the next update is therefore $`1p_s`$. (iii) The probability that a particle will be born at an empty site in the next instant is $`(1/n_S)_{i=1}^{n_F}q_{s(i)}`$, where $`n_S`$ is the total number of nearest-neighbor sites, and $`n_F`$ is the total number of particles at such sites. $`s(i)`$ is the age of the particle at site $`i`$. (iv) The probability for an empty site to remain empty until the next update is therefore $`1(1/n_S)_{i=1}^{n_F}q_{s(i)}`$. In this way we present a natural generalization of the CP, introducing age-dependent death and birth probabilities, $`p_s`$ and $`q_s`$, respectively.
Let us derive the mean-field equations, introducing the following quantities: the total number of particles at time $`t`$, $`n_t=_{s=0}^ta_{t,s}`$, where $`a_{t,s}`$ is the number of particles of the age $`s`$ at time $`t`$. The initial condition is $`a_{\mathrm{\hspace{0.17em}0},0}=n(0)`$, where $`n(0)`$ is the initial number of particles.
Since the only possibility for an old particle ($`s>0`$) to survive is process (ii), the first equation is $`a_{t+1,s+1}=(1p_s)a_{t,s}`$, i.e., a fraction $`(1p_s)`$ of the particles with age $`s`$ survive. One may verify the solution $`a_{t,s}=a_{ts,0}_{u=0}^{s1}(1p_u)`$ , where $`_{u=0}^11`$ by definition.
We demonstrate the derivation of the second equation in the simplest case of only two nearest neigbouring sites (one may show that other coordination numbers lead to the same equation). Particles are only created via process (iii). Hence,
$`a_{t+1,0}`$ $`=`$ $`(1n_t){\displaystyle \underset{s,u=0}{\overset{t}{}}}a_{t,s}a_{t,u}{\displaystyle \frac{q_s+q_u}{2}}+`$ (2)
$`2(1n_t)^2{\displaystyle \underset{s=0}{\overset{t}{}}}a_{t,s}{\displaystyle \frac{q_s}{2}}.`$
Thus,
$$a_{t+1,0}=(1n_t)\underset{s=0}{\overset{t}{}}a_{t,s}q_s.$$
(3)
The previous equations describe completely the ACP in the mean-field approach.
Applying $`_{s=0}^t`$ to our first mean-field equation one obtains $`n_{t+1}n_t=a_{t+1,0}_{s=0}^tp_sa_{t,s}`$. Taking Eq. (3) into account, we immediately obtain the equation generalizing the usual mean-field equation for the CP without aging:
$$n_{t+1}n_t=\underset{s=0}{\overset{t}{}}a_{t,s}[(1n_t)q_sp_s].$$
(4)
Now we see that all quantities may be expressed through the $`a_{t,0}`$, i.e., through the number of particles born at instant $`t`$. The equation for this variable follows from Eq. (3):
$`a_{t+1,0}`$ $`=`$ $`[1{\displaystyle \underset{s=0}{\overset{t}{}}}a_{ts,0}{\displaystyle \underset{u=0}{\overset{s1}{}}}(1p_u)]\times `$ (6)
$`{\displaystyle \underset{s=0}{\overset{t}{}}}a_{ts,0}q_s{\displaystyle \underset{u=0}{\overset{s1}{}}}(1p_u).`$
Formally speaking, Eq. (6) together with the initial condition, define the solution of our problem. But the problem is still too difficult for analytical treatment. Let us pass to the continuum limit. Then the equations and the initial condition become
$$n(t)=_0^t๐sa(t,s)+a(t,t),a(0,0)=n(0),$$
(7)
$$\left[\frac{}{t}+\frac{}{s}+p(s)\right]a(t,s)=0,$$
(8)
$`{\displaystyle \frac{n(t)}{t}}`$ $`=`$ $`[1n(t)]\left[{\displaystyle _0^t}๐sa(t,s)q(s)+a(t,t)q(t)\right]`$ (10)
$`{\displaystyle _0^t}๐sa(t,s)p(s)+{\displaystyle \frac{a(t,t)}{t}},`$
$$a(t,0)=[1n(t)]\left[_0^t๐sa(t,s)q(s)+a(t,t)q(t)\right].$$
(11)
One may check that the equations describing the continuous limit are self-consistent. Eq. (8) is the Von Foerster equation , well known in populational dynamics.
The solution of Eq. (8) is
$$a(t,s)=a(ts,0)\mathrm{exp}\left[_0^s๐up(u)\right],$$
(12)
so $`a(t,t)=n(0)\mathrm{exp}\left[_0^t๐sp(s)\right]`$ .
Here we consider only the simplest case of $`q=const`$ and an $`s`$-dependent $`p(s)`$. From Eq. (11) we obtain the expression: $`a(t,0)=q[1n(t)]n(t)`$. This allows us to obtain, from Eq. (7), and accounting for Eq. (12), the following closed integral equation for the total number of particles:
$`n(t)`$ $`=`$ $`n(0)\mathrm{exp}\left[{\displaystyle _0^t}๐sp(s)\right]+`$ (14)
$`q{\displaystyle _0^t}๐sn(s)[1n(s)]\mathrm{exp}\left[{\displaystyle _0^{ts}}๐up(u)\right].`$
Differentiating Eq. (14) one obtains
$`{\displaystyle \frac{n(t)}{t}}=[qp(t)]n(t)qn^2(t)+`$ (15)
$`q{\displaystyle \underset{0}{\overset{t}{}}}๐sn(s)[1n(s)][p(t)p(ts)]\mathrm{exp}\left[{\displaystyle \underset{0}{\overset{ts}{}}}๐up(u)\right].`$ (16)
If we set $`p=const`$, Eq. (15) reduces to the usual equation for the CP without aging. We write out the known results on linear relaxation for it for later comparison: if $`p>q`$, $`n(\mathrm{})=0`$ and $`n(t)\mathrm{exp}[(pq)t]`$; for $`p<q`$, $`n(\mathrm{})=1p/q`$ and $`n(t)n(\mathrm{})\mathrm{exp}[(qp)t]`$; and at $`p=q`$, $`n(t)1/t`$.
The reasonable dependences for $`p(s)`$ and $`q(s)`$, which admit comparison with our simulations, are the following: $`p(s)`$ decreases gradually as the particle age $`s`$ increases, and $`q(s)`$ increases with $`s`$ increasing or is constant. Here, we consider the annihilation probability $`p(s)=c(s+t_0)^\alpha `$, where $`\alpha `$ is the aging exponent. The constant $`c`$ plays the same role as the parameter $`p^1`$ in our simulations. One can check that, in the particular case of $`q=0`$, i.e., when creation of particles is absent, Eq. (14) is valid for any dimension, and exact. In this case, at $`0<\alpha <1`$, $`n(t)`$ approaches zero, $`n(t)=n(0)\mathrm{exp}[t_0^{1\alpha }/(1\alpha )]\mathrm{exp}[(t+t_0)^{1\alpha }/(1\alpha )]`$, at $`\alpha >1`$, $`n(t)`$ quickly approaches a constant value $`n(\mathrm{})=n(0)\mathrm{exp}\{ct_0^{\alpha 1}/(\alpha 1)\}`$, and, for $`\alpha =1`$, $`n(t)=n(0)t_0/(t+t_0)`$.
Eq. (14) may be easily solved by iteration. One may start, e.g., from $`n^{(i)}(t)=n(0)`$. The resulting solutions $`n(t)`$ are very similar to those obtained by numerical simulation; we do not present these curves here, but only describe the results of the direct analysis of Eq. (14).
First of all, expanding Eq. (14) for small $`t`$ one finds that
$$\frac{n(0)}{t}=n(0)\left\{q[1n(0)]ct_0^\alpha \right\}.$$
(18)
(One may check that this relation is also valid for an $`s`$-dependent $`q(s)`$ if one replaces $`q`$ by $`q(0)`$.) Hence, $`n(t)`$ may increase or decrease from $`n(0)`$ at short times depending on a particular relation between the constants of the problem and on the initial condition. In principle, the sign of the derivative is independent of the value $`n(\mathrm{})`$. That leads to the observed nonmonotonic behavior of $`n(t)`$.
The nonmonotonous behaviour observerd in some regimes can be intuitively understood regarding that in the very begining the particles are by necessity young, so most of them easily die off, but later the survivors turn to be nearly immortal, and the lattice will be filled up with old-timers.
Let us now consider the behavior of $`n(t)`$ for different values of $`\alpha `$ at long times. (Note that all the following asymptotes may be obtained from the Laplace transform of Eq. (14) linearized near the corresponding stationary state.)
Regime I, $`0<\alpha <1`$. The situation is very similar to the CP without aging. There is a critical point $`c^{}(\alpha ,q,t_0)`$ for each value of $`\alpha `$ and $`q`$. At $`c>c^{}(\alpha ,q,t_0)`$, $`n(\mathrm{})=0`$ and $`n(t)`$ has an exponentional approach to the stationary state. At the critical point, $`c=c^{}(\alpha ,q,t_0)`$, $`n(t)`$ relaxes to zero by a power law, $`n(t)1/t`$. At $`c<c^{}(\alpha ,q,t_0)`$, at long times, $`n(t)`$ approaches $`n(\mathrm{})>0`$ exponentially, $`n(t)n(\mathrm{})\mathrm{exp}\{g(\alpha ,c,q,t_0)t\}`$. Here, $`g(\alpha ,c,q,t_0)`$ is zero at the critical point, and also approaches zero when $`\alpha `$ approaches $`1`$.
Regime II, $`\alpha >1`$. For any $`c`$ and $`q`$, $`n(t)`$ approaches $`1`$ exponentially. The critical point (and scaling) are absent. The reasons are the following. At $`\alpha >1`$, the kernel $`\mathrm{exp}\{_0^t๐uc(u+t_0)^\alpha \}`$ quickly decreases to a constant value, $`\mathrm{exp}\{ct_0^{\alpha 1}/(\alpha 1)\}`$, as $`t`$ grows, and one can substitute this constant into Eq. (14). Taking the derivative of Eq. (14) and linearizing the resulting equation near $`n(\mathrm{})=1`$ we get
$$1n(t)\mathrm{exp}\left\{q\mathrm{exp}[ct_0^{(\alpha 1)}/(\alpha 1)]t\right\}.$$
(19)
Regime III, $`\alpha =1`$, the most intriguing case. Several types of critical behavior are realized for different values of $`c`$.
(a) For $`c<1`$ and any $`q`$, $`n(\mathrm{})=1`$ and the long-time dependence is $`1n(t)t^{(1c)}`$. Depending on the relation between $`c,q`$, and $`t_0`$ \[see Eq. (18)\], $`n(t)`$ exhibits this dependence immediately or, on the contrary, $`n(t)`$ first decreases, remains near zero for some time, and then very slowly approaches $`1`$. The kernel $`\mathrm{exp}\{_0^t๐sp(s)\}=[(t+t_0)/t_0]^c`$, so if we demand $`n(t\mathrm{})1`$ in Eq. (14), we immediately obtain such a form for the asymptote.
(b) For $`c=1`$ and any $`q`$, $`n(\mathrm{})=1`$ and the long-time behavior is $`1n(t)1/\mathrm{ln}t`$.
(c) For $`1<c<1+qt_0`$, $`n(\mathrm{})=1(c1)/(qt_0)`$ and $`n(t)n(\mathrm{})t^c`$.
(d) At $`c=1+qt_0`$, $`n(\mathrm{})=0`$ and $`n(t)1/t`$. The kernel is a quickly decreasing function as compared with $`n(t)`$, so the reason for such behavior is the same as for the $`1/t`$ relaxation at the critical point at $`0\alpha <1`$.
(e) At $`c1+qt_0`$ (note that the definition of $`p(s)`$ imposes the additional restriction on possible values of $`c`$ and $`t_0`$: $`c<t_0`$), $`n(\mathrm{})=0`$ and $`n(t)t^c`$.
The exponents $`1c`$ and $`c`$ are nonuniversal since $`c`$ is simply a coefficient in the definition of the annihilation probability. Previously, nonuniversality was found in models with multiple absorbing states and in the process of spreading in media with memory . Nevertheless, the kind of nonuniversality observed here was not seen.
One should note that the results for Regime III were obtained only in the frame of mean-field theory. We did not study the role of fluctuations, and our simulations do not let us fix the final stationary state (except for the case $`n(\mathrm{})=1`$), when the relaxation is slow, i.e., for $`\alpha =1`$. Note also that our mean-field approach is based on parallel dynamics while a sequentional one was used in the numerical simulations. This difference, however, seems to be not crucial for the CP with a single absorbing state.
In summary, we have studied the influence of power-law aging on the contact process with a single absorbing state. Both simulation and mean-field theory reveal the nonmonotonic character of the relaxation. In the marginal case of a unit aging exponent, in the frame of mean-field theory, we found that the relaxation of the particle density to the stationary state proceeds by a power-law with a nonuniversal exponent, or even slower, i.e., proportional to $`1/\mathrm{ln}t`$.
SND thanks PRAXIS XXI (Portugal) for a research grant PRAXIS XXI/BCC/16418/98. JFFM was partially supported by the project PRAXIS/2/2.1/FIS/299/94. We thank R. Dickman for interesting and stimulating discussions and for useful comments on the manuscript. We also thank M.C. Marques and M.A. Santos for useful discussions.
Electronic address: sdorogov@fc.up.pt
Electronic address: jfmendes@fc.up.pt
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# I Introduction
## I Introduction
Motivated by Horava-Witten model , the so called brane world model has been actively investigated . Among several models, a simple, but very attractive model was recently proposed by Randall and Sundrum . According to their scenario, we are living in a 4D domain wall in 5D bulk spacetime. The noteworthy features of their model are that in the linearized theory, the conventional gravity can be recovered on the brane and that a homogeneous, isotropic universe can be simply described if we consider a 4D domain wall moving in the 5D Schwarzschild-anti de Sitter spacetime .
One of the most non-linear objects in the theory of gravity is a black hole, which should be also investigated to understand the nature of the models in strong fields. However, because of the complexity of the equations, any realistic, exact solutions for black holes have not been discovered in the brane world model, even with help of numerical computation so far. We only know that the effective 4D gravitational equation on the brane is different from the Einstein equation (see Appendix A), so that the static solution for a non-rotating black hole should not be identical with the 4D Schwarzschild solution. Indeed, a linear perturbation analysis shows that a solution of gravitational field outside self-gravitating bodies on the brane is slightly different from the 4D Schwarzschild solution. Chamblin et al. conjecture that the topology of black hole event horizons would be spherical with the cigar-shaped surface in the 5D spacetime. However, nothing has been clarified substantially.
In this paper, as a first step toward self-consistent studies for black holes in the brane world, we numerically compute a black hole space using a time symmetric initial value formulation; namely we solve the 5D Einstein equation only on a spacelike 4D hypersurface. Thus, the black hole obtained here is not static nor the exact solution for the 5D Einstein equation, implying that we cannot identify the event horizon. However, we can investigate the property of the horizon determining the apparent horizon which could give us an insight on the black hole in the brane world. We focus on the Randall-Sundrumโs second model , and assume that the black hole is spherical on the brane, but the shape of the horizon is non-trivial in the bulk. We will determine the apparent horizon on the brane and show that the black hole is cigar-shaped as conjectured in .
## II formulation and results
We consider time symmetric, spacelike hypersurfaces, $`\mathrm{\Sigma }_t`$, in the brane world model assuming the vanishing extrinsic curvature; i.e.,
$`H_{\mu \nu }(\delta _\mu ^\alpha +t_\mu t^\alpha ){}_{}{}^{(4)}_{\alpha }^{}t_\nu =0,`$ (1)
where $`t^\mu `$ is the unit normal timelike vector to $`\mathrm{\Sigma }_t`$ and $`{}_{}{}^{(4)}_{\alpha }^{}`$ is the covariant derivative with respect to the 4D metric on $`\mathrm{\Sigma }_t`$. In this case, the momentum constraint is satisfied trivially, and the equation of the Hamiltonian constraint becomes
$`{}_{}{}^{(4)}R=16\pi G_5(\mathrm{\Lambda }+{}_{}{}^{(5)}T_{\mu \nu }^{}t^\mu t^\nu ),`$ (2)
where $`{}_{}{}^{(4)}R`$ is the Ricci scalar on $`\mathrm{\Sigma }_t`$, and $`G_5(=\kappa _5^2/8\pi )`$, $`\mathrm{\Lambda }`$ and $`{}_{}{}^{(5)}T_{\mu \nu }^{}`$ denote the gravitational constant, negative cosmological constant, and energy-momentum tensor in 5D spacetime \[cf., Eq. (A1)\]. We choose the line element on $`\mathrm{\Sigma }_t`$ in the form
$$dl^2=\frac{1}{z^2}\left[\mathrm{}^2dz^2+\psi ^4(dr^2+r^2d\mathrm{\Omega })\right],$$
(3)
where $`\mathrm{}=\sqrt{\kappa _5^2\mathrm{\Lambda }/6}`$, $`z(1)`$ denotes the coordinate orthogonal to the brane and $`r(0)`$ is the radial coordinate on the brane. We assume that the brane is located at $`z=1`$. Note that we simply choose this line element for convenience of the analysis. In this paper, we focus on a black hole which is spherical on the brane, i.e., $`\psi =\psi (r,z)`$. Then, the explicit form of the Hamiltonian constraint in the bulk (for $`z>1`$) is written in the form
$`\psi ^{\prime \prime }+{\displaystyle \frac{2}{r}}\psi ^{}+{\displaystyle \frac{3}{2\mathrm{}^2}}\left[\left(_z^2\psi {\displaystyle \frac{3}{z}}_z\psi \right)\psi ^4+3(_z\psi )^2\psi ^3\right]`$ (4)
$`={\displaystyle \frac{\kappa _5^2}{4}}{}_{}{}^{(5)}\tau _{\mu \nu }^{}t^\mu t^\nu .`$ (5)
where $`{}_{}{}^{}=/r`$, and $`{}_{}{}^{(5)}\tau _{\mu \nu }^{}`$ is the energy-momentum tensor in the bulk, which is introduced for numerical convenience.
Equation (5) is an elliptic type equation and should be solved imposing boundary conditions at $`z=1`$, $`z1`$, $`r=0`$, and $`r\mathrm{}`$. The boundary condition at $`z=1`$ is derived from Israelโs junction condition as (see Appendix A for the derivation)
$`_z\psi |_{z=1}=0.`$ (6)
The boundary conditions at $`z1`$ and $`r\mathrm{}`$ are obtained from the linear perturbation analysis (see Appendix B). For $`r\mathrm{}`$ and $`r>\mathrm{}z`$, it becomes
$`\psi 1+{\displaystyle \frac{MG_4}{2r}}\left[1+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{R}{r}}\right)^2+O\left((\mathrm{}/r)^4\right)\right],`$ (7)
where $`G_4=G_5/\mathrm{}`$, $`M`$ is the gravitational mass on the brane, and $`R=(2/3)^{1/2}\mathrm{}`$. For $`z1`$,
$`\psi 1+{\displaystyle \frac{3}{4}}{\displaystyle \frac{G_4M}{Rz}}\left(1+{\displaystyle \frac{r^2}{z^2R^2}}\right)^{3/2}.`$ (8)
To determine the existence of a black hole, we search for the apparent horizon. Here, we determine two horizons . One is defined to be the spherical two-surface on the brane on which the expansion of the null geodesic congruence confined on the brane is zero, i.e.,
$`\theta _3={\displaystyle \frac{2}{\psi ^3}}\left(2\psi ^{}+{\displaystyle \frac{1}{r}}\psi \right)=0.`$ (9)
The other is the apparent horizon in full 4D space, which is defined with respect to the null geodesic congruence in full 5D spacetime and satisfies
$`\theta _4={}_{}{}^{(4)}_{i}^{}s^i=0,`$ (10)
where $`s^i`$ is a unit normal to the surface of the apparent horizon. Explicit equation for determining this apparent horizon is shown in Appendix C.
The procedure of numerical analysis is as follows. First, we artificially put the matter of $`\rho _h{}_{}{}^{(5)}\tau _{\mu \nu }^{}t^\mu t^\nu >0`$ in the bulk. This method is employed because we do not have to consider the inner boundary condition of black holes with this treatment. As long as $`\rho _h`$ is confined around the brane and inside the horizon, it does not significantly affect the geometry outside the horizon. Then, we solve Eq. (5), and try to find the apparent horizon both on the brane and in the bulk. When the distribution of $`\rho _h`$ is sufficiently compact, the apparent horizons exist. It should be noted that two horizons do not coincidently appear. In some cases, the apparent horizon on the brane exists although that in the bulk does not.
Here, we show one example of numerical results. We set $`G_4=1`$. In this example, an artificial matter is put for $`0r0.2R`$ and $`1z1.2`$. Equation (5) is solved using a uniform grid with grid size $`1200\times 1200`$ for $`r`$ and $`z`$ directions, which covers a domain with $`0r/R17.1`$ and $`1z18.1`$. In this case, the gravitational mass on the brane is $`M0.29R`$, and both apparent horizons on the brane and in the bulk exist. We note that the results are essentially the same for $`0.25M/R0.5`$. In Fig. 1, we show the location of apparent horizons in the bulk and on the brane. The apparent horizon in the bulk is apparently cigar-shaped. Due to this cigar-shape the circumferential radius of the apparent horizon is different depending on the choice of the circumference in the bulk. In Fig. 2, we show that the profile of $`\psi 1`$ on the brane. For $`rR`$, $`\psi 1`$ behaves as $`M/2r`$, implying that the solution approximately agrees with that in the 4D Einstein gravity, i.e., the bulk effect is small. However, the existence of the bulk is significant for $`rR`$ as expected. Indeed, $`\psi 1`$ deviates from $`M/2r`$ with decreasing $`r`$. This effect is in particular important for the location and area of the apparent horizon on the brane: In the case of 4D gravity without bulk, the apparent horizon is located at $`r_{\mathrm{AH}}=M/2`$ with the area $`A_{\mathrm{AH}}=16\pi M^2`$. However, in the brane world model, they take different values in general. (In this example, $`r_{\mathrm{AH}}0.9M`$ and $`A_{\mathrm{AH}}88.6M^2`$, and the coefficients converge to well-know 4D values (0.5 and $`16\pi `$) with increasing $`M`$, implying that the effect of the existence of the bulk becomes less important.)
## III Summary
We numerically computed time symmetric initial data sets of a black hole in the brane world model, assuming that the black hole is spherical on the brane. As has been expected, the black hole (apparent horizon) is cigar-shaped in the bulk .
We remind that we only present time symmetric initial data of a black hole space. This implies that the black hole is not static and will evolve to other state with time evolution. The quantitative features of the final fate could be different from the present result. Self-consistent analysis for static black holes should be carried out for future to obtain a definite answer with regard to black holes in the brane world. However, we believe that the present result provides us a guideline for such future works.
###### Acknowledgements.
We thank B. Carter, N. Dadhich, D. Langlois, R. Maartens, K. Maeda, M. Sasaki and T. Tanaka for discussions. TS is grateful to thank Relativity Group for their hospitality at Golm near by Potsdam. MS gratefully acknowledges support by JSPS and the hospitality at the Department of Physics of University of Illinois at Urbana-Champaign.
## A The essence of the brane world
We briefly review the covariant formalism of the brane world. For the matter source of the 5D Einstein equation, $`{}_{}{}^{(5)}G_{\mu \nu }^{}=\kappa _5^2({}_{}{}^{(5)}T_{\mu \nu }^{}\mathrm{\Lambda }{}_{}{}^{(5)}g_{\mu \nu }^{})`$, we choose the energy-momentum tensor as
$`{}_{}{}^{(5)}T_{\mu \nu }^{}=\delta (\chi )[\lambda q_{\mu \nu }+{}_{}{}^{(4)}T_{\mu \nu }^{}]+{}_{}{}^{(5)}\tau _{\mu \nu }^{},`$ (A1)
where $`\chi =\mathrm{}\mathrm{ln}z`$, $`\lambda `$ is the tension of the brane, $`q_{\mu \nu }`$ is the induced metric on the brane, and $`{}_{}{}^{(4)}T_{\mu \nu }^{}`$ is the energy momentum tensor on the brane. Due to the singular source at $`\chi =0`$ and the $`Z_2`$ symmetry, we can derive the Israelโs junction condition at $`\chi =0`$ as
$`K_{\mu \nu }={\displaystyle \frac{1}{6}}\kappa _5^2\lambda q_{\mu \nu }{\displaystyle \frac{1}{2}}\kappa _5^2\left({}_{}{}^{(4)}T_{\mu \nu }^{}{\displaystyle \frac{1}{3}}q_{\mu \nu }{}_{}{}^{(4)}T_{\sigma }^{\sigma }\right),`$ (A2)
where $`K_{\mu \nu }=q_\mu ^\sigma q_\nu ^\lambda D_\sigma n_\lambda `$, and $`D_\sigma `$ and $`n^\mu `$ are the covariant derivative with respect to $`q_{\mu \nu }`$ and the unit spacelike normal vector to the brane. In the text, we consider the cases in which $`{}_{}{}^{(4)}T_{\mu \nu }^{}=0`$. Using (4+1) formalism, the effective 4D equation on the brane has the form
$`{}_{}{}^{(4)}G_{\mu \nu }^{}=\mathrm{\Lambda }_4q_{\mu \nu }E_{\mu \nu },`$ (A3)
where $`{}_{}{}^{(4)}G_{\mu \nu }^{}`$ is the 4D Einstein tensor on the brane,
$`\mathrm{\Lambda }_4={\displaystyle \frac{1}{2}}\kappa _5^2\left(\mathrm{\Lambda }+{\displaystyle \frac{1}{6}}\kappa _5^2\lambda ^2\right)\mathrm{and}E_{\mu \nu }={}_{}{}^{(5)}C_{\mu \rho \nu \sigma }^{}n^\rho n^\sigma ,`$ (A4)
where $`{}_{}{}^{(5)}C_{\mu \rho \nu \sigma }^{}`$ is 5D Weyl tensor. In the above, for simplicity, we set $`{}_{}{}^{(5)}\tau _{\mu \nu }^{}=0`$. Equation (A3) implies that we can consider $`E_{\mu \nu }`$ as the effective source term of the 4D Einstein equation on the brane, and as long as $`E_{\mu \nu }`$ is not vanishing, the geometry on the brane is different from that in the 4D gravity even in the vacuum case. Only for very special case such as for the black string solution , $`E_{\mu \nu }=0`$ holds.
From Eq. (A3), we find that the Minkowski spacetime is realized on the brane when $`E_{\mu \nu }=0`$ and $`\mathrm{\Lambda }_4=0`$. In this paper, we set $`\mathrm{\Lambda }_4=0`$ to focus on asymptotically flat brane. Then, the junction condition at $`\chi =0`$ is rewritten to $`K_{\mu \nu }=\frac{1}{\mathrm{}}q_{\mu \nu }`$. In the case when we choose the line element as Eq. (3), the junction condition reduces to Eq. (6).
## B Asymptotic boundary conditions
To specify the boundary condition at infinities, we investigate the linearized equation of Eq. (5):
$`\phi ^{\prime \prime }+{\displaystyle \frac{2}{r}}\phi ^{}+{\displaystyle \frac{1}{R^2}}\left(_z^2\phi {\displaystyle \frac{3}{z}}_z\phi \right)={\displaystyle \frac{\kappa _5^2}{4}}\rho _h,`$ (B1)
where $`\psi =1+\phi `$ and $`\phi 1`$. We can obtain the formal solution with aid of the Green function $`G(x,z;x^{},z^{})`$ as
$`\phi 2\pi G_4\mathrm{}{\displaystyle d^3x^{}๐z^{}G(x,z;x^{},z^{})\rho _h(x^{},z^{})}.`$ (B2)
Assuming that $`\rho _h`$ is non-zero only in the small region around the brane, we can derive the relevant Green function as
$`G(x,z;x^{},z^{})=`$ $`{\displaystyle \frac{d^3k}{(2\pi )^3}e^{i๐ค(๐ฑ๐ฑ^{})}}`$ (B4)
$`\times \left[{\displaystyle \frac{1}{\mathrm{}๐ค^2}}+{\displaystyle _0^{\mathrm{}}}๐m{\displaystyle \frac{u_m(z)u_m(1)}{๐ค^2+m^2}}\right]`$
$`=`$ $`G_0+G_{\mathrm{KK}},`$ (B5)
where $`u_m(z)`$ is the mode function given from the Bessel functions $`J_n`$ and $`N_n`$ as
$`u_m(z)=`$ $`z^2\sqrt{{\displaystyle \frac{mR^2}{2\mathrm{}}}}`$ (B7)
$`\times {\displaystyle \frac{J_1(mR)N_2(mRz)N_1(mR)J_2(mRz)}{\sqrt{(J_1(mR))^2+(N_1(mR))^2}}},`$
where $`R=(2/3)^{1/2}\mathrm{}`$. $`G_0`$ and $`G_{\mathrm{KK}}`$ are the Green function of zero and KK modes, respectively. From Eq. (B2) we can derive the asymptotic boundary conditions shown in the text.
## C Apparent horizon in the bulk
We derive the equation for the apparent horizon in the bulk. After we perform the coordinate transformation from $`(r,z)`$ to $`(x,\theta )`$ as $`z=1+x|\mathrm{cos}\theta |\mathrm{and}r=\mathrm{}x\mathrm{sin}\theta `$, the surface of the apparent horizon is denoted by $`x=h(\theta )`$. Then, the non-zero components of $`s_i`$ is written as
$$s_x=C\mathrm{and}s_\theta =Ch_{,\theta },$$
(C1)
where $`C[\psi ^2\widehat{C}/(1+x|\mathrm{cos}\theta |)]`$ is a normalization constant calculated from $`s^is_i=1`$, and $`h_{,\theta }=dh/d\theta `$. Then, the equation for $`h`$ can be written to the following ordinary differential equation of second order
$`{\displaystyle \frac{d^2h}{d\theta ^2}}=`$ $`{\displaystyle \frac{h^2}{\psi ^4\widehat{C}^2}}[(4{\displaystyle \frac{_x\psi }{\psi }}+{\displaystyle \frac{3}{h(1+h|\mathrm{cos}\theta |)}}+{\displaystyle \frac{_x\widehat{C}}{\widehat{C}}})`$ (C9)
$`\times \left(\mathrm{sin}^2\theta +\psi ^4\mathrm{cos}^2\theta (1\psi ^4)\mathrm{sin}\theta \mathrm{cos}\theta {\displaystyle \frac{h_{,\theta }}{h}}\right)`$
$`+h^1\left(4{\displaystyle \frac{_\theta \psi }{\psi }}+3{\displaystyle \frac{h\mathrm{sin}\theta }{1+h|\mathrm{cos}\theta |}}+2\mathrm{cot}\theta +D\right)`$
$`\times \left((1\psi ^4)\mathrm{sin}\theta \mathrm{cos}\theta (\mathrm{cos}^2\theta +\psi ^4\mathrm{sin}^2\theta ){\displaystyle \frac{h_{,\theta }}{h}}\right)`$
$`+4\psi ^3_x\psi (\mathrm{cos}^2\theta +h^1\mathrm{sin}\theta \mathrm{cos}\theta h_{,\theta })`$
$`+h^2(1\psi ^4)\mathrm{sin}\theta \mathrm{cos}\theta h_{,\theta }`$
$`+h^1(1\psi ^4)\mathrm{cos}(2\theta )4h^1\mathrm{sin}\theta \mathrm{cos}\theta \psi ^3_\theta \psi `$
$`+\{(1\psi ^4)\mathrm{sin}(2\theta )4\mathrm{sin}^2\theta \psi ^3_\theta \psi \}{\displaystyle \frac{h_{,\theta }}{h^2}}],`$
where
$`D=\widehat{C}^2[`$ $`(1\psi ^4)\{1h^2h_{,\theta }^2\}\mathrm{sin}\theta \mathrm{cos}\theta `$ (C12)
$`h^1(1\psi ^4)\mathrm{cos}(2\theta )h_{,\theta }`$
$`+2\psi ^3_\theta \psi (\mathrm{cos}\theta +h^1\mathrm{sin}\theta h_{,\theta })^2].`$
Eq. (C9) is solved imposing boundary conditions at $`\theta =0`$ and $`\pi /2`$. In the limit $`\theta 0`$, we impose the following boundary condition,
$$h=h_0+h_2\theta ^2+O(\theta ^3),$$
(C13)
where $`h_2`$ is evaluated at $`x=h_0`$ and $`\theta =0`$ from the following equation;
$$h_2=\frac{h_0^2}{6}\left[\frac{8_x\psi }{\psi }+\frac{3}{h_0(1+h_0)}+\frac{_x\widehat{C}}{\widehat{C}}+\frac{3}{h_0}(1\psi ^4)\right].$$
(C14)
At $`\theta =\pi /2`$, the boundary condition is imposed as $`h_{,\theta }=0`$.
Note that in the limit $`\theta \pi /2`$ (i.e., on the brane), Eq. (C9) is written in the form
$$\frac{d^2h}{d\theta ^2}=h+\frac{\mathrm{}^2h^2}{\psi ^4}\left(\frac{4_x\psi }{\psi }+\frac{2}{h}\right),$$
(C15)
where we use $`h_{,\theta }=0`$ and the relation $`_\theta \psi =D=_x\widehat{C}=0`$. Note that the equation which the apparent horizon on the brane satisfies is $`4_x\psi /\psi +2/h=0`$ \[cf., Eq. (2.8)\]. Thus, unless $`d^2h/d\theta ^2=h`$ at $`\theta =\pi /2`$, the apparent horizon on the brane cannot coincide with that in 4D space. Note that the black string solution exceptionally satisfies $`d^2h/d\theta ^2=h`$ at $`\theta =\pi /2`$.
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# Statistics of lattice animals (polyominoes) and polygons
## E-mail or WWW retrieval of series
The series for the generating functions studied in this Letter can be obtained via e-mail by sending a request to I.Jensen@ms.unimelb.edu.au or via the world wide web on the URL http://www.ms.unimelb.edu.au/~iwan/ by following the instructions.
## Acknowledgements
Financial support from the Australian Research Council is gratefully acknowledged, as is useful discussion with John Cardy.
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# References
## Abstract
In light-cone quantization, the standard procedure to characterize the phases of a system by appropriate ground state expectation values fails. The light-cone vacuum is determined kinematically. We show that meaningful quantities which can serve as order parameters are obtained as expectation values of Heisenberg operators in the equal (light-cone) time limit. These quantities differ from the purely kinematical expectation values of the corresponding Schrรถdinger operators. For the NambuโJona-Lasinio and the Gross-Neveu model, we describe the spontaneous breakdown of chiral symmetry; we derive within light-cone quantization the corresponding gap equations and the values of the chiral condensate.
FAU-TP3-00/4
hep-th/0007081
Chiral Condensates in the Light-Cone Vacuum
Frieder Lenz and Michael Thies,
Institut fรผr Theoretische Physik III
Universitรคt Erlangen-Nรผrnberg
Staudtstraรe 7
D-91058 Erlangen, Germany
Koichi Yazaki,
College of Arts and Sciences,
Tokyo Womanโs Christian University,
2-6-1 Zenpukuji,
Suginami-ku, Tokyo 167-8585, Japan
Inherent to the light-cone description of quantum field theories is the triviality of the vacuum. Most of the simplifying features of light-cone quantization as well as foundation and phenomenological success of the quark-parton model are, to a large extent, related to the simplicity of the structure of the vacuum (cf. the reviews on light-cone quantization ). The simplicity of the vacuum is independent of dynamics, it is of kinematical origin. In the light-cone formulation, Minkowski space-time is described by the metric
$$g_{\mu \nu }=\left(\begin{array}{cccc}\hfill 0& \hfill 1& \hfill 0& \hfill 0\\ \multicolumn{4}{c}{}\\ \hfill 1& \hfill 0& \hfill 0& \hfill 0\\ \multicolumn{4}{c}{}\\ \hfill 0& \hfill 0& \hfill 1& \hfill 0\\ \multicolumn{4}{c}{}\\ \hfill 0& \hfill 0& \hfill 0& \hfill 1\end{array}\right)$$
(1)
and parametrized by the coordinates
$$x^\pm =\frac{1}{\sqrt{2}}(x^0\pm x^3),x^{}=(x^1,x^2).$$
With the form (1) of the metric, the dispersion relation $`p^2=m^2`$ leads to the following relation between the light-cone energy $`p_+`$ and momentum components $`p_{},p_{}`$
$$p_+=\frac{p_{}^2+m^2}{2p_{}}.$$
(2)
In contradistinction to the standard parametrization of space-time, the light-cone energy $`p_+`$ assigned to a single particle state of a given momentum is unique. The sign of the energy is determined by the sign of the momentum component $`p_{}`$. Thus in the absence of interactions, the fermionic vacuum consists of occupied states with negative $`p_{}`$ and of empty states with positive $`p_{}`$. This vacuum structure does not change when turning on interactions between the fermions. No other states with equal momentum are available which could be reached by collisions among the fermions. Thus the structure of the vacuum is independent of interactions.
This triviality of the vacuum poses conceptual problems when applying light-cone quantization to systems which are known to possess a non-trivial vacuum structure induced, for instance, by spontaneous symmetry breakdown, Higgs mechanism or topological properties. While the equivalence of light-cone quantization with more standard quantization has been established perturbatively (cf. ) the triviality problem points to a lack of understanding of this quantization scheme in the non-perturbative regime. It remains to be understood how, in light-cone quantization, different phases of a system can be built on a vacuum which is determined kinematically. In particular, vacuum expectation values (VEV) such as the chiral condensate $`0|\overline{\psi }\psi |0`$ are trivial in light-cone quantization and thus cannot serve as order parameters characterizing the realization of symmetries. On the other hand, it is known from the study of low dimensional systems such as the โt Hooft model that light-cone quantization can reproduce correctly spectra which contain Goldstone bosons; furthermore, by using properties of the spectrum, the correct value of the quark condensate could be determined although explicit calculation yields a vanishing VEV.
To clarify the physical relevance of the light-cone vacuum we consider model theories in which spontaneous symmetry breakdown of a continuous symmetry occurs with the ensuing emergence of Goldstone particles and formation of condensates. In the NambuโJona-Lasinio model (NJL) and its two dimensional version, the (chiral) Gross-Neveu model (GN) , the breakdown of the chiral symmetry is induced by mass generation of the fermions. The Lagrangian of these models has the following structure
$$=\overline{\psi }(\mathrm{i}_\mu \gamma ^\mu m)\psi +_{\mathrm{int}}(\psi ,\overline{\psi }).$$
$`_{\mathrm{int}}`$ is a 4-fermion self interaction. This expression contains implicitly a sum over fermion species (โcolorโ) while flavor dependences important in phenomenological applications are of no importance for our discussion. In the following we shall display the formalism for the 3+1 dimensional NJL model and we shall discuss later the necessary modifications for the lower-dimensional GN model. We use a representation of the $`\gamma `$ matrices in which $`\gamma _5`$ and the projection operators $`\mathrm{\Lambda }^\pm `$ are given by
$$\gamma _5=\left(\begin{array}{cc}\sigma _3& 0\\ \multicolumn{2}{c}{}\\ 0& \sigma _3\end{array}\right),\mathrm{\Lambda }^\pm =\frac{1}{2}(1\pm \gamma ^0\gamma ^3),\gamma ^0\gamma ^3=\left(\begin{array}{cc}\hfill \mathrm{๐}& \hfill 0\\ \multicolumn{2}{c}{}\\ \hfill 0& \hfill \mathrm{๐}\end{array}\right).$$
(3)
The projection operators $`\mathrm{\Lambda }^\pm `$ decompose the 4-spinor into 2-spinors
$$\psi =2^{1/4}\left(\begin{array}{c}\phi \\ \\ \chi \end{array}\right)$$
and the Lagrangian becomes
$$=\mathrm{i}\phi ^{}_+\phi +\mathrm{i}\chi ^{}_{}\chi +\frac{\mathrm{i}}{\sqrt{2}}\left(\phi ^{}\stackrel{~}{}_m\chi +\chi ^{}_m\phi \right)+_{\mathrm{int}}(\phi ,\chi )$$
(4)
with
$$\mathrm{i}_m=\mathrm{i}\sigma _3_1_2+\sigma _1m,\mathrm{i}\stackrel{~}{}_m=\mathrm{i}\sigma _3_1+_2+\sigma _1m.$$
Only the spinor $`\phi `$ is dynamical, no time derivative of $`\chi `$ is present. In canonical quantization, $`\chi `$ is treated as a constrained field. This reduction in the number of dynamical degrees of freedom makes the single particle states with given momentum unique and thereby the light-cone vacuum trivial. In the representation (3), chiral rotations are defined by
$$\phi (x)\mathrm{e}^{\mathrm{i}\alpha \sigma _3}\phi (x),\chi (x)\mathrm{e}^{\mathrm{i}\alpha \sigma _3}\chi (x).$$
(5)
With the following choice of the 4-fermion interaction,
$$_{\mathrm{int}}=\frac{g^2}{2}\left((\overline{\psi }\psi )^2+(\mathrm{i}\overline{\psi }\gamma _5\psi )^2\right)=\frac{g^2}{4}\left(\left(\phi ^{}\sigma _1\chi +\chi ^{}\sigma _1\phi \right)^2+\left(\phi ^{}\sigma _2\chi +\chi ^{}\sigma _2\phi \right)^2\right),$$
(6)
the NJL-Lagrangian is invariant under chiral rotations provided the (bare) mass $`m`$ vanishes. At this point we do not follow the standard path in employing the canonical formalism; the description in terms of light-cone Schrรถdinger operators will turn out to be too restrictive. We rather study this model by using functional techniques based on the generating functional
$$Z[\eta ,\gamma ]=D[\phi ,\chi ]\mathrm{e}^{\mathrm{i}{\scriptscriptstyle \mathrm{d}^4x(+\phi ^{}\eta +\eta ^{}\phi +\chi ^{}\gamma +\gamma ^{}\chi )}}.$$
(7)
Since fermionic mass generation is the mechanism which drives the system into the spontaneously broken phase the correlation function related to the chiral condensate for the case of noninteracting ($`g=0`$) massive fermions reveals the difficulties in describing non-trivial vacua. We consider
$`C(x)`$ $`=`$ $`0|T(\phi ^{}(x)\sigma _1\chi (0))|0=\mathrm{i}m\mathrm{\hspace{0.17em}2}^{3/2}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}\frac{\mathrm{e}^{\mathrm{i}px}}{p^2m^2+\mathrm{i}ฯต}}`$ (8)
$`=`$ $`m\sqrt{2}\left({\displaystyle \frac{1}{2\pi }}\right)^3{\displaystyle \mathrm{d}^2p_{}_0^{\mathrm{}}\frac{\mathrm{d}p_{}}{p_{}}\mathrm{e}^{\mathrm{i}\frac{p_{}^2+m^2\mathrm{i}ฯต}{2p_{}}|x^+|+\mathrm{i}p_{}x^{}\mathrm{i}p_{}x^{}ฯต(x^+)}}`$ (9)
$`=`$ $`{\displaystyle \frac{1}{\sqrt{2}\pi ^2}}{\displaystyle \frac{m^2}{\sqrt{x^2}}}K_1(m\sqrt{x^2}).`$ (10)
As has been noted quite some time ago in a discussion of bosonic theories, values of such correlation functions are actually not well defined. In particular evaluating $`C(x)`$ for $`x^+=0,`$ using Eq. (9) yields
$$C_\mathrm{S}(x^{},x^{})=m\sqrt{2}\left(\frac{1}{2\pi }\right)^3\mathrm{d}^2p_{}_0^{\mathrm{}}\frac{\mathrm{d}p_{}}{p_{}}\mathrm{e}^{\mathrm{i}p_{}x^{}\mathrm{i}p_{}x^{}}$$
(11)
while using Eq. (10)
$$C_\mathrm{H}(x^{},x^{})=\frac{1}{\sqrt{2}\pi ^2}\frac{m^2}{\sqrt{x_{}^2}}K_1(m\sqrt{x_{}^2}).$$
(12)
Expression (11) agrees with the result of the canonical formalism in which Schrรถdinger operators are used. This expression has only a trivial dependence on $`m`$, reflecting the triviality of the vacuum. It is divergent even off the light-cone. On the other hand, the expression (12) is regular for space- or timelike separations and depends non-trivially on the fermion mass. Furthermore it is invariant under Lorentz transformations. The origin of this different behavior is a direct consequence of the light-cone dispersion relation. However small $`x^+`$ is chosen, there are always states with sufficiently small $`p_{}`$ available which give rise to oscillations in the integrand in (9) and thereby regularize the $`1/p_{}`$ singularity. In standard coordinates such an effect does not exist, $`x^0=0`$ can be chosen at every level of the calculation and the result agrees with Eq. (12). From these observations we conclude: Expectation values of Schrรถdinger operators in the light-cone vacuum do not agree with the limit of expectation values of Heisenberg operators
$$\underset{x^+0}{lim}0|T(\phi ^{}(x)\sigma _1\chi (0))|00|\phi ^{}(x^+=0^+,x^{},x^{})\sigma _1\chi (0)|0.$$
(13)
Although we have computed these expectation values for non-interacting fermions, it is easy to see that these arguments are essentially not changed when interactions are present. The triviality of the vacuum implies that VEVโs of Schrรถdinger operators do not change when including interactions; on the other hand the absence of singularities in $`C(x)`$ for arbitrary small but non-vanishing $`x^+`$ and $`x^20`$ is easily demonstrated by inserting a complete set of states (subtleties may only occur in 1+1 dimensional systems, if massless particles are present.) Furthermore, covariance dictates that in the absence of singularities, vacuum expectation values of Heisenberg operators at given spacelike $`x^2`$ are the same for $`x^+0`$ and $`x^0=0`$
$$\underset{x^+0}{lim}0|T(\phi ^{}(x)\sigma _1\chi (0))|0|_{x^2}=0|\phi ^{}(x^0=0^+,๐ฑ)\sigma _1\chi (0)|0|_{๐ฑ^2=x^2}$$
and coincide with the VEV of the $`x^0=0`$ Schrรถdinger operators. Thus, on the light-cone, VEVโs of Heisenberg operators in the equal light-cone limit and not VEVโs of Schrรถdinger operators are physically meaningful quantities; in particular they can serve in the limit $`x^20`$ as order parameters to characterize the phases of a system and properly define for finite $`x^2`$ โobservableโ correlation functions.
We now demonstrate in a schematic light-cone calculation for the NJL model the procedure for computing condensate values. In the first step, the spectrum of the light-cone Hamiltonian has to be determined. In the above model this step is done easily for large $`N`$. Replacing in this limit the bilinear $`(\chi ^{}\sigma _1\phi )`$ by a $`c`$-number
$$g^2\underset{i=1}{\overset{N}{}}\chi _i^{}(x)\sigma _1\phi _i(x)=g^2\underset{i=1}{\overset{N}{}}\phi _i^{}(x)\sigma _1\chi _i(x)\frac{\widehat{m}}{\sqrt{2}}$$
(14)
yields for $`m=0`$, to leading order, the NJL-Lagrangian in which only quadratic fluctuations are kept
$$=\mathrm{i}\phi ^{}_+\phi +\mathrm{i}\chi ^{}_{}\chi +\frac{\mathrm{i}}{\sqrt{2}}\left(\phi ^{}\stackrel{~}{}_{\widehat{m}}\chi +\chi ^{}_{\widehat{m}}\phi \right).$$
Integrating out the constrained field $`\chi `$, the Hamiltonian of a system of non-interacting massive fermions
$$H=\frac{\mathrm{i}}{2}\mathrm{d}^3x\phi ^{}\stackrel{~}{}_{\widehat{m}}\frac{1}{_{}}_{\widehat{m}}\phi $$
(15)
is obtained. To determine the unknown mass parameter $`\widehat{m}`$, we require the sum in Eq. (14) to be given by the limit of the vacuum expectation value of the sum over the corresponding Heisenberg operators. In the large $`N`$ limit, determination of the spectrum and computation of vacuum expectation values of Heisenberg operators is simple. We obviously can use our above results with $`m\widehat{m}`$ and obtain, using Eq. (12) and the asymptotics of the Bessel functions in the limit of small spacelike $`x^2`$ the well known gap equation of the NJL model
$$\widehat{m}\left[\frac{g^2N}{\pi ^2}\left(\mathrm{\Lambda }^2+\frac{\widehat{m}^2}{4}\mathrm{ln}\frac{\widehat{m}^2}{\mathrm{\Lambda }^2}\right)1\right]=0$$
(16)
with the cutoff $`\mathrm{\Lambda }`$ defined by the point splitting procedure
$$\mathrm{\Lambda }^2=\frac{1}{x^2}.$$
This consistency condition is always solved trivially by $`\widehat{m}=0`$. Beyond a critical coupling (for fixed cutoff), Eq. (16) has a solution with $`\widehat{m}0`$ describing the phase with spontaneously broken chiral symmetry. In ordinary coordinates, the solution with the lower energy describes the stable phase. In light-cone quantization with its kinematically determined vacuum, the vacuum energy cannot be determined variationally; stability can be checked either by evaluation of the fluctuations (the NJL meson spectrum ) or by calculation of the associated values of the effective potential (cf. ). Since the effective potential is a Lorentz scalar, the values obtained in ordinary coordinates are trivially reproduced for the solutions of the gap equation (16).
Identification of the chiral condensate with the limiting VEV of light-cone Heisenberg operators is crucial. Use of VEVโs of Schrรถdinger operators (Eq. (11)) yields
$$\frac{2N\widehat{m}}{(2\pi )^3}\mathrm{d}^2p_{}_0^{\mathrm{}}\frac{\mathrm{d}p_{}}{p_{}}=\frac{\widehat{m}}{g^2}$$
(17)
which admits only the solution $`\widehat{m}=0`$.
This procedure also works in the 1+1 dimensional (chiral) GN model with its even more severe infrared problems. Since in two dimensions $`x^+=0`$ denotes points on the light-โconeโ, VEVโs of products of Schrรถdinger operators are necessarily singular; again they are regularized by point-splitting. The following substitution in Eq. (4)
$$\mathrm{i}_mm,x^{}=0,_{\mathrm{int}}=g^2(\phi ^{}\chi )(\chi ^{}\phi )$$
defines the Gross-Neveu model in terms of the (one component) fields $`\phi ,\chi `$. The relevant two-point function for non-interacting massive fermions is
$$0|T(\phi ^{}(x)\chi (0))|0=\frac{\mathrm{i}m}{\sqrt{2}}\frac{\mathrm{d}^2p}{(2\pi )^2p_{}}\frac{\mathrm{e}^{\mathrm{i}px}}{p_+\frac{m^2\mathrm{i}ฯต}{2p_{}}}=\frac{m}{\pi \sqrt{2}}K_0(m\sqrt{x^2}).$$
The basic large $`N`$ limit now reads
$$g^2\underset{i=1}{\overset{N}{}}\chi _i^{}(x)\phi _i(x)=g^2\underset{i=1}{\overset{N}{}}\phi _i^{}(x)\chi _i(x))\frac{\widehat{m}}{\sqrt{2}}$$
which yields, following the above arguments, the self-consistency equation
$$\widehat{m}\left(1+\frac{Ng^2}{2\pi }\mathrm{ln}\frac{\widehat{m}^2}{\mathrm{\Lambda }^2}\right)=0$$
(18)
with
$$\mathrm{\Lambda }^2=\frac{4\mathrm{e}^{2C}}{x^2}.$$
Eq. (18) again admits apart from $`\widehat{m}=0`$ a non-trivial solution. This solution defines the running of the coupling constant in terms of the physical mass $`\widehat{m}`$; it breaks the 1+1 dimensional chiral symmetry
$$\phi (x)\mathrm{e}^{\mathrm{i}\alpha }\phi (x),\chi (x)\mathrm{e}^{\mathrm{i}\alpha }\chi (x).$$
(19)
Once more, the solution is selected according to stability. In two dimensions the energy density is a Lorentz scalar which, if regularized as $`x^20`$ limit of Heisenberg operators
$`ฯต(\widehat{m})`$ $`=`$ $`0|\left[\mathrm{i}\chi ^{}(x)_{}\chi (0)g^2(\phi ^{}(x)\chi (0))(\chi ^{}(0)\phi (x))\right]|0`$ (20)
$`=`$ $`{\displaystyle \frac{\widehat{m}^2}{4\pi }}\mathrm{ln}{\displaystyle \frac{\widehat{m}^2}{\mathrm{\Lambda }^2}}\left(1+{\displaystyle \frac{Ng^2}{2\pi }}\mathrm{ln}{\displaystyle \frac{\widehat{m}^2}{\mathrm{\Lambda }^2}}\right),`$
agrees with the values of the effective potential at the stationary points, i.e., when the gap equation is satisfied. In particular one obtains
$$ฯต(\widehat{m})ฯต(0)=\frac{\widehat{m}^2}{4\pi }.$$
Thus for both the GN and the NJL model, light-cone quantization reproduces the well known results of ordinary quantization. Within these models, the simplicity of the light-cone description is not spoiled by a dynamical symmetry breakdown.
Our resolution of the triviality problem of the light-cone vacuum differs from the outset from previous attempts which have focused on the VEVโs of Schrรถdinger operators. Regularization of VEVโs leading to expressions like in Eq. (17) offers the possibility for introducing dynamical dependences into these purely kinematical objects. In the context of the NJL model, rules for regularization have been proposed by which the value of the chiral condensate obtained in ordinary quantization could be reproduced . However it is difficult to see how, by such rules, the difference in the dynamics of broken and unbroken phase could be accounted for or how covariance in the evaluation of the corresponding correlation functions for non-vanishing spacelike separations could be respected (cf. ). In the approach we have described, non trivial vacuum properties are associated with products of Heisenberg operators in the equal light-cone time limit. Unlike in standard quantization schemes, VEVโs determined in such a limiting procedure do not agree with VEVโs of products of the corresponding Schrรถdinger operators and it is only the latter ones whose VEVโs are trivial. It is by this subtle distinction between Schrรถdinger operators and the equal time limit of Heisenberg operators that condensates serving as order parameters for spontaneously broken symmetries can be defined despite the triviality of the ground state. From this point of view, the successful evaluation of the chiral condensate of the โt Hooft model in becomes plausible; it avoids completely light-cone Schrรถdinger operators and uses general properties of VEVโs which on the light-cone can be attributed only to expectation values of limits of Heisenberg operators. In a similar vein one can understand why the condensate issue could be bypassed in a light-cone calculation of fermion-antifermion scattering and bound states in the GN model . Finally, in the correct determination of the chiral condensate of the Schwinger model in , the use of Heisenberg operators and point splitting was an essential element.
With the identification of VEVโs of appropriate limits of Heisenberg operators as the relevant quantities for definition of order parameters, the standard tools of analyzing the effects of broken symmetries become available to light-cone quantization . Ward identities can be derived and their consequences such as the Gell-Mann, Oakes, Renner relation can be studied within light-cone quantization; perturbative treatments of explicit symmetry violations become amenable to the light-cone approach. Although our analysis has focused on fermionic theories, the extension to bosons is straightforward unless the VEV to be considered is linear in the field operator. In this particular case, as has been advocated in various studies (cf. ) the dynamics of a single (zero) mode may require a special treatment.
For light-cone studies of QCD the distinction between VEVโs of Schrรถdinger operators and of limits of Heisenberg operators will be significant not only for the description of the quark condensate but also for the gluon condensate which is quadratic and of higher order in the gauge fields. Extension to gauge theories introduces a novel dynamical element into the discussion. Definition of non-trivial vacuum expectation values in light-cone quantization requires splitting in light-cone time; in turn, gauge invariance requires, in light-cone gauge $`A_{}=0`$, associated gauge strings to be introduced whose effects are expected to be enhanced by the infrared ($`p_{}=0`$) singularity characteristic for light-cone quantization.
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# 1 Introduction
## 1 Introduction
The field content of the Standard Model (SM) together with the requirement of $`G_{SM}=SU(2)_L\times U(1)_Y`$ gauge invariance implies that the most general Lagrangian is characterized by additional accidental $`U(1)`$ symmetries implying Baryon ($`B`$) and Lepton flavor number ($`L_i`$, $`i=e,\mu ,\tau `$) conservation at the renormalizable level. When the SM is supersymmetrized, this nice feature is lost. The introduction of the superpartners allows for several new Lorentz invariant couplings. The most general renormalizable superpotential respecting the gauge symmetries reads
$$W=\mu _\alpha H_\alpha \varphi _u+\lambda _{\alpha \beta k}H_\alpha H_\beta l_k+\lambda _{\alpha jk}^{}H_\alpha Q_jd_k+\lambda _{ijk}^{\prime \prime }u_id_jd_k+h_{jk}^u\varphi _uQ_ju_k.$$
(1)
where $`i,j,k=1,2,3`$ and $`\alpha ,\beta =0,1,2,3`$, and all the fields appearing in (1) are superfields. In the following we will denote with the same symbol the minimal supersymmetric SM (MSSM) superfields and their SM fermion and scalar components. Since we will soon extend the model to include a horizontal $`U(1)_H`$ symmetry, we take the fields in (1) in the basis where the horizontal charges are well defined. We have denoted by $`H_\alpha `$ a vector containing the four hypercharge $`Y=1/2`$ $`SU(2)_L`$ doublets of the MSSM and, without loss of generality, $`H_0`$ is the field whose main component is the down-type Higgs field: $`H_0\varphi _d`$ ($`\varphi _d`$ is defined as the direction in $`H_\alpha `$ field space that acquires a vacuum expectation). It follows that $`H_1,H_2`$ and $`H_3`$ have as main components the lepton doublets $`L_e,L_\mu `$ and $`L_\tau `$, with $`L_i=0`$ by definition. $`\varphi _u`$ denotes the $`Y=+1/2`$ Higgs doublet, $`u_i,d_j`$ and $`l_k`$ ($`i,j,k=1,2,3`$) are the $`SU(2)_L`$ singlets up-type quarks, down-type quarks and leptons of the three generations, and $`Q_j`$ denotes the $`SU(2)_L`$ quark doublet. The Yukawa couplings responsible of the up-type quark masses are denoted by $`h_{jk}^u`$ and, given our definition of the down-type Higgs field, in first approximation the leptons and down-type quarks Yukawa couplings are given by $`h_{jk}^l\lambda _{0jk}`$ and $`h_{jk}^d\lambda _{0jk}^{}`$. As it stands, (1) has potentially dangerous phenomenological consequences:
* The dimensionfull parameters $`\mu _\alpha `$ are gauge and supersymmetric invariant, and thus their natural value is expected to be much larger than the electroweak and supersymmetry breaking scales. A large value of $`\mu _0`$ would result in too large Higgsino mixing term (this is the supersymmetric $`\mu `$ problem) while $`\mu _i\mu _0`$ would give a large mass to one neutrino .
* The dimensionless Yukawa couplings $`h_{jk}^l(\lambda _{0jk})`$, $`h_{jk}^d(\lambda _{0jk}^{})`$ and $`h_{jk}^u`$ are expected to be of order unity, suggesting that all the fermion masses should be close to the electroweak breaking scale.
* The trilinear couplings $`\lambda _{ijk},\lambda _{ijk}^{},\lambda _{ijk}^{\prime \prime }`$ are also expected to be of order unity, implying unsuppressed $`B`$ and $`L`$ violating processes.
The approach originally suggested by Froggatt and Nielsen (FN) to solve ii) and account for the fermion mass hierarchy turns out to be quite powerful in the context of the MSSM to solve also the $`\mu `$ problem. FN postulated an horizontal $`U(1)_H`$ symmetry that forbids most of the fermion Yukawa couplings. The symmetry is spontaneously broken by the vacuum expectation value (vev) of a SM singlet field $`\chi `$ and a small parameter of the order of the Cabibbo angle $`\theta =\chi /M0.22`$ (where $`M`$ is some large mass scale) is introduced. The breaking of the symmetry induces a set of effective operators coupling the SM fermions to the electroweak Higgs fields, which involve enough powers of $`\theta `$ to ensure an overall vanishing horizontal charge. Then the observed hierarchy of fermion masses results from the dimensional hierarchy among the various higher order operators. When the FN idea is implemented within the MSSM, it is often assumed that the breaking of the horizontal symmetry is triggered by a single vev, for example the vev of the scalar component of a chiral supermultiplet $`\chi `$ with horizontal charge $`H(\chi )=1`$. Then, because the superpotential is holomorphic all the operators carrying a negative charge are forbidden in the supersymmetric limit. If under $`U(1)_H`$ the bilinear term $`H_0\varphi _u`$ has a charge $`n_0<0`$, a $`\mu _0`$ term can only arise from the (non-holomorphic) Kรคhler potential, suppressed with respect the supersymmetry breaking scale $`m_{3/2}`$ as
$$\mu _0m_{3/2}\theta ^{|n_0|}.$$
(2)
A too large suppression ($`|n_0|>1`$) would result in unacceptably light Higgsinos, so that in practice on phenomenological grounds $`n_0=1`$ is by far the preferred value.
More recently it has been realized that the FN mechanism can play a crucial role also in keeping under control the trilinear $`B`$ and $`L`$ violating terms in (1) without the need of introducing an ad hoc R-parity quantum number . For example in it was argued that under a set of mild phenomenological assumptions about the size of neutrino mixings a non-anomalous $`U(1)_H`$ symmetry together with the holomorphy conditions implies the vanishing of all the superpotential $`B`$ and $`L`$ violating couplings. A systematic analysis on the restrictions on trilinear R-parity violating couplings in the framework of $`U(1)_H`$ horizontal symmetries was also recently presented in .
In this paper we argue that if the $`\mu _0`$ problem is solved by the horizontal symmetry in the way outlined above, and if the additional bilinear terms $`\mu _i`$ are also generated from the Kรคhler potential and satisfy the requirement of inducing a neutrino mass below the eV scale, as indicated by data on atmospheric neutrinos , then in the basis where the horizontal charges are well defined, all the trilinear R-parity violating couplings are automatically absent. This hints at a self-consistent theoretical framework in which R-parity is violated only by bilinear terms that induce a tree level neutrino mass in the range suggested by the atmospheric neutrino anomaly, $`L`$ and $`B`$ violating processes are strongly suppressed, and the radiative contributions to neutrino masses are safely small so that $`m_\nu ^{\mathrm{loop}}10^4`$eV, which barely allows for the LOW or quasi-vacuum solutions to the solar neutrino problem .
## 2 Tree level neutrino mass
Our theoretical framework is defined by the following assumptions: i) Supersymmetry and the gauge group $`G_{SM}\times U(1)_H`$. ii) $`U(1)_H`$ is broken only by the vev of a field $`\chi `$ with horizontal charge $`1`$; the field $`\chi `$ is a SM singlet, chiral under $`U(1)_H`$. iii) The ratio between the vev $`\chi `$ and the mass scale $`M`$ of the FN fields is of the order of the Cabibbo angle $`\theta \chi /M0.22`$. In the following we will denote a field and its horizontal charge with the same symbol, e.g. $`H(l_i)=l_i`$ for the lepton singlets, $`H(Q_i)=Q_i`$ for the quark doublets, etc. It is also useful to introduce the notation $`f_{ij}=f_if_j`$ to denote the difference between the charges of two fields. For example $`H_{i0}`$ denotes the difference between the charges of the $`H_iL_i`$ โlepton doubletโ and the $`H_0\varphi _d`$ โHiggs fieldโ. On phenomenological grounds we will assume that the charge of the $`\mu _0`$ term is $`n_0=1`$ and we will also assume negative charges $`n_i=H_i+\varphi _u<n_0`$ for the other three bilinear terms $`H_i\varphi _u`$. It is worth stressing that the theoretical constraints from the cancellation of the mixed $`G_{SM}\times U(1)_H`$ anomalies hint at the same value $`n_0=1`$ both in the anomalous and in the non-anomalous $`U(1)_H`$ models (see section 6). With the previous assumptions the four components of the vector $`\mu _\alpha `$ in (1) read
$$\mu _\alpha m_{3/2}(\theta ^{|n_0|},\theta ^{|n_1|},\theta ^{|n_2|},\theta ^{|n_3|}),$$
(3)
where coefficients of order unity multiplying each entry have been left understood. It is well known that if $`\mu _\alpha `$ and the vector of the hypercharge $`Y=1/2`$ vevs $`v_\alpha H_\alpha `$ are not aligned :
$$\mathrm{sin}\xi \frac{\mu v}{\sqrt{v_\alpha v^\alpha \mu _\beta \mu ^\beta }}0$$
(4)
the neutrinos mix with the neutralinos , and one neutrino mass is induced at the tree level :
$$m_\nu ^{\mathrm{tree}}\frac{\mu \mathrm{cos}^2\beta }{\mathrm{sin}2\beta \mathrm{cos}\xi \frac{\mu M_1M_2}{M_Z^2M_\gamma }}\mathrm{sin}^2\xi ,$$
(5)
where $`M_\gamma =M_1\mathrm{cos}^2\theta _W+M_2\mathrm{sin}^2\theta _W`$, $`M_1`$ and $`M_2`$ are the $`U(1)_Y`$ and $`SU(2)_L`$ gaugino masses, and $`\mathrm{tan}\beta =\varphi _u/\varphi _d`$. Since $`m_b/\varphi _u\mathrm{tan}\beta \theta ^{2.7}\mathrm{tan}\beta `$ (with $`m_b(m_t)2.9`$GeV ) in the following we will use the parameterization $`\mathrm{tan}\beta =\theta ^{x3}`$ that ranges between 90 and 1 for $`x`$ between 0 and 3. Keeping in mind that we are always neglecting coefficients of order unity, we can approximate $`\mathrm{cos}^2\beta =(1+\mathrm{tan}^2\beta )^1\theta ^{\mathrm{\hspace{0.25em}2}(3x)}`$. Taking also $`M_1M_\gamma `$, $`\mu M_2/M_Z^2\mathrm{sin}2\beta \mathrm{cos}\xi `$ and $`100`$GeV$`<M_2<`$ $`500`$GeV we obtain from (5)
$$m_\nu ^{\mathrm{tree}}\left[\theta ^{(5+x)}\mathrm{sin}\xi \right]^2\mathrm{eV}.$$
(6)
The magnitude of the tree-level neutrino mass as a function of $`\mathrm{log}_\theta \mathrm{sin}\xi H_{30}`$ for different values of $`x`$ (which in our notations parameterizes $`\mathrm{tan}\beta `$) is illustrated in fig. 1. The grey bands correspond to equation (5) with $`M_2`$ ranging between $`100`$GeV and $`500`$GeV, while the dashed lines correspond to the approximate expression (6). In general, two conditions have to be satisfied to ensure exact $`\mu _\alpha `$$`v_\alpha `$ alignment and $`m_\nu ^{\mathrm{tree}}=0`$ : 1) $`\mu _\alpha B_\alpha `$ and 2) $`\stackrel{~}{m}_{\alpha \beta }^2\mu _\beta =\stackrel{~}{m}^2\mu _\alpha `$, where $`B_\alpha `$ is the bilinear soft-breaking term coupling the $`H_\alpha `$ and $`\varphi _u`$ scalar components, and $`\stackrel{~}{m}_{\alpha \beta }^2`$ is the matrix of the soft scalar masses for the $`H_\alpha `$ fields.
In our case the goodness of the alignment between $`\mu _\alpha `$ and $`v_\alpha `$ is controlled by the horizontal symmetry, and in particular there is no need of assuming universality of the soft breaking terms to suppress $`m_\nu ^{\mathrm{tree}}`$ to an acceptable level. This is because the previous two conditions are automatically satisfied in an approximate way up to corrections of the order $`\theta ^{|H_{i0}|}`$, where the minimum charge difference between $`H_0`$ and the $`H_i`$ โleptonโ fields is responsible for the leading effects. Thus we can estimate
$$\mathrm{sin}\xi \theta ^{|H_{i0}|}=\theta ^{|n_in_0|}\frac{\mu _i}{\mu _0}.$$
(7)
Confronting (7) with (6) it follows that in order to ensure that $`m_\nu ^{\mathrm{tree}}`$ is parametrically suppressed below the eV scale we need
$$|n_in_0|>5+x(i=1,2,3).$$
(8)
## 3 Vanishing of the $`\lambda `$ and $`\lambda ^{}`$ couplings
As we have shown in the previous section, requiring a sufficient suppression of tree level neutrino mass with respect to the Higgsino mass implies that the charges $`H_i`$ should be much larger in absolute value than $`H_0`$. Then it follows that in the basis where the charges are well defined, the relations $`H_0\varphi _d`$ and $`h_{ij}^{l(d)}\lambda _{0ij}^{()}`$ are satisfied to a very good approximation. Let us introduce the parameterization
$$|n_in_0|(5+x)=\delta _i.$$
(9)
Without loss of generality, we can also assume $`n_1n_2n_3`$ which implies
$$m_\nu ^{\mathrm{tree}}\theta ^{\mathrm{\hspace{0.17em}2}\delta _3}\mathrm{eV}.$$
(10)
It is worth stressing that the parameter that controls the scaling of $`m_\nu ^{\mathrm{tree}}`$ with respect to changes in the values of the horizontal charges is $`\theta ^{\mathrm{\hspace{0.17em}2}}0.05`$, and thus neutrino masses are much more sensitive to the horizontal symmetry than the other fermion masses that scale with $`\theta `$. For example $`\delta _3=1`$ yields $`m_\nu ^{\mathrm{tree}}20`$eV in conflict with cosmological structure formation ; $`\delta _3=0`$ yields $`m_\nu ^{\mathrm{tree}}1`$eV which implies a sizeable amount of hot dark matter; however, as we will see, it also allows for non-vanishing $`\lambda `$ and $`\lambda ^{\prime \prime }`$ couplings; for $`\delta _3=1`$ all the trilinear R-parity violating couplings are forbidden, and at the same time $`m_\nu ^{\mathrm{tree}}5\times 10^2`$ eV (see Fig. 1) is in the correct range for a solution to the atmospheric neutrino problem ; finally, $`\delta _3=2`$ would suppress $`m_\nu ^{\mathrm{tree}}`$ too much to allow for such a solution.
Let us now write the down-quarks and lepton Yukawa matrices as
$`h_{jk}^d`$ $``$ $`\theta ^{H_0+Q_j+d_k}=\theta ^{Q_{j3}+d_{k3}+x},`$
$`h_{jk}^l`$ $``$ $`\theta ^{H_0+H_j+l_k}=\theta ^{H_{j3}+l_{k3}+x},`$ (11)
where $`x=H_0+Q_3+d_3=H_0+H_3+l_3`$ consistently with our parameterization of $`\mathrm{tan}\beta `$ and with the approximate equality between the bottom and tau masses at sufficiently high energies (which in particular allows for $`b`$$`\tau `$ Yukawa unification). The order of magnitude of the trilinear R-parity violating couplings is then:
$`\lambda _{ijk}^{}`$ $``$ $`\theta ^{n_in_0}h_{jk}^d\theta ^{Q_{j3}+d_{k3}(5+\delta _i)},`$
$`\lambda _{ijk}`$ $``$ $`\theta ^{n_in_0}h_{jk}^l\theta ^{H_{j3}+l_{k3}(5+\delta _i)}.`$ (12)
One can show that the phenomenological information on the charged fermion mass ratios and quark mixing angles
$`m_u:m_c:m_t`$ $``$ $`\theta ^{\mathrm{\hspace{0.17em}8}}:\theta ^{\mathrm{\hspace{0.17em}4}}:1,`$
$`m_d:m_s:m_b`$ $``$ $`\theta ^{\mathrm{\hspace{0.17em}4}}:\theta ^{\mathrm{\hspace{0.17em}2}}:1,`$
$`m_e:m_\mu :m_\tau `$ $``$ $`\theta ^{\mathrm{\hspace{0.17em}5}}:\theta ^{\mathrm{\hspace{0.17em}2}}:1,`$
$`V_{us}\theta ,`$ $`V_{cb}\theta ^{\mathrm{\hspace{0.17em}2}},`$ (13)
which gives rise to eight conditions on the fermion charges<sup>1</sup><sup>1</sup>1 Note that $`V_{ub}V_{us}V_{cb}\theta ^{\mathrm{\hspace{0.17em}3}}`$ is a prediction of the model (in agreement with the experimental measurements) and does not give additional constraints. can be re-expressed in terms of the following sets of eight charge differences
| model | $`Q_{13}`$ | $`Q_{23}`$ | $`d_{13}`$ | $`d_{23}`$ | $`u_{13}`$ | $`u_{23}`$ | model | $`H_{13}+l_{13}`$ | $`H_{23}+l_{23}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| MQ1: | 3 | 2 | 1 | 0 | 5 | 2 | ML1: | 5 | 2 |
| MQ2: | โ3 | 2 | 7 | 0 | 11 | 2 | ML2: | 9 | โ2 |
(14)
We will not repeat here the phenomenological analysis leading to these sets of charge differences, since this has been extensively discussed in the literature ; however, let us comment briefly on the different models listed in (14). The first set of charge differences labeled as MQ1 and ML1 corresponds the simplest solution where all the charges are fixed before supersymmetry breaking by the phenomenological conditions listed in (3). Note however, that the charge differences in the second row labeled as MQ2 and ML2 are also compatible with (3). This is due to the fact that in MQ2 and ML2 some entries in the mass matrices have negative values of the charges, and initially correspond to holomorphic zeroes. After canonical diagonalization of the field kinetic terms these zeroes are lifted to non-vanishing values which are the correct ones to reproduce the same pattern (3) of mass ratios and quark mixing angles . For example, with the restriction $`x3`$, the overall charge of the $`(1,2)`$ entry in the down quark mass matrix $`Q_{13}+d_{23}+x=3+x`$ is negative and implies $`h_{12}^d=0`$. However, after $`Q_i`$ and $`d_j`$ field redefinition this entry is lifted to to $`h_{12}^d\theta ^{x+3}`$ which yields the correct value of the Cabibbo mixing angle $`V_{us}\theta `$. Similarly, with the restriction $`x2,3`$ ML2 reproduces correctly the lepton mass ratios in (3).
Confronting now (3) with (14) we can conclude the following
* In MQ1, $`\delta _i0`$ is a sufficient condition to ensure that the overall charges of the $`\lambda ^{}`$ couplings are negative, implying that in the charge basis all these couplings are forbidden by holomorphy.
* In ML1, $`\delta _i1`$ is only a necessary condition to achieve $`\lambda _{ijk}=0`$. Since in the leptonic sector the single values of the charge differences that control the mixing angles are not known, we need more assumptions to make a definite statement about these couplings. Let us note that the values $`H_{12}=1,2`$ are always excluded since they would result in incorrect values of the $`m_e/m_\mu `$ mass ratio, while $`H_{12}=3`$ is allowed only for $`x=0`$. Therefore in the leptonic sector the condition $`n_i<0`$ forces the mixing between the first two generation neutrinos $`V_{e\mu }\theta ^{|H_{12}|}`$ to be either very strongly suppressed ($`<\theta ^3`$) or of order unity. The first case excludes the possibility of explaining the solar neutrino data through $`\nu _e`$-$`\nu _\mu `$ oscillations. The other possibility $`H_{12}=0`$ corresponds to $`\nu _e`$-$`\nu _\mu `$ mixing not suppressed by powers of $`\theta `$, and hence gives the possibility of implementing a large mixing angle solution for the solar neutrino problem. On the other hand, since a maximal $`\nu _\mu `$$`\nu _\tau `$ mixing is strongly supported by the atmospheric neutrino data, we will take $`H_{23}=0`$ as a phenomenological assumption. Then from eq. (3) it is easy to see that $`H_{23}=H_{12}=0`$ is enough to guarantee the vanishing of all the $`\lambda _{ijk}`$ couplings.
* In MQ2, $`Q_{23}+d_{13}=9`$ so that to eliminate the $`\lambda ^{}`$ couplings we would need $`\delta _i5`$. This results in a very large suppression of the tree level neutrino mass $`m_\nu ^{\mathrm{tree}}<10^7`$eV so that this case is not very interesting from the point of view of neutrino phenomenology. Insisting on $`\delta _i=1`$ results in $`\lambda _{i21}^{}\theta ^{\mathrm{\hspace{0.17em}3}}`$ and $`\lambda _{i31}^{}\theta `$ while all the others $`\lambda ^{}`$ couplings vanish. Apparently, this is not in conflict with the existing experimental limits. However, after $`Q_i`$ and $`d_i`$ field redefinition a tiny coupling $`\lambda _{i12}^{}\lambda _{i31}^{}\theta ^{|Q_{13}|+|d_{12}|}\theta ^{\mathrm{\hspace{0.17em}11}}`$ is generated. This is enough to conflict with the strong limit $`\lambda _{i21}^{}\lambda _{i12}^{}<\theta ^{\mathrm{\hspace{0.17em}15}}`$ from $`K`$$`\overline{K}`$ mixing . We conclude that in MQ2 either the neutrino masses are uninterestingly small, or the $`\lambda ^{}`$ conflicts with existing experimental limits <sup>2</sup><sup>2</sup>2As we will see in the next section, MQ2 with $`\delta _i=1`$ is also excluded by the requirement that the $`\lambda ^{\prime \prime }`$ couplings vanish..
* In ML2, once we set $`H_{23}=0`$ to allow for maximal $`\nu _\mu `$$`\nu _\tau `$ mixing, the lepton mass ratios (3) can be correctly reproduced only if $`H_{12}4`$, which would again exclude the possibility of explaining the solar neutrinos deficit through $`\nu _e`$$`\nu _\mu `$ oscillations.
In conclusion, we have shown that in the framework of models of Abelian horizontal symmetries, the phenomenological information on the charged fermion mass ratios and quark mixing angles listed in (3) and re-expressed in terms of the eight horizontal charge differences in (14), when complemented with the requirement that $`m_\nu ^{\mathrm{tree}}`$ is adequately suppressed below the eV scale ($`\delta _i1`$) hints at one self-consistent model (MQ1+ML1) where all the $`\lambda `$ and $`\lambda ^{}`$ couplings vanish. It is interesting to note that $`\delta _3=1`$ which yields $`m_\nu ^{\mathrm{tree}}\theta ^2`$ eV in the correct range required by the atmospheric neutrino problem is also the minimum value that ensures $`\lambda =0`$, $`\lambda ^{}=0`$ and, as we will see in the next section, $`\lambda ^{\prime \prime }=0`$.
## 4 Vanishing of the $`\lambda ^{\prime \prime }`$ couplings
Even if the trilinear lepton number violating couplings are absent in the basis where the horizontal charges are well defined, field rotation to the physical basis $`(\varphi _d,L_i)`$ will still induce tiny $`\delta \lambda `$ and $`\delta \lambda ^{}`$ terms. In general the couplings induced in this way remain safely small to satisfy most of the experimental constraints, however some combination of the $`\delta \lambda ^{}`$ with the B violating $`\lambda ^{\prime \prime }`$ couplings can endanger proton stability. In this section we will show that the additional theoretical constraints from cancellation of the mixed $`G_{SM}\times U(1)_H`$ anomalies, which are mandatory if $`U(1)_H`$ is a local symmetry, ensure that all the $`\lambda ^{\prime \prime }`$ charges are negative and that the couplings are forbidden by holomorphy.<sup>3</sup><sup>3</sup>3Here we assume that the $`U(1)_H`$ is anomalous, so that the anomaly cancellation is achieved via the Green-Schwarz mechanism . This is the only possibility consistent with the implicit assumption $`m_u0`$ made in (3) . A study of the non-anomalous case is presented in . Since for the $`\lambda ^{\prime \prime }`$ a change of basis or a field redefinition cannot lift any of the holomorphic zeroes, proton stability is not in jeopardy.
Let us introduce the notation $`n_Q=_iQ_i`$ for the sum of the charges of the quark doublets and let us write the charge of a generic $`\lambda _{ijk}^{\prime \prime }`$ coupling as
$$d_i+d_j+u_k=d_{i1}+d_{j2}+u_{k3}+(Q_1+d_1+H_0)+(Q_2+d_2+H_0)+\varphi _un_Q2n_0,$$
(15)
where we have used $`Q_3+u_3+\varphi _u=0`$ as implied by $`m_t\varphi _u`$. The consistency conditions for cancellation of the anomalies via the Green-Schwarz mechanism imply that the coefficients of the mixed $`SU(2)_L^2\times U(1)_H`$ and $`SU(3)_C^2\times U(1)_H`$ anomalies $`C_2=_\alpha H_\alpha +\varphi _u+3n_Q`$ and $`C_3=_i(2Q_i+d_i+u_i)`$ must be equal . This equality can be written as
$$\underset{\alpha =0}{\overset{3}{}}n_\alpha +3(n_Q\varphi _u)=3(6+xn_0)$$
(16)
where for $`C_2`$ on the left-hand side of (16) we have used $`_\alpha H_\alpha =_\alpha n_\alpha 4\varphi _u`$, and the expression for $`C_3`$ on the right-hand side can be easily derived from the charge differences given in (14) and holds for both MQ1 and MQ2.
Inserting in (15) the value of $`\varphi _un_Q`$ derived from the anomaly cancellation condition (16) and writing the explicit values of the $`m_d`$ and $`m_s`$ charges appearing inside the parentheses in (15) (respectively $`4+x`$ and $`2+x`$ ) we obtain
$$d_i+d_j+u_k=d_{i1}+d_{j2}+u_{k3}+(xn_0)+\frac{1}{3}\underset{\alpha =0}{\overset{3}{}}n_\alpha d_{i1}+d_{j2}+u_{k3}5\frac{1}{3},$$
(17)
where in the last step we have used $`n_0=1`$ and $`n_1n_2n_3(6+x)`$ as suggested by the analysis in the previous sections. Now it is straightforward to verify that the charge differences in (14) imply $`d_{i1}+d_{j2}0`$ both in MQ1 and MQ2 (remember that $`ij`$ because of the antisymmetry of the $`\lambda ^{\prime \prime }`$) and $`u_{k3}5`$ (MQ1), $`u_{k3}11`$ (MQ2). The values that saturate these relations are the most conservative ones. Therefore in MQ1 $`d_i+d_j+u_k<0`$ for all values of the indices and independently of $`\mathrm{tan}\beta `$, thus ensuring the vanishing of all the $`\lambda ^{\prime \prime }`$ couplings, while in MQ2 some of the $`\lambda ^{\prime \prime }`$ do not vanish.
## 5 One loop neutrino masses
It has long been realized that loop effects may lead to radiative neutrino masses . In order to estimate the size of these effects in the present framework, first we need to evaluate the $`\delta \lambda `$ and $`\delta \lambda ^{}`$ terms induced by the rotation from the basis $`(H_0,H_i)`$ in which the charges are well defined to the basis $`(\varphi _d,L_i)`$ in which the Yukawa couplings are well defined. Given that $`H_0\varphi _d+_i\theta ^{|H_{i0}|}L_i`$ we obtain
$`(\delta \lambda ^{})_{ijk}`$ $``$ $`\theta ^{|H_{i0}|}h_{jk}^d\theta ^{\mathrm{\hspace{0.17em}5}+\delta _i+x}\theta ^{Q_{j3}+d_{k3}+x},`$ (18)
$`(\delta \lambda )_{ijk}`$ $``$ $`\theta ^{|H_{i0}|}h_{jk}^l\theta ^{\mathrm{\hspace{0.17em}5}+\delta _i+x}\theta ^{H_{j3}+l_{k3}+x}.`$ (19)
Once non-vanishing $`\lambda `$ and $`\lambda ^{}`$ couplings are generated, quark-squark and lepton-slepton loop diagrams will induce a mass for the two neutrinos that are massless at the tree level . An approximate expression for the leading one-loop contributions to the neutrino mass matrix reads
$$(m_\nu ^{\mathrm{loop}})_{ij}\frac{3(\delta \lambda ^{})_{ikl}(\delta \lambda ^{})_{jmn}}{8\pi ^2}\frac{(m^d)_{kn}(\stackrel{~}{M}_{LR}^{d^{\mathrm{\hspace{0.17em}2}}})_{lm}}{\stackrel{~}{m}^2}+\frac{(\delta \lambda )_{ikl}(\delta \lambda )_{jmn}}{8\pi ^2}\frac{(m^l)_{kn}(\stackrel{~}{M}_{LR}^{l^{\mathrm{\hspace{0.17em}2}}})_{lm}}{\stackrel{~}{m}^2}.$$
(20)
Here $`m^d`$ ($`m^l`$) is the $`d`$โquark (lepton) mass matrix, $`\stackrel{~}{M}_{LR}^{d(l)^{\mathrm{\hspace{0.17em}2}}}`$ is the leftโright sector in the mass-squared matrix for the $`\stackrel{~}{d}`$ ($`\stackrel{~}{l}`$) scalars, $`\stackrel{~}{m}`$ represents a slepton or squark mass, and the expression holds at leading order in $`\stackrel{~}{M}_{LR}^2/\stackrel{~}{m}^2`$. As was discussed in the largest loop contribution comes from quark-squark loops involving $`(m^d)_{32}(m^d)_{33}m_b`$ and $`(\stackrel{~}{M}_{LR}^{d^{\mathrm{\hspace{0.17em}2}}})_{32}(\stackrel{~}{M}_{LR}^{d^{\mathrm{\hspace{0.17em}2}}})_{33}\stackrel{~}{m}m_b`$, and gives a mass of the order
$$(m_\nu ^{\mathrm{loop}})_{ij}\frac{3}{8\pi ^2}\frac{m_b^2}{\stackrel{~}{m}}(\delta \lambda ^{})_{i33}(\delta \lambda ^{})_{j33}\theta ^{\delta _i+\delta _j+4x}\mathrm{eV},$$
(21)
where we have used $`3/(8\pi ^2)(m_b/\stackrel{~}{m})(m_b/1`$eV) $`\theta ^{10}`$ corresponding to $`\stackrel{~}{m}100`$GeV. We see that for $`\delta _2=\delta _3=1`$ (that allows for a $`\nu _\mu `$$`\nu _\tau `$ mixing angle without parametric suppression) we have two main possibilities: (i) $`x=0`$ ($`\mathrm{tan}\beta m_t/m_b`$) and $`m_\nu ^{\mathrm{loop}}m_\nu ^{\mathrm{tree}}\theta ^2`$ few $`10^2`$ eV. While this allows for a $`m_{\nu _\tau }^2m_{\nu _\mu }^2`$ difference in the correct range for the atmospheric neutrino problem, $`\nu _e`$$`\nu _\mu `$ oscillations do not solve the solar neutrino problem. Only for $`\stackrel{~}{m}>1`$TeV we obtain enough suppression and $`m_\nu ^{\mathrm{loop}}`$few $`10^3`$eV can fall in the correct range for the large mixing angle solutions to the solar neutrino problem. Of course, $`x=0`$ implies that the value of $`\mathrm{tan}\beta `$ is very large ($`>60`$) and therefore this case is phenomenologically disfavored . (ii) $`x=1`$ ($`\mathrm{tan}\beta 10`$-$`40`$) yields $`m_\nu ^{\mathrm{loop}}\theta ^610^4\mathrm{eV}`$ which besides fitting the atmospheric neutrino mass squared difference, also allows for the LOW or the quasi-vacuum solution to the solar neutrino problem. Finally $`x=2`$ ($`\mathrm{tan}\beta 5`$) would yield a too large suppression $`m_\nu ^{\mathrm{loop}}\theta ^{10}10^7\mathrm{eV}`$ to be interesting for the solar neutrinos.
In conclusion, our analysis results in the following set of fields charge differences and of $`n_\alpha =H_\alpha +\varphi _u`$ charge sums:
| $`Q_{13}`$ | $`Q_{23}`$ | $`d_{13}`$ | $`d_{23}`$ | $`u_{13}`$ | $`u_{23}`$ | $`H_{13}`$ | $`H_{23}`$ | $`l_{13}`$ | $`l_{23}`$ | $`n_i`$ | $`n_0`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 3 | 2 | 1 | 0 | 5 | 2 | 0 | 0 | 5 | 2 | $`8`$ | $`1`$ |
(22)
where we have used the value $`x=1`$ (corresponding to $`\mathrm{tan}\beta 10`$$`40`$) as suggested by the analysis of the loop effects. The corresponding structure of the charged fermion mass matrices is:
$$\frac{M^u}{\varphi _u}\left[\begin{array}{ccc}\theta ^8& \theta ^5& \theta ^3\\ \theta ^7& \theta ^4& \theta ^2\\ \theta ^5& \theta ^2& 1\end{array}\right],\frac{M^d}{\varphi _d}\theta \left[\begin{array}{ccc}\theta ^4& \theta ^3& \theta ^3\\ \theta ^3& \theta ^2& \theta ^2\\ \theta & 1& 1\end{array}\right],\frac{M^l}{\varphi _d}\theta \left[\begin{array}{ccc}\theta ^5& \theta ^2& 1\\ \theta ^5& \theta ^2& 1\\ \theta ^5& \theta ^2& 1\end{array}\right].$$
In the Appendix we will derive the individual charges of an anomaly free model that reproduces these results.
## 6 Inputs versus Predictions
Models based on a single $`U(1)_H`$ Abelian factor are completely specified in terms of the horizontal charges of the SM fields. There are five charges for each fermion family plus two charges for the Higgs doublets, for a total of 17 charges that a priori can be considered as free parameters (the charge of the $`U(1)_H`$ breaking parameter $`\theta `$ is just a normalization factor). The individual value of these charges is determined by a set of phenomenological and theoretical conditions. To some extent it is a matter of taste what is taken as an input condition, and what is derived as a model prediction. However it is important to understand to what extent the model has a predictive power, and to what extent it just has enough freedom to fit the experimental data. The purpose of this section is to clarify this issue.
The six mass ratios plus two CKM mixing angles listed in (3) provide the first eight constraints on the fermion charges. There are two additional constraints from the absolute values of the masses of the third generation fermions, corresponding to a top mass unsuppressed with respect to the electroweak scale and to the approximate equality between the $`b`$ and $`\tau `$ masses at high energy
$`m_t\varphi _u`$ $``$ $`Q_3+u_3+\varphi _u=0`$ (23)
$`m_bm_\tau `$ $``$ $`xQ_3+d_3+H_0=H_3+l_3+H_0.`$
In this paper we have also assumed that the supersymmetric $`\mu `$ problem is solved by the horizontal symmetry and we have taken the phenomenologically preferred value of the charge of the $`\mu `$ term
$$n_0=H_0+\varphi _u=1$$
(24)
as an additional input. If we assume that $`U(1)_H`$ is a gauge symmetry, then additional constraints arise from the requirement of cancellation of the mixed $`G_{SM}\times U(1)_H`$ anomalies. The vanishing of the coefficient of the $`U(1)_Y\times U(1)_H^2`$ anomaly quadratic in the horizontal charges
$$C^{(2)}=\varphi _u^2\underset{\alpha }{}H_\alpha ^2+\underset{i}{}\left[Q_i^22u_i^2+d_i^2+\mathrm{}_i^2\right]$$
(25)
gives a first condition. If, as we are assuming here, the non-vanishing mixed anomalies linear in the horizontal charges are canceled through the Green-Schwarz mechanism by a $`U(1)_H`$ gauge shift of an axion field $`\eta (x)\eta (x)\xi (x)\delta _{GS}`$ the following consistency condition must be also satisfied
$$C_3=C_2=\frac{C_1}{k_1}=\delta _{GS},$$
(26)
where $`C_1=\varphi _u+_\alpha H_\alpha +\frac{1}{3}_i[Q_i+8u_i+2d_i3l_i]`$ is the coefficient of the mixed $`U(1)_Y^2\times U(1)_H`$ anomaly, and $`C_2`$ and $`C_3`$ have been defined before eq.(16). While the first equality in (26) represents an additional constrain on the horizontal charges, the second condition depends on the hypercharge normalization factor $`k_1`$ that, since we are not postulating any GUT symmetry, must be considered as a new arbitrary parameter. When written explicitly in terms of horizontal charges, eq. (26) yields the following interesting relation :
$$n_0+\eta _l\eta _d=(k_1\frac{5}{3})\delta _{GS}/2,$$
(27)
where we have introduced the notation $`\eta _d_i(Q_i+d_i+H_0)\mathrm{log}_\theta (detM^d/\varphi _d)`$ and $`\eta _l`$ is defined in a similar way. From the fermion mass ratios in (3) we obtain $`\eta _l\eta _d=1`$ that, together with the assumption (24) implies $`k_1=5/3`$. Therefore, while the second equality in (27) does not provide additional constraints on the horizontal charges, it predicts gauge coupling unification for the canonical value $`\mathrm{sin}^2\theta _W=3/8`$. Of course, we could have equivalently taken the running of the gauge couplings in the MSSM as a good reason to assume canonical gauge couplings unification , then $`n_0=1`$ would have resulted as a theoretical prediction. In summary, the 17 horizontal charges are constrained by eleven phenomenological conditions (including $`n_0=1`$) and by two theoretical conditions from anomaly cancellation. This leaves us with four free parameters, and we can chose them to be the charges $`n_i`$ ($`i=1,2,3`$) of the bilinear terms $`\mu _i`$, and $`x=Q_3+d_3+H_0`$ that fixes the value of $`\mathrm{tan}\beta `$. The expressions of the horizontal charges for all the SM fields as a function of these four parameters is given in the Appendix.
The main predictions of the model is the vanishing of all the trilinear R-parity violating couplings in the charge basis, as well as $`x=1`$ that corresponds to $`\mathrm{tan}\beta `$ in the range $`10`$$`40`$. In what concerns the pattern of neutrino mixings, our model is most naturally realized with no parametric suppression of the mixing angles, in agreement with the solar and atmospheric neutrino observations, and in sharp contrast with the pattern of mixings in the quark sector. The exact values of the mixings depend on the unknown coefficients of order unity, which are not determined by the Abelian symmetry. Finally, the absence of parametric suppression also applies to the mixing angle which is restricted by reactor neutrino experiments , whose small value in the present framework can only arise from a conspiracy between the unknown coefficients of order unity.
## 7 Conclusions
We have studied extensions of supersymmetric models without R-parity which include an anomalous horizontal symmetry. We have assumed that all the bilinear superpotential terms coupling the up-type Higgs doublet with the four hypercharge $`1/2`$ doublets carry negative horizontal charges, and hence are forbidden by holomorphy. We have constrained the value of these charges by several theoretical and phenomenological requirements, such as having an acceptable Higgsino mass ($`\mu `$ problem) and neutrino masses suppressed below the electron-volt scale, as suggested by present neutrino data. We have found that under these conditions all the trilinear R-parity violating superpotential couplings vanish, yielding a consistent model which is defined by the charge differences in (22), where lepton number is mildly violated only by small bilinear terms. The model allows for neutrino masses in the correct ranges suggested by the atmospheric neutrino problem and by the LOW and quasi-vacuum solutions to the solar neutrino problem. However, no precise theoretical information can be obtained about the neutrino mixing angles except for the fact that, unlike the quark mixings, there is no parametric suppression of their values and thus they can be naturally large.
## Acknowledgements
We thank J. Ferrandis for discussions. E. N. acknowledges the IFIC-CSIC of the University of Valรจncia where most of this work was carried out for the pleasant hospitality and for financial support. This work was supported by DGICYT grant PB98-0693 and by the EEC under the TMR contract ERBFMRX-CT96-0090. J.M.M and D.A.R are supported by COLCIENCIAS
## Appendix A Appendix
In this Appendix we derive the general expressions for the individual field charges satisfying the set of 13 phenomenological and theoretical constraints corresponding to the six mass ratios for the quarks and the charged leptons plus the two quark mixing angles listed in (3); the two relations provided by the absolute value of the masses of the third generation fermions given in (23); one phenomenological assumption about the charge of the $`\mu `$ term (24); one theoretical constraint corresponding to the consistency conditions (26) for the coefficients of the mixed linear anomalies (the second constraint fixes $`k_1=5/3`$) and one additional constraint from the vanishing of the mixed anomaly quadratic in the horizontal charges (25). As discussed in section 6, this leaves us with four free parameters that we choose to be $`n_i`$ ($`i=1,2,3`$) and $`x`$. We obtain
$`Q_3`$ $`=`$ $`{\displaystyle \frac{1}{15\left(7+x\right)}}[18045x3x^2+Q_{13}(41+5x)7L_{23}+L_{23}^2`$ (A.1)
$`+n_1(2+x+L_{23})+n_2(9+xL_{23})+n_3(9+x)],`$
$`H_3`$ $`=`$ $`{\displaystyle \frac{1}{15\left(7+x\right)}}[20+50x+6x^2+18Q_{13}21L_{23}+3L_{23}^2`$ (A.2)
$`n_1(29+2x3L_{23})n_2(8+2x+3L_{23})+n_3(97+13x)],`$
where $`L_{23}=H_{23}+l_{23}`$ and $`Q_{13}`$ parametrize the two different possibilities for the quark and lepton charge differences given in (14). In terms of $`Q_3`$ and $`H_3`$ and of our four free parameters we have
$$\begin{array}{ccc}\varphi _u\hfill & =\hfill & n_3H_3\hfill \\ H_0\hfill & =\hfill & 1+\varphi _u\hfill \end{array}\begin{array}{ccc}u_3\hfill & =\hfill & Q_3\varphi _u\hfill \\ d_3\hfill & =\hfill & Q_3+xH_0\hfill \\ l_3\hfill & =\hfill & H_3+xH_0\hfill \end{array}$$
(A.3)
and from these all the other individual charges can be straightforwardly determined from the charge differences in eq. (14). The solution for the charges in model MQ1+ML1 for the preferred values $`n_1=n_2=n_3=8`$ and $`x=1`$ is given in Table 1.
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# The optical polarization of spiral galaxies
## 1 Introduction
The central discs of spiral galaxies are known to contain substantial quantities of dust, molecules and free electrons. The scattering of light from stars, which are largely confined to the disc and the bulge, by these dust particles, molecules and electrons can broadly explain the observed optical intensity and polarization of spiral galaxies.
Maps of optical intensity of a large number of spiral galaxies have been obtained observationally, and polarization maps for a smaller number. Several galaxies have been more or less successfully modelled for their intensity and polarization by Monte Carlo simulations (\[Wood 1997\]), a technique suited to the optically thick regime. Such studies have yielded more information about the dust content of spiral galaxies (\[Byun et al.1994\]), and in some cases have indicated the presence and strength of magnetic fields (\[Draper et al.1995\] , \[Scarrott et al. 1996\]). Whether the galaxies are optically thin, or optically thick has a crucial bearing on our understanding of galactic evolution (\[Calzetti & Heckman1999\]) and star formation. Similarly, the detection of magnetic fields would have considerable importance for our understanding of galactic evolution. Clearly absorption by dust particles and gas will produce an attenuation of light, and hence a decrease in the apparent brightness of galaxies. For this reason such calculations have a practical bearing on distance estimation of galaxies.
Monte Carlo simulations undoubtedly provide a powerful technique for understanding the physical processes taking place in the galaxy, but often, because of their dependence of a specific choice of geometries and parameter values, can obscure certain fundamental properties and relationships that might be obtained through a simple analytic approach.
In this paper we assume that the distribution of scatterers is optically thin. This assumption allows one to obtain a number of interesting analytic results for cases where the distribution of scatterers and of stars is symmetric, and yields fairly simple expressions for the unpolarized and polarized intensity and flux for the more general case in terms of simple integrals. In the case of many spiral galaxies the assumption of optical thinness is probably not unreasonable (\[Xilouris et al.1999\]) , (\[Byun et al.1994\]) but even in those cases where it is not expected to hold, the optically thin results can often give a qualitative picture of what is happening. It is also possible to give a semi-analytic treatment of the the case where the galaxy is optically thick in absorption, but optically thin in scattering. This we shall deal with in a future paper. If the spiral galaxy is considered to have a rotational axis of symmetry we expect the direction of polarization to be along (or possible perpendicular to) direction of axis of symmetry projected perpendicularly to the line of sight. (Of course this axis of symmetry would be broken by the presence of spiral arms, but even so would be approximately valid.) It has been emphasised (\[Audit & Simmons1999\]) that this orientation of the total integrated light polarization of galaxies could play and important role in studies of the distribution of dark matter from weak lensing, which has the effect of changing the orientation of the semi-major axis of the elliptical isophotes of the galaxy, but leaves the direction of polarization unchanged. The difference between the direction of the image semi-major axis, and the polarization direction thus gives and indication of the strength of the lensing. This potentially would considerably reduce the uncertainty in inferring the mass distribution with in the lens compared with the usual weak lensing studies, which take the orientation of the source galaxy as unknown. We show in this paper that in this symmetric and optically thin case for the case of Thomson and Rayleigh scattering obeys a $`\mathrm{sin}^2i`$ law, where $`i`$ is the inclination of the axis of symmetry to the line of sight. This generalizes the well known result for Thomson scattering for point light sources sources \[Brown et al. 1977\], \[Simmons1982\], and for spherical extended sources \[Cassinelli et al. 1986\] derived in the stellar context. We further show that even for other more realistic scattering phase functions this law approximately holds for typical galaxy models, generalising the results of \[Simmons1983\].
The structure of paper is as follows. In section 2 we introduce a widely accepted parametric model for spiral galaxies. In section 3 we give the basic definitions of Stokes intensities and fluxes and set down the equations of radiative transfer for the Stokes intensities, and specialise these to the case where the source of light is provided by a distribution of stars. In section 4 we discuss the optically thin case, and derive expressions for the Stokes intensities and fluxes for Rayleigh and more general scattering mechanisms, and compare the polarization maps with those obtained by Monte Carlo techniques. We go on to outline a general and very powerful method for treating the optically thin case for general scattering mechanisms that makes use of spherical harmonics and their properties under the rotation group. Finally we present our conclusions in section 5.
## 2 Model galaxies
In this section we outline the model which we have adopted for spiral galaxies. The galaxies are taken to be composed of a disc and bulge, which contain stars and scattering dust and particles. We take the distribution of stars \[Jaffe 1983\] in the bulge to be given by
$$\rho _b(r)=\rho _b^o\frac{1}{(r/r_b)^2(1+r/r_b)^2}$$
(1)
where $`r`$ is the distance to the galactic centre and $`r_b`$ is a characteristic radius. Following other studies (\[Bianchi et al. 1996\], \[Wood & Jones 1997\]) we use a value of $`r_b=1.0kpc`$. We have also, for numerical reasons, applied a cut-off of the bulge distribution at a distance of $`2.5kpc`$.
The distribution of the stars in the disk is given by:
$$\rho _d(R,Z)=\rho _d^oexp(R/R_d)exp(Z/Z_d),$$
(2)
where $`R`$ is the distance to the axis of symmetry of the galaxy and $`Z`$ the distance to the galactic plane. The typical scale length for the disc is taken to be $`R_d=4kpc`$ with a cut-off at $`20kpc`$. The typical thickness is $`Z_d=0.5kpc`$ with a cut-off at $`2.5kpc`$.
The distribution of the scattering particles (dust or electrons) is also taken to be of the same form as equation (2), i.e.
$$n(R,Z)=n_0exp(R/R_g)exp(Z/Z_g)$$
(3)
The dust disc is assumed to have the same radial extend as the stellar disc (i.e. $`R_g=R_d=4kpc`$, with a $`20kpc`$ cut-off), but to be thinner: $`Z_g=0.25kpc`$ with a cut-off at $`1.25kpc`$. The total content of dust is normalized by stipulating that the total optical depth of the galaxy along its axis of symmetry. With the form given by equation 3, this is given by $`\tau =Z_gn_0\sigma `$, where $`\sigma `$ is the total scattering cross section. In our numerical models we shall take $`\tau =0.05`$. Since we are in the optically thin approximation, results for other optical depths can be obtained with a linear scaling.
## 3 Equation of radiative transfer for the Stokes parameters
In this section we set down the equations of radiative transfer, and apply them to our model spiral galaxy. We are essentially interested in the (asymptotic) Stokes intensities and the polarized and unpolarized fluxes as measured by a terrestrial observer.
The brightness, and the degree of linear and circular polarization of a radiation field is be described by the Stokes intensities, denoted by $`I,Q,U,V`$. $`I`$ is the unpolarized intensity, $`Q`$ the difference in intensity measured by a polaroid aligned in two perpendicular directions, say $`x`$ and $`y`$, $`U`$ the difference in intensity measured in two perpendicular direction at $`45^0`$ to the $`x`$ and $`y`$ axis, and $`V`$ the circular polarization. $`I,Q,U,V`$ are each functions of position, $`๐ซ`$, and direction $`๐ง`$. For convenience we sometimes use the notation $`I_1=I`$, $`I_2=Q`$, $`I_3=U`$, and $`I_4=V`$, and introduce the โvectorโ, $`๐=(I_1,I_2,I_3,I_4)^T`$ for the Stokes intensities. The vectorial Stokes fluxes are defined as the integrated intensities, viz.
$$๐
_i=_{4\pi }I_i๐ง^{}๐\mathrm{\Omega }_๐ง^{}.$$
(4)
The flux, corresponding to polarization state $`i`$, across a surface oriented in direction $`๐ง`$ will then be $`๐ง๐
_i`$. We shall be interested in the flux across a surface in the direction of the observer. This is a scalar quantity. We shall sometimes use the obvious notation $`F_1=F_I`$, $`F_2=F_Q`$, $`F_3=F_U`$, and $`F_4=F_V`$, and $`๐
=(F_1,F_2,F_3,F_4)^T`$ . To simplify notation, we shall implicitly assume that the Stokes intensities can depend on wavelength rather than use a lambda subscript. The degree of linear polarization is given by $`\sqrt{F_Q^2+F_U^2}/F_I`$, and the position angle of the polarization by $`1/2\text{arctan}F_Q/F_U`$.
The direct source of light is supplied by the stars, and this light is scattered by electrons, or absorbed, scattered or emitted by molecules and dust. Emission from galactic clouds could easily be incorporated into the analysis, as can absorption, but for simplicity we ignore these. We assume that the starlight is unpolarized, although this too could be included in the present formalism. Throughout this paper we take the galaxy to be optically thin. This assumption appears to the valid for most spiral galaxies \[Xilouris et al.1999\],\[Bosma et al. 1992\], although in some cases might break down \[Scarrott et al. 1996\].
Optically thick cases have previously been treated using Monte Carlo techniques \[Bianchi et al. 1996\], \[Wood & Jones 1997\], but the purpose of this paper is to treat the simplified, though realistic, problem by the simplest techniques. The case where the scatterers are electrons or Rayleigh scatterers is largely amenable to simple analytic treatment. In all our calculations we assume, fairly realistically, that the stars are unpolarized sources. Usually we take a model in which both stars and dust are continuously distributed with rotational symmetry about an axis of symmetry of the galaxy.
The equation of radiative transfer in its full generality may be written
$$\frac{1}{c}\frac{๐(๐ซ,๐ง,t)}{t}+๐ง.๐(๐ซ,๐ง,t)=๐(๐ซ,๐ง,t)๐(๐ซ,๐ง,t).$$
(5)
Equation (5) is of course a set of four partial differential equations for the four Stokes intensities $`I,Q,U,V`$. We consider only time independent solutions, and thus all quantities will be taken to be independent of $`t`$. $`๐(๐ซ,๐ง)`$ is the energy of the corresponding polarization state scattered or emitted into direction $`๐ง`$ per steradian per unit time per unit volume, and $`๐(๐ซ,๐ง)`$ is the corresponding energy removed per steradian per unit time per unit volume at position $`๐ซ`$. Generally $`๐(๐ซ,๐ง)`$ will be linear in $`๐(๐ซ,๐ง)`$. It is convenient to write
$$๐(๐ซ,๐ง)=๐_{\mathrm{stars}}(๐ซ,๐ง)+๐_{\mathrm{emiss}}(๐ซ,๐ง)+๐_{\mathrm{scatt}}(๐ซ,๐ง)$$
(6)
where $`๐_{\mathrm{stars}}(๐ซ,๐ง)`$ is the contribution from stellar light sources, which we would expect to be isotropic (i.e. independent of $`๐ง`$). $`๐_{\mathrm{emiss}}(๐ซ,๐ง)`$ is the contribution from emission processes. Stimulated emission would depend linearly on $`๐(๐ซ,๐ง)`$ (such a term is easily incorporated into the following analysis by simple incorporating it in the term $`๐(๐ซ,๐ง)`$). Thermal emission should be isotropic and thus can be incorporated into the stellar term. Here however we shall for simplicity ignore $`๐_{\mathrm{emiss}}(๐ซ,๐ง)`$. $`๐_{\mathrm{scatt}}(๐ซ,๐ง)`$ is the contribution from scattering.
If we consider a mean stellar luminosity of $`L`$, and a stellar number density denoted by $`\rho (๐ซ)`$, then, for unpolarized sources $`๐_{\mathrm{stars}}(๐ซ,๐ง)=(\rho (๐ซ)L/4\pi ,0,0,0).`$ Photons will be scattered from all directions into the direction $`๐ง`$, and so $`๐_{\mathrm{scatt}}(๐ซ,๐ง)`$ will depend on the value of the intensity in every direction, $`๐ง^{}`$, at $`๐ซ`$. Thus we are dealing with an integro-differential equation, which can, except for exceptional cases, only be solved numerically. It is natural to consider the solution of equation (5) along rays (characteristics). The parametric equation for the ray passing through some arbitrary point with radius vector $`๐ซ_0`$ is $`๐ซ=๐ซ_0+s๐ง`$, where $`s`$ is the distance of $`๐ซ`$ from $`๐ซ_0`$ along the ray. Introducing the notation $`๐ซ^{}=๐ซ_0+s^{}๐ง`$, equation (5) now takes the form
$$\frac{๐(๐ซ^{},๐ง)}{s}=๐(๐ซ^{},๐ง)๐(๐ซ^{},๐ง),$$
(7)
which has the formal solution
$$๐(๐ซ,๐ง)=๐(๐ซ_0t๐ง,๐ง)+_t^s๐(๐ซ^{},๐ง)๐(๐ซ^{},๐ง)ds^{},$$
(8)
where $`t`$ is the parameter value at the initial point of integration along the characteristic. Allowing $`t\mathrm{}`$, and using the boundary condition $`๐(๐ซ_0t๐ง,๐ง)\mathrm{๐}`$ as $`t\mathrm{}`$, equation (8) becomes
$$๐(๐ซ,๐ง)=_{\mathrm{}}^s๐_{\mathrm{stars}}(๐ซ^{},๐ง)๐s^{}+_{\mathrm{}}^s๐_{\mathrm{scatt}}(๐ซ^{},๐ง)๐(๐ซ^{},๐ง)ds^{}.$$
(9)
The term $`๐`$, the extinction, is simply given by $`๐(๐ซ,๐ง)=n(๐ซ)\sigma ๐(๐ซ,๐ง)`$, where $`\sigma `$ is the scattering cross section and $`n(๐ซ)`$ the number density of scatterers. $`๐_{\mathrm{scatt}}`$ is more complicated, since it involves an integral of the Stokes intensities over all incoming directions, $`๐ง^{}`$. Moreover, the scattering plane for photons scattered into the line of sight $`๐ง`$ varies with the incident direction, and so the total contribution has to be obtained from an appropriate rotation to some reference plane. Thus consider an incoming photon from direction $`๐ง^{}`$ that is scattered by an electron or dust particle at position $`๐ซ`$ into the direction $`๐ง`$ (see figure 1) . $`๐ง`$ and $`๐ง^{}`$ define the scattering plane, the normal to which is given by the vector $`๐ง\times ๐ง^{}`$. It is natural to define a right handed orthonormal basis $`\{๐ฅ^{},๐ฆ^{},๐ง^{}\}`$ associated with the incoming photon, where $`๐ฅ^{}=๐ง\times ๐ง^{}/|๐ง\times ๐ง^{}|`$ is the unit normal to the scattering plane and $`๐ฆ^{}=๐ง^{}\times ๐ฅ^{}.`$ The right hand basis $`\{๐ฅ,๐ฆ,๐ง\}`$, where $`๐ฅ=๐ฅ^{}`$ and $`๐ฆ=๐ง\times ๐ฅ`$ is associated with the scattered photon.
We denote by $`๐^{}`$ the Stokes parameters for incoming photons measured in the frame $`\{๐ฅ^{},๐ฆ^{},๐ง^{}\}`$ . Incoming photons in solid angle $`d\mathrm{\Omega }_๐ง^{}`$ scattered into direction $`๐ง`$ give a contribution, $`d๐(๐ซ,๐ง)`$, per unit volume to the scattered intensities in frame $`\{๐ฅ,๐ฆ,๐ง\}`$ given by $`d๐=\sigma n(๐ซ)\mathrm{SS}(๐ง,๐ง^{})๐^{}(๐ซ,๐ง^{})d\mathrm{\Omega }_๐ง^{}.`$ This defines the scattering phase function $`\mathrm{SS}(๐ง,๐ง^{})`$. To integrate the different contributions to the scattered intensities from different incoming rays, we need to express all the scattered Stokes intensities in the same fixed reference frame. We take this fixed frame to be the observerโs frame $`\{๐_x,๐_y,๐_z\}`$, which is chosen such that $`๐_z`$ is the direction from the galaxy to the observer, $`๐_x`$ lies in the plane of the axis of symmetry of the galaxy and the line of sight, and $`๐_y`$ completes the right hand basis. Since in this context we are only interested in photons scattered towards the observer, we may without loss of generality put $`๐ง=๐_z`$. Thus in order to sum the contributions from different beams we need to rotate from basis $`\{๐ฅ,๐ฆ,๐ง\}`$ to $`\{๐_x,๐_y,๐_z\}`$, that is through and angle $`\stackrel{~}{\varphi }`$ given by $`\mathrm{cos}\stackrel{~}{\varphi }=๐_y๐ฆ.`$ Under such rotations the Stokes parameters transform as
$$\stackrel{~}{๐}=๐(\stackrel{~}{\varphi })๐$$
(10)
where
$$๐=\left(\begin{array}{cccc}1& 0& 0& 0\\ 0& \mathrm{cos}2\stackrel{~}{\varphi }& \mathrm{sin}2\stackrel{~}{\varphi }& 0\\ 0& \mathrm{sin}2\stackrel{~}{\varphi }& \mathrm{cos}2\stackrel{~}{\varphi }& 0\\ 0& 0& 0& 1\end{array}\right).$$
(11)
Thus equation(8) becomes
$$\begin{array}{c}\hfill ๐(๐ซ,๐ง)=๐_0(๐ซ,๐ง)+\sigma _{\mathrm{}}^s๐s^{}n(๐ซ^{})_{4\pi }๐(\stackrel{~}{\varphi })\mathrm{SS}(๐ง,๐ง^{})๐(๐ซ^{},๐ง^{})๐\mathrm{\Omega }_๐ง^{}\\ \hfill _0^sn(๐ซ^{})\sigma ๐(๐ซ^{},๐ง)๐s^{},\end{array}$$
(12)
where $`๐_0(๐ซ,๐ง)=_{\mathrm{}}^s๐_{\mathrm{stars}}(๐ซ^{},๐ง)๐s^{}`$ is the intensity at $`๐ซ`$ in the direction $`๐ง`$ (i.e.when no scattering or absorption is present). (Any cylindrical distribution, $`\rho (R,z)`$, of stars, which we assume also radiate unpolarized radiation, must necessarily give rise to a source field, $`๐_0(๐ซ,๐ง)`$, that is cylindrically symmetric and unpolarized.) We may easily express the source intensities in terms of $`\rho (R,z)`$. Indeed, from figure 2 it can be seen that
$$๐_0(๐ซ,๐ง)=\frac{L}{4\pi }(_0^{\mathrm{}}\rho (๐ซs๐ง)๐s,0,0,0).$$
(13)
It is convenient to introduce the normalised stellar density,
$$\stackrel{~}{\rho }=\frac{\rho }{\rho d^3๐ซ}.$$
(14)
Equation 13 can then be written
$$๐_0(๐ซ,๐ง)=\frac{L_G}{4\pi }(_0^{\mathrm{}}\stackrel{~}{\rho }(๐ซs๐ง)๐s,0,0,0),$$
(15)
where $`L_G`$ is the galaxyโs luminosity. Let us define the normalised source intensity
$$\mathrm{\Sigma }(๐ซ,๐ง)=\frac{4\pi }{L_G}๐_0(๐ซ,๐ง).$$
(16)
$`\mathrm{\Sigma }(๐ซ,๐ง)`$ is essentially a stellar surface density.
We shall consider several scattering mechanisms. For Thomson scattering by electrons the scattering phase function $`\mathrm{SS}`$ takes the form
$$\mathrm{SS}=\frac{3}{16\pi }\left(\begin{array}{cccc}1+\mathrm{cos}^2\chi & \mathrm{sin}^2\chi & 0& 0\\ \mathrm{sin}^2\chi & 1+\mathrm{cos}^2\chi & 0& 0\\ 0& 0& 2\mathrm{cos}\chi & 0\\ 0& 0& 0& 2\mathrm{cos}\chi \end{array}\right)$$
(17)
In the case of Rayleigh scattering (molecules and small dust particles) the form of the scattering phase function is the same. However the total scattering cross section behaves as $`\sigma \lambda ^4`$.
In many numerical simulations the HenyeyโGreenstein form for scattering is used as an approximation to a typical mix of galactic dust particles.
In this case the scattering matrix takes the form
$$๐_{hg}=\frac{1}{4\pi }\left(\begin{array}{cccc}P_1& P_2& 0& 0\\ P_2& P_1& 0& 0\\ 0& 0& P_3& P_4\\ 0& 0& P_4& P_3\end{array}\right).$$
(18)
where
$$P_1=\frac{1g^2}{(1+g^22gc_\chi )^{3/2}}$$
and $`P_2`$ is given by
$$\frac{P_2}{P_1}=p_{max}\frac{1c_\chi ^2}{1+c_\chi ^2}$$
$`P_3`$ and $`P_4`$ are irrelevant for our study, since we are only concerned with unpolarized incident light. The single parameter $`g`$, which represents the mean value of the cosine of the scattering angle, determines how peaked in the forward direction the scattering is. $`p_{max}`$ is the peak polarization (i.e. the polarization at $`90^o`$). For the scattering of optical light on dust, $`g`$ and $`p_{max}`$ are both of the order of $`0.5`$ \[White 1979\]. We use these values in all our numerical calculations. Throughout, we have assumed that there is no absorption and that attenuation is purely due to scattering, corresponding to the case of albedo 1.
## 4 The optically thin approximation
If the galaxy is optically thin, in the sense that $`n\sigma ๐l`$ through the galaxy is less than one in all directions, then the first term on the right hand side of equation (12) will dominate. The optically thin approximation is obtained from first order iteration, in which $`๐(๐ซ,๐ง^{})`$ in the integral over solid angles in the second term, and $`๐_0(๐ซ,๐ง^{})`$ in the third term are replaced by and $`๐_0(๐ซ,๐ง^{})`$ and $`๐_0(๐ซ,๐ง)`$ respectively. Let us introduce the notation $`d\tau _z=\sigma n(๐ซ)dz.`$ Thus in the optically thin approximation the asymptotic Stokes intensities in the direction of the observer, $`๐(x,y,\mathrm{},๐_z)`$, are given by
$$\begin{array}{c}\hfill ๐(x,y,\mathrm{},๐_z)=๐_0(x,y,\mathrm{},๐_z)+_0^{\tau (x,y)}๐\tau _z_{4\pi }๐(\stackrel{~}{\varphi })\mathrm{SS}(๐_z,๐ง^{})๐_0(๐ซ,๐ง^{})๐\mathrm{\Omega }_๐ง^{}\\ \hfill _0^{\tau (x,y)}๐_0(๐ซ,๐_z)๐\tau _z.\end{array}$$
(19)
where $`\tau (x,y)`$ is the optical depth through the galaxy at the field point $`(x,y).`$
Writing equation (4) in component form, and introducing the elements $`s_{ij}`$ of the scattering phase function, $`\mathrm{SS}`$, we obtain
$$\begin{array}{c}\hfill I(x,y,\mathrm{},๐_z)=I_0(x,y,\mathrm{})+_0^{\tau (x,y)}๐\tau _z_{4\pi }s_{11}(๐ง,๐ง^{})I_0(๐ซ,๐ง^{})๐\mathrm{\Omega }_๐ง^{}\\ \hfill _0^{\tau (x,y)}I_0(๐ซ,๐_z)๐\tau _z\end{array}$$
(20)
$$Q(x,y,\mathrm{},๐_z)=๐\tau _z_{4\pi }๐\mathrm{\Omega }_๐ง^{}I_0(๐ซ,๐ง^{})(s_{21}(๐ง,๐ง^{})\mathrm{cos}2\stackrel{~}{\varphi }s_{31}(๐ง,๐ง^{})\mathrm{sin}2\stackrel{~}{\varphi })$$
(21)
$$U(x,y,\mathrm{},๐_z)=๐\tau _z_{4\pi }๐\mathrm{\Omega }_๐ง^{}I_0(๐ซ,๐ง^{})(s_{21}(๐ง,๐ง^{})\mathrm{sin}2\stackrel{~}{\varphi }+s_{31}(๐ง,๐ง^{})\mathrm{cos}2\stackrel{~}{\varphi })$$
(22)
and
$$V(x,y,\mathrm{},๐_z)=๐\tau _z_{4\pi }๐\mathrm{\Omega }_๐ง^{}I_0(๐ซ,๐ง^{})s_{41}(๐ง,๐ง^{})$$
(23)
where $`I_0`$ is given in terms of the stellar number density by equation (13). Introducing the notation
$$W=Q+iU$$
(24)
we obtain
$$W(x,y,\mathrm{},๐_z)=d\tau _z_{4\pi }d\mathrm{\Omega }_๐ง^{}I_0(๐ซ,๐ง^{})\mathrm{exp}i2\stackrel{~}{\varphi }((s_{21}(๐ง,๐ง^{})+is_{31}(๐ง,๐ง^{})).$$
(25)
In the case of spherical scattering, where the angular dependence of $`s_{ij}`$ is only in the scattering angle, $`\theta `$, one can expand $`s_{11}`$ ($`s_{41}=0`$ in this case) in terms of Legendre polynomials $`P_l`$, and $`s_{21}`$ and $`s_{31}`$ in terms of associated Legendre polynomials, $`P_{lm}`$ with $`m=2`$. This leads to simple expressions for the asymptotic Stokes intensities in terms of the line integrals of the multipole moments of the $`๐_0(๐ซ,๐ง)`$, with $`m=0`$ for the $`I`$ and $`V`$ and $`m=2`$ for $`Z`$. This is similar to the results obtained by \[Simmons1982\] and \[Simmons1983\] for the point source case. For Thomson and Rayleigh scattering further simplification results from the fact that only terms with $`l=0,2`$ occur in the expansion of the phase functions $`s_{ij}`$. This has a crucial importance when we come to calculate the flux. We shall not pursue this line of reasoning here, but rather adopt the simpler approach adapted to the case of Thomson and Rayleigh scattering. However, we outline the method using spherical harmonics section 4.3.
### 4.1 Polarization map
Using equations 2023, it is possible to compute polarization maps of the galaxy. To carry out this we have divided the galaxy field into $`100\times 100`$ pixels, and for each each pixel we have integrated along the line of sight. The results our shown in figure (3), and can be seen to be comparable with those obtained by Wood \[Wood 1997\], who used Monte Carlo techniques. Of course the integration is in our case extremely quick. The degree of polarization is much higher for a galaxy viewed edge on than for the same galaxy viewed face on, and this is essentially due to the respective optical depths. One should note that for HenyeyโGreenstein scattering the upper and lower half of the galaxy polarization is no longer symmetric. This is due to the functional form of the scattering, which is now peaked in the forward direction.
One can obtain the polarized flux from the polarization intensity maps by integrating the contributions to the polarization over the field of view. However, as we show in the sections 4.2 and 4.3, analytic expressions for the polarized flux in the case of Thomson and Rayleigh scattering can be found, and approximate expressions for general spherical scattering mechanisms.
### 4.2 Polarized flux for Thomson and Rayleigh scattering
The flux at the earth is obtained by integrating the asymptotic intensities, i.e. $`๐(x,y,\mathrm{},๐_z)`$, for large $`s`$ over all solid angles as seen by the observer. Noting that this solid angle is just given by $`dxdy/R_E^2`$ it is clear that integration of equation (12) over solid angles gives an expression for the flux in terms of volume integrals and the direct flux, $`๐
_0(\mathrm{})`$.
$$\begin{array}{c}\hfill ๐
=\frac{1}{R_E^2}๐(x,y,\mathrm{},๐_z)๐x๐y=๐
_0+๐V\sigma n(๐ซ)๐(\stackrel{~}{\varphi })\mathrm{SS}(๐_z,๐ง^{})๐_0(๐ซ,๐ง^{})๐\mathrm{\Omega }_๐ง^{}\\ \hfill \sigma n(๐ซ)๐_0(๐ซ,๐_z)๐V.\end{array}$$
(26)
From equation (15) it follows that
$$๐
_0(\mathrm{})=\frac{L_G}{4\pi R_E^2}(1,0,0,0)$$
(27)
When calculating the degree of polarization to first order in optical depth, we need only normalize $`F_U`$ and $`F_Q`$ by the direct unpolarized flux, ignoring the contribution to the unpolarized flux from scattering.
Let us now assume that the galaxy has axial symmetry. Thus the distribution of stars and the density distribution of scatterers are taken to be cylindrically symmetric about this axis. The axis of symmetry is inclined at an angle of $`i`$ to the line of sight. It is useful to introduce cylindrical coordinates with origin at the centre of the galaxy, $`\{R,\mathrm{\Phi },Z\}`$ , with the $`Z`$ direction oriented along the axis of symmetry of the galaxy. (See figure 5 .)
It is also convenient to write $`n=n_0\stackrel{~}{n},`$ where $`n_0`$ is the central density of scatterers, and $`\stackrel{~}{n}`$ thus a dimensionless density. We introduce further a length scale $`Z_g`$ and the dimensionless variable $`Z^{}=Z/Z_g`$, which will enable us to express the Stokes fluxes in terms of the optical depth, $`\tau _0=n_0\sigma Z_g`$. This is indeed the vertical optical depth for the models of section 2. We shall also work with the normalised intensity, $`\mathrm{\Sigma }(๐ซ,๐ง),`$ given by equation 16.
Because of the symmetry, the density of scatterers, $`\stackrel{~}{n}`$, is only be a function of $`R`$ and $`Z`$. Indeed this is the form assumed in the models of section 2. Similarly the unpolarized source Stokes intensity, $`\mathrm{\Sigma }(๐ซ,๐ง),`$ is a function of $`R`$ and $`Z`$, and the direction cosines, $`\alpha ,\beta `$ of $`๐ง^{}`$, expressed in terms of the associated coordinated basis vectors $`\{๐_R,๐_\mathrm{\Phi },๐_Z\}`$.
We shall now prove that under these assumptions, and with the additional assumption that the dust is optically thin, $`F_Q`$ depends only on $`\mathrm{sin}^2i`$, and $`F_U=0`$, generalizing the result obtained \[Brown et al. 1977\] for point sources. The behaviour of the degree of polarization will differ slightly from this, since the normalization factor, $`F_I`$, also depends weakly on the inclination. However, to first order in the optical depth the result will still hold. We also obtain an explicit form for the polarized flux in terms of density moments. Equation (26) written in component form now becomes
$$\begin{array}{c}\hfill F_I=F_0(\mathrm{})+\frac{L_G}{4\pi }\frac{3\tau _0}{16\pi R_E^2}\stackrel{~}{n}(R,Z)R๐R๐Z^{}๐\varphi (1+\mathrm{cos}^2\chi )\mathrm{\Sigma }(R,z,\alpha ,\beta )\mathrm{sin}\alpha d\alpha d\beta \\ \hfill n(R,Z)\sigma I_0(R,Z,\alpha ,\beta )๐V\end{array}$$
(28)
$$\begin{array}{c}\hfill F_Q=\frac{L_G}{4\pi }\frac{3\tau _0}{16\pi R_E^2}\stackrel{~}{n}(R,Z)R๐R๐Z^{}๐\varphi \mathrm{sin}^2\chi \mathrm{\Sigma }(R,Z,\alpha ,\beta )\mathrm{cos}2\stackrel{~}{\varphi }\mathrm{sin}\alpha d\alpha d\beta \end{array}$$
(29)
and
$$\begin{array}{c}\hfill F_U=\frac{L_G}{4\pi }\frac{3\tau _0}{16\pi R_E^2}\stackrel{~}{n}(R,Z)R๐R๐Z^{}๐\varphi \mathrm{sin}^2\chi I_0(R,Z,\alpha ,\beta )\mathrm{sin}2\stackrel{~}{\varphi }\mathrm{sin}\alpha d\alpha d\beta .\end{array}$$
(30)
To evaluate $`F_I,F_Q`$ and $`F_U`$ we shall need to work out the scattering angle $`\chi `$ (between $`๐ง=๐_z`$ and $`๐ง^{}`$) and the rotation angle $`\stackrel{~}{\varphi }`$ between the scattering plane and the observerโs $`y`$ axis in terms of $`\mathrm{\Phi },\alpha ,\beta `$. (As we shall see, although we do not require an explicit expression for the scattering angle in terms of $`\mathrm{\Phi },\alpha ,\beta `$ for the calculation of $`F_Q`$ and $`F_U`$, for the evaluation of $`F_I`$ we shall require it.)
In order to do this we need to express the basis $`\{๐_R,๐_\mathrm{\Phi },๐_Z\}`$ in terms of $`\{๐_x,๐_y,๐_z\}`$. Let us introduce the convenient shorthand notation for cosine, $`\mathrm{cos}A=c_A`$, and sine, $`\mathrm{sin}A=s_A`$.
$$\left(\begin{array}{c}๐_R\\ ๐_\mathrm{\Phi }\\ ๐_Z\end{array}\right)=\left(\begin{array}{ccc}c_\mathrm{\Phi }& s_\mathrm{\Phi }& 0\\ s_\mathrm{\Phi }& c_\mathrm{\Phi }& 0\\ 0& 0& 1\end{array}\right)\left(\begin{array}{ccc}c_i& 0& s_i\\ 0& 1& 0\\ s_i& 0& c_i\end{array}\right)\left(\begin{array}{c}๐_x\\ ๐_y\\ ๐_z\end{array}\right).$$
(31)
The first matrix on the right hand side represents a transformation from $`\{๐_R,๐_\mathrm{\Phi },๐_Z\}`$ to $`\{๐_X,๐_Y,๐_Z\}`$, and the second from $`\{๐_X,๐_Y,๐_Z\}`$ to $`\{๐_x,๐_y,๐_z\}`$.
Equation (31) simplifies to
$$\left(\begin{array}{c}๐_R\\ ๐_\mathrm{\Phi }\\ ๐_Z\end{array}\right)=\left(\begin{array}{ccc}c_\mathrm{\Phi }c_i& s_\mathrm{\Phi }& c_\mathrm{\Phi }s_i\\ s_\mathrm{\Phi }c_i& c_\mathrm{\Phi }& s_\mathrm{\Phi }s_i\\ s_i& 0& c_i\end{array}\right)\left(\begin{array}{c}๐_x\\ ๐_y\\ ๐_z\end{array}\right).$$
(32)
Writing
$$๐ง^{}=\left(\begin{array}{ccc}s_\alpha c_\beta & s_\alpha s_\beta & c_\alpha \end{array}\right)\left(\begin{array}{c}๐_R\\ ๐_\mathrm{\Phi }\\ ๐_Z\end{array}\right),$$
(33)
and using equation (32) we obtain
$$\begin{array}{c}\hfill ๐ง^{}=(s_\alpha c_\beta c_\mathrm{\Phi }c_is_\alpha s_\beta s_\mathrm{\Phi }c_i+c_\alpha s_i)๐_x\\ \hfill +(s_\alpha c_\beta s_\mathrm{\Phi }+s_\alpha s_\beta c_\mathrm{\Phi })๐_y\\ \hfill +(s_\alpha c_\beta c_\mathrm{\Phi }s_i+s_\alpha s_\beta s_\mathrm{\Phi }s_i+c_\alpha c_i)๐_z\end{array}$$
(34)
Noting that $`\mathrm{cos}\stackrel{~}{\varphi }=(๐ง^{}\times ๐_z)๐_y/|๐ง^{}\times ๐_z|`$ and $`\mathrm{sin}\stackrel{~}{\varphi }=(๐ง^{}\times ๐_z)๐_x/|๐ง^{}\times ๐_z|`$ we immediately obtain from equation (34)
$$\mathrm{cos}\stackrel{~}{\varphi }=\frac{c_\alpha s_i+s_\alpha c_\beta c_\mathrm{\Phi }c_is_\mathrm{\Phi }c_is_\alpha s_\beta }{s_\chi }$$
(35)
and
$$\mathrm{sin}\stackrel{~}{\varphi }=\frac{s_\alpha c_\beta s_\mathrm{\Phi }+s_\alpha s_\beta c_\mathrm{\Phi }}{s_\chi }.$$
(36)
The scattering angle, $`\chi `$, is given by $`\mathrm{cos}\chi =(๐ง^{}๐_z)`$, and again from equation (34) we obtain
$$c_\chi =c_\alpha c_is_\alpha c_\beta c_\mathrm{\Phi }s_i+s_\alpha s_\mathrm{\Phi }s_\beta s_i.$$
(37)
Noting that $`\mathrm{cos}2\stackrel{~}{\varphi }=\mathrm{cos}^2\stackrel{~}{\varphi }\mathrm{sin}^2\stackrel{~}{\varphi }`$, and $`\mathrm{sin}2\stackrel{~}{\varphi }=2\mathrm{cos}\stackrel{~}{\varphi }\mathrm{sin}\stackrel{~}{\varphi }`$ and using eqs. (35) and (36), we see that in the integrand of equations 29 and 30 the terms $`\mathrm{sin}^2\chi \mathrm{cos}2\stackrel{~}{\varphi }`$ and $`\mathrm{sin}^2\chi \mathrm{sin}2\stackrel{~}{\varphi }`$ simplify by virtue of the cancellation of the $`\mathrm{sin}^2\chi `$ terms, and yield respectively
$$\begin{array}{c}\hfill s_\chi ^2c_{2\stackrel{~}{\varphi }}=(c_\alpha s_i+s_\alpha c_\beta c_\mathrm{\Phi }c_is_\mathrm{\Phi }c_is_\alpha s_\beta )^2(s_\alpha c_\beta s_\mathrm{\Phi }+s_\alpha s_\beta c_\mathrm{\Phi })^2,\end{array}$$
(38)
and
$$\begin{array}{c}\hfill s_\chi ^2s_{2\stackrel{~}{\varphi }}=2(c_\alpha s_i+s_\alpha c_\beta c_\mathrm{\Phi }c_is_\mathrm{\Phi }c_is_\alpha s_\beta )(s_\alpha c_\beta s_\mathrm{\Phi }+s_\alpha s_\beta c_\mathrm{\Phi }).\end{array}$$
(39)
Upon carrying out the integration over $`\mathrm{\Phi }`$ all terms in $`\mathrm{sin}\mathrm{\Phi }`$, $`\mathrm{cos}\mathrm{\Phi }`$, and $`\mathrm{sin}2\mathrm{\Phi }`$ disappear, since both $`n`$ and $`I`$ are independent of $`\mathrm{\Phi }`$. A calculation shows that only terms with the factor $`\mathrm{sin}^2i`$ remain in the final expression for $`F_Q`$, and $`F_U=0`$. The latter implies that the polarization is in the y direction or in the x direction, i.e. along or perpendicular to plane defined by the axis of symmetry and the line of sight. Explicitly we obtain
$$\begin{array}{cc}\hfill F_Q=\frac{L_G}{4\pi }\frac{\tau \mathrm{sin}^2i}{16R_E^2}& \stackrel{~}{n}(R,Z)R๐R๐Z^{}I_0(R,Z,\alpha ,\beta )(3c_\alpha ^21)s_\alpha ๐\beta ๐\alpha .\hfill \end{array}$$
(40)
Equation (40) has a simple interpretation: the polarized flux is proportional to the dipole moment of the radiation field weighted over the density distribution of the scatterers.
A similar calculation can be carried out for the unpolarized flux. Substituting in equation (28) the expression for $`\mathrm{cos}\chi `$ given in equation (37), we obtain
$$\begin{array}{c}\hfill F_I=F_0(\mathrm{})+\frac{L_G}{4\pi }\frac{3\tau _0\mathrm{sin}^2i}{16R_E^2}\stackrel{~}{n}(R,Z)R๐R๐Z^{}I_0(R,Z,\alpha ,\beta )(2+2c_\alpha ^2c_i^2s_\alpha ^2s_i^2c_{2\beta })s_\alpha ๐\beta ๐\alpha \\ \hfill n(R,Z)\sigma I_0(R,Z,\alpha ,\beta )๐V.\end{array}$$
(41)
The degree of linear polarization, $`p`$, is given, to first order in the optical depth, as $`F_Q/F_0(\mathrm{})`$. From equations (40)and (27) we obtain
$$p=\frac{3\pi \tau _0\mathrm{sin}^2i}{16}R๐R๐Z^{}n(R,Z)\mathrm{\Sigma }(R,Z,\alpha ,\beta )(3c_\alpha ^21)s_\alpha ๐\beta ๐\alpha $$
(42)
where $`\mathrm{\Sigma }(R,Z,\alpha ,\beta )`$ is given by equation 16.
### 4.3 Approximate expressions for polarized flux using spherical harmonics
For more general mechanisms than Thomson and Rayleigh scattering the analytic methods used in section 4.2 are not very helpful. The approach used there worked because of the cancellation of the factor $`\mathrm{sin}^2\chi `$ in the integrand of the polarized fluxes owing to the form of the scattering phase function. For most phase functions this will not be the case.
Spherical harmonics, $`Y_{lm}(\theta ,\varphi )`$, provide us with a very powerful method of dealing with the general case. On the one hand they provide a complete set of orthogonal functions on the sphere, and on the other for each value of $`l`$ the $`2l+1`$ function $`Y_{lm}(\theta ,\varphi )`$ provide an irreducible representation of the rotation group. We shall largely follow the notation of Messiah (1961), and take the spherical harmonics to be defined by
$$Y_{lm}(\theta ,\varphi )=c(l,m)P_l^m(\mathrm{cos}\theta )e^{im\varphi }\mathrm{where}c(l,m)=[\frac{(2l+1)(lm)!}{4\pi (l+m)!}]^{1/2}$$
(43)
and $`P_l^m`$ are the associated Legendre polynomials. $`c(l,m)`$ is a normalisation constant to ensure $`Y_{lm}(\theta ,\varphi )`$ are orthonormal.
Thus suppose that we have two coordinate bases, $`\{๐_x,๐_y,๐_z\}`$ and $`\{๐_x^{},๐_y^{},๐_z^{}\}`$. Suppose further that the rotation taking $`\{๐_x,๐_y,๐_z\}`$ into $`\{๐_x^{},๐_y^{},๐_z^{}\}`$ is described by the Euler angles $`A,B,C`$. We then have the relation
$$Y_{lm}(\theta ^{},\varphi ^{})=\underset{m^{}=l}{\overset{m^{}=l}{}}Y_{lm^{}}(\theta ,\varphi )R_{m^{}m}^{(l)}(A,B,C).$$
(44)
The matrices $`๐^{(l)}`$ form an irreducible representation of the rotation group. The elements of $`๐^{(l)}`$ take the form
$$R_{mm^{}}^{(l)}(A,B,C)=e^{imA}r_{mm^{}}^{(l)}(B)e^{im^{}C},$$
(45)
where $`r_{m^{}m}^{(l)}(B)`$ can be calculated from the Wigner formula (see Messiah 1961),
$$r_{mm^{}}^{(l)}=\underset{t}{}(1)^t\frac{\sqrt{(l+m)!(lm)!(l+m^{})!(lm^{})!}}{(l+mt)!(lm^{}t)!t!(tm+m^{})!}\xi ^{2l+mm^{}2t}\eta ^{2tm+m^{}},$$
(46)
where $`\xi =\mathrm{cos}B/2`$ and $`\eta =\mathrm{sin}B/2`$.
It is convenient for our purposes to work entirely in the observerโs reference frame (see figure (5). Our two frames are thus $`\{๐_x,๐_y,๐_z\}`$, the observerโs frame, and $`\{๐_x^{},๐_y^{},๐_z^{}\}=\{๐_R,๐_\mathrm{\Phi },๐_Z\}`$, the frame attached to the galaxyโs cylindrical coordinates. With this notation we replace $`\theta ^{}`$ by $`\alpha `$, and $`\varphi ^{}`$ by $`\beta .`$ To rotate the coordinate basis $`\{๐_x,๐_y,๐_z\}`$ into $`\{๐_R,๐_\mathrm{\Phi },๐_Z\}`$ we have to
(i) rotate about $`y`$-axis though $`i`$ and then
(ii)rotate about $`Z`$-axis though $`\mathrm{\Phi }`$. Thus $`A=0`$, $`B=i`$, and $`C=\mathrm{\Phi }.`$
Let us assume that the source Stokes intensity has cylindrical symmetry, i.e. $`I_0=I_0(R,Z,\alpha ,\beta )`$. Let us work in terms of the normalised surface density $`\mathrm{\Sigma }(R,Z,\alpha ,\beta )=4\pi I_0(R,Z,\alpha ,\beta )/L_G`$ as defined in equation 16. Expanding $`\mathrm{\Sigma }(R,Z,\alpha ,\beta )`$ in terms of spherical harmonics
$$\mathrm{\Sigma }(R,Z,\alpha ,\beta )=\underset{l=0}{\overset{l=\mathrm{}}{}}\underset{m=l}{\overset{m=l}{}}a_{lm}(R,Z)Y_{lm}(\alpha ,\beta )$$
(47)
where of course $`a_{lm}`$ do not depend on $`\mathrm{\Phi }`$. Indeed because of the orthogonality of the spherical harmonics we may write
$$a_{lm}(R,Z)=_{4\pi }\mathrm{\Sigma }(R,Z,\alpha ,\beta )Y_{lm}^{}(\alpha ,\beta )๐\mathrm{\Omega }.$$
(48)
Now expressing $`Y_{lm}(\alpha ,\beta )`$ in terms of $`Y_{lm}(\theta ,\varphi )`$ via equation 44, and substituting into equation 47, we obtain
$$\mathrm{\Sigma }(R,Z,\alpha ,\beta )=\underset{l=0}{\overset{l=\mathrm{}}{}}\underset{m=l}{\overset{m=l}{}}\underset{m^{}=l}{\overset{m^{}=l}{}}a_{lm}(R,Z)Y_{lm^{}}(\theta ,\varphi )R_{m^{}m}^{(l)}(0,i,\mathrm{\Phi }).$$
(49)
Now from equation representation, $`R_{m^{}m}^{(l)}(0,i,\mathrm{\Phi })=r_{m^{}m}^{(l)}(i)\mathrm{exp}im\mathrm{\Phi }`$.
The angle ( denoted by $`\stackrel{~}{\varphi }`$ in figure 1) between the scattering plane of the incoming photon in direction $`๐ง`$, and the observerโs $`xz`$ plane, is $`\stackrel{~}{\varphi }=\varphi \pi /2`$, and the scattering angle, $`\chi `$ in the main text, is $`\chi =\theta `$.
The complex intensity, $`W`$, is given by equation 25 . Note that for spherical scattering mechanisms we need only consider $`s_{21}`$ and moreover $`s_{21}=s_{21}(\theta )`$. To obtain the polarized flux, expression (25) for the complex intensity, $`W=Q+iU`$, has to be integrated over all solid angles at the observer. As in section (4.2) we multiply by the element of solid angle, $`dxdy/R_E^2`$, thus transforming the expression (25) into a volume integral, where we have written $`d\tau _z=\sigma n_0\stackrel{~}{n}dz`$ .
As before, introducing the dimensionless variable $`Z^{}=Z/Z_g`$, and the central optical depth, $`d\tau _0`$, we thus obtain the expression
$$F_Q+iF_U=\frac{\tau _0L_G}{4\pi R_E^2}\stackrel{~}{n}(R,Z)R๐R๐Z^{}๐\mathrm{\Phi }s_{21}(\theta )\mathrm{\Sigma }(R,Z,\alpha ,\beta )e^{i2\varphi }\mathrm{sin}\theta d\theta d\varphi .$$
(50)
Substituting equation (49) into equation (50) we obtain
$$\begin{array}{c}\hfill F_Q+iF_U=\frac{\tau _0L_G}{4\pi R_E^2}\stackrel{~}{n}(R,Z)R๐R๐Z^{}๐\mathrm{\Phi }s_{21}(\theta )\underset{l=0}{\overset{l=\mathrm{}}{}}\underset{m=l}{\overset{m=l}{}}\underset{m^{}=l}{\overset{m^{}=l}{}}\\ \hfill a_{lm}(R,Z)Y_{lm^{}}(\theta ,\varphi )r_{m^{}m}^{(l)}(i)e^{im\mathrm{\Phi }}e^{i2\varphi }\mathrm{sin}\theta d\theta d\varphi \end{array}$$
(51)
Integration over $`\mathrm{\Phi }`$ eliminates all terms for which $`m0`$, and introduces a factor $`2\pi `$ for $`m=0`$. With the definition
$$A_{lm}=\stackrel{~}{n}(R,Z)a_{lm}(R,Z)R๐R๐Z^{}$$
(52)
equation (51) reduces to
$$\begin{array}{c}\hfill F_Q+iF_U=\frac{L_G\tau _0}{2R_E^2}\underset{l=0}{\overset{l=\mathrm{}}{}}A_{l0}\underset{m^{}=l}{\overset{m^{}=l}{}}s_{21}(\theta )Y_{lm^{}}(\theta ,\varphi )r_{m^{}0}^{(l)}(i)e^{i2\varphi }\mathrm{sin}\theta d\theta d\varphi .\end{array}$$
(53)
Clearly, only the term $`m^{}=2`$ can contribute, and integral (53) reduces to
$$F_Q+iF_U=\frac{L_G\tau _0}{2R_E^2}\underset{l=2}{\overset{l=\mathrm{}}{}}A_{l0}r_{20}^{(l)}(i)S_{l2(21)}$$
(54)
where
$$S_{l2(21)}=2\pi c(l,2)s_{21}(\theta )P_{l\mathrm{\hspace{0.17em}2}}(\mathrm{cos}\theta )\mathrm{sin}\theta d\theta .$$
(55)
Since all the terms on the right hand side equation (54) are real, it follows that $`F_U`$ is zero, meaning that the polarization is either directed along the axis of symmetry, or perpendicular to it. For Thomson scattering the only non-zero term in the multipole expansion of the phase function is $`S_{22(21)}`$, and we obtain the result proved in 4.2, since $`r_{20}^{(2)}(i)`$ is proportional to $`\mathrm{sin}^2i`$. On the other hand, if the scattering phase function has higher multipoles, then the dependence of the polarization on the inclination angle will have higher terms in $`\mathrm{sin}i`$ and $`\mathrm{cos}i`$.
To first order in optical depth, the degree of polarization is given by, $`p=|F_Q|/F_0(\mathrm{})`$. Noting that $`F_0(\mathrm{})=L_G/4\pi R_E^2`$ we obtain for the degree of polarization
$$p=2\pi \tau _0\underset{l=2}{\overset{l=\mathrm{}}{}}A_{l0}r_{20}^{(l)}(i)S_{l2}$$
(56)
A similar calculation can be carried out for $`F_I`$.
### 4.4 Dependence of polarized flux on inclination
From the polarization maps presented in section (4.1), it is possible to calculate the integrated degree of polarization over the entire galaxy. This must be a function of the inclination. The corresponding plots of polarization (calculated in this way) against inclination are given in figure (6). For Thomson scattering one obtains the $`\mathrm{sin}^2i`$ law, as expected from the analytic results of section 4.2. On the other hand, for HenyeyโGreenstein scattering, there is a noticeable deviation from this law.
The dependence of the total polarization on inclination can also be calculated using the expansion in spherical harmonics outlined in the previous section. The degree of polarization is given by equation 56.
$`A_{l0}`$ is an integral over the distribution of stars, dust and gas, and does not depend on the scattering mechanisms or inclination. $`r_{20}^{(l)}`$ is a function of inclination that is easy to calculate. $`S_{l2(21)}`$ is determined from the scattering function from the simple integral given by equation 55.Results for $`l=2,3`$ and $`4`$ are shown in the table 1. For Thomson scattering only $`l=2`$ is non-zero. For HenyeyโGreenstein higher order multipoles are not zero, nevertheless, as is illustrated in figure (6), even with inclusion only of the $`l=2`$ term a very good fit is found. Including terms up to $`l=4`$, one obtains an excellent fit to the numerical results, with a disagreement of only a few percent.
Evidently this method can test an arbitrarily large number of different scattering mechanisms and geometries extremely quickly, since the total polarization is given by a simple sum of products of easily calculated terms. Thus to see the effect of changing the scattering mechanism, it is sufficient to simply recalculate the corresponding coefficients $`S_{l2(21)}.`$
## 5 Discussion and conclusions
The assumption that the spiral galaxy is optical thin allows us to easily calculate numerically the spatially resolved degree of polarization and unpolarized intensity of starlight scattered by dust, electrons and gas. Our numerical results agree qualitatively with the observations for spiral galaxies, and for vertical optical depths of around $`0.05`$ give maximum polarization of around 1% depending on the dominant scattering mechanism and inclination of the galaxy. For the same optical depth, Thomson and Rayleigh scattering are more efficient in producing polarization than the Henyey/Greenstein phase function. The latter produces an asymmetry in the polarization about the semi-major axis of the elliptical image of the galaxy.
Although we should expect the optical thin assumption might break down for high inclination galaxies, which are indeed the ones discussed by \[Draper et al.1995\] and \[Scarrott et al. 1996\], and where the optical depth along the galactic plane is greater than $`1`$, our results appear to agree well with the Monte Carlo calculations of a number of authors. It would be interesting to make a detailed comparison of the two methods.
The advantages of the optical thin assumption is undoubtedly its efficiency: the computer time needed for calculation of maps considerably less than Monte Carlo treatment. Although we have dealt only with Thomson and HenyeyโGreenstein type scattering functions, the inclusion of mixtures of scatterers etc. would be very straightforward, and involve only slightly more computer time. It would is a straightforward extension to treat a case where the galaxy is optically thick in absorption, but optically thin in scattering. However in this case we should not expect the same inclination law to hold for the polarization. We shall deal with this case in a future paper. There have been only few observational studies of the polarization of the integrated flux from spiral galaxies. We find that in the optically thin regime, for Thomson or Rayleigh scattering, the dependence of the degree of polarization on inclination of the galactic axis to the line of sight, $`i`$, has a simple $`\mathrm{sin}^2i`$ form if we assume axial symmetry in both the distribution of scatterers and stars. Again, for vertical optical depths of $`\tau 0.05`$, the total integrated polarization reaches about $`1`$% for higher inclinations.
Thus the suggestion that optical polarization could be used in the study of weak lensing \[Audit & Simmons1999\] is further supported by this study. Although the observation of such levels of polarization would be difficult in such high redshift galaxies, the more important determination of the direction of polarization might be feasible.
Such a technique, in determining the orientation of the source galaxy, would provide considerably more precision in determining the mass distribution in weak lensing studies.
For more complicated scattering mechanisms one can write down an expression for the total integrated polarization in terms of a spherical harmonic expansion expansion. For the class of galaxy models we have taken, it appears that the convergence of this expansion is very rapid, and that to a good approximation the polarization is given by the first term of the expansion, $`l=2`$. This indicates that the $`\mathrm{sin}^2i`$ law should be more generally applicable. Our formulation easily allows the inclusion of other mechanisms (absorption and dichroism etc.).
Although we have not investigated the the joint distribution of flux and polarized flux for a catalogue of spiral galaxies, it would be interesting to do so. In the optically thin regime we would expect a correlation between the two, whereas in the optically thick regime the flux should be independent of inclination. Thus this could provide a test for optical thickness for a class of spiral galaxies. The form of the joint distribution could also indicate whether scattering or other mechanisms just as alignment of grains by magnetic fields is responsible for polarization in a class of spiral galaxies.
Finally we would like to point out the possible use of polarization in a Faber-Jackson type distance estimators arising from the possible correlation between polarization and absolute magnitude of galaxies, which could be used to refine the distance scale for galaxies.
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# Spinless fermions ladders at half filling
## I Introduction
One dimensional systems are one of the few known example of non-fermi liquid behaviorSchulz (1995); Voit (1995); Gogolin *et al.* (1999). It is thus of utmost theoretical importance to understand how one can go from a one dimensional situation to a more conventional high (typically three) dimensional one by coupling one dimensional systems, allowing particles to jump from chain to chain. This question is far from being elucidated despite several theoretical attemptsBourbonnais and Caron (1991); Wen (1990); Yakovenko (1992); Clarke *et al.* (1994); Schulz (1996a); Georges *et al.* (2000). For commensurate one dimensional system another phenomenon appears: such systems are Mott insulators. This leads to a direct competition between interactions and hopping. The insulating behavior of the one dimensional system tends to kill the interchain hopping and thus to confine the electrons on individual chains. Conversely, a large interchain hopping destroys the one-dimensional character and thus weakens the Mott transition considerably, turning the system into a metal. This competition between the Mott transition and interchain hopping has in addition to its theoretical importance, implications for organic compounds Giamarchi (1997); Vescoli *et al.* (1998); Moser *et al.* (1998); Henderson *et al.* (1999) that are three dimensional stacks of quarter filled chainsJรฉrome and Schulz (1982).
Unfortunately studying an infinite number of coupled chains is extremely difficult, so to understand such phenomenon it is interesting to investigate simpler systems with a finite number of coupled chains. Such systems are the so-called laddersDagotto and Rice (1996). They present the advantage to allow a careful study of the effects of hopping by being tractable by powerful analytical Fabrizio (1993); Kveschenko and Rice (1994); Finkelstein and Larkin (1993); Schulz (1996b); Balents and Fisher (1996); Nagaosa (1995); Nersesyan *et al.* (1993); Yoshioka and Suzumura (1997) and numerical techniques Dagotto *et al.* (1992); Noack *et al.* (1994); Poilblanc *et al.* (1995, 1994); Tsunetsugu *et al.* (1994). For commensurate ladders with spin, the relevance of interchain hopping was studied by renormalization group techniques Suzumura *et al.* (1998); Tsuchiizu *et al.* (1999); Tsuchiizu and Suzumura (1999). Depending on the ratio between the single chain Mott gap and the interchain hopping (suitably renormalized by the interactions) a very different flow of the single particle hopping was observed, reminiscent of the confinement-deconfinement transition expected for the infinite number of chains, even if in the ladder there is no real transition but a simple crossover Le Hur (2000). In addition, interchain hopping was shown to drastically modify the critical properties of the Mott transition Schulz (1999); Lin *et al.* (1998); Konik *et al.* (2000) compared to the one of a single chain. Despite these studies on commensurate ladders a detailed description of the phase diagram and of the nature of the Mott transition is still lacking.
In the present paper we investigate these issues on a ladder of spinless fermions. Spinless fermions exhibit extremely interesting behavior since a single chain needs a finite repulsive interaction before turning into a Mott insulator, contrarily to the spinful chain for which any repulsive interaction freezes the charge leaving only the spin degrees of freedom. One could thus naively think to be able to go from an insulating phase, dominated by the single chain gap, to a metallic phase even for repulsive interactions. In fact, quite interestingly, for the spinless ladder the Mott transition is pushed in the vicinity of the non-interacting point, invalidating this naive picture. Quite fortunately the fact that the Mott transition is now in the vicinity of the non interacting point allows to study it using standard renormalization group technique, and extract the complete properties of the transition.
The plan of the paper is as follows. In section II we introduce the model for the two leg spinless ladder. In section III we study this model using the renormalization group technique. We show that the Mott transition occurs now for arbitrary repulsive interactions and compute the various physical parameters (charge gap, Luttinger liquid parameters) both analytically and by a numerical integration of the RG equations. We analyse the phase diagram in section IV. We show that in the ladder the confinement-deconfinement is in fact a crossover. We also investigate the properties of the slightly doped ladder and point out the differences that exist compared to a doped single chain. Conclusions can be found in section V. Finally some technical details can be found in the appendix.
## II Model
We start from spinless electrons on a two leg ladder, described by the Hamiltonian
$`H`$ $`=`$ $`t{\displaystyle \underset{i,\alpha }{}}(c_{i,\alpha }^{}c_{i+1,\alpha }+\text{h.c.})+V{\displaystyle \underset{i,\alpha }{}}n_{i,\alpha }n_{i+1,\alpha }`$ (1)
$`t_{}{\displaystyle \underset{i}{}}(c_{i,1}^{}c_{i,2}+\text{h.c.})`$
where $`\alpha =1,2`$ is the chain index. $`t`$ and $`t_{}`$ are respectively the intra and interchain hopping, and $`V`$ the repulsion between nearest neighbors particles.
To analyze the long distance properties of this model it is convenient to use the boson representation of fermions operators Schulz (1995); Voit (1995); Gogolin *et al.* (1999), valid in one dimension. Two basis are possible: (i) one can start in the original chain basis and bosonize each chain; (ii) one can use the bonding and antibonding basis. Each basis has advantages and drawbacks and we will need both to tackle the Mott transition in the ladder, so we give both boson representations below.
### II.1 Chain basis
We refer the reader to the literature for the boson mapping and recall here only the main steps to fix the notations. Taking a linearized energy dispersion at the Fermi level, we use the following expressions for right and left moving fermions Schulz (1995).
$$\mathrm{\Psi }_{R,L}=\frac{\eta _{R,L}}{\sqrt{2\pi a}}e^{i(\pm \varphi \theta )}e^{\pm ik_Fx}$$
(2)
$`\varphi `$ and $`\mathrm{\Pi }`$ are canonically conjugate operators and $`\mathrm{\Pi }=\frac{1}{\pi }_x\theta `$. $`\varphi `$ and $`\theta `$ give respectively the long wavelength fluctuations of the density and current. We note $`\eta _{R,L}`$ Klein factors which one must introduce to reproduce the anticommutation properties of several fermion speciesSchulz (1996a). $`a`$ is a short distance cutoff of the order of the lattice spacing. With these operators the single chain Hamiltonian takes the form:
$`H`$ $`=`$ $`H_0+H_{int}+H_u`$ (3)
$`H_0`$ $`=`$ $`{\displaystyle \frac{v_F}{2\pi }}{\displaystyle ๐x\left[(\pi \mathrm{\Pi })^2+(_x\varphi )^2\right]}`$
$`H_{int}`$ $`=`$ $`g{\displaystyle ๐x(_x\varphi )^2}`$
$`H_u`$ $`=`$ $`2g_u{\displaystyle \frac{dx}{(2\pi a)^2}\mathrm{cos}(4\varphi )}`$
where $`v_F`$ and $`g`$ are respectively the bare Fermi velocity and the interaction. They are given by
$`v_F`$ $`=`$ $`2ta\mathrm{sin}(k_Fa)`$ (4)
$`g`$ $`=`$ $`{\displaystyle \frac{(1\mathrm{cos}(2k_Fa))aV}{\pi ^2}}`$ (5)
The umklapp part, $`H_u`$, only appears in this form at half-filling Giamarchi (1997)(i.e. when $`4k_Fa=2\pi `$) and is responsible for the Mott transition of a single chain. The interaction $`g`$ can be absorbed in the quadratic part to give the Luttinger Hamiltonian
$$H=\frac{1}{2\pi }๐x\left[uK(\pi \mathrm{\Pi })^2+\frac{u}{K}(_x\varphi )^2\right]$$
(6)
The parameters of the Hamiltonian are the renormalized fermi velocity $`u`$, the Luttinger $`K`$ parameter and the non-universal umklapp coupling constant. For small $`V`$ these parameters can be perturbatively computed:
$`uK`$ $`=`$ $`v_F`$
$`{\displaystyle \frac{u}{K}}`$ $`=`$ $`v_F+aV{\displaystyle \frac{2}{\pi }}(1\mathrm{cos}(2k_Fa))`$ (7)
$`g_u`$ $`=`$ $`aV`$
However the description (3) is much more general and is valid even at large coupling provided the proper renormalized coupling constant are used. In fact in the following we will not assume such relations for the coupling constants and take $`g_u`$ as a free parameter (the parameters may be tuned at will with for example a second nearest-neighbor interaction).
Using the bosonized expression (3) for the single chain, we can write the two uncoupled chains in (1) as
$`H_{int}`$ $`=`$ $`g{\displaystyle ๐x((_x\varphi _s)^2+(_x\varphi _a)^2)}`$ (8)
$`H_u`$ $`=`$ $`4g_u{\displaystyle \frac{dx}{(2\pi a)^2}\mathrm{cos}(\sqrt{8}\varphi _a)\mathrm{cos}(\sqrt{8}\varphi _s)}`$
where we define
$`\varphi _s`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\varphi _1+\varphi _2)`$ (9)
$`\varphi _a`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\varphi _1\varphi _2)`$ (10)
The interchain hopping in (1) reads in this basis
$$t_{}\frac{2}{\pi a}\mathrm{cos}\sqrt{2}\varphi _a\mathrm{cos}\sqrt{2}\theta _a$$
(11)
This basis has the advantage to treat very simply the umklapp term, but has the drawback not to reproduce easily the band picture of free fermions.
### II.2 Two band basis
Another basis is the bonding-antibonding band basis. We first diagonalize the kinetic energy in (1) with
$`c_{i,0}={\displaystyle \frac{1}{\sqrt{2}}}(c_{i,1}+c_{i,2})`$ (12)
$`c_{i,\pi }={\displaystyle \frac{1}{\sqrt{2}}}(c_{i,1}c_{i,2})`$ (13)
and the corresponding boson fields. In this basis the interchain hopping is diagonal:
$$t_{}\underset{i}{}(c_{i,0}^{}c_{i,0}c_{i,\pi }^{}c_{i,\pi })$$
(14)
however the interaction term is less simple to formulate. Rather than to use the bonding and antibonding boson fields it is again convenient to introduce the symmetric and antisymmetric combination that we denote now $`\varphi _\rho =(\varphi _0+\varphi _\pi )/\sqrt{2}`$ and $`\varphi _\sigma =(\varphi _0\varphi _\pi )/\sqrt{2}`$ to distinguish them from the ones in the chain basis. This leads to the simple bosonized expression:
$$\frac{t_{}\sqrt{2}}{\pi }๐x_x\varphi _\sigma $$
(15)
The change of basis for the interaction term can be most easily performed using the transformation formulas for the total charge current .
$`1/\pi _x\varphi _s`$ $`=`$ $`1/\pi _x\varphi _\rho `$ (16)
$`1/\pi _x\varphi _a`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{\pi a}}\mathrm{cos}\sqrt{2}\varphi _\sigma \mathrm{cos}\sqrt{2}\theta _\sigma `$
Since the interaction terms are quadratic in currents we also need an operator product expansion to extract the most relevant operators.
$$\mathrm{cos}n\varphi ^2=\frac{1}{2}(1\frac{n^2a^2}{2}(_x\varphi )^2+\mathrm{cos}2n\varphi )$$
(17)
The expression for the anti-symmetric current is however misleading since it does not include Klein factors required to identify bosonic exponents to anticommuting fermionsSchulz (1996a). To obtain the exponential terms it is necessary to read the bosonized expression on the transformed four fermion operatorsGiamarchi and Schulz (1988). With these boson operators the interaction term takes the following formNersesyan *et al.* (1993):
$`H_{int}`$ $`=`$ $`{\displaystyle \frac{2Va}{\pi ^2}}{\displaystyle ๐x(_x\varphi _\rho )^2}`$
$`{\displaystyle \frac{Va}{\pi ^2}}{\displaystyle ๐x(\pi ^2\mathrm{\Pi }_\sigma ^2+(\varphi _\sigma )^2)}`$
$`+{\displaystyle \frac{Va}{\pi ^2}}{\displaystyle }{\displaystyle \frac{dx}{a^2}}(\mathrm{cos}\sqrt{8}\theta _\sigma \mathrm{cos}\sqrt{8}\varphi _\sigma `$
$`\mathrm{cos}\sqrt{8}\varphi _\sigma \mathrm{cos}\sqrt{8}\theta _\sigma )`$
and the umklapp term is
$$H_u=\frac{g_u}{2\pi ^2a^2}๐x\mathrm{cos}(\sqrt{8}\varphi _\rho )(\mathrm{cos}(\sqrt{8}\varphi _\sigma )+\mathrm{cos}(\sqrt{8}\theta _\sigma ))$$
We now define the coupling constant $`g_\sigma `$ associated with the operator $`\mathrm{cos}(\sqrt{8}\theta _\sigma )`$.
$$\delta H=2g_\sigma \frac{dx}{(2\pi a)^2}\mathrm{cos}\sqrt{8}\theta _\sigma $$
(19)
## III Mott transition
Let us now analyse the Mott transition. The single chain needs a finite strength interaction in order to become an insulator. Indeed, as can be seen from (3), for a single chain the umklapp term has a dimension $`24K`$. It thus opens a gap in the charge sector and leads to a Mott insulating phase for $`K<1/2`$ and a metallic (Luttinger liquid) phase for $`K>1/2`$. For the t-V model this corresponds to $`V=2t`$. In the ladder the presence of interchain hopping dramatically modifies this. As we will show, the ladder is an insulator for infinitesimal repulsive interactions. This can be easily seen by looking in the chain basis at the operators generated by $`t_{}`$. Obviously $`t_{}`$ will generate terms such as $`\mathrm{cos}(\sqrt{8}\varphi _a)`$ and $`\mathrm{cos}(\sqrt{8}\theta _a)`$. Note that these terms only contain the antisymmetric field. However when combined with the umklapp (8) the $`\mathrm{cos}(\sqrt{8}\varphi _a)`$ will generate a $`\mathrm{cos}(\sqrt{8}\varphi _s)`$. This term has the dimension $`22K_s`$, and in contrast with the single chain umklapp, is relevant for $`K_s<1`$ leading to a gap in the symmetric sector and hence to a Mott insulating phase. The perpendicular hopping thus reinforces the insulating character of the system.
To go beyond this simple argument let us now investigate the full RG flow using a two scale analysis of the relevant operators in the Hamiltonian.
### III.1 Mott insulator for $`1/2<K<1`$
Let us first focus for values of $`K`$ for which the single chain would be metallic. In that case single chain umklapp operator (3) is irrelevant. The gap in this regime thus results from the competition of the initial decrease of the umklapp constant in the flow and its subsequent growth after $`t_{}`$ has blocked the transverse fluctuations.
To investigate the gap let us write the full RG equations, which include the umklapp term. Near the non-interacting point, if $`t_{}`$ is small the flow is given by
$`{\displaystyle \frac{dg_u}{dl}}`$ $`=`$ $`(22K_a2K_s)g_u`$
$`{\displaystyle \frac{dg_s}{dl}}`$ $`=`$ $`(22K_s)g_s+{\displaystyle \frac{1}{\pi }}g_ug_a`$
$`{\displaystyle \frac{dg_a}{dl}}`$ $`=`$ $`(22K_a)g_a+\pi (K^1K)(t_{}a)^2+{\displaystyle \frac{1}{\pi }}g_ug_s`$
$`{\displaystyle \frac{dg_f}{dl}}`$ $`=`$ $`(22/K_a)g_f+\pi (K^1K)(t_{}a)^2`$
$`{\displaystyle \frac{dK_a}{dl}}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2}}(g_f^2g_a^22g_u^2)`$
$`{\displaystyle \frac{dK_s}{dl}}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2}}(g_s^2+2g_u^2)`$
$`{\displaystyle \frac{dt_{}}{dl}}`$ $`=`$ $`(2{\displaystyle \frac{1}{2}}(K_a+1/K_a))t_{}`$ (20)
where we have set $`g/ug`$ ($`u=1`$) to keep the notations simple. For $`g_u=0`$ these equations reduce to the ones obtained in Ref. Nersesyan *et al.*, 1993. We have introduced couplings which are generated during the flow, though they are not present in the bare hamiltonian:
$`\delta H`$ $`=`$ $`2g_a{\displaystyle \frac{dx}{(2\pi a)^2}\mathrm{cos}\sqrt{8}\varphi _a}2g_f{\displaystyle \frac{dx}{(2\pi a)^2}\mathrm{cos}\sqrt{8}\theta _a}`$ (21)
$`+2g_s{\displaystyle \frac{dx}{(2\pi a)^2}\mathrm{cos}\sqrt{8}\varphi _s}`$
These new couplings are $`g_a`$ which is a density-density interaction between the two chains and $`g_s`$ which is the umklapp part of this interaction. The coupling $`g_f`$ transfers a pair of fermion from one chain to the other and corresponds to a Josephson coupling between the two chains.
For a finite value of the renormalised $`t_{}`$ that depends on the initial fermi velocity and interactions, one can neglect the interaction terms that couple the two bands in a non-resonant way. Hence we can use the above flow equations up to a lengthscale $`l_1`$ where $`t_{}`$ reaches this finite value, $`t_{}O(1)`$. Above the scale $`l_1`$, it is more convenient to switch to the two band basis in order to study the flow. By definition of $`l_1`$ we discard any term that contains $`\mathrm{cos}\sqrt{8}\varphi _\sigma `$, since such terms transfer momentum among the bands. Above $`l_1`$ the flow becomes
$`{\displaystyle \frac{dK_\sigma }{dl}}={\displaystyle \frac{1}{2\pi ^2}}(g_\sigma ^2+{\displaystyle \frac{1}{2}}g_u^2)`$
$`{\displaystyle \frac{dg_\sigma }{dl}}=(22K_\sigma ^1)g_\sigma `$ (22)
$`{\displaystyle \frac{dg_u}{dl}}=(22K_\rho 2K_\sigma ^1)g_u`$
In the $`\sigma `$sector the remaining $`\mathrm{cos}\sqrt{8}\theta _\sigma `$ term opens a gap. We note $`l_\sigma `$ the scale when the coupling term $`\mathrm{cos}\sqrt{8}\theta _\sigma `$ has flowed to a value of order one, and the gap amplitude is evaluated as $`\mathrm{\Delta }_\sigma =te^{l_\sigma }`$. Above the scale $`l_\sigma `$ the umklapp operator becomes relevant since it is reduced to a simple $`\mathrm{cos}\sqrt{8}\varphi _\rho `$.
$$\frac{dg_u}{dl}=(22K_\rho )g_u$$
(23)
These equations describe completely the Mott transition in the ladder system. An analytical solution can be given both in the limit of very small interchain hopping and for large interachain hopping but in the limit of very small interactions. A numerical integration of the equations allows to obtain the gap for arbitrary initial parameters.
#### III.1.1 $`t_{}0`$
Since the umklapp is irrelevant for a single chain, one can replace the flow, when $`t_{}`$ is the smallest scale in the problem, by
$`{\displaystyle \frac{dg_u}{dl}}=(24K^{})g_u`$
$`{\displaystyle \frac{dt_{}}{dl}}=(2{\displaystyle \frac{1}{2}}(K^{}+1/K^{}))t_{}`$ (24)
where $`K^{}`$ is the renormalized Luttinger parameter for a single chain. For the $`tV`$ model $`K^{}`$ can be obtained exactly Haldane (1980); Luther and Peschel (1975). When $`t_{}O(1)`$ we switch to the second set of flow equations (22). We do not know the precise renormalization of the umklapp constant between $`l_1`$ and $`l_\sigma `$. But since $`l_\sigma l_1`$ does not depend on $`t_{}`$, this gives a simple multiplicative constant. Above $`l_\sigma `$ we use (23). Integration of the RG equations yields:
$`g_u(l_1)=g_u(0)e^{(24K^{})l_1}`$
$`g_u(l_\sigma )=g_u(l_1)e^{\beta (l_\sigma l_1)}`$
$`g_u(l_\rho )=g_u(l_\sigma )e^{(22K^{})(l_\rho l_\sigma )}`$ (25)
We have used $`\beta `$ as a constant that takes into account the variation of $`K_\sigma `$ between $`l_1`$ and $`l_\sigma `$ as it flows to zero. This does not change the $`t_{}`$ dependence. Collecting the intermediate results, we can give an asymptotic dependence of the total charge gap on $`t_{}`$:
$$\mathrm{\Delta }_\rho t_{}^{\frac{K^{}}{1K^{}}\frac{1}{2\frac{1}{2}(K^{}+1/K^{})}}$$
(26)
While deriving this result we have neglected terms generated to second order by $`t_{}`$, such as $`g_a`$,$`g_f`$ and $`g_s`$. In the appendix A we show that including those terms do not affect the dependence of $`\mathrm{\Delta }_\rho `$ on $`t_{}`$ .
#### III.1.2 $`V0`$, large $`t_{}`$
Another interesting limit is when $`t_{}`$ is comparable to $`t`$. Note that we always remain in the limit where $`t_{}<t`$ in order to keep four points at the Fermi level, otherwise the problem would be the trivial one of a single filled band of fermions. In that case the initial flow does not exist and we start directly with (22). The umklapp operator has an initial dimension of $`24K`$ and thus initially decreases in the flow. However combined with the operator $`g_\sigma \mathrm{cos}\sqrt{8}\theta _\sigma `$ it generates from second order in the interaction expansion a term of the form $`g_\rho \mathrm{cos}\sqrt{8}\varphi _\rho `$. This new operator is relevant, its scaling dimension being $`22K_\rho `$. The flow equation of this operator reads:
$$\frac{dg_\rho }{dl}=(22K_\rho )g_\rho +\frac{1}{2\pi }g_ug_\sigma $$
(27)
Using the flow equations at large $`t_{}`$ (22), we have $`g_u(l)Ve^{(2V)l}`$ and $`g_\sigma (l)=V+O(V^2l^2)`$ , these expressions are valid at the beginning of the flow and we have taken into account only the leading dependence on V. This leads to an approximate expression for $`g_\rho `$, using the fact that for small interactions $`22K_\rho V`$ :
$$g_\rho (l)=\frac{V^2}{2}(e^{\frac{2V}{t\pi }l}e^{2l})$$
(28)
The coupling $`g_\rho `$ starts at zero and is driven by $`g_u`$ which is decreasing rapidly. We may now determine the scale $`l^{}`$ where $`g_\rho `$ becomes larger than $`g_u`$. Using (28) one gets:
$$\frac{V^2}{2}e^{Vl^{}}=Ve^{(2V)l^{}}$$
(29)
which yields $`l^{}\mathrm{ln}\frac{1}{V}`$. We note that at this scale $`g_\sigma `$ has hardly changed at all, which validates the expression for $`g_\rho `$. Indeed $`g_\sigma `$ reaches a value of order one at $`l_\sigma \frac{1}{V}`$ which for asymptotically small interactions is much larger than $`l^{}`$. The charge gap is dominated by $`g_\rho `$ and we may safely drop the original umklapp operator which gives only subdominant contributions. The gap in the total charge sector is given by the scale where $`g_\rho `$ reaches a value of order one. This gives a gap
$$\mathrm{ln}\mathrm{\Delta }_\rho \frac{\mathrm{ln}V}{V}$$
(30)
We note that the gap in the charge sector decreases faster than the gap in $`\sigma `$sector, where $`\mathrm{ln}\mathrm{\Delta }_\sigma V^1`$.
#### III.1.3 Numerical solution of the equations
These asymptotic behaviors and the phase diagram are shown in Figure 1.
To go beyond the asymptotics either at small $`t_{}`$ or at the transition $`V0`$, one needs to numerically integrate the flow (III.1,22,23). One example of such a flow is shown on Figure 2.
One clearly sees the initial decrease of the umklapp in the initial phases of the flow, followed by its subsequent increase when $`g_fO(1)`$. The charge gap is given in Figure 3.
### III.2 Gap for $`K<1/2`$
The picture is quite different in this case since without interchain hopping a gap would be present on each chain. For small $`t_{}`$ the model is conveniently studied in the chain basis, using the flow (III.1). Because the field $`\varphi _{1,2}`$ orders, the single particle hopping between the chains is irrelevant (for small $`t_{}`$). The only remaining relevant coupling is thus the generated interchain density-density interaction $`g_a`$. This coupling opens a gap in the antisymmetric sector and orders $`\varphi _a`$. The physics is quite clear: in the absence of interchain coupling each chain has a charge density wave ground state that is double degenerate. In the presence of $`t_{}`$, particles still cannot hop from chain to chain because of the Mott gap in each chain, but the virtual hops tend to lock the two CDW relative to each other. This is shown on Figure 4.
The Mott gap is thus essentially here the single chain gap. The gap as a function of $`K`$ obtained by numerical integration of the flow is shown in Figure 5.
## IV Phase diagram
The results of section III allow to draw the phase diagram of the commensurate ladder, as shown on Figure 1. The very existence of an insulating phase in the ladder for $`1/2<K<1`$ prompts for several questions.
### IV.1 Confinement vs crossover
Apparently we have to face two very different behaviors depending on the strength of $`t_{}`$. For $`K<1/2`$ and small $`t_{}`$, $`t_{}`$ renormalizes to zero as was shown in section III.2, whereas for large $`t_{}`$ (or for $`1/2<K<1`$ where the single chain gap is absent) $`t_{}`$ renormalizes to large values. One thus seems to have a confinement-deconfinement transition, similar to the one expected for an infinite number of chains, induced by the competition between $`t_{}`$ and the single chain Mott gap $`\mathrm{\Delta }_{1\mathrm{c}\mathrm{h}}`$. The change of behavior occurs whenSuzumura *et al.* (1998); Tsuchiizu *et al.* (1999)
$$t_{}^{\mathrm{eff}}=\mathrm{\Delta }_{1\mathrm{c}\mathrm{h}}$$
(31)
where $`t_{}^{\mathrm{eff}}`$ is the renormalized interchain hopping. We thus have to determine here whether we have two different insulating phases. This can be done by looking at the fields that order in each case. In the โconfinedโ phase we showed in section III.2 that both $`\varphi _s`$ and $`\varphi _a`$ acquire mean values. In the โdeconfinedโ phase, as was shown in section III.1, $`\theta _\sigma `$ and $`\varphi _\rho `$ orders. The physical observable corresponding to an out of phase charge density wave takes the following form with the two different set of boson operators:
$`J_{2k_f}^z`$ $`=`$ $`\psi _1^{}\psi _1\psi _2^{}\psi _2`$
$`=`$ $`{\displaystyle \frac{2}{\pi a}}\mathrm{sin}\sqrt{2}\varphi _s\mathrm{sin}\sqrt{2}\varphi _a`$
$`=`$ $`{\displaystyle \frac{2}{\pi a}}\mathrm{sin}\sqrt{2}\varphi _\rho \mathrm{sin}\sqrt{2}\theta _\sigma `$
It is easy to see from (IV.1) that the conditions $`\mathrm{cos}\sqrt{8}\theta _\sigma =1`$, $`\mathrm{cos}\sqrt{8}\varphi _\rho =1`$ on the one hand and $`\mathrm{cos}\sqrt{8}\varphi _a=1`$, $`\mathrm{cos}\sqrt{8}\varphi _s=1`$ on the other both give a non zero value to $`J_{2k_f}^z`$. Thus the two โphasesโ have the same ordered fields (written in a different basis) and there is no transition but a simple crossover. The out of phase charge density waves ground state that arises naturally from the $`K<1/2`$ picture and is shown in Figure 4 stays valid even in the other limit.
### IV.2 Doped ladder
Let us now determine the phase diagram of the ladder system away from half filling. Introducing a chemical potential would change the Hamiltonian into
$$H=H_{1/2\mathrm{f}\mathrm{i}\mathrm{l}\mathrm{l}\mathrm{i}\mathrm{n}\mathrm{g}}\sqrt{2}\mu /\pi ๐x\varphi _\rho $$
(33)
As we have seen that the operator opening the charge gap is always
$$H_{\mathrm{Mottladder}}=๐x\mathrm{cos}(\sqrt{8}\varphi _\rho )$$
(34)
instead of
$$H_{\mathrm{Mott1chain}}=๐x\mathrm{cos}(4\varphi _\rho )$$
(35)
for the single chain. Using the known generic solution of such Mott systems Giamarchi (1997) we can see that in the ladder the doping will destroy the Mott phase when $`\mu =\mathrm{\Delta }`$. The properties at the transition are the generic properties of the Mott transition in one dimension when varying the doping (Mott-$`\delta `$), namely: (i) a dynamical exponent $`z=2`$; (ii) a divergent compressibility on the metallic side. The luttinger liquid exponent is universal and is $`K^{}=1/2`$. This values is quite different from the one of a single chain. The differences are recalled in Table 1.
The difference in $`K^{}`$ should be observable in numerical calculations such as exact diagonalization and dmrg. It might be a more clear signature of the difference between the ladder and the single chain that the gap itself specially for $`K<1/2`$.
These different values of $`K^{}`$ correspond to two different kinds of elementary excitations. For the gapped single spinless chain the elementary excitations are domain walls separating charge density waves with a different phase, the equivalent of the excitations called spinons in the spin$`1/2`$ Heisenberg model. In a path-integral picture these corresponds to configurations where the field $`\varphi `$ is step-like with for instance $`\varphi (\mathrm{},t)=0`$ and $`\varphi (+\mathrm{},t)=\pi /2`$. However such a configuration on one chain with a nearly constant configuration on the second chain has an infinite cost when there is a $`\mathrm{cos}\sqrt{8}\varphi _\rho `$ term in the model, no matter how small the coupling constant. Therefore the low-energy excitations allowed for two coupled chains are kinks (two domain walls confined in the same region). This behavior is reminiscent of the double-sine-Gordon model that appears for a spontaneously dimerized frustrated spin$`1/2`$ chain (next-nearest-neighbor exchange) with an infinitesimal bond alternation perturbation Haldane (1980).
A summary of the phase diagram is shown on Figure 6.
## V Conclusion
We have investigated in this paper commensurate ladders of spinless fermions. We have shown that contrarily to the single chain, that needs a finite repulsion to become a Mott insulator, a two leg ladder turns insulating for arbitrary small repulsion between the fermions. The interchain hopping thus paradoxically reinforces the insulating behavior of the system. We have computed the charge gap as a function of the Luttinger exponent $`K`$ of a single chain. For values of $`K`$ for which the single chain system would be metallic ($`1/2<K<1`$) the charge gap vanishes as a power law of the interchain hopping $`t_{}`$ for small $`t_{}`$, and faster than the standard BKT behavior, usually characterizing metal insulator transitions in one dimension, when the interactions tend to zero. The interchain hopping also affects the universal properties of the transition that occur upon doping the system. Indeed for very small doping the Luttinger liquid parameter takes the universal value $`K^{}=1/2`$ instead of $`K^{}=1/4`$ for a single chain (when a Mott gap is present). This difference in Luttinger liquid parameters should be accessible in numerical simulations such as exact-diagonalization or dmrg.
Given the fact that when a Mott gap is well established in a single chain the interchain hopping scales to zero, whereas it scales to large values otherwise, it was important to know whether there was a confinement-deconfinement transition. We have shown that there is in the spinless ladder only a crossover and that the two seemingly different insulating phases (large Mott gap on a single chain and small $`t_{}`$ and large $`t_{}`$ and small (or zero) single chain Mott gap) are in fact of the same nature.
This leaves open how this cross-over should evolve for an increasing number of coupled chains to give back the confinement-deconfinement transition expected for an infinite number of chains.
###### Acknowledgements.
T.G. and P.D. would like to thank D. Poilblanc and S. Capponi for interesting discussions in the early stages of this work. One of the author (Y.S.) is indebted to the financial support from Universitรฉ ParisโSud. This work was partially supported by a Grant-in-Aid for Scientific Research from the Ministry of Education, Science, Sports and Culture (Grant No.09640429), Japan.
## Appendix A terms generated to second order by $`t_{}`$
The RG equations (III.1) show that during the first part of the flow up to $`l_1`$, $`t_{}`$ generates to second order the term $`g_a\mathrm{cos}\sqrt{8}\varphi _a`$. Contracting $`g_a`$ with $`g_u`$ gives a contribution to the renormalization of the term $`g_s\mathrm{cos}\sqrt{8}\varphi _s`$ (noticing that $`\varphi _\rho =\varphi _s`$, we switch to the notation $`g_\rho `$ instead of $`g_s`$). This term is initially not present in the hamiltonian. However it is generated and relevant for any repulsive interaction. One must thus make sure that this term does not grow so fast as to open the gap before the original umklapp term. If it were the case this would change the expression for the charge gap compared to the one given in the text.
To determine the growth of this coupling, we have to determine $`g_a(l)`$. Naively the scaling dimension of $`g_a`$ is $`22K`$, however it is generated by $`t_{}^2`$, term of dimension $`4(K+1/K)`$. Comparing the two rates shows that the source term dominates. Integration then shows that $`g_a(l)t_{}^2(l)`$. We may now repeat the same analysis for $`g_\rho `$, indeed its scaling dimension is $`22K`$ but it is actually driven by $`g_u(l)g_a(l)`$, term of dimension $`65K1/K`$, dominant in the regime considered here ($`K>1/2`$). Consequently one has $`g_\rho (l)g_u(l)g_a(l)`$. Thus at the scale $`l_1`$, where $`t_{}`$ is of order one, one has $`g_\rho (l_1)g_u(l_1)`$.
To complete the argument we note that the couplings $`g_\rho (l)\mathrm{cos}\sqrt{8}\varphi _\rho `$ and $`g_u(l)\mathrm{cos}\sqrt{8}\varphi _\rho \mathrm{cos}\sqrt{8}\theta _\sigma `$ are above $`l_1`$ basically the same operator. Indeed in the $`\sigma `$sector $`g_\sigma `$ has flowed to strong coupling above $`l_\sigma `$, $`\mathrm{cos}\sqrt{8}\theta _\sigma 0`$. Recalling that the flow between $`l_1`$ and $`l_\sigma `$ does not change the asymptotic dependence on $`t_{}`$ and that $`g_u(l_1)`$ and $`g_\rho (l_1)`$ are proportional we recover by following the flow of the coupling $`g_\rho `$ the behavior explained in the text.
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# Evaporation: The change from accretion via a thin disk to a coronal flow
## 1 Introduction
Recently a wealth of X-ray observations has provided more detailed information about spectra of X-ray sources and short-time variability. This concerns soft X-ray transients as good examples of stellar accreting black holes, high-mass X-ray binaries with a black hole primary star and also Active Galactic Nuclei. The new observations put more stringent constraints on the modelling of accretion processes. In this connection the change from accretion in a standard cool disk to a hot coronal flow is an important feature.
Different solutions of accretion on to compact objects had been investigated in the past. An account can be found in the review by Narayan et al. (1998). The description of an optically thick, geometrically thin disk, now often called โstandard thin diskโ, goes back to work of Shakura & Sunyaev (1973), Novikov & Thorne (1973), Lynden-Bell & Pringle (1974) and others. A much hotter self-consistent solution of optically thin gas was discovered by Shapiro, Lightman & Eardley (1976), but found to be thermally unstable by Piran (1978). A solution for even super-Eddington accretion rates in which the large optical depth of the inflowing gas prevents radiation to escape was suggested by Katz (1977), Begelman (1978), Abramowicz et al. (1988) and others. This is an optically thick advection-dominated accretion flow. The fourth solution concerns accretion at low sub-Eddington rate (proposed by Shapiro et al. 1976, Ichimaru 1977 and Rees et al. 1982). Detailed theoretical work on this solution by several authors has proven that this optically thin regime of solutions for low accretion rates is relevant for accretion in many cases (Narayan & Yi 1994, 1995a,b, Abramowicz, Chen & Kato et al. 1995, Chen 1995; Chen et al. 1995, 1997; Honma 1996; Narayan, Kato & Homna 1997a; Nakamura et al. 1996, 1997).
The model of an optically thin advection-dominated flow (ADAF) allows to explain the accretion in soft X-ray transients during quiescence. Assuming the old picture of a standard thin accretion disk reaching inward towards the black hole the amount of X-ray flux is clearly inconsistent with the accretion rate estimated from the outer optically thick disk (McClintock et al. 1995). An interior ADAF allows to understand the observations but requires the change from a standard thin disk to the hot flow at a certain transition radius. The black hole X-ray transients are a laboratory for accretion on to black holes. The physics of the accretion processes around supermassive black holes in AGN is similar, which makes the investigation of ADAF even more important and fruitful.
The change from a geometrically thin disk to the hot flow is an essential feature in this overall picture of accretion. The โstrong ADAF principleโ, formulated by Narayan & Yi (1995b), suggests that, whenever the accreting gas has a choice between a standard thin disk and an ADAF, the ADAF configuration is chosen. This rule provides a transition radius $`r_rm\mathrm{tr}`$ for a given accretion rate (see Fig. 6b in Esin et al. 1997). In a different approach Honma (1996) considered the interface of a hot optically thin disk with a cool standard thin disk applying radial diffusive transport of heat.
Here we present a model of a corona above a thin disk in order to determine the inner edge of the thin disk, inside of which only a hot optically thin flow exists. The co-existence of a cool disk and a corona had been investigated for disks in dwarf nova systems, where features otherwise not understood as for example the X-rays observed in quiescence can then be explained (Meyer & Meyer-Hofmeister 1994, Liu et al. 1995). The situation is the same in disks around black holes (Meyer 1999), both stellar and supermassive.
The physical two-dimensional situation would demand the solution of a set of partial differential equations in radial distance $`r`$ and vertical height $`z`$. In particular a sonic transition would require treatment of a free boundary condition on an extended surface. In Sect. 2 we show how we derive a simplified set of four ordinary differential equations which describe the physics of the corona above the thin disk. The interaction of corona and thin disk results in evaporation of matter from the thin disk . In Sect. 3 we discuss the general features of this evaporation process. The results of our computations are presented in Sect. 4. The main result of this model is the efficiency of evaporation and with this the location where the thin disk has completely changed to a hot coronal flow (Sect. 5). In Sect. 6 we point out the invariance of our results for different black hole masses. Sects. 7 and 8 concern the validity of the assumptions made in our computations and the importance of synchrotron and Compton processes. In Sect. 9 the comparison with observations follows, in Sect. 10 a discussion of further effects. In Sect. 11 we compare with the model of Honma (1996). Sect. 12 contains our conclusions.
## 2 The equations
In this section we derive the equations that describe the corona above the inner rim of the accretion disk. For this we will average over an inner ring area and thereby reduce the set of partial differential equations to a system of ordinary differential equations with respect to height. The solutions then become a function of the radial coordinate of the inner rim.
We start with the five equations of viscous hydrodynamics, conservation of mass
$$\frac{\rho }{t}+\left(\rho ๐ฏ\right)=0,$$
(1)
the equations of motion
$$\rho \left[\frac{๐ฏ}{t}+\left(๐ฏ\right)๐ฏ\right]=P+๐\rho \mathrm{\Phi },$$
(2)
and the first law of thermodynamics
$$\rho \left[\frac{U}{t}+\left(๐ฏU\right)\right]=P(๐ฏ)+(๐)๐ฏ+\dot{q},$$
(3)
supplemented by the equation of state for an ideal gas
$$P=\frac{\mathrm{}}{\mu }T\rho ,$$
(4)
$$U=\frac{1}{\gamma 1}\frac{P}{\rho },$$
(5)
$$\frac{\mathrm{}}{\mu }T=V_s^2.$$
(6)
Here $`\rho ,P`$ and $`T`$ are density, pressure and temperature, $`๐ฏ`$ is the velocity vector, $`๐`$ the viscous stress tensor, $`\mathrm{\Phi }`$ the gravitational potential, $`U`$ the internal energy, $`\mathrm{}`$ the gas constant, $`\mu `$ the molecular weight. We take $`\mu =0.62`$ for a fully ionized gas of cosmic abundances. $`V_\mathrm{s}`$ is the isothermal speed of sound, $`\gamma `$ the ratio of the specific heats, = $`\frac{5}{3}`$, for a mono-atomic gas. For $`๐`$ we take the form appropriate for a mono-atomic gas with Cartesian components
$$\sigma _{ik}=\mu _\mathrm{v}\left[\frac{v_i}{x_k}+\frac{v_k}{x_i}\frac{2}{3}\delta _{ik}\frac{v_l}{x_l}\right]$$
(7)
(Sommerfeld 1949). For the (non-molecular) viscosity we use an $`\alpha `$-parameterization (Shakura & Sunyaev 1973, Novikov & Thorne 1973)
$$\mu _\mathrm{v}=\frac{2}{3}\alpha P/\mathrm{\Omega },$$
(8)
$`\mathrm{\Omega }`$ rotational frequency. $`\dot{q}`$ is the rate of heating per unit volume. We write it in two parts,
$$\dot{q}=\dot{q}_{\mathrm{rad}}+\dot{q}_{\mathrm{cond}}$$
where $`\dot{q}_{\mathrm{rad}}`$ is the gain or loss of heat by radiation and $`\dot{q}_{\mathrm{cond}}`$ that by heat conduction
$$\dot{q}_{\mathrm{cond}}=๐
_\mathrm{c}$$
(9)
For $`\dot{q}_{\mathrm{rad}}`$ we take here optically thin thermal radiation loss according to Fig. 1 of Raymond et al. (1976).
$$\dot{q}_{\mathrm{rad}}=n_\mathrm{e}n\mathrm{\Lambda }(T)$$
(10)
where $`n_\mathrm{e}`$ and $`n`$ are electron and ion particle densities. For the heat flux $`๐
_\mathrm{c}`$ we take
$$๐
_\mathrm{c}=\kappa _0T^{5/2}T;$$
(11)
(Spitzer 1962) for a fully ionized plasma and use the value
$$\kappa _0=10^6\frac{\mathrm{g}\mathrm{cm}}{\mathrm{s}^3\mathrm{K}^{7/2}}$$
neglecting a weak logarithmic dependence on electron density and temperature.
Taking the scalar product of Eq.(2) with $`๐ฏ`$, adding to Eq.(3), and using Eq.(1) we obtain the equation of conservation of energy
$`{\displaystyle \frac{}{t}}\left[\rho (U+{\displaystyle \frac{v^2}{2}}+\mathrm{\Phi })\right]+[๐ฏ(\rho U+\rho {\displaystyle \frac{v^2}{2}}+\rho \mathrm{\Phi }+\mathrm{P})`$ (12)
$`(๐๐ฏ)+๐
_\mathrm{c}]=\dot{q}_{rad}`$
We introduce cylindrical coordinates, $`r,\phi ,z`$ with the $`z`$-axis perpendicular to the midplane of the disk and through the central accretor, and use the vector correspondence to the Cartesian advection term
$$(๐ฏ)๐ฏ=\frac{v^2}{2}๐ฏ\times (\times ๐ฏ),$$
(13)
where $`v^2(๐ฏ๐ฏ)`$. The (Newtonian) potential is then
$$\mathrm{\Phi }=\frac{GM}{(r^2+z^2)^{1/2}}$$
(14)
with $`G`$ the gravitational constant and $`M`$ the central mass.
We consider from now on stationary, azimuthally symmetric flows.
In the following subsections we derive values for the rotational velocity $`v_\phi `$ and the radial diffusive velocity $`v_r`$, and the three remaining ordinary differential equations for the conservation of mass, the vertical dynamic equilibrium, and the energy flow in the corona above the inner zone of the accretion disk.
For this we choose a region between inner disk radius $`r_1`$ and radius $`r_2`$ such that
$$\pi (r_2^2r_1^2)=\pi r^2,$$
(15)
where $`r`$ is an area weighted mean radius between $`r_1`$ and $`r_2`$. We apply therefore, at each radius r, the integration bounds $`r_1`$=0.72 $`r`$ and $`r_2`$=1.23 $`r`$. The coronal solution depends on the value of $`r`$ as a measure of the distance from the accretor.
We estimate the relative order of magnitude of the various terms in our equations and drop non-dominant terms. For these estimates we use relations that result from our solutions which are therefore self-consistent.
All our solutions have
$$\frac{\mathrm{}/\mu Tr}{GM}=\frac{V_\mathrm{s}^2r}{GM}1/8,$$
(16)
see Fig. 3. They are subvirial and therefore like โslimโ accretion disks (Abramowicz et al. 1988) with cylindrical symmetry in their (main) part in contrast to the more spherical symmetry of ADAF solutions. As a result
$$\left|\frac{v_r}{v_\phi }\right|\alpha \frac{V_\mathrm{s}^2}{v_\phi ^2}\frac{\alpha }{8},$$
(17)
where we have replaced the azimuthal velocity by its Kepler value which is a good approximation in the main body of our solution, see the remark follwing Eq. 25 below. A wind from such a corona reaches escape speed at large height leading to
$$v_zV_\mathrm{s}\frac{z}{2r},$$
(18)
see Fig. 2. Where in the following we neglect radial derivatives of velocity components we use the order of magnitude relation
$$\frac{v}{r}=O(\frac{v}{r}).$$
(19)
### 2.1 The $`r`$-component of the equation of motion
This equation yields the rotational velocity.
The radial component of the equation of motion becomes
$`\rho \left(v_r{\displaystyle \frac{v_r}{r}}+v_z{\displaystyle \frac{v_r}{z}}{\displaystyle \frac{v_\phi ^2}{r}}\right)`$ $`=`$ $`{\displaystyle \frac{P}{r}}\rho {\displaystyle \frac{GMr}{(r^2+z^2)^{3/2}}}`$ (20)
$`+{\displaystyle \frac{1}{r}}{\displaystyle \frac{}{r}}(r\sigma _{rr})+{\displaystyle \frac{}{z}}\sigma _{rz}`$
In this equation the pressure term $`P/r`$ is small compared to the gravitational term in regions $`zr/2`$ dominant with respect to dynamics and energetics of the solutions (see Fig. 2). Taking $`P/r`$ =$`O(P/r)`$ we estimate
$`\left|{\displaystyle \frac{P}{r}}\right|/{\displaystyle \frac{\rho GMr}{(r^2+z^2)^{3/2}}}`$ $`{\displaystyle \frac{V_\mathrm{s}^2r}{GM}}(1+{\displaystyle \frac{z^2}{r^2}})^{3/2}`$ (21)
$`{\displaystyle \frac{1}{8}}(1+{\displaystyle \frac{z^2}{r^2}})^{3/2}0.18`$
This shows a relative unimportance of radial pressure support in these coronae (in contrast to virialized ADAF solutions, Narayan & Yi (1995b)). At a large height $`z=r`$ this ratio has increased to 0.35. But we note that with the topology of Fig. 1 that at that height the radial pressure gradient must have significantly decreased because of the axial geometry. Therefore to first approximation we can neglect the pressure term.
The viscous terms
$$\sigma _{rr}=\mu _\mathrm{v}\left(2\frac{v_r}{r}\frac{2}{3}๐ฏ\right),\sigma _{rz}=\mu _\mathrm{v}\left(\frac{v_r}{z}+\frac{v_z}{r}\right)$$
(22)
contribute derivatives of $`r`$\- and $`z`$-components of the velocity. Their contributions, evaluated with Eqs. (16) to (19), are small compared to
$$\frac{P}{r}O(P/r)$$
(23)
by at least a factor $`V_s/v_\phi `$. They as well as the first two terms on the left hand side of Eq. (20) are negligible.
This leaves the balance between centrifugal and radial gravitational force
$$v_\phi ^2=\frac{GM}{r}(1+\frac{z^2}{r^2})^{3/2}$$
(24)
$$\mathrm{\Omega }=\sqrt{\frac{\mathrm{G}\mathrm{M}}{\mathrm{r}^3}}(1+\frac{\mathrm{z}^2}{\mathrm{r}^2})^{3/4}$$
(25)
In the main body of the coronal solution the Kepler values (i.e. at $`z`$=0) are a good approximation to $`v_\phi `$ and $`\mathrm{\Omega }`$. In our calculation we take the Kepler values throughout as a computational convenience. It overestimates the frictional work and underestimates the release of rotational energy at large height. These two effects partially compensate each other. At $`zr/2`$ the sum of these effects deviates from the accurate value by less than $`7\%`$. At $`z=r`$ it is 20$`\%`$. But at this height the total further contribution of both energy terms already is negligibly small (due to the exponential decrease of pressure and density with height, see Fig. 2) and isothermality of the solution completely dominates. This simplification has thus only a small effect on the accuracy of the solution.
### 2.2 The $`\phi `$-component of the equation of motion
The conservation of the $`z`$-component of angular momentum yields the $`r`$-component of the velocity.
Multiplication of the equation of motion by $`r๐ฎ_\phi (๐ฎ_r,๐ฎ_\phi ,๐ฎ_z`$ unit vectors in $`r`$, $`\phi `$ and $`z`$ direction) yields
$`\rho ๐ฏ(rv_\phi )`$ $`=`$ $`r๐ฎ_\phi (S)`$ (26)
$`=`$ $`(๐r๐ฎ_\phi )(๐)r๐ฎ_\phi `$
Using (1) (for $`\frac{}{t}`$ =0)
$$\rho ๐ฏ=0,$$
and
$$r๐ฎ_\phi =๐ฎ_r๐ฎ_\phi ๐ฎ_\phi ๐ฎ_r,$$
(the right side understood as the dyadic product) and
$$\sigma _{r\phi }=\sigma _{\phi r},$$
this results in the equation of conservation of $`z`$-angular momentum
$$(\rho ๐ฏrv_\phi r๐ฎ_\phi ๐)=0.$$
(27)
We integrate over a cylinder with radius $`r_1`$ and obtain
$$2\pi r_{1}^{}{}_{}{}^{2}_0^{\mathrm{}}\rho v_rv_\phi ๐z=2\pi r_{1}^{}{}_{}{}^{2}_0^{\mathrm{}}\sigma _{r\phi }๐z.$$
(28)
Here it is assumed that no significant angular momentum is accreted at the center of the compact object or lost through the boundary $`z=\mathrm{}`$. For accretion and jet angular momentum loss from the most interior parts of the accretion region, such losses would be small by order of $`\sqrt{R/r_1}`$ where $`R`$ is the radius of the inner accretion region, e.g. $`R3r_\mathrm{S}`$ for the Schwarzschild radius $`r_\mathrm{S}`$ of a central black hole ($`r_\mathrm{S}=2GM/c^2`$).
We replace the global balance of angular momentum flow of Eq. (28) by its local equivalent and obtain the radial diffusive velocity
$$v_r=\frac{\sigma _{r\phi }}{\rho v_\phi }=\alpha \frac{V_s^2}{v_\phi }$$
(29)
with $`\sigma _{r\phi }=\mu _\mathrm{v}(v_\phi /rv_\phi /r)=\alpha P`$. This is the standard bulk radial velocity formula for accretion disks. It neglects the modification by $`z`$-dependent secondary flows superimposed on the main drift of material (see Kley & Lin 1992). Such secondary flows may slightly modify the local vertical structure but will hardly affect the general structure of the solutions.
### 2.3 The $`z`$-component of the equation of motion
The vertical component of the equation of motion Eq. (2) yields the vertical dynamic equilibrium.
The vertical component becomes
$`\rho (v_r{\displaystyle \frac{v_z}{r}}+v_z{\displaystyle \frac{v_z}{z}})={\displaystyle \frac{P}{z}}\rho {\displaystyle \frac{GMz}{(r^2+z^2)^{3/2}}}`$ (30)
$`+{\displaystyle \frac{1}{r}}{\displaystyle \frac{}{r}}(r\sigma _{rz})+{\displaystyle \frac{}{z}}\sigma _{zz}.`$
Using approximate isothermal pressure layering (see Fig. 2)
$$P=P_0e^{(z/h)^2}$$
(31)
with $`h\frac{1}{2}r`$ (see Fig. 3) and the estimates of Eqs. (16) to (19) we estimate
$$\left|\rho v_r\frac{v_z}{r}\right|/\left|\frac{P}{z}\right|0.02\alpha $$
(32)
to be negligible. Further, with
$$\sigma _{rz}=\mu _\mathrm{v}\left(\frac{v_r}{z}+\frac{v_z}{r}\right),\sigma _{zz}=\mu _\mathrm{v}\left(2\frac{v_z}{z}\frac{2}{3}\left(๐ฏ\right)\right)$$
(33)
the largest contribution of all viscous terms in Eq. (30) appears in $`\sigma _{zz}/z)`$ from the $`z`$-derivative of $`\mu _\mathrm{v}`$ (that is of $`P`$, see Eq. (8) times the derivative $`v_z/z`$. This term is of order $``$0.16$`\alpha `$0.05 and negligible. In the remaining dominant terms only $`z`$-derivatives appear. Averaging over the inner zone we obtain
$$\rho v_z\frac{dv_z}{dz}=\frac{dP}{dz}\rho \frac{GMz}{(r^2+z^2)^{3/2}}.$$
(34)
### 2.4 Mass conservation
The equation of mass conservation we integrate over the radial zone between $`r_1`$ and $`r_2`$, of area $`\pi r^2`$ and obtain
$$_{r_1}^{r_2}2\pi r\frac{}{z}(\rho v_z)๐r=(2\pi r\rho v_r)_1(2\pi r\rho v_r)_2.$$
(35)
When, as we assume, $`r\rho v_r`$ drops off with radius strongly (e.g. $`\rho r^3`$ in the scaled solutions, Liu et al. 1995) the difference on the right hand side is dominated by the first term, and its value will be slightly smaller than this term. We approximately take this into account by replacing the term at $`r_1`$ by its value at the somewhat larger mean radius $`r`$. We replace the left hand side by the area times a mean value. This leads to the approximation
$$\frac{d}{dz}(\rho v_z)=\frac{2}{r}\rho v_r$$
(36)
where $`v_r`$ is the radial flow velocity (Eq. 29). At large height, however, we have to take into account the flaring of the channel as the ascending gas changes from a cylindrical rise to spherical expansion (see Fig. 1). How can we account for the additional attenuation of the vertical flux density by this change of geometry?
We proceed in the following way. Approximately the cross section of the vertical flow channel can be taken as proportional to $`1+z^2/r^2`$. Without sidewise diffusive loss, mass conservation would then yield
$$\frac{d}{dz}\left[\left(1+\frac{z^2}{r^2}\right)\rho v_z\right]=0$$
(37)
if we take the center of the expanding flux tube in the vertical direction. Per unit cross section the resulting conservation equation is then
$`{\displaystyle \frac{1}{1+\frac{z^2}{r^2}}}{\displaystyle \frac{d}{dz}}\left[\left(1+{\displaystyle \frac{z^2}{r^2}}\right)\rho v_z\right]`$ $`=`$ $`{\displaystyle \frac{d}{dz}}\left(\rho v_z\right)+{\displaystyle \frac{2z}{r^2+z^2}}\rho v_z`$ (38)
$`=`$ $`0`$
The gas in a cylindrical column thus experiences an additional geometry-related radial divergence
$$\frac{2z}{(r^2+z^2)}\rho v_z$$
Adding the two radial flow components we obtain the final form
$$\frac{d}{dz}(\rho v_z)=\frac{2}{r}\rho v_r\frac{2z}{r^2+z^2}\rho v_z$$
(39)
We note that the diffusive part in this equation becomes unimportant at large height where the diffusive description for the flaring flux tube becomes problematic.
### 2.5 Energy conservation
We first derive the frictional flux terms. With Eqs. (22) and (13) we obtain
$$(๐ฏ๐)=\mu _\mathrm{v}\left[v^2๐ฏ\times (\times ๐ฏ)\frac{2}{3}๐ฏ(๐ฏ)\right]$$
(40)
and its $`r`$-component
$`๐ฎ_r(๐ฏ๐)`$ $`=`$ $`\mu _\mathrm{v}[{\displaystyle \frac{v^2}{r}}v_\phi {\displaystyle \frac{v_\phi }{r}}{\displaystyle \frac{v_{\phi }^{}{}_{}{}^{2}}{r}}`$ (41)
$`+v_z({\displaystyle \frac{v_r}{z}}{\displaystyle \frac{v_z}{r}}){\displaystyle \frac{2}{3}}v_r๐ฏ]`$
Here all terms are negligible except those containing $`v_\phi `$, by use of Eqs. (16) to (19). Making use of Eqs. (8) and (19) we obtain
$$๐ฎ_r(๐ฏ๐)=\alpha Pv_\phi .$$
(42)
Likewise, only keeping non-negligible $`v_\phi `$ terms, the $`z`$-component is
$`๐ฎ_z(๐ฏ๐)=\mu _\mathrm{v}[{\displaystyle \frac{v^2}{z}}v_r({\displaystyle \frac{v_r}{z}}{\displaystyle \frac{v_z}{r}})`$
$`v_\phi {\displaystyle \frac{v_\phi }{z}}{\displaystyle \frac{2}{3}}v_z(๐ฏ)]={\displaystyle \frac{2}{3}}\alpha Pr{\displaystyle \frac{v_\phi }{z}}.`$ (43)
The radial component of the divergence can be written, using (19) as
$`{\displaystyle \frac{1}{r}}{\displaystyle \frac{}{r}}\left[r๐ฎ_r(๐ฏ๐)\right]=\alpha P\mathrm{\Omega }\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{\mathrm{lnP}}{\mathrm{lnr}}}\right)={\displaystyle \frac{3}{2}}\alpha \mathrm{P}\mathrm{\Omega }.`$ (44)
For $`\mathrm{lnP}/\mathrm{lnr}`$ we have here taken its estimated value -2 at the characteristic height $`z=h=r/2`$ (see Fig. 2), which we obtain from Eq. (31) with the scaling $`P_0r^4`$ that holds when we compare solutions with different distances $`r`$ (see Liu et al. 1995). The resulting term represents the dominant heating mechanism of the corona by release of gravitational energy.
We now integrate over the area between $`r_1`$ and $`r_2`$ as in the derivation of conservation of mass
$`{\displaystyle _{r_1}^{r_2}}2\pi rdr\{{\displaystyle \frac{}{z}}[v_z(\rho {\displaystyle \frac{v^2}{2}}+{\displaystyle \frac{\gamma }{\gamma 1}}P+\rho \mathrm{\Phi })`$
$`+(F_c)_z+{\displaystyle \frac{2}{3}}\alpha Pr{\displaystyle \frac{v_\phi }{z}}]{\displaystyle \frac{3}{2}}\alpha P\mathrm{\Omega }\dot{q}_{rad}\}`$
$`=`$ $`\left\{2\pi r\left[v_r\left(\rho {\displaystyle \frac{v^2}{2}}+{\displaystyle \frac{\gamma }{\gamma 1}}P+\rho \mathrm{\Phi }\right)+(F_\mathrm{c})_r\right]\right\}_{r_1}`$
$`\left\{\mathrm{}\right\}_{r_2}`$
On the right hand side of this equation we again replace the difference of the terms taken at $`r_1`$ and $`r_2`$ by the value taken at the intermediate value $`r`$, because the value at $`r_2`$ will only be a fraction of the value at $`r_1`$ due to the radial drop off of all the quantities. If we take $`v_r`$ as the diffusive velocity (Eq. (29) we must still include the divergence of the vertical flow due to the flaring geometry. We use the same procedure as in the preceding Sect. 2.4 to derive the corresponding term and add it on the right hand side. Again, on the left hand side of the equation we write the integral as area times a mean value and obtain the energy equation in its final form
$`{\displaystyle \frac{d}{dz}}\left[v_z\left(\rho {\displaystyle \frac{v^2}{2}}+{\displaystyle \frac{\gamma }{\gamma 1}}P+\rho \mathrm{\Phi }\right)+{\displaystyle \frac{2}{3}}\alpha Pr{\displaystyle \frac{dv_\phi }{dz}}+(F_\mathrm{c})_z\right]=`$ (46)
$`{\displaystyle \frac{3}{2}}\alpha P\mathrm{\Omega }+\dot{q}_{rad}`$
$`+{\displaystyle \frac{2}{r}}\left[v_r\left(\rho {\displaystyle \frac{v^2}{2}}+{\displaystyle \frac{\gamma }{\gamma 1}}P+\rho \mathrm{\Phi }\right)+(\mathrm{F}_\mathrm{c})_\mathrm{r}\right]`$
$`{\displaystyle \frac{2z}{r^2+z^2}}[v_z(\rho {\displaystyle \frac{v^2}{2}}+{\displaystyle \frac{\gamma }{\gamma 1}}P+\rho \mathrm{\Phi })`$
$`+{\displaystyle \frac{2}{3}}\alpha Pr{\displaystyle \frac{dv_\phi }{dz}}+(F_\mathrm{c})_z].`$
Had we chosen to integrate the radial divergence $`\frac{1}{r}\frac{}{r}\left[r๐ฎ_r(๐ฏ๐)\right]`$ underneath the integral of Eq. (45) instead of evaluating this term as in Eq. (44) the last equation would have the factor 2 instead of $`\frac{3}{2}`$. This difference arises from the different assumptions about radial variation of the quantities, implicit in the two approaches. It shows a natural limit of numerical accuracy of any such approach.
The lateral inflow of heat by $`(F_\mathrm{c})_r`$ adds to the frictional release of energy in the coronal column. We show that the relative size of the contribution is small and we will take $`(F_c)_r`$=0 in our computations. We assume that the temperature at low $`z/r`$ varies like the virial temperature, $`T1/r`$, and that at $`zr`$ the radial temperature gradient becomes small as the topology changes and the corona fills the full cylindrical region, with $`\frac{T}{r}=0`$ on the axis of symmetry. With these assumptions we take
$$\frac{T}{r}=\frac{T}{r}\left(1\frac{z^2}{r^2}\right).$$
(47)
The ratio of total radial conductive heat input $`(\dot{Q}_\mathrm{c})_r`$ to the total frictional energy input $`\dot{Q}_\mathrm{f}`$ is then evaluated as
$`{\displaystyle \frac{(\dot{Q}_\mathrm{c})_r}{\dot{Q}_\mathrm{f}}}`$ (48)
$`={\displaystyle _0^{z_0}}{\displaystyle \frac{1}{r}}{\displaystyle \frac{}{r}}\left[r(F_c)_r\right]๐z/{\displaystyle _0^{z_0}}{\displaystyle \frac{3}{2}}\alpha P\mathrm{\Omega }๐z=0.22,`$
It is independent of the value of $`r`$ as long as we are in the โadvection-dominatedโ range $`rr(\dot{M}_{\mathrm{crit}})`$ (see Fig.3). This follows when one uses the scaling of $`P`$, $`T`$ and $`\mathrm{\Omega }`$ derived by Liu et al. (1995) (see also values $`P_0`$ in Table 1). In the โconduction-dominatedโ corona $`rr(\dot{M}_{\mathrm{crit}})`$ the temperature becomes constant and the ratio becomes zero. The contribution of $`(F_\mathrm{c})_r`$ can therefore be neglected. The remaining $`z`$component of Eq. (11) we write as
$$F_\mathrm{c}(F_\mathrm{c})_z=\kappa _0T^{5/2}\frac{dT}{dz}$$
(49)
### 2.6 The system of ordinary differential equations with boundary conditions
From the five partial differential equations (1) to (3) we have now derived three ordinary differential equations (34), (39) and (46) (where we take $`(F_\mathrm{c})_r=0`$) which describe vertical dynamical equilibrium and conservation of mass and energy, plus the two expressions for $`v_\phi `$ and $`v_r`$ (Eqs. (24) and (29)). Our fourth ordinary differential equation is the dependence of the heat flux on the temperature gradient, Eq. (49). As the 4 dependent variables we have temperature $`T`$, pressure $`P`$, mass flow $`\dot{m}=\rho v_z`$ and heat flux $`F_\mathrm{c}`$. The 4 boundary conditions are:
(1) No pressure at infinity (i.e. no artificial confinement). This requires sound transition at some height $`z=z_1`$ (free boundary problem)
$$v_z=V_\mathrm{s}\text{at}z=z_1.$$
(50)
(2) No influx of heat from infinity. We neglect a small outward conductive heat flux induced by the temperature gradient in the expanding wind and require
$$F_\mathrm{c}=0\text{at}z=z_1.$$
(51)
(3) Chromosphere temperature at the bottom $`z=z_0`$
$$T=T_{\mathrm{eff}}\text{at}z=z_0.$$
(52)
(4) No heat inflow at the bottom
$$F_\mathrm{c}=0\text{at}z=z_0.$$
(53)
This approximates the condition that the chromospheric temperature is kept up by other processes and cannot conduct any sizeable thermal heat flow.
The consequence of conditions (3) and (4) is that the conductive flux that comes down at a certain level above the boundary must be radiated away. Since the advective cooling by the rising mass flow is small (in our solutions at $`T^{6.5}K`$ only $`\frac{1}{10}`$) this reduces to the balance between thermal conductive flux and radiation and establishes the temperature profile as the one studied by Shmeleva & Syrovatskii (1973) for the solar corona. In these lowest layers the pressure is nearly constant and the temperature rises steeply. Liu et al. (1995) recalculated the temperature profile using the more recent cooling function of Raymond et al. (1976) and we used the improved version. This allows to replace the conditions (3) and (4) by
$$T=10^{6.5}\mathrm{K}\text{and}\mathrm{F}_\mathrm{c}=\mathrm{2.73\hspace{0.17em}10}^6\mathrm{P}\text{at}\mathrm{z}=\mathrm{z}_0$$
(54)
The relation between $`P`$ and $`F_\mathrm{c}`$ is practically independent of the value of the chromospheric temperature as long as it is small compared to $`T_0=10^{6.5}`$K.
These equations and boundary conditions describe a model of the corona-disk interaction for the innermost region of the thin accretion disk where evaporation is most efficient.
## 3 General features of evaporation
The equations derived in the last section describe the physics of a hot corona in equilibrium with a thin cool disk underneath. Aspects of this model had already been investigated for accretion on to a white dwarf (Meyer & Meyer-Hofmeister 1994, Liu et al. 1995, for application to WZ Sge stars and X-ray transients see also Mineshige et al. 1998). The picture that arises from the processes involved is the following. Heat released by friction in the corona flows down into cooler and denser transition layers. There it is radiated away if the density is sufficiently high. If the density is too low, cool matter is heated up and evaporated into the corona until an equilibrium density is established. Mass drained from the corona by an inward drift is steadily replaced by mass evaporating from the thin disk as the system reaches a stationary state. This evaporation rate increases steeply with decreasing distance from the central compact star. When the evaporation rate exceeds the mass flow rate in the cool disk, a hole forms up to the distance where both rates are equal. Inside this transition radius $`r_{\mathrm{tr}}`$ only a hot coronal flow exists.
The mass flow in the corona is similar to that in the thin disk. The matter has still its angular momentum, and differential (Kepler-like) rotation causes friction. The main part of the coronal gas flows towards the center directly. For conservation of angular momentum a small part flows outward in the coronal layer and condensates in the outer cool disk. Since the temperature is very high the corona is geometrically much thicker than the disk underneath. Therefore processes as sidewise energy transport and downward heat conduction are important for the equilibrium between corona and thin disk, together with radiation and wind loss.
We model the equilibrium between corona and thin disk in a simplified way using a one-zone model as described in Sect. 2. This is possible since the evaporation process is concentrated near the inner edge of the thin disk and we can choose a representative radial region from $`r_1`$ to $`r_2`$ such that the main interaction between cool disk and corona occurs there and evaporation further outward is not important. In Fig. 1 we show the flow pattern as derived from analysis and simplified modelling for the case that a hole in the thin disk exists. There are three regimes. (1) Near the inner edge of the thin disk the gas flows towards the black hole. (2) At larger $`r`$ wind loss is important taking away about 20% of the total matter inflow. (3) At even larger distances some matter flows outward in the corona as a consequence of conservation of angular momentum. (One might compare this with the flow in a โfreeโ thin disk without the tidal forces acting in a binary. In such a disk matter flows inward in the inner region and outward in the outer region, with conservation of the total mass and angular momentum (Pringle 1981)).
## 4 Results from computations
### 4.1 Computer code technique
We solve the differential equations (34), (39), (46), and (49) using the Runge-Kutta method integrating from the lower boundary at an assumed height $`z_0r`$ above the midplane to the upper boundary at $`z_1`$. The value $`z_1`$ is determined by our computations as the height where sound transition occurs (free boundary problem). The boundary conditions are given in Eqs. (50), (51) and (54). We require that the energy flux at the upper boundary is zero but are content in our computations if it is very small, $`|F_c|0.005|(F_c)_{\mathrm{max}}|`$.
We have to vary $`P_0`$ and $`\dot{m}_0`$, trial values for $`P`$ and $`\dot{m}`$ ($`\dot{m}=\rho v_z`$) at $`z=z_0`$, to find the coronal structure which fulfills the upper boundary conditions. The conditions, sound transition and zero heat flux, are met only for a unique pair of values for pressure and mass flow at the bottom. For other values sound transition is not reached and/or the heat flux is not negligible (this is the same situation as in coronae of cataclysmic variable disks, compare Fig. 2 of Meyer & Meyer-Hofmeister 1994). Numerically, the smaller the distance $`r`$ from the compact object the more accurately the pressure value has to be determined to obtain a consistent solution.
For our computations we put the lower boundary at about $`z_0=\mathrm{2\hspace{0.17em}10}^6`$cm above the midplane, but for $`r\mathrm{3\hspace{0.17em}10}^8`$ cm at correspondingly smaller values $`z_0`$. In most cases the true height of the thin disk is less than the chosen value $`z_0`$. We carried out test computations to check the influence of assuming different values $`z_0`$ on the coronal structure. As expected the changes were found to be very small.
$`P_0`$ and $`(F_\mathrm{c})_0`$ are nearly independent of the value of the chromospheric temperature as long as it is small compared to $`T_0=10^{6.5}`$K.
Since our results also concern accretion in AGN we have confirmed the validity of our assumption for the location of the lower boundary for this case also.
### 4.2 Coronal structure
We took 6$`M_{}`$ as our standard parameter value to model the evaporation in accretion disks around stellar black holes. We compute the structure of the corona for distances of the outer cool disk from the black hole ranging from large values to small values of a few hundred Schwarzschild radii. For different distances $`r`$ the structure in $`z`$ direction is similar if considered as a function of $`z/r`$. As will be discussed in Sect. 6 the coronal structure scales with Schwarzschild radius and Eddington accretion rate.
In Fig. 2 we show the structure at $`r=10^{8.8}`$cm close to where the evaporation efficiency is highest for a 6$`M_{}`$ black hole. Pressure and density decrease significantly within a narrow range above the cool disk. The downward conductive heat flux -$`F_\mathrm{c}`$ therefore also has its maximum at a low height $`z`$, then rapidly decreases with height and is negliglibly small where sound transition $`v_z/V_\mathrm{s}=1`$ is reached, our boundary conditions. This happens at 2.3 $`10^9`$cm. The temperature is practically constant in the higher layers of the corona, a consequence of the high thermal conductivity. The computed coronal structure at distance $`r`$ corresponds to the situation that the cool disk underneath extends from this distance $`r`$ (inner edge) outwards. The derivation in Sect. 2 is based on the dominant role of the innermost corona and our model cannot be used to describe the coronal structure above the cool thin disk farther out which will be affected by the dominant process farther in.
These results can be compared to those of our earlier investigation of evaporation in cataclysmic variable disks. The coronal structure was considered there at distances $`10^{8.7}`$ to $`10^{9.7}`$cm from the 1$`M_{}`$ white dwarf adequate for a disk around a white dwarf. Due to the scaling with the mass of the compact star the structure above the thin disk around a 1$`M_{}`$ white dwarf at distances log r 9.0 and 9.7 (shown in Liu et al. 1995, Fig. 1a and 1b) corresponds to the structure at distances $`\mathrm{log}\mathrm{r}/\mathrm{r}_\mathrm{S}=3.53`$ and 4.23 from a 6$`M_{}`$ black hole.
With distance from the black hole the coronal structure changes. The main result concerns the evaporation rate, the shape of the function $`\dot{M}`$. For small values of $`r`$ the evaporation rate $`\dot{M}`$ increases with $`r`$, then reaches a maximum value and decreases further outward. In Fig. 3 we show the evaporation rate, the temperature reached at sound transition and the ratio of the pressure scaleheight $`h`$ to $`r`$ (maximal temperature and pressure scaleheight from the computed vertical structure of the corona). In Table 1 we summarize values of characteristic quantities. Note the large variation in the values $`\dot{m}_0`$ and $`P_0`$, the values of $`P`$ and $`\dot{m}`$ at the lower boundary. The evaporation rate is given in $`(M_{}/y)`$ and scaled to the Eddington accretion rate ($`\dot{M}_{\mathrm{Edd}}=L_{\mathrm{Edd}}/0.1\mathrm{c}^2`$), the radius in units of Schwarzschild radius $`r/r_\mathrm{S}`$ is added. For different black hole masses, the evaporation rate can be scaled accordingly (Sect. 6).
To include the evaporation process in the evolution of the accretion disk, e.g. for black hole X-ray transients, the $`\dot{M}`$-$`r`$ relation for values $`r`$ larger than the values in Fig. 3 might be needed. For such distances much larger than the hump location (Fig. 3, log$`r/r_\mathrm{S}3`$) the function $`\dot{M}`$ can be approximated as found in the earlier investigation by Liu et al. (1995) for accretion in cataclysmic variables.
In Table 1 we also give the fraction of mass carried away by the wind. Note that this fraction is of the order 20% at large distances $`r`$ and decreases to very small values inside the maximum of the function $`\dot{M}`$ (Fig. 3). The location of sound transition is about at the height 3$`r`$ for a distance $`r=10^{8.8}`$cm, the hump location, and at increasingly larger heights further inward. But their uppermost layers are unimportant for the energy balance in the corona because of their very low density.
Disks around black holes can reach inward even to the last stable orbit, and a new feature appears, a maximum efficiency of evaporation. In dwarf nova systems the inner disk edge disk lies much further out measured in Schwarzschild radii. The maximum of the evaporation efficiency has important consequences for the inward extension of the thin disk (see Sect. 5). This maximum is caused by the change in the physical process that removes the heat released by friction. For larger radii the frictional coronal heating is balanced by inward advection and wind loss. This fixes the coronal temperature $`T`$ at about 1/8 of the virial temperature $`T_\mathrm{v}`$ ($`\mathrm{}T_\mathrm{v}/\mu =GM/r`$). Downward heat conduction and subsequent radiation in the denser lower region play a minor role for the energy loss though they always establish the equilibrium density in the corona above the disk. The ratio of the pressure scaleheight $`h`$ to $`r`$ is almost constant for larger $`r`$ and becomes small closer to the compact object.
### 4.3 The energy balance in the corona
To illustrate the local energy balance we show in Fig. 4 all contributions separately as functions of height $`z`$. There are two terms of energy gain, by friction and by vertical advective flow. Friction decreases with height with the pressure (compare the coronal structure in Fig. 2). The gain by vertical advection results from the fact that more mass enters from the layer below than leaves into the layer above. This is due to the net sidewise outflow out of the unit volume. This overcompensates the increase of enthalpy with height. Concerning the losses, the radiation loss is the essential part in lower layers. It is proportional to the square of density and decreases steeply towards higher $`z`$. The loss by vertical heat flow describes the effect that the heat, released by friction and advection in higher layers is conducted down to layers where it is radiated away.
When the temperature has dropped to $`10^{6.5}`$K at very low height the downward heat flow is then 10 times larger than the upward advective flow. The balance is then between conduction and radiation. This leads to the temperature profile calculated by Shmeleva & Syrovatskii (1973) and Liu et al. (1995) and fixes the relation between $`F_\mathrm{c}`$ and $`P`$ at this temperature used as boundary condition for our calculations.
For log$`r`$=8.8 (Fig. 4) the height-integrated losses by advective outflow and by radiation are about equal. This is a particular case. With distance $`r`$ the relative size of these two losses varies in a characteristic way. To show this we have integrated the two losses over the height of the (flaring) column and normalized by the total release of energy by friction. Fig. 5 shows the result. The advective loss term includes the ernergy carried advectively away with the wind. This latter contribution is also shown separately.
The maximal coronal mass flow rate is reached at that radius where the character of the solution changes from an advection-dominated flow at large radii to a radiation-dominated flow at small radii (see Fig. 3). (This is an intrinsic feature of the solutions as a dimensional analysis of the global energy balance equation can show).
This behaviour contrasts with that of optically thin accretion flows of constant mass flow rate $`\dot{M}`$. These are advection-dominated (ADAF) at small radii but become radiation-dominated (Shapiro, Lightman and Eardley 1976) at large radii (Narayan & Yi 1995b). The coronal evaporation, on the other hand, allows for mass exchange between disk and corona and results in a $`\dot{M}`$ varying with $`r`$ which results in an inversion of that behaviour.
This mass exchange also provides thermal stability to the coronal evaporation solution. The system responds to a slight increase in temperature by an increased thermal flux that leads to an increase of density due to increased evaporation and thereby to a decrease of temperature by increased radiative cooling.
## 5 The inner edge of the thin disk and spectral transitions
If the mass flow rate in the disk is low, the evaporation rate in the inner disk region may exceed the mass flow rate. The inner edge of the cool disk then is located where both rates are equal, that is where all matter brought in by the thin disk is evaporated. Inside this location only a coronal flow exists. This coronal flow provides the supply for the ADAF towards the compact object. The higher the mass flow rate in the cool disk the further inward is the transition to a coronal flow/ADAF. This is the situation in transient black hole X-ray binaries during quiescence. If the mass flow rate exceeds the maximal evaporation rate, $`\dot{M}\dot{M}_{\mathrm{crit}}`$ (the peak coronal mass flow rate), the inner cool disk cannot be completely evaporated anymore, instead it reaches inward to the last stable orbit. In high-mass X-ray binaries fluctuations of the mass flow rate have the same effect. In Fig. 6 we show how the inward extent of the standard thin disk depends on the mass flow rate in the thin disk. As indicated there the corresponding spectra are hard, if the hot coronal flow/ADAF dominates, or, soft, if the standard thin disk radiation dominates near the center. This picture from our modelling is the same as the description of the accretion flow for different spectral states presented in the investigation of advection-dominated accretion by Esin et al. (1997, Fig. 1, except the very high state).
As illustrated in Fig. 5 the transition between dominant advective losses further out and dominant radiative losses further in causes the change in the slope of the evaporation rate at $`\dot{M}`$= $`\dot{M}_{\mathrm{crit}}`$. Except for the difference between the sub-virial temperature of the corona and the closer-to-virial temperature of an ADAF of the same mass flow rate, a similar critical radius is then predicted by the โstrong ADAF proposalโ (Narayan & Yi 1995b). In general, however, the strong ADAF proposal results in an ADAF region larger than that which the evaporation model yields. A detailed discussion of these spectral transitions was given separately (Meyer et al. 2000).
The main results from our model are the following. The transition from a thin disk to an ADAF should occur at about the same luminosity for different systems if their black hole masses are not too different. The inner edge location should then either be at a distance of some Schwarzschild radii (the distance for which $`\dot{M}=\dot{M}_{\mathrm{crit}}`$) or the thin disk should reach inward to the last stable orbit. Several high-mass binaries and black hole transients show such a systematic behaviour (Tanaka & Shibazaki 1996, Tanaka 1999). But in some cases the transition seems to be farther inward. In Sect. 9 we compare our results with observations.
## 6 Solutions for different central masses - <br>stellar and supermassive black holes
Our equations and boundary conditions are invariant against scale transformations that leave temperature and velocities constant. An invariant Kepler velocity implies that $`M/r`$ is invariant as is $`F_\mathrm{c}r,Pr,\rho r,\dot{m}r`$ and $`\dot{M}/r`$. One thus obtains solutions for another central mass $`M_2`$ from those for $`M_1`$ by multiplying $`r,z`$ and $`\dot{M}`$ values by $`M_2/M_1`$, and by dividing $`F_\mathrm{c},P,\rho `$ and $`\dot{m}`$ values by the same factor while keeping velocities and temperatures the same. Since
$$\dot{M}_{\mathrm{Edd}}=\frac{40\pi GM}{\kappa c},r_\mathrm{S}=\frac{2GM}{c^2}$$
(55)
are both proportional to mass, the relation between $`\dot{M}`$ and $`r`$ is invariant if plotted in units of Eddington accretion rate and Schwarzschild radius. In these units Fig. 3 is universal and applies to both stellar size and supermassive black holes.
The properties of the thin disk underneath do not scale similarly. This has no effect on the coronal structure, but shows up in the spectra belonging to a thin disk + corona for a given mass accretion rate.
## 7 Validity of assumptions
### 7.1 Heat conduction
In our modelling classical heat conduction is assumed. It is only valid if the conductive flux remains sufficiently small against the maximum transport by free streaming electrons. The relevant ratio is estimated here as 0.16 at the radius of maximal mass flow, constant for smaller radii, and decreasing as $`1/r^{1/2}`$ for large radii. All estimates are independent of the central mass. Smaller $`\alpha `$-values increase the validity of the approximations.
### 7.2 Equilibrium between electrons and ions
Our model assumes a one-temperature plasma. Temperature equilibrium between electrons and ions requires that the relevant collision timescale between both species remain small compared to the heating timescale. Their ratio is estimated as 0.27 where the coronal mass flow rate reaches its maximum value, and scales as $`r^{1/2}`$. Thus at smaller radii this approximation brakes down and electrons and ions will develop different temperatures.
## 8 Synchrotron radiation, Compton effect
We have performed estimates on the size of these neglected effects. Synchrotron losses are proportional to the number density of electrons, their kinetic energy, and the square of the magnetic field strength. It is often assumed that the magnetic field is dynamo produced and that its energy density is a fraction $`\frac{1}{\beta }`$ of the gas pressure. The ratio of synchrotron losses to thermal plasma radiation then becomes a pure function of temperature rising with $`T^{3/2}`$. The main cooling in our solutions occurs in lower layers at about 1/2 of the final coronal temperature. Under such circumstances, synchrotron radiation remains less than bremsstrahlung for $`\beta `$ 4. Values for $`\beta `$ in the literature include $`\beta 5`$ from energy considerations for ADAFs (Quataert & Narayan 1999b) and $`\beta 10`$ from direct numerical MHD calculations (Matsumoto 1999, Hawley 2000).
Compton cooling by photons from the underlying disk depends on the mass flow rate in the disk. For a rate equal to the maximal coronal mass flow rate, this Compton cooling approaches about 1/3 of the frictional heating. Compton cooling (and heating) of the corona by radiation from the accretion center depends on the state. In the hard state, taking the example of Cyg X-1 (Gilfanov et al. 2000), the spectrum yields a Compton equilibrium temperature of $`10^{8.5}`$ K. From the flux one estimates a Compton energy exchange rate comparable with the frictional heating rate in the corona. This indicates that the true coronal temperature at the peak of the coronal mass flow rate of Fig. 3 could be somewhat smaller. A similar result is obtained for Compton cooling by the central flux during the soft state. The keV-photons efficiently cool the corona heated by friction when the temperature obtained with the pure bremsstrahlung assumption is larger than an estimated $`10^{8.5}`$K.
All these cooling mechanism tend to reduce the peak temperature and mass flow rate in Fig. 3 and shift the minimal transition radius somewhat outwards. Our estimates are only rough and a more quantitative evaluation of these effects has to be done later.
## 9 Comparison with observations
Our model predicts a relation between the evaporation rate and the inner disk location (function $`\dot{M}`$ in Fig. 3 and 6). This fact can be compared with observations in two ways: for low mass flow rates in the thin disk a hole should form; the location of the change from accretion via the thin disk to a coronal flow should be related to the mass flow rate as predicted; the spectral changes hard/soft and soft/hard should occur for a predicted mass flow rate and the location of the inner edge at this time should agree with that from the model. To perform test we need to know two quantities, the mass flow rate in the thin disk and the inner disk edge location. Fitting of the spectrum based on the ADAF model (for a review see Narayan et al. 1998) gives values of the mass accretion rate on to the black hole and therefore also the evaporation rate (= mass flow rate in the disk at the inner edge). For the location of the inner edge constraints come from the $`\mathrm{H}_\alpha `$ emission line. The maximum velocity indicates the distance of the inner disk edge from the black hole. For test the luminosity for which the spectral transition happens has to be considered, as well as signatures of the inner disk edge.
### 9.1 Application to X-ray novae
For the X-ray transients A0620-00 and V404 Cyg Narayan et al. (1996,1997a) derived mass accretion rates based on spectral fitting of the ADAF model. These rates were used to perform test . For A0620-00 the resulting inner edge location agrees reasonably with the value from the $`\mathrm{H}_\alpha `$ emission line. For V404 Cyg a discrepancy was found (Meyer 1999), but this disappears with the recent results for V404 Cyg (Quataert & Narayan 1999b) and we find agreement also for this system. The comparison for GRO J1655-40 using the rate from Hameury et al. (1997) and outer-disk-stability arguments is satisfactory. For details of these comparisons see Liu et al. (1999).
The agreement of results derived from the disk evaporation on one side and the ADAF spectral fitting, including different physics for the description of the innermost region, on the other side, supports both models.
Further agreement (related to test ) between observation and theoretical modelling of evaporation comes from the computed disk evolution of A0620-00 (Meyer-Hofmeister & Meyer 1999). The long lasting outburst makes plausible that only little matter is left over in the disk. If this is the case the evolution during quiescence can be considered independent of the detailed outburst behaviour. We took into account the evolution of the thin disk together with the corona. The evaporation determines the inner edge of the thin disk at each time. The mass flow rate there is important for the disk evolution and therefore for the outburst cycle (without careful treatment of the inner edge boundary the evolution cannot be determined adequately). The evolution based on the same frictional parameter as taken for dwarf nova modelling ($`\alpha _{\mathrm{cool}}`$=0.05). leads to the onset of an outburst after the right time and the amount of matter stored in the disk in agreement with the energy estimated from the lightcurve.
Concerning test spectral transitions observed for a few transients can be considered. The best observed source is Nova Muscae 1991 (Cui et al. 1997). The transition occurs around $`L_X10^{37}`$ erg/s (Ebisawa et al. 1994). These spectral transitions were modelled based on an ADAF by Esin et al. (1997). Our value for the critical mass accretion rate for a 6 $`M_{}`$ black hole, $`10^{17.2}`$g/s, corresponds to a standard accretion disk luminosity of about $`10^{37.2}`$ erg/s, in agreement with observations.
### 9.2 Application to high-mass X-ray binaries
The accretion rates observed for high-mass X-ray binaries are higher than those for transients, fluctuations are common. Therefore hard/soft and soft/hard spectral transitions occur much more often than for transients where this phenomenon is only related to outburst onset or decline. In our investigation of spectral transitions (Meyer et al. 2000) we discuss the behaviour of the three persistent (high-mass) black hole X-ray sources LMC X-1, LMC X-3 and Cyg X-1. The transition occurs around $`L_X10^{37}`$ erg/s as also for transients (Tanaka 1999). For the spectral transitions of Cyg X-1 again the ADAF model was successfully used to describe the observations (Esin et al. 1998).
Our model predicts the inner edge of the thin disk at some 100 Schwarzschild radii for the accretion rate related to the hump in Fig. 6, that is at the moment of spectral transition. We have estimated the timescale on which a standard accretion disk at accretion rates near the critical value $`\dot{M}_{\mathrm{crit}}`$ and at the related radius can evaporate or form newly and find a value of the order of days. This agrees with the timescale for the observed spectral transition of a few days for Cyg X-1 (Zhang et al. 1997). Frequency resolved spectroscopy of Cyg X-1 (Revnivtsev et al. 1999) also leads to an inner edge of the thin disk at 150 Schwarzschild radii. But the existence of a reflecting component indicates a disk further inward (Gilfanov et al. 1998, Zycki et al. 1999). For a sample of X-ray transients and high-mass X-ray binaries Di Matteo & Psaltis (1999) found, if they relate the rapid variability properties to those of neutron stars, that the disk reaches down to about 10 Schwarzschild radii. This would be in contrast to the prediction from the ADAF based modelling and our evaporation model. Further work is needed to understand these signatures of a thin disk so far inward during the hard state.
### 9.3 Application to AGN
Liu et al. (1999) used the results derived in the present paper to predict the location of the inner edge of the thin disk around M87 (test ). Using the accretion rate derived by (Reynolds et al. 1996) and an inner edge of the thin disk from emission lines broadening (Harms et al. 1994) they found good agreement between theory and observations.
In connection with new observations further applications of the evaporation model can be discussed (Liu, Meyer and Meyer-Hofmeister, in preparation). Recently the concept of advection-dominated accretion was also applied to the low-luminosity active galactic nuclei M81 and NGC 4579 (Quataert et al. 1999), NGC 4258 (Gammie et al. 1999) and low-luminosity elliptical galaxies (Di Matteo et al. 1999, 2000). It is not clear why for accretion rates which are different by about less than a factor of ten (scaled to Eddington accretion) the thin disks are truncated at $``$ $`10^4`$ Schwarzschild radii or reach inward to $``$ 100 $`r_rm\mathrm{S}`$. Quataert et al. (1999) argued that the difference might be caused by a different way of mass supply for the ADAF.
### 9.4 Spectra from the standard thin disk plus corona
One might ask whether spectra computed according to our modelling could be used to test our predictions. Such spectra would include radiation from an inner ADAF region and an outer standard thin disk with the transition at a radius according to our $`\dot{M}r`$ relation. The spectra determined according to the ADAF model (see e.g. Narayan et al. 1998) use the observational constraints for the inner edge of the cool disk and fit the observed spectra. If the derived rate $`\dot{M}`$ and the inner disk location agree with our $`\dot{M}r`$ relation these already computed spectra are the spectra that our model will yield.
## 10 Discussion of further aspects
### 10.1 Magnetic fields
The magnetic nature of friction in accretion disks is now generally accepted, supported by numerical experiments that show the generation and sustainment of magnetic fields in accretion disks of sufficient electrical conductivity (for a recent study see Hawley 2000). This raises the question whether the neglect of magnetic fields in modelling the corona-disk interaction may not miss important effects.
Such effects are twofold: (a) Where gyro-frequency is large compared to collision frequency electron thermal conductivity is only high along the magnetic field. This can significantly reduce effective thermal conductivity if the magnetic field is tangled. This can be taken into account by reducing the conductivity coefficient $`\kappa _0`$ by the average of $`cos^2\theta `$ over horizontal surfaces, where $`\theta `$ is the angle of the magnetic field with respect to the vertical. (b) Magnetic pressure contributes to the pressure support. This can be taken into account by increasing the value $`\mathrm{}/\mu `$ by a factor 1+$`\frac{1}{\beta }`$ in our equations, where the $`\beta `$ is the plasma parameter (which may also include turbulent pressure).
We have performed an order of magnitude approximation to the individual terms in the global energy balance. As we will we show in separate work this allows to model our numerical results and suggests the following dependence on the parameters $`\alpha ,\kappa _0`$ and $`\beta `$.
$$T_0\frac{\alpha ^2}{\kappa _0}\left(1+\frac{1}{\beta }\right)^3,$$
$$T_\mathrm{f}\frac{r_\mathrm{S}}{r}\left(1+\frac{1}{\beta }\right)^1,$$
$$\frac{\dot{M}}{\dot{M}_{\mathrm{Edd}}}\alpha \kappa _{0}^{}{}_{}{}^{1/2}\left(1+\frac{1}{\beta }\right)\left(\frac{r}{r_\mathrm{S}}\right)^{3/2}T^{5/2},$$
(56)
where $`T_0`$ is the saturation temperature reached at small radii and $`T_\mathrm{f}`$ is the subvirial temperature attained at large radii. The maximum mass flow rate occurs where the two temperatures $`T_\mathrm{f}`$ and $`T_0`$ become about equal. This yields the further proportionalities
$$\left(\frac{\dot{M}}{\dot{M}_{\mathrm{Edd}}}\right)_{\mathrm{max}}\frac{\alpha ^3}{\kappa _0^{1/2}}\left(1+\frac{1}{\beta }\right)^{5/2},$$
$$\left(\frac{r}{r_\mathrm{S}}\right)_{\dot{M}=\dot{M}_{\mathrm{max}}}\frac{\kappa _0}{\alpha ^2}\left(1+\frac{1}{\beta }\right)^4.$$
(57)
This may serve as a guide on how the results depend on the choice of these parameter values. For values of $`\beta `$ discussed in the literature see Sect. 8.
### 10.2 The $`\alpha `$-dependence
For our numerical computations we took $`\alpha `$=0.3. Values discussed in the literature include 0.1 to 0.3 from spectral fits of ADAF models to soft X-ray transients (Narayan et al. 1996), $`\alpha `$=0.25 obtained from applying detailed calculations to luminous black hole X-ray binaries (Esin et al. 1997), and $`\alpha `$=0.1 obtained from global magnetohydrodynamical simulations of accretion tori (Hawley 2000). The above scaling relation shows how our results change if other $`\alpha `$-values are chosen.
### 10.3 Irradiation
X-ray irradiation can cause a corona above the thin disk (e.g. London et al. 1981). This can interfere with the assumptions underlying the present model. We note that optically thick scattering layers in the inner corona can prevent such radiation to reach the disk surface (e.g. see Schandl & Meyer 1994). This can become a complex situation which requires a detailed analysis to clarify under what circumstances this affects the applicability of our model. In general, models like ours should be good for black hole systems with ADAF type internal accretion. Aspects of formation of a disk corona have been investigated by de Kool & Wickramasinghe (1999). These calculations are more detailed with respect to ionization equilibrium than ours, but do not include thermal conduction, sidewise advection and wind loss in the energy balance. It is therefore difficult to compare with our results.
## 11 Comparison with Honmaโs model
Here we have considered the spatial co-existence of disk and corona and its gradual fading into a corona/ADAF only region at its inner boundary. Honma (1996) in an apparently very different approach considered the effect of a turbulent diffusive heat flow outwards from a hot and mainly non-radiative advection-dominated inner region to an outercool accretion disk. In his simplified modelling both regions are treated as one disk with radially varying thickness, and optical depth. He found a steep transition in the disk thickness and temperature at a radius that depends on the mass flow rate. In this radially thin transition layer most of the systems luminosity is radiated.
Though at first sight very different, the two approaches have a basic physical similarity, though in an inverted geometry: What is vertical in the disk+corona system is radial in Honmaโs approach. Heat generated by friction is conducted outward (downward) from a hot inner (upper) region to a cool outer (lower) region where it is radiated away. In both cases this establishes the condition where the cool disk ends and the hot, ADAF type flow takes over. We note that Honmaโs diffusive heat conductivity bears resemblance to the thermal electron heat conductivity. The rapid increase of the cooling with density leads to a similarly steep temperature profile in Honmaโs model as at the base of the corona in the disk+corona model.
We have calculated the ratio of Honmaโs effective turbulent heat conductivity to that of electron thermal heat conductivity and obtain the value 1/6 for pressure and temperature at the peak of the coronal mass flow rate in Table 1.
We think that the evaporation model is a more realistic description of the transition from the cool disk to an corona/ADAF only flow. In Sect. 2.5 we estimated the radial heat inflow and showed that it is a minor contribution. Generally, the turbulent outward diffusion of specific energy reduces the inward advective transport (which is also diffusive) of energy. Thus the inward flow of energy is somewhat less than the inward flow of mass times the specific energy. Our approximate treatment of the inward flows of mass and energy in the derivations of Eqs. (39) and (46) in effect leads to such a distinction, for radial power laws as discussed by a factor of 2.
In spite of the very different geometry and simplification Honmaโs model captures the same physical effect. His conclusion that his results shed light on the soft-hard transitions of black hole accretors is thus substantiated by the disk+corona model, though quantative differences exist. In Sect. 5 we have already remarked on where the โstrong ADAF proposalโ agrees with and where it deviates from the results of the disk+corona model. This brings the โstrong ADAF proposalโ, Honmaโs diffusive heat transport model, and the disk+corona model under a common physical aspect and makes a surprising similarity of some of their results results understandable.
## 12 Conclusions
Our model describes the interaction between the geometrically thin accretion disk and the corona above. We have derived simplified equations, which include the relevant processes determining the accretion via the cool disk together with the hot coronal flow which yields the matter supply for the ADAF towards the black hole. We determine the structure of the corona which is in equilibrium with the cool disk. The equilibrium demands the evaporation of a certain amount of matter from the cool disk and we compute the evaporation rate as a function of the distance $`r`$ from the central black hole. This gives the rate of accretion of matter towards the inner region (part of the matter is lost by a wind). The evaporation efficiency becomes higher with decreasing $`r`$, but reaches a maximum at some hundred Schwarzschild radii. For low accretion rates in the cool disk the evaporation uses up all matter at the distance where the evaporation rate is equal to the mass flow rate in the cool disk. The standard thin disk emits a near black body spectrum and, for high enough accretion rates the disk extends inward to the last stable orbit, the total radiation is soft. But if, for lower accretion rates the thin disk is truncated, the coronal flow/ADAF in the inner region provides a hard spectrum.
These features of disk evaporation apply to galactic black hole X-ray binaries (X-ray transients, high-mass X-ray binaries) and also to AGN (truncated disks were found in low-luminosity AGN and elliptical galaxies). The mass accretion rates derived by spectral fits based on the ADAF model and the location of the inner disk (deduced from observations or determined by the fitting) allow to check the predictions of the model for the location of transition to the coronal flow. These tests show good agreement for most cases of X-ray transients and the features connected with the maximum evaporation efficiency (see Sect. 9). We want to point out that our model gives qualitative results for relations between mass accretion rate, location of disk truncation and spectral transitions rather than exact values. The division in an outer advection-dominated regime and an inner radiation-dominated regime of the coronal structure gives insight to basic features. Computed values for the edge location might differ by a factor of two to three from the โtrueโ values. An investigation of the detailed effect of simplifications in the equations as well as the effect of the $`\alpha `$-value and of magnetic fields will be carried out later.
A truncation of the thin disk farther in than 100 Schwarzschild radii is in contrast to the predictions of our model. The reflecting component observed for Cyg X-1 seems to indicate such an inward extent of the thin disk. But, also for Cyg X-1, another investigation of observations leads to an inner edge location near 100 Schwarzschild radii (see Sect. 9). This situation needs further clarification. But also from the theoretical side the possible existence of an โinteriorโ thin disk below a corona in the innermost regions (closer in than the location of the evaporation efficiency maximum, compare Fig. 3) needs further investigation.
For AGN it was found, based on ADAF spectral modelling that the truncation of the thin disk can be at very different distances from the supermassive black hole for mass accretion rates which differ much less (see Sect. 9). Our model only predicts the large distances. Also here additional investigations are needed to understand the physical reason for such divergent results.
Note added after submission of the manuscript: In a parallel investigation, very similar to our approach, Rรณลผaลska & Czerny (astro-ph/0004158, A&A in press) have also studied the coronal structure and the transition to an ADAF. They take into account the possibility of different temperatures of electrons and ions and include Compton cooling by the soft radiation from the underlying disk. In our computed models for the parameters $`r/r_\mathrm{S}^{3/2}>25\dot{M}_{\mathrm{Edd}}/\dot{M}`$, that means log $`r/r_\mathrm{S}2.25`$ (compare Table 1), the energy equilibration time between electrons and ions is shorter than the heating time, thus establishing temperature equilibrium between electrons and ions. For the same parameters also the rate of Compton cooling by the radiation from the underlying disk is small compared to the frictional heating rate and thus negligible.
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# Introduction
## Introduction
Deeply Virtual Compton Scattering (DVCS) is the cleanest hard process which is sensitive to the Skewed Parton Distributions (SPD) and has been the subject of extensive theoretical investigations for a few years. First experimental data became recently available (see e.g. ) and much more data are expected from JLAB, DESY, and CERN in the near future. It was demonstrated that in leading order ($`1/Q^0`$) the DVCS amplitude factorizes. However, as the typical $`Q^2`$ are by no means large, studies of the power corrections to the DVCS amplitude are very important.
Recently the DVCS amplitude was computed including the terms of order $`O(1/Q)`$. The inclusion of such terms is mandatory to conserve the electromagnetic gauge invariance of the DVCS amplitude at this order of $`1/Q`$. Moreover, they provide the leading contribution to some spin asymmetries. To this order the amplitude depends on a set of new skewed parton distributions. Recently it was shown in ref. that in the so-called Wandzura-Wilczek (WW) approximation these new functions can be expressed in terms of twist-2 SPDโs. WW relations for SPDโs were also discussed in ref. , however the authors of this paper did not take into account operators which are total derivatives. Obviously these operators are crucial for the description of non-forward matrix elements.
In this note we give a derivation of the WW-like relations which is technically slightly different from the approach used in , see the Appendix for details. Then we demonstrate for the case of DVCS on the pion the new SPDโs in WW approximation generically posses discontinuities at the points $`x=\pm \xi `$. This leads to a formally divergent expression for the DVCS amplitude, which however contributes to the DVCS observables at the accuracy $`1/Q^2`$ and hence beyond our accuracy.
We also observed that in the twist-3 DVCS amplitude<sup>*</sup><sup>*</sup>*We use the notion of โtwist-3 amplitudeโ as synonymous to โamplitude of order $`1/Q`$ with longitudinally polarized virtual photons the divergencies mentioned above are cancelled. We discuss the theoretical implications of this phenomenon and its possible experimental verification.
## DVCS on the pion
The expression for the DVCS amplitude on the pion as obtained in and reproduced in refs. has the form:
$`T^{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1}{2PQ}}{\displaystyle }dx({\displaystyle \frac{1}{x\xi +iฯต}}+{\displaystyle \frac{1}{x+\xi iฯต}})[H_1(x,\xi )(2\xi P^\mu P^\nu P^\mu Q^\nu P^\nu Q^\mu .`$
. $`+`$ $`g^{\mu \nu }(PQ){\displaystyle \frac{1}{2}}P^\mu \mathrm{\Delta }_{}^\nu +{\displaystyle \frac{1}{2}}P^\nu \mathrm{\Delta }_{}^\mu )`$ (1)
$``$ $`\left[H_3(x,\xi )+{\displaystyle \frac{\xi }{x}}H_A(x,\xi )\right]\mathrm{\Delta }_{}^\nu \left(3\xi P^\mu +Q^\mu \right)`$
$``$ $`[H_3(x,\xi ){\displaystyle \frac{\xi }{x}}H_A(x,\xi )]\mathrm{\Delta }_{}^\mu (\xi P^\nu +Q^\nu )],`$
where $`P=(p+p^{})/2,Q=(q+q^{})/2,\mathrm{\Delta }=qq^{}=p^{}p=2\xi P+\mathrm{\Delta }_{}`$, while $`p,p^{},q,q^{}`$ are the initial and final momenta of pion and photon, respectively. The three terms in the square brackets are individually gauge invariant up to order $`\mathrm{\Delta }_{}^2`$, i.e. $`q_\nu ^{}T^{\mu \nu }=O(\mathrm{\Delta }_{}^2)=q_\mu T^{\mu \nu }`$. The second and third term contain the new twist-3 contributions to the DVCS amplitude. As $`P`$ and $`Q`$ are longitudinal and $`\mathrm{\Delta }_{}`$ transverse the second corresponds to longitudinally polarized virtual photon and third to transverse polarization.
The amplitude depends on new SPDโs defined as Note that the function $`H_A`$ in ref. is defined with opposite sign
$`{\displaystyle \frac{d\lambda }{2\pi }e^{i\lambda x(\overline{P}n)}p^{}|\overline{\psi }\left(\frac{\lambda }{2}n\right)\gamma ^\mu \psi \left(\frac{\lambda }{2}n\right)|p}`$ $`=`$ $`P^\mu H_1(x,\xi )+\mathrm{\Delta }_{}^\mu H_3(x,\xi ),`$ (2)
$`{\displaystyle \frac{d\lambda }{2\pi }e^{i\lambda x(\overline{P}n)}p^{}|\overline{\psi }\left(\frac{\lambda }{2}n\right)\gamma ^\mu \gamma _5\psi \left(\frac{\lambda }{2}n\right)|p}`$ $`=`$ $`i\epsilon _{\mu \alpha \beta \delta }\mathrm{\Delta }^\alpha P^\beta n^\delta H_A(x,\xi ).`$ (3)
Here the light-cone vector $`n`$ is normalized as $`nP=1`$
Recently in ref. it was suggested to use the Wandzura-Wilczek approximation to express functions like $`H_3`$ in terms of twist-2 function $`H_1`$. This approximation gives the kinematical part of twist 3, while the genuine, dynamical, higher twist is neglected. If one adopts the operator definition of twist, this approximation, because of neglecting the operators containing the gluon field strength, corresponds to twist 2. In the Appendix we give alternative derivation of such relations and in the next section we show that the WW approximation generically leads to formally divergent expression for the DVCS amplitude. We also specify the twist-3 helicity amplitudes which are free of such divergencies.
## Discontinuities of the twist-3 distributions in WW approximation
In this section we study the properties of the twist-3 distributions in the WW approximation. We shall see that generically they posses discontinuities at the points $`x=\pm \xi `$. We shall illustrate this by the example of $`H_3(x,\xi )`$.
Using the general expression (APPENDIX: Derivation of the WW relations) discussed in the Appendix it is easy to obtain the function $`H_3(x,\xi )`$ in WW approximation. It can be expressed in terms of the twist-2 SPD $`H_1(x,\xi )`$ as follows (c.f. ):
$`H_3^{WW}(x,\xi )`$ $`=`$ $`{\displaystyle \frac{1}{4}}\{\theta (x>\xi ){\displaystyle _x^1}{\displaystyle \frac{du}{u\xi }}[{\displaystyle \frac{H_1(u,\xi )}{\xi }}+{\displaystyle \frac{H_1(u,\xi )}{u}}]`$
$``$ $`\theta (x<\xi ){\displaystyle _1^x}{\displaystyle \frac{du}{u\xi }}\left[{\displaystyle \frac{H_1(u,\xi )}{\xi }}+{\displaystyle \frac{H_1(u,\xi )}{u}}\right]`$
$`+`$ $`\theta (x>\xi ){\displaystyle _x^1}{\displaystyle \frac{du}{u+\xi }}\left[{\displaystyle \frac{H_1(u,\xi )}{\xi }}{\displaystyle \frac{H_1(u,\xi )}{u}}\right]`$
$``$ $`\theta (x<\xi ){\displaystyle _1^x}{\displaystyle \frac{du}{u+\xi }}[{\displaystyle \frac{H_1(u,\xi )}{\xi }}{\displaystyle \frac{H_1(u,\xi )}{u}}]\}.`$
Note that in the limit $`\xi =0`$ this reduces to an expression, which is similar to the standard WW approximation for the transverse spin structure function $`g_T`$. Note that the specific form of (4) guarantees the correct symmetry properties of $`H_3`$ , which is a sensitive check of our result. Another interesting limit to discuss is $`\xi =1`$. In this limit our expression is similar to the corresponding relation for the light cone amplitude for vector mesons (which is the closest case worked out in literature, namely by Ball and Braun ). The relation (Discontinuities of the twist-3 distributions in WW approximation) also allow to generalize the WW relation for vector mesons distribution amplitudes obtained in to the case of a meson of arbitrary spin. This can be done with help of crossing relations between pion SPDโs and distribution amplitudes of resonances .
From eq. (Discontinuities of the twist-3 distributions in WW approximation) one can derive the following relations for the Mellin moments of $`H_1`$ and $`H_3`$:
$`{\displaystyle _1^1}๐xH_3(x,\xi )`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{d\xi }}{\displaystyle _1^1}๐xH_1(x,\xi )=0,`$ (5)
where the last equation follows from the polynomiality condition for SPDs . This relation is an analog of the Burkhardt-Cottingham sum rule, it is valid beyond WW approximation. This particular moment, like the other even moments, corresponds to the non-singlet part of the SPDs, while the contribution of the singlet part is zero for the trivial reason that the pion SPD antisymmetric in $`x`$. Another interesting relation, which is an analog of the Efremov-Leader-Teryaev sum rule , can be obtained for the second Mellin moments of the SPDโs, corresponding to the singlet part, appearing in DVCS:
$`{\displaystyle _1^1}๐xxH_3(x,\xi )`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \frac{d}{d\xi }}{\displaystyle _1^1}๐xxH_1(x,\xi )={\displaystyle \frac{1}{2}}\xi M_2,`$ (6)
where $`M_2`$ is a momentum fraction carried by the quark in the pion. To obtain the last equality we used the generalized momentum sum rule for SPDs at $`\mathrm{\Delta }^2=0`$ as derived in . Let us stress that this relation is valid beyond the WW approximation. Its generalizations to the nucleon case was recently discussed in .
With the help of expression (Discontinuities of the twist-3 distributions in WW approximation) we can easily compute the behaviour of $`H_3`$ near the points $`x=\pm \xi `$. Let us consider the difference of left and right limits of the function $`H_3`$ at $`x\pm \xi `$, the result is:
$`\underset{\delta 0}{lim}\left\{H_3^{WW}(\xi +\delta ,\xi )H_3^{WW}(\xi \delta ,\xi )\right\}={\displaystyle \frac{1}{4}}vp{\displaystyle _1^1}{\displaystyle \frac{du}{u\xi }}\left[{\displaystyle \frac{H_1(u,\xi )}{\xi }}+{\displaystyle \frac{H_1(u,\xi )}{u}}\right],`$ (7)
$`\underset{\delta 0}{lim}\left\{H_3^{WW}(\xi +\delta ,\xi )H_3^{WW}(\xi \delta ,\xi )\right\}={\displaystyle \frac{1}{4}}vp{\displaystyle _1^1}{\displaystyle \frac{du}{u+\xi }}\left[{\displaystyle \frac{H_1(u,\xi )}{\xi }}{\displaystyle \frac{H_1(u,\xi )}{u}}\right],`$ (8)
where $`vp`$ denotes a principle value integral (valeur principal). From these expressions we see that for a wide class of functional forms for $`H_1`$ the corresponding function $`H_3`$ exhibits discontinuities at the points $`x=\pm \xi `$. Even for smooth functions $`H_1`$ the discontinuities are non-zero. To clarify this point, it is instructive to integrate by part, imposing the natural condition $`H_1(1,\xi )=H_1(1,\xi )=0`$. One gets:
$`\underset{\delta 0}{lim}\left\{H_3^{WW}(\xi +\delta ,\xi )H_3^{WW}(\xi \delta ,\xi )\right\}`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \frac{d}{d\xi }}vp{\displaystyle _1^1}{\displaystyle \frac{duH_1(u,\xi )}{u\xi }},`$ (9)
$`\underset{\delta 0}{lim}\left\{H_3^{WW}(\xi +\delta ,\xi )H_3^{WW}(\xi \delta ,\xi )\right\}`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \frac{d}{d\xi }}vp{\displaystyle _1^1}{\displaystyle \frac{duH_1(u,\xi )}{u+\xi }}.`$ (10)
The sum of the two jumps which arises in the convolution integral for the amplitude can be expressed in terms of the real part of the twist-2 DVCS amplitude as follows:
$`\underset{\delta 0}{lim}\left\{H_3^{WW}(\xi +\delta ,\xi )H_3^{WW}(\xi \delta ,\xi )+H_3^{WW}(\xi +\delta ,\xi )H_3^{WW}(\xi \delta ,\xi )\right\}`$
$`={\displaystyle \frac{1}{4}}{\displaystyle \frac{d}{d\xi }}vp{\displaystyle _1^1}๐uH_1(u,\xi )\left\{{\displaystyle \frac{1}{u+\xi }}+{\displaystyle \frac{1}{u\xi }}\right\}.`$ (11)
The latter expression is nothing else than the derivative of the real part of twist two DVCS amplitude. As DVCS is an observable physical process (and as already been observed) the integral on the right hand side of (Discontinuities of the twist-3 distributions in WW approximation) cannot be zero and because the physics has to show a non-trivial dependence on the skewedness parameter it cannot be independent of $`\xi `$. This shows that the r.h.s. of (Discontinuities of the twist-3 distributions in WW approximation) cannot vanish and therefore $`H_3`$ really has to show discontinuities.
The expression for the WW- part $`H_A^{WW}(x,\xi )`$ of the function $`H_A(x,\xi )`$ is slightly different:
$`H_A^{WW}(x,\xi )`$ $`=`$ $`{\displaystyle \frac{1}{4\xi }}\{\theta (x>\xi ){\displaystyle _x^1}{\displaystyle \frac{du}{u\xi }}[u{\displaystyle \frac{H_1(u,\xi )}{u}}+\xi {\displaystyle \frac{H_1(u,\xi )}{\xi }}]`$
$``$ $`\theta (x<\xi ){\displaystyle _1^x}{\displaystyle \frac{du}{u\xi }}\left[u{\displaystyle \frac{H_1(u,\xi )}{u}}+\xi {\displaystyle \frac{H_1(u,\xi )}{\xi }}\right]`$
$``$ $`\theta (x>\xi ){\displaystyle _x^1}{\displaystyle \frac{du}{u+\xi }}\left[u{\displaystyle \frac{H_1(u,\xi )}{u}}+\xi {\displaystyle \frac{H_1(u,\xi )}{\xi }}\right]`$
$`+`$ $`\theta (x<\xi ){\displaystyle _1^x}{\displaystyle \frac{du}{u+\xi }}[u{\displaystyle \frac{H_1(u,\xi )}{u}}+\xi {\displaystyle \frac{H_1(u,\xi )}{\xi }}]\}.`$
It can be checked that the function $`H_A^{WW}(x,\xi )`$ also posses discontinuities at the points $`x=\pm \xi `$. The expression for these discontinuities has the form:
$`\underset{\delta 0}{lim}\left\{H_A^{WW}(\pm \xi +\delta ,\xi )H_A^{WW}(\pm \xi \delta ,\xi )\right\}=\pm {\displaystyle \frac{1}{4}}{\displaystyle \frac{d}{d\xi }}vp{\displaystyle _1^1}{\displaystyle \frac{duH_1(u,\xi )}{u\xi }}.`$ (13)
Note that the difference of these discontinuities (which is the combination entering the amplitude (DVCS on the pion)) coincides with (Discontinuities of the twist-3 distributions in WW approximation). The presence of discontinuities in the functions $`H_3`$ and $`H_A`$ exactly at the points $`x=\pm \xi `$ leads to a formally divergent result for the amplitude at the order $`O(1/Q)`$, see expression eq. (DVCS on the pion). This indicates a violation of factorisation in order $`O(1/Q)`$ for the DVCS amplitude in WW approximation. The considered violation disappears for virtual final photon, as the pole of the quark propagator no more occurs at the point $`x=\xi `$. Thus the production of Drell-Yan pairs does not pose any problems. Experimental studies comparing real and virtual photon production thus provide an excellent opportunity to check factorisation.
It is important to realize that the formal divergencies of the amplitude in the WW approximation are canceled for certain combinations of helicity amplitudes because the jumps in $`H_3`$ and $`H_A`$ are related to each other, see eqs. (Discontinuities of the twist-3 distributions in WW approximation,13). Since the divergencies occur only at the point $`x=\pm \xi `$ it is sufficient that the jumps cancel at this specific value to save factorisability. Specifically there is no problem for the amplitudes with longitudinal polarization of the virtual photon, because the corresponding amplitude is proportional to the following combination of the functions $`H_3`$ and $`H_A`$:
$`\epsilon _L^\mu T_{\mu \nu }\mathrm{\Delta }_\nu {\displaystyle ๐x\left(\frac{1}{x\xi +iฯต}+\frac{1}{x+\xi iฯต}\right)\left[H_3(x,\xi )+\frac{\xi }{x}H_A(x,\xi )\right]}.`$ (14)
Thus the discontinuities generate divergencies only for the twist-3 DVCS amplitude with transversely polarized virtual photon. The contribution of the โproblematicโ part of the twist-3 DVCS amplitude (corresponding to scattering of the transversely polarized virtual photons) to the differential cross section is suppressed after the contraction with the polarization vector of the emitted real photon by two powers of the hard scale, i.e. by $`1/Q^2`$, relative to the leading order result and do not contribute to observables in order O($`1/Q`$). The DVCS differential cross section to this accuracy gets contributions only from the longitudinal part of the twist-3 amplitude which is free from divergencies.
The physical reason of these peculiarities for the transverse photon case is rather similar to the origin of the famous Callan-Gross relation. The dangerous pole of the quark propagator, which in combination with jumps lead to the violation of factorisation, corresponds to an on-shell quark, which may absorb only transverse photons. We therefore expect that this situation should persist also in the case of nucleon and deuteron targets. This would be interesting to check by an explicit calculations.
The considered relationship between twist-2 and twist-3 terms can also be discussed with regard to electromagnetic gauge invariance. The leading twist-2 term is gauge invariant only if one neglects the transverse component of the momentum transfer $`\mathrm{\Delta }_{}`$. In $`O(\mathrm{\Delta }_{})`$ accuracy it requires the consideration of a quark-gluon diagram, whose contribution by use of the equation of motions is expressed through the twist-2 SPD $`H_1`$ and the new twist three SPDs $`H_3,H_A`$. While the $`H_1`$ term combines with the leading result to a gauge-invariant expression (see two first lines in eq. (DVCS on the pion)), as anticipated in ref. , the other terms provide the additional contribution which violates factorisation in the WW approximation for transverse polarization of the virtual photon.
Generally, the appearance of the jumps just at the points $`x=|\xi |`$ is not unnatural from the physical point of view, as this is just a transition point between the regions, where SPD has quite different physical meaning , accommodated, in particular, in the two-component model of SPDs .
As final remark we note that preliminary estimates of the function $`H_3`$ at a low normalization point in the instanton model give a function without discontinuities and hence indicates that the WW approximation for SPDโs is not valid within this specific model.
## Conclusions
We demonstrated by explicit calculations that Wandzura-Wilczek like relations for SPDโs entering the description of the DVCS amplitude at order $`O(1/Q)`$ lead to a violation of factorisation for the twist-3 DVCS amplitude with transversely polarized virtual photons. However, one can easily see that the dangerous divergencies do not contribute to DVCS observables at the order $`1/Q`$ but at the order $`1/Q^2`$. Therefore these divergencies affect only twist-4 corrections which are beyond the scope of the present paper. One cannot exclude that the kinematical contributions of twist 4 will cancel the considered divergencies. This promising opportunity is suggested by the paper , in which a part of the $`1/Q^2`$ term is identified which makes the contribution of the jumps equal to zero after the contraction with the real photon polarization vector is performed.
The divergencies in the amplitude are related to the fact that the additional functions obtained with the help of WW-like relations generically contain discontinuities at the points $`x=\pm \xi `$ what in turn leads to formally divergent results for the DVCS amplitude with a transversely polarized photon. However the divergencies contribute to the observables only at the accuracy $`1/Q^2`$ and can be neglected at twist-3 accuracy. We observed that the divergencies are canceled in the twist-3 DVCS amplitude with a longitudinally polarized virtual photons. Such a cancelation of the divergencies in the longitudinal twist-3 amplitude implies that the DVCS observables up to accuracy $`O(1/Q)`$ can be estimated using the WW approximation, at least at leading order in $`\alpha _s`$. The case of DVCS off the nucleon will be studied elsewhere.
## Acknowlegments.
We would like to thank I. Anikin, V. Braun, A. Belitsky, M. Diehl, L. Frankfurt, K. Goeke, L. Mankiewicz, D. Mรผller, M. Penttinen, P. Pobylitsa, M. Strikman for conversations. Recently we learned that the divergencies of twist-3 DVCS amplitude in WW approximation were independently found by A. Radyushkin and C. Weiss . We are grateful to them for the discussions. The work of N.K. was supported by the DFG, project No. 920585. O.V.T. was partially supported by RFFI grant 00-02-16696. N.K. and O.V.T. are thankful to Klaus Goeke for invitation to Bochum University where the idea to write these notes has appeared.
## APPENDIX: Derivation of the WW relations
Here we briefly describe the method used to derive the WW relations for skewed parton distributions. Our approach is very close to approach used in . The difference lies only in technical details. We have also been informed that similar results have been obtained independenly in .
Our starting point is the following equations derived in :
$`\overline{\psi }(x)\gamma _\mu \psi (x)`$ $`=`$ $`{\displaystyle _0^1}๐t{\displaystyle \frac{}{x_\mu }}\overline{\psi }(tx)\text{/}x\psi (tx)iฯต_{\mu \nu \alpha \beta }{\displaystyle _0^1}๐ttx^\nu ๐^\alpha \left[\overline{\psi }(tx)\gamma ^\beta \gamma _5\psi (tx)\right]`$ (A.1)
$`{\displaystyle _0^1}๐t{\displaystyle _t^t}๐v\overline{\psi }(tx)\left\{vigG_{\mu \nu }(vx)t\gamma _5g\stackrel{~}{G}_{\mu \nu }(vx)\right\}x^\nu \text{/}x\psi (tx)`$
and
$`\overline{\psi }(x)\gamma _\mu \gamma _5\psi (x)`$ $`=`$ $`{\displaystyle _0^1}๐t{\displaystyle \frac{}{x_\mu }}\overline{\psi }(tx)\text{/}x\gamma _5\psi (tx)iฯต_{\mu \nu \alpha \beta }{\displaystyle _0^1}๐ttx^\nu ๐^\alpha \left[\overline{\psi }(tx)\gamma ^\beta \psi (tx)\right]`$
$`{\displaystyle _0^1}๐t{\displaystyle _t^t}๐v\overline{\psi }(tx)\left\{tg\stackrel{~}{G}_{\mu \nu }(vx)+v\gamma _5igG_{\mu \nu }(vx)\right\}x^\nu \text{/}x\psi (tx)`$
where we do not write out explicitly all the path-ordered gauge factors, and $`๐_\alpha `$ denotes the total derivative defined as :
$`๐_\alpha \left\{\overline{\psi }(tx)\mathrm{\Gamma }[tx,tx]\psi (tx)\right\}{\displaystyle \frac{}{y^\alpha }}\left\{\overline{\psi }(tx+y)\mathrm{\Gamma }[tx+y,tx+y]\psi (tx+y)\right\}|_{y0},`$ (A.3)
with generic Dirac matrix structure $`\mathrm{\Gamma }`$ and $`[x,y]=\text{Pexp}[ig_0^1๐t(xy)_\mu A^\mu (tx+(1t)y)]`$. Note that in the matrix elements the total derivative can be easily converted to the momentum transfer:
$`p^{}|๐_\mu \overline{\psi }(tx)\mathrm{\Gamma }[tx,tx]\psi (tx)|p=i(p^{}p)_\mu p^{}|\overline{\psi }(tx)\mathrm{\Gamma }[tx,tx]\psi (tx)|p`$ (A.4)
The general method to obtain Wandzura-Wilczek relations is to take the matrix elements in the LHS and RHS (A.1) and (APPENDIX: Derivation of the WW relations) and insert their parametrisation. This provides us with a system of equations for the twist three functions like $`H_3`$ and $`H_A`$. Such a method was effectively also used for the $`\rho `$-meson distribution amplitudes, see . In the case of skewed distributions it is more convenient to solve the system of equations (A.1), (APPENDIX: Derivation of the WW relations) at the operator level and then take the matrix elements. Operator solution means that one has to express non-symmmetrical operator $`\overline{\psi }(x)\gamma _\mu \gamma _5\psi (x)`$ through the two point symmetrical operators $`\overline{\psi }(x)\text{/}x(\gamma _5)\psi (x)`$ and three point quark-gluon operators.
Consider as an example the solution for the vector operator. Substituting (APPENDIX: Derivation of the WW relations) into (A.1) we obtain an equation which contains only one non-symmetrical vector operator :
$`u\overline{\psi }(ux)\gamma _\mu \psi (ux)`$ $`=`$ $`[(x๐)^2x^2(๐)^2]{\displaystyle _0^u}๐tt(ut)\overline{\psi }(tx)\gamma _\mu \psi (tx)+`$ (A.5)
$`+{\displaystyle \frac{}{x_\mu }}{\displaystyle _0^u}๐t\overline{\psi }(tx)\text{/}x\psi (tx)+[x_\mu ๐^2(x๐)๐_\mu ]{\displaystyle _0^u}๐tt(ut)\overline{\psi }(tx)\text{/}x\psi (tx)`$
$`iฯต_{\mu ijk}x^i๐^j{\displaystyle \frac{}{x^k}}{\displaystyle _0^u}๐t(ut)\left[\overline{\psi }(tx)\text{/}x\gamma _5\psi (tx)\right]+\mathrm{}`$
where ellipses stands for the contributions of the three point quark-gluon operators. It is convenient to rewrite this equation in the compact form:
$`f(u)=k^2{\displaystyle _0^u}(ut)f(t)+\phi (u)`$ (A.6)
where we introduced the following notations:
$`f(u)`$ $`=`$ $`u\overline{\psi }(ux)\gamma _\mu \psi (ux),f(0)=0,`$
$`k`$ $`=`$ $`\sqrt{(x๐)^2x^2(๐)^2}`$ (A.7)
and $`\phi (u)`$ denotes the known terms in the RHS of the (A.5). Our aim is to solve this integral equation and find $`f(u)`$. It it easy to see that (A.6) can be reduced to the simple second order differential equation:
$`f^{\prime \prime }(u)=k^2f(u)+\phi ^{\prime \prime }(u),`$ (A.8)
with the boundary conditions:
$`f(0)=0,f^{}(0)={\displaystyle \frac{}{x_\mu }}\overline{\psi }(0)\text{/}x\psi (0)`$ (A.9)
The solution is
$`f(t)=e^{tk}{\displaystyle _0^t}๐ue^{2uk}\left[f^{}(0)+{\displaystyle _0^u}๐\alpha e^{\alpha k}\phi ^{\prime \prime }(\alpha )\right]`$ (A.10)
Substituting the definitions (APPENDIX: Derivation of the WW relations) we obtain an explicit expression. We then simplify the full answer by neglecting the square of the momentum transfer. This corresponds to the formal substitutions $`๐^2=0,k=x๐`$. Then after simple manipulations we obtain the following operator equation:
$`\overline{\psi }(x)\gamma _\mu \psi (x)=`$
$`{\displaystyle \frac{1}{2}}{\displaystyle _0^1}๐\alpha \left\{\alpha ๐_\mu \left(e^{\overline{\alpha }(x๐)}e^{\overline{\alpha }(x๐)}\right)+\left(e^{\overline{\alpha }(x๐)}+e^{\overline{\alpha }(x๐)}\right){\displaystyle \frac{}{x_\mu }}\right\}\overline{\psi }(\alpha x)\text{/}x\psi (\alpha x)`$
$`iฯต_{\mu ijk}x^i๐^j{\displaystyle _0^1}๐ue^{(2u1)(x๐)}{\displaystyle _0^u}๐\alpha e^{\alpha (x๐)}{\displaystyle \frac{}{x_k}}\overline{\psi }(\alpha x)\text{/}x\gamma _5\psi (\alpha x)+\mathrm{}`$ (A.11)
where $`\overline{\alpha }=1\alpha `$ and ellipses are contributions of the three point quark gluon operators which we do not write explicitly for the sake of simplicity. This operator relation can be used for the derivation of various WW relations, because in the RHS of the eq. (APPENDIX: Derivation of the WW relations) only two-point quark operators of twist-2 contribute in this case. Also the general solution (A.10) can be applied for all-order summation of the kinematical power suppressed terms in the DVCS amplitude.
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# 1 Our First Meeting
## 1 Our First Meeting
In 1969 my duties as an Assistant Professor in Princeton included advising some assigned graduate students. The first advisees who came to see me were a pair of Frenchmen, Andrรฉ Neveu and Joรซl Scherk. I had no advanced warning about them, and so I presumed they were just another pair of entering students. In fact, they had achieved the equivalent of a Ph.D. in France and were attending Princeton on some special Fellowships. Because their degrees were not called PhDs, the Princeton bureaucracy classified them as graduate students, and so they were assigned to me.
At our first meeting, I asked the usual questions: โDo you need to take a course on electrodynamics?โ, โDo you need to take a course on quantum mechanics?โ, etc. They assured me that they already had learned all that, and it wouldnโt be necessary. So I said okay, signed their cards, and they left.
## 2 Loop Amplitudes
Veneziano discovered his famous formula for a four-particle amplitude in 1968 . In 1969 various groups constructed $`N`$-particle generalizations of the Veneziano amplitude \- and showed that they could be consistently factorized on a well-defined spectrum of single-particle states as required for the tree approximation of a quantum theory \- . In those days the theory in question was called the dual resonance model. Today we would refer to it as the bosonic string theory. Knowing the tree approximation spectrum and couplings, it became possible to construct one-loop amplitudes. The first such attempt was made by Kikkawa, Sakita, and Virasoro . They did not have enough information in hand to do it completely right, but they pioneered many of the key ideas and pointed the way for their successors. Around this time (the fall of 1969) I began studying one-loop amplitudes in collaboration with David Gross, who was also an Assistant Professor at Princeton. (We had collaborated previously when we were graduate students at Berkeley.)
A couple months after our first meeting, Joรซl and Andrรฉ reappeared in my office and said that they had found some results they would like to show me. They proceeded to explain their analysis of the divergence in the planar one-loop amplitude. They realized that by performing a Jacobi transformation of the theta functions in the integrand they could isolate the divergent piece and propose a fairly natural counterterm . I was very impressed by this achievement. It certainly convinced me that they did not need to take any more quantum mechanics courses! Essentially the same calculation was carried out independently and simultaneously by Susskind and Frye . The modern interpretation of the result is that viewed in a dual channel there is a closed string going into the vacuum. The divergence can be attributed to the tachyon in that channel, and its contribution is the piece that they subtracted. The same result can also be obtained by analytic continuation techniques. This interpretation explains why in a model without tachyons such divergences would not occur. The cancellation of the milder divergences due to dilaton tadpoles that can appear in superstring theories became an important consideration in later years.
Since Neveu and Scherk were working on problems that were closely related to those that Gross and I were studying, we decided to join forces. One of the important things that the four of us discovered was that the nonplanar loop amplitude contains not only the expected two-particle threshold singularities but also new and unexpected singularities. This was also discovered independently by Frye and Susskind at about the same time , In both of these works the dimension of spacetime was assumed to be four, and the Virasoro subsidiary constraints were not implemented on the internal states circulating in the loop. As a result the singularities were found to be unitarity-violating branch points. We wanted to identify the leasing Regge trajectory associated to these singularities with the Pomeron, since they carried vacuum quantum numbers, but clearly something wasnโt quite right.
About a year later Lovelace observed that if one allows the spacetime dimension to be 26 and supposes that the subsidiary conditions imply that only transverse oscillators contribute, then instead of branch points the singularities would be poles . As we now know, these are are the closed-string poles in the nonplanar open-string loop. This calculation showed that unitarity requires that one choose the critical dimension and the intercept value for which the Virasoro conditions are satisfied. It was supposed that the unphysical Regge intercept value of two โ implying the existence of a massless spin two particle as well as a tachyon โ would somehow be lowered to the desired Pomeron value of one in a more realistic model.
As I recall, Lovelaceโs paper was quite a shock to everyone, since until then nobody considered allowing the dimension of spacetime to be anything other than four. We were doing hadron physics, after all, and four was certainly the right answer. Before long, most people were convinced that this theory required 26 dimensions. However, it had a tachyon and no fermions, so it was unphysical anyway. It was natural to suppose that a better theory would require four dimensions. We did find a better theory soon thereafter. However, it turned out to require ten dimensions, not four.
## 3 String Theory for Unification
In 1971 Scherk returned to Paris, and in 1972 I moved to Caltech. At Caltech, Murray Gell-Mann put ample funds at my disposal to invite collaborators of my choosing. One of them was Joรซl Scherk, who spent the first half of 1974 visiting Caltech. I am certainly happy that he did!
Prior to coming to Caltech, he had visited NYU, where he had written a very elegant review of string theory .
The hadronic interpretation of string theories was plagued not only by the occurrence of massless vector particles in the open-string spectrum, but by a massless tensor particle in the closed-string spectrum, as well. Several years of effort were expended on trying to modify each of the two string theories so as to lower the leading open-string Regge intercept from 1 to 1/2 and the leading closed-string Regge intercept from 2 to 1, since these were the values required for the leading meson and Pomeron Regge trajectories. Some partial successes were achieved, but no fully consistent scheme was ever developed. Furthermore, efforts to modify the critical spacetime dimension from 26 or 10 to four also led to difficulties.
By 1974, almost everyone who had been working on string theory had dropped it and moved to greener pastures. The standard model had been developed, and was working splendidly. Against this backdrop, Joรซl and I (stubbornly) decided to return to the nagging unresolved problems of string theory. We felt that the theory has such a compelling mathematical structure that it ought to be good for something. Before long our focus shifted to the question of whether the massless spin two particle in the spectrum interacted at low energies in accordance with the dictates of general relativity, so that it might be identified as a graviton. Several years earlier Joรซl and Andrรฉ Neveu had studied the massless open-string spin one states and showed that in a suitable low-energy limit they interacted precisely in agreement with YangโMills theory . Now we wondered about the analogous question for the massless spin two closed-string ground state. Roughly, what we proved was that the theory has the gauge invariances required to decouple unphysical polarization states. Then it followed that the interactions at low energy must be those of general relativity.
Once we had digested the fact that string theory inevitably contains gravity we were very excited. We knew that string theory does not have ultraviolet divergences, because the short-distance structure is smoothed out, but that any field-theoretic approach to gravitation necessarily gives nonrenormalizable ultraviolet divergences. Evidently, the way to make a consistent quantum theory of gravity is to posit that the fundamental entities are strings rather than point particles . Adopting this viewpoint meant that the length scale of string theory had to be identified with the Planck scale rather than the QCD scale, which represented a change of almost 20 orders of magnitude. So, even though the mathematics was largely unchanged, this was a large conceptual change.
Convinced of the importance of this viewpoint, we submitted a short essay summarizing the argument to the Gravity Research Foundationโs 1975 Essay competition . Regrettably, the judges were not impressed. (We received โHonorable Mentionโ.)
Having changed the goal of string theory to the problem of describing quantum gravity rather than hadronic physics, it became natural to suppose that the Yang-Mills gauge interactions that string theory also contains should describe the other forces. This means that one is dealing with a unified quantum theory โ an explicit realization of Einsteinโs dream. (Actually, itโs not clear that Einstein wanted his unified theory to be quantum, but thatโs another story.) Moreover, the existence of extra dimensions could now be a blessing rather than a curse. After all, in a gravity theory the geometry of spacetime is determined dynamically, and one could imagine that the extra dimensions form some kind of compact space (spontaneous compactification). We attempted to construct a specific compactification scenario in a subsequent paper . From todayโs vantage point, that work looks rather primitive.
In Japan, Yoneya independently realized that the massless spin two state of string theory interacts in accordance with the dictates of general relativity . I would claim, however, that Scherk and I were only ones to take the next step and to propose seriously that string theory should be the basis for constructing a unified quantum theory of all forces. In any case, the recognition of that possibility represented a turning point in my research. I found the case convincing and was committed to exploring the ramifications, which is what I have been doing ever since.
I still do not understand why it took another decade until a large segment of the theoretical physics world became convinced that string theory was the right approach to unification. (There were a few people who caught on earlier, of course โ most notably Lars Brink, David Olive, and Michael Green. I also received encouragement throughout this period from Murray Gell-Mann. By the early 1980s Edward Witten and Bruno Zumino were also very supportive.) One of my greatest regrets is that Joรซl was not alive to witness the impact that this idea would eventually have.
## 4 Spacetime Supersymmetry
Supersymmetry arose in string theory and in field theory separately. However, for the first several years, the supersymmetry considered by string theorists only pertained to the two-dimensional world-sheet theory. I will not review that story here, since I will be speaking about it at a conference in Minnesota in October. In any case, Joรซl and I became interested in supersymmetry theories, and we each did some work on supersymmetric field theories. One work by the two of us and Lars Brink was the first construction of supersymmetric Yang-Mills theories in various dimensions . When this work was done, Brink and I were at Caltech and Scherk was in Paris. We communicated by mail. (Email was not an option.) We found that the requisite gamma matrix identity required by these theories $`\gamma _{(ab}^m\gamma _{c)d}^m=0`$ could be satisfied in dimensions 3, 4, 6, and 10. (The fact that the number of transverse dimensions is 1, 2, 4, or 8 suggests a connection with the number fields: real, complex, quaternionic, octonionic. However, the precise way this should work is not clear even today.)
At about the same time as the work by Brink, Scherk, and me, Scherk also did some very important work with Gliozzi and Olive . It gave further explanation of the results about super YangโMills theory, and took the next major step. This was to conjecture a connection with the RNS string theory. Specifically, they noted that if the spectrum of the 10-dimensional theory was restricted in a specific consistent way (GSO projection) that then the number of bosons and fermions at each mass level would be exactly the same. Moreover, since the spectrum contains a massless gravitino in the closed string sector this truncation is essential for consistency. This constituted powerful evidence (though not a proof) that the GSO-projected RNS string has local 10-dimensional spacetime supersymmetry. I was very delighted by this result. Finally we had a theory that was tachyon-free and seemed to make sense as a starting point for a unified theory. I was committed to exploring it more deeply.
There was much that needed to be learned before it would be possible to really dig into superstring theory. For example, one needed to understand supergravity, which was just starting to be developed. One of the most beautiful results ever found in supergravity was the action of 11-dimensional supergravity by Cremmer, Julia, and Scherk . That said, I must admit that when it first appeared I was a bit baffled. My problem was that I knew that supergravity could not give a consistent quantum theory by itself. So I felt that the only supergravity theories worth studying were those that might arise from string theories at low energy. However, since superstring theory only allowed ten dimensions, this did not seem to leave a role for 11-dimensional supergravity. I viewed it as a 10% error. As we now know, what I failed to consider was the possibility that in (Type IIA) superstring theory an 11th dimension might be generated nonperturbatively!
## 5 Supersymmetry Breaking
I spent the Academic Year 1978โ79 visiting the Ecole Normale, on leave of absence from Caltech. I was eager to work with Scherk on supergravity, supersymmetrical strings, and related matters. He was struggling with rather serious health problems during that year, so he wasnโt able to participate as fully as when we were in Caltech five years earlier, but he was able to work about half time. On that basis we were able to collaborate successfully and to obtain some results that I think are interesting.
After various wide-ranging discussions we decided to focus on the problem of supersymmetry breaking. We wondered how, starting from a supersymmetric string theory in ten dimensions, one could end up with a nonsupersymmetric world in four dimensions. The specific supersymmetry breaking mechanism that we discovered can be explained classically and does not really require strings, so we explored it in a field theoretic setting. The idea is that in a theory with extra dimensions and global symmetries that do not commute with supersymmetry ($`R`$ symmetries and $`(1)^F`$ are examples), one could arrange for a twisted compactification, and that this would break supersymmetry. For example, if one extra dimension forms a circle, the fields when continued around the circle could come could back transformed by an R-symmetry group element. If the gravitino, in particular, is transformed then it acquires mass in a consistent manner. We called this type of local supersymmetry breaking โspontaneousโ. Whether this is an appropriate use of that term can be debated. The important thing is that the symmetry breaking is consistent and sensible.
An interesting example of our supersymmetry breaking mechanism was worked out in a paper we wrote together with Eugen Cremmer . We started with maximal supergravity in five dimensions. This theory contains eight gravitinos that transform in the fundamental representation of a USp(8) R-symmetry group. We took one dimension to form a circle of radius $`R`$, and examined the resulting four-dimensional theory keeping the lowest KaluzaโKlein modes. The supersymmetry-breaking R-symmetry element is a USp(8) element that is characterized by four real mass parameters, since this group has rank four. These four masses give the masses of the four complex gravitinos of the resulting four-dimensional theory. In this way we were able to find a consistent four-parameter deformation of $`๐ฉ=8`$ supergravity. (Most good ideas from previous years have reappeared, sometimes in new guises, in modern superstring theory. This construction is an example of one that has not reappeared yet, so I wonder if there may be an opportunity here.)
Even though the work that Scherk and I did on supersymmetry breaking was motivated by string theory, we only discussed field theory applications in our articles. The reason I never wrote about string theory applications was that in the string theory setting I could not see how to decouple the supersymmetry breaking mass parameters from the compactification scales. This was viewed as a serious problem because the two scales are supposed to be hierarchically different. In recent times, people have been considering string theory brane-world scenarios in which much larger compactification scales are considered. In such a context our supersymmetry breaking mechanism might have a role to play. Indeed, quite a few authors have explored various such possibilities in recent times.
## 6 Conclusion
When I left Paris in the summer of 1979 I visited CERN for a month. There I began a collaboration with Michael Green. During that month we began to formulate a plan for exploring how the spacetime supersymmetry identified by Gliozzi, Scherk, and Olive is realized in the interacting theory. However, it took almost a year for us to achieve definitive results. Therefore, in the fall of 1979, when I spoke at a conference on supergravity that was held in Stony Brook, I reported on the work that Scherk and I had done during the preceding year . At the same conference, Jรถel gave a talk entitled From Supergravity to Antigravity . He was intrigued by the fact that in string theory graviton exchanges are accompanied by antisymmetric tensor and scalar exchanges that can cancel the gravitational attraction. I felt that the use of the term antigravity was a bit too sensational. In any case, nowadays we understand that the effect he was discussing is quite important. For example, parallel BPS D-branes form stable supersymmetric systems precisely because the various forces cancel.
The Stony Brook conference was the last time that I saw Joรซl. I was very shocked and saddened a few months later when I was informed that he had passed away. As you know, the ideas that he had helped to pioneer have been very influential in the subsequent development of our field. It is a pity that he was not able to participate in these developments and to enjoy the recognition that he would have received.
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# Boson stars driven to the brink of black hole formation
## I Introduction
Over the past decade, detailed studies of models of gravitational collapse have revealed that the threshold of black hole formation is generically characterized by special, โcriticalโ solutions. The features of these solutions are known as โcritical phenomena,โ and arise in even the simplest collapse models, such as a model consisting of a single, real, massless scalar field, minimally coupled to the general relativistic field in spherical symmetry . Although we present a brief overview of black hole critical phenomena here, we suggest that interested readers consult the excellent reviews by Gundlach for many additional details.
Black hole critical solutions can be constructed dynamically via simulation, i.e. via solution of the full time-dependent PDEs describing the particular model, by considering one-parameter families of initial data which are required to have the following โinterpolatingโ property: for sufficiently large values of the family parameter, $`p`$, the evolved data describes a spacetime containing a black hole, whereas for sufficiently small values of $`p`$, the matter-energy in the spacetime disperses to large radii at late times, and no black hole forms. For any such family, there will exist a critical parameter value, $`p=p^{}`$, which demarks the onset, or threshold, of black hole formation. To date at least, it has invariably turned out that the solutions which appear in the strongly-coupled regime of the calculations (i.e. the critical solution), are almost totally independent of the specifics of the particular family used as a generator. In fact, the only initial-data dependence which has been observed so far in critical collapse occurs in models for which there is more than one distinct black-hole-threshold solution. In this sense then, black hole critical solutions are akin to, for example, the Schwarzschild solution, which can be formed through the collapse of virtually any type and/or shape of spherically distributed matter. In particular, like the Schwarzschild solution, black hole critical solutions possess additional symmetry (beyond spherical symmetry) which, to date, has either been a time-translation symmetry, in which the critical solution is static or periodic, or a scale-translation symmetry (hometheticity), in which the critical solution is either continuously or discretely self-similar (CSS or DSS).
However, in clear contrast to the Schwarzschild solution, black hole threshold solutions are, by construction, unstable. Indeed, after seminal work by Evans and Coleman and by Koike et al , we have come to understand that critical solutions are in some sense minimally unstable, in that they tend to have precisely one unstable mode in linear perturbation theory. Thus letting $`pp^{}`$ amounts to minimizing or โtuning awayโ the initial amplitude of the unstable mode present in the system.
As already suggested, two principal types of critical behavior have been seen in black hole threshold studies; which type is observed depends, in general, upon the type of matter model and the initial data usedโas mentioned, some models exhibit both types of behavior. Historically, one of us termed these Type I and Type II solutions, in a loose analogy to phase transitions in statistical mechanics, but at least at this juncture, we could equally well label the critical solutions by their symmetries (i.e. static/periodic or CSS/DSS) . For Type I solutions, there is a finite minimum black hole mass which can be formed, and, in accord with their static/periodic nature, there is a scaling
law, $`\tau \gamma \mathrm{ln}|pp^{}|`$, relating the lifetime, $`\tau `$, of a near-critical solution to the proximity of the solution to the critical point. Here $`\gamma `$ is a model-specific exponent which is the reciprocal of the real part of the eigenvalue associated with the unstable mode. On the other hand, Type II critical behaviorโless relevant to the current studyโis characterized by arbitrarily small black hole mass at threshold, and critical solutions which are generically self-similar.
The direct construction, or simulation, of critical solutions, has thus far been performed almost exclusively within the ansatz of spherical symmetry. In the spherical case one must couple to at least one matter field for non-trivial dynamics, and spherically symmetric critical solutions for a considerable variety of models have now been constructed and analyzed. In addition to the massless scalar case mentioned above, these include solutions containing a perfect fluid , a scalar non-Abelian gauge field, and particularly germane to the current work, a massive real scalar field . The work of Abrahams and Evans, which considered axisymmetric critical collapse of gravitational waves, remains notable for being the only instance of a reasonably well-resolved non-spherical critical solution .
Our current interest is a critical-phenomena-inspired study of the dynamics associated with โboson starsโ , a class of equilibrium solutions to the Einstein-Klein Gordon system for massive complex fields, which are supported against gravitational collapse by the effective pressure due to the dispersive nature of a massive Klein-Gordon field. (For extensive reviews on the subject of boson stars, see Jetzer or Mielke and Schunck .) We know from the studies by Gleiser and Watkins and by Lee and Pang , that there exists a critical value of the central density which marks the transition between boson stars which are stable with respect to infinitesimal radial perturbations, and those which are unstable. The dynamical simulations of Seidel and Suen revealed scenarios in which a boson star on the unstable branch would either form a black hole or radiate scalar material and form a boson star on the stable branch. Their study is extended in this paper, in which we consider dynamical changes to the geometry of a boson star which are large enough to bring it to the threshold of black hole formation.
As already mentioned, another paper closely related to this work is that of Brady et al. , which described a dynamical study of critical solutions of a massive real scalar field. Those authors demonstrated scenarios in which black holes could be formed with arbitrarily small mass (Type II transitions), and those in which the black holes formed had a finite minimum mass (Type I transitions). The boundary between these regimes seemed to be the relative length scale of the pulse of initial data compared to the Compton wavelength associated with the boson mass. Initial data which was โkinetic energy dominatedโ evolved in a manner essentially similar to the evolution of a massless scalar field. Initial data pulses having widths larger than the length scale set by the boson mass were โpotential dominated,โ providing a characteristic scale for the formation of the critical solutions. Brady et al. found that the resulting Type I critical solutions corresponded to a class of equilibrium solutions discovered by Seidel and Suen , which are called โoscillating soliton stars.โ These soliton stars share many characteristic with the complex-valued boson stars, such as the relationship between the radius and mass of the star. Both types of โstarsโ have a maximum mass, and show the same overall behavior as โrealโ (fermion) stars in terms of the turn-over in their respective stability curves. Interestingly, although the soliton stars are not staticโthey are periodic (or quasi-periodic)โmany of the same macroscopic properties seen in fluid stars are still observed.
In this paper, we construct critical solutions of the Einstein equations coupled to a massive, complex scalar field dynamically, by simulating the implosion of a spherical shell of massless real scalar field around an โenclosedโ boson star. The massless field implodes toward the boson star and the two fields undergo a (purely gravitational) โcollision.โ The massless pulse then passes through the origin, explodes and continues to $`r\mathrm{}`$, while the massive complex (boson star) field is compressed into a state which ultimately either forms a black hole or disperses. We can thus play the โinterpolation gameโ using initial data which result in black hole formation, and initial data which give rise to dispersal: specifically, we vary the initial amplitude of the massless pulse to tune to a critical solution. We analyze the black hole threshold solutions obtained in this manner, and discuss the similarities between our critical solutions for the self-gravitating complex massive scalar field and boson stars on the unstable branch. To further this discussion, we extend the work of Gleiser and Watkins and compare the results of the simulations with those of linear perturbation theory.
The layout of the remainder this paper is as follows: In Section II, we describe the mathematical basis for our numerical simulations. In Section III, we present results from our simulations, in which the Type I character of the critical solutions is demonstrated, along with the close similarities one finds between the features of the critical solutions and those of boson stars. In most of the critical solutions we find a halo of mass near the outer edge of the solution which is not a feature of boson star equilibrium data. Inside this halo, however, the critical solutions match the boson star profiles very well. In Section IV, we give a synopsis of our linear stability analysis of boson star quasinormal modes, from which we obtain the boson star mode frequencies as functions of the central value of the modulus of the complex field. Section V concerns the radial profiles of the perturbative modes per se, and includes a comparison of the mode shapes and frequencies obtained from perturbation theory with our simulation data. The modes obtained by these two different methods agree well with each other, although the additional oscillatory mode in our simulation data is only shown to agree with the corresponding boson star mode in terms of the oscillations in the metric and not in the field (possibly as an artifact of our simplistic approach to extracting this mode from the simulation). In Section V we provide further discussion regarding the properties of the halos surrounding the critical solutions.
Conclusions in Section VI are followed by appendices giving tables of mode frequencies versus the central field value of the boson star, details about our finite difference code, and details of our linear stability analysis, which includes a description of our algorithm for finding the frequencies of boson star modes.
## II Scalar Field Model
A boson star is described by a complex massive scalar field $`\varphi `$, minimally coupled to gravity as given by general relativity. We work solely within the context of classical field theory, and choose units in which $`G`$ and $`c`$ are unity. Furthermore, since all lengths in the problem can be scaled by the boson mass $`m`$ , we choose $`m=1`$. To the usual boson star model, we add an additional, massless real scalar field, $`\varphi _3`$, which is also minimally coupled to gravity. This additional scalar field will be used to dynamically โperturbโ the boson star.
The equations of motion for the system are then the Einstein equation and Klein-Gordon equations:
$$G_{ab}=R_{ab}\frac{1}{2}g_{ab}R=8\pi \left(T_{ab}^C(\varphi )+T_{ab}^R(\varphi _3)\right)$$
(1)
$$\mathrm{}\varphi m^2\varphi =0$$
(2)
$$\mathrm{}\varphi _3=0$$
(3)
where
$$8\pi T_{ab}^C(\varphi )=_a\varphi _b\varphi ^{}+_a\varphi ^{}_b\varphi g_{ab}\left(_c\varphi ^c\varphi ^{}+m^2|\varphi |^2\right),$$
(4)
$$8\pi T_{ab}^R(\varphi _3)=2_a\varphi _3_b\varphi _3g_{ab}^c\varphi _3_c\varphi _3,$$
(5)
and $`\mathrm{}`$ is the DโAlembertian operator. While more general potentials in (2) have been employed recently , we will restrict our discussion to the simplest case, i.e. merely the $`m^2\varphi ^2`$ potential. We also stress that the complex scalar field, $`\varphi `$, and the massless, real scalar field, $`\varphi _3`$ are coupled only through gravityโin particular we do not include any interaction potential $`V_I(\varphi ,\varphi _3)`$.
Restricting our attention to spherical symmetry, we write the most general spherically-symmetric metric using Schwarzschild-like โpolar-arealโ coordinates
$$ds^2=\alpha ^2(t,r)dt^2+a^2(t,r)dr^2+r^2d\mathrm{\Omega }^2,$$
(6)
and generally make use of the โ3+1โ formalism of Arnowitt, Deser and Misner which regards spacetime as a foliation of spacelike hypersurfaces parameterized by $`t`$.
We write the (spherically-symmetric) complex field, $`\varphi (t,r)`$, in terms of its components
$$\varphi (t,r)=\varphi _1(t,r)+i\varphi _2(t,r)$$
(7)
where $`\varphi _1(t,r)`$ and $`\varphi _2(t,r)`$ are each real. Again, since our model includes no self-interaction (anharmonic) potential for the complex field, $`\varphi _1`$ and $`\varphi _2`$ are only coupled through the gravitational field.
We then define
$$\mathrm{\Phi }_1(t,r)\varphi _1^{}\mathrm{\Phi }_2(t,r)\varphi _2^{}$$
(8)
$$\mathrm{\Pi }_1(t,r)\frac{a}{\alpha }\dot{\varphi _1}\mathrm{\Pi }_2(t,r)\frac{a}{\alpha }\dot{\varphi _2},$$
(9)
$$\mathrm{\Phi }_3(t,r)=\varphi _3^{}\mathrm{\Pi }_3(t,r)=\frac{a}{\alpha }\dot{\varphi _3}.$$
(10)
where $`{}_{}{}^{}/r`$ and $`\dot{}/t.`$
With these definitions, the equations we solve are the Hamiltonian constraint,
$$\frac{a^{}}{a}=\frac{1a^2}{2r}+\frac{r}{2}\left[\mathrm{\Pi }_1{}_{}{}^{2}+\mathrm{\Pi }_2{}_{}{}^{2}+\mathrm{\Pi }_3{}_{}{}^{2}+\mathrm{\Phi }_1{}_{}{}^{2}+\mathrm{\Phi }_2{}_{}{}^{2}+\mathrm{\Phi }_3{}_{}{}^{2}+a(\varphi _1{}_{}{}^{2}+\varphi _2{}_{}{}^{2})\right],$$
(11)
(where $`\mathrm{\Pi }_1^2`$ should be read as $`(\mathrm{\Pi }_1)^2`$), the slicing condition,
$$\frac{\alpha ^{}}{\alpha }=\frac{a^21}{r}+\frac{a^{}}{a}a^2r(\varphi _1{}_{}{}^{2}+\varphi _2{}_{}{}^{2}),$$
(12)
and the Klein-Gordon equations,
$$\dot{\mathrm{\Pi }}_k=3\frac{}{r^3}\left(\frac{r^2\alpha }{a}\mathrm{\Phi }_k\right)^{}\alpha a\varphi _k(1\delta _{3k}),$$
(13)
where $`k=1,2,3`$ and $`\delta _{3k}`$ is a Kronecker delta used to denote the fact that $`\varphi _3`$ is a massless field.
We also have equations which are used to update the spatial gradients of the scalar fields, as well as the scalar fields themselves. These follow directly from the definitions (8) and (9):
$$\dot{\mathrm{\Phi }}_k=\left(\frac{\alpha }{a}\mathrm{\Pi }_k\right)^{}$$
(14)
$$\varphi _k=_0^r\mathrm{\Phi }_k๐\stackrel{~}{r}$$
(15)
Equations (11)โ(15) are solved numerically using the second order finite difference method described in Appendix B.
Initial conditions for our simulations are set up as follows. First, initial data for the massive field are constructed from the boson star ansatz
$$\varphi (t,r)=\varphi _0(r)e^{i\omega t},$$
(16)
where we let $`\varphi _0(r)`$ be real. Substitution of this ansatz into the full set of equations (11)-(15), yields a system of ordinary differential equations (ODEs), whose solution, for a given value of the central field modulus, is found by โshooting,โ as described in . Once the boson star data is in hand, we add the perturbing massless field by freely specifying $`\mathrm{\Phi }_3`$ and $`\mathrm{\Pi }_3`$. At this point, all matter quantities have been specified ; the initial geometry, $`a(0,r)`$ and $`\alpha (0,r)`$ is then fixed by the constraint and slicing equations (11) and (12).
In relating the simulation results which follow, it is useful to consider the individual contributions of the complex and real fields to the total mass distribution of the space-time, in order that we can meaningfully and unambiguously discuss, for example, the exchange of mass-energy from the real, massless field to the massive, complex field. By Birchoffโs theorem, in any vacuum region, the mass enclosed by a sphere of radius $`r`$ at a given time $`t`$ is given by the Schwarzschild-like mass aspect function $`M(t,r)=r(11/a^2)/2`$. However, at locations occupied by matter, $`M(t,r)`$ cannot necessarily be usefully interpreted as a โphysicalโ mass. In polar-areal coordinates, the mass aspect function is related to the local energy density $`\rho (t,r)`$ by
$$\frac{M(t,r)}{r}=r^2\rho (t,r),$$
(17)
with $`\rho (t,r)`$ given in our case by
$$\rho (t,r)=\frac{1}{2a^2}\left[\mathrm{\Pi }_1{}_{}{}^{2}+\mathrm{\Pi }_2{}_{}{}^{2}+\mathrm{\Phi }_1{}_{}{}^{2}+\mathrm{\Phi }_2{}_{}{}^{2}+a^2(\varphi _1{}_{}{}^{2}+\varphi _2{}_{}{}^{2})\right]+\frac{1}{2a^2}[\mathrm{\Pi }_3{}_{}{}^{2}++\mathrm{\Phi }_3{}_{}{}^{2}].$$
(18)
Here, we have explicitly separated the contributions from the complex and real fields. Since $`M/r`$ is given by a linear combination of the contributions from each field, we can decompose $`M/r`$ so that, in instances where there is no overlap in the supports of the distinct fields, we can unambiguously refer to the mass due to one field or the other. That is, we can refer to the individual contributions of each field to the total mass as being physically meaningful masses in their own rights. Then, by integrating the contribution of each field to $`M/r`$ over some range of radius $`(r_{\mathrm{min}}\mathrm{}r_{\mathrm{max}})`$, (where there is some region of vacuum starting at $`r_{\mathrm{min}}`$ and extending inward, and some region of vacuum starting at $`r>=r_{\mathrm{max}}`$ and extending outward), and demanding that none of the other type of field is present in the domain of integration, we can obtain a measure of the mass due to each field.
Motivated by such considerations, we define an energy density for the complex field, $`\rho _C`$, as
$$\rho _C(t,r)=\frac{1}{2a^2}\left[\mathrm{\Pi }_1{}_{}{}^{2}+\mathrm{\Pi }_2{}_{}{}^{2}+\mathrm{\Phi }_1{}_{}{}^{2}+\mathrm{\Phi }_2{}_{}{}^{2}+a^2(\varphi _1{}_{}{}^{2}+\varphi _2{}_{}{}^{2})\right],$$
(19)
with a corresponding mass aspect function, $`M_C(t,r)`$, given by
$$M_C(t,r)=_0^r\stackrel{~}{r}^2\rho _C๐\stackrel{~}{r}.$$
(20)
Similarly, the energy density due to the real field is defined as
$$\rho _R(t,r)\frac{1}{2a^2}[\mathrm{\Pi }_3{}_{}{}^{2}++\mathrm{\Phi }_3{}_{}{}^{2}],$$
(21)
with a corresponding mass aspect function, $`M_R(t,r)`$ given by
$$M_R(t,r)=_0^r\stackrel{~}{r}^2\rho _R๐\stackrel{~}{r}.$$
We again emphasize that in regions where the supports of the different fields overlap (and in non-vacuum regions in general) it may not be possible to ascribe physical meaning to the individual mass aspect functions defined above. (However, even in such instances, these functions are still useful diagnostics.) Most importantly, where the supports of the fields do overlap, and only in these regions, it is possible for mass-energy to be exchanged from one scalar field to the otherโthrough the gravitational fieldโwhile the sum $`M_C+M_R=M`$ (measured in an exterior vacuum region) is conserved. The quantities given above allow us to measure this exchange of mass by looking at the profiles $`M_C(t,r)`$ and $`M_R(t,r)`$ before and after a time when the fields are interacting. This is shown in the next section.
As a further consideration, we point out that the $`U(1)`$ symmetry of the complex field implies that there is a conserved Noether current, $`J^\mu `$, given by
$$J^\mu =\frac{i}{8\pi }g^{\mu \nu }(\varphi _\nu \varphi ^{}\varphi ^{}_\nu \varphi ).$$
(22)
The corresponding conserved charge or โparticle numberโ $`N`$ is
$$N=_0^{\mathrm{}}r^2\sqrt{g}J^t.$$
We may also wish to regard $`N`$ as a function of $`t`$ and $`r`$ by integrating the above function from zero to some finite radius, in which case
$$\frac{N(t,r)}{r}=r^2\left(\mathrm{\Pi }_1\varphi _2\mathrm{\Pi }_2\varphi _1\right).$$
(23)
Some authors have considered the difference $`M_CmN`$ to be a sort of โbinding energyโ of the complex field , however this quantity does not correspond to any transition in the stability of boson stars, and we have not found it to be very useful in understanding the dynamics
of our simulations.
Finally, following Seidel and Suen , we define a radius $`R_{95}(t,r)`$ for the boson star implicitly by $`M_C|_{R_{95}}=0.95M_C|_r\mathrm{}`$ . Alternatively, we will also consider a radius $`R_{63}(t,r)`$ which encloses $`(1e^1)63\%`$ of $`M_C|_r\mathrm{}`$, and which will include the โbulkโ of a boson star but will neglect the โtailโ.
## III Simulation Results
We choose the initial data for the complex field to be a boson star at the origin, with a given central density $`\varphi _0(0)`$. For the massless field $`\varphi _3(0,r)`$, we choose one of the families in Table I. We generate critical solutions by tuning the amplitude $`A`$ of $`\varphi _3(0,r)`$ (holding the position $`r_0`$ and width $`\mathrm{\Delta }`$ constant) using a bisection search, until the resulting solution is arbitrarily close (i.e. within some specified precision) to the point of unstable equilibrium between dispersal and black hole formation.
Figure 1 shows a series of snapshots from a typical simulation in which the parameter $`p`$ ($`pA`$), is slightly below the critical value $`p^{}`$, for a boson star on the stable branch with a mass of $`M=0.59M_{Pl}^2/m`$ (where $`M_{Pl}`$ is the Planck mass). The shell of massless field, a member of initial data Family $`\mathrm{I}`$, implodes through the boson star and explodes back out from the origin, and the gravitational interaction between the fields forces the boson star into a new state, a โcritical solution.โ We see from this animation, and from Figure 3, that dispersal from the critical state does not mean that the boson star returns to its original stable configuration, but rather that the star becomes strongly disrupted and โexplodes.โ That is to say, if we were to follow the evolution beyond $`t=475`$, the massive field would continue to spread toward spatial infinity. At some late time, after a large amount of scalar radiation has been emitted, the end state would probably be a stable boson star with very low mass.
The gravitational interaction between the two fields results in an exchange of energy from the massless field to the massive field, as shown in Figure 2. Figure 3 shows some timelike slices through the simulation data, giving a plot of the maximum value of $`a`$, the value of $`|\varphi |`$ at the origin, and the radius $`R_{95}`$ as functions of time. These are given to help elucidate the point that the critical solution oscillates about some local equilibrium, before dispersing or forming a black hole. The lifetime of the critical solution increases monotonically as $`pp^{}`$. Figure 4 shows that the scaling law expected for Type I transitions is exhibited by these solutions.
Figure 5 shows the mass vs. radius for some critical solutions along with the equilibrium curve for boson stars. We notice that there are great similarities, at least for relatively high mass configurations, between the critical solutions and unstable boson stars in the ground state. (We do not perform studies involving boson stars with much lower masses, because of the dynamic range required for the spatial resolution of the finite difference code. Also, for a given numerical error tolerance, such low-mass critical solutions have much shorter lifetimes than larger-mass solutions and thus it is more difficult to obtain average properties of such short-lived critical solutions.) When we include nearly all of the complex-scalar mass in our comparisons, as shown in Figure 5(a), we see that the time-averaged properties of the critical solutions with lower masses, i.e. those further from the transition to instability, deviate from the curve of equilibrium configurations, and that the deviation increases as mass decreases. When we consider only the bulk of the boson star, however, we see very good agreement between the dynamically generated critical solutions and the unstable boson stars, computed from the static ansatz, as shown in Figure 5(b). The comparison between low-mass critical solutions and boson stars, shown in Figure 5, can be further illuminated by looking at a profile of the mass distribution as shown in Figure 6.
We see that there is a small halo near the outer edge of the solution ($`r=8`$), and it is this which throws off our measurement of $`R_{95}`$ used for Figure 5. Despite the effect this has on the measurement of the radius $`R_{95}`$ of the star, we can still obtain a good fit of a boson star to the interior of the critical solution in the low-mass regime. We provide further discussion of these halos in Section V. in the critical solutions with higher total mass.
It is also worth noting that the critical solution best corresponds to a boson star in the โground state,โ i.e., without any nodes in the distribution of the fields $`\varphi _1`$ or $`\varphi _2`$. Boson stars in excited states (i.e., having nodes in $`\varphi _1`$ and $`\varphi _2`$) have mass distributions which differ significantly from the critical solutions we obtain .
We wish to explain these simulation results in terms the quasi-normal modes of boson stars. Previous work in critical phenomena \- , leads us to surmise that there is a single unstable mode present in the system which is excited when the boson star moves into the critical regime. The oscillatory behavior during the critical regime may be explainable in terms of the superposition of a stable oscillatory mode with the unstable mode. In the next section, we attempt to confirm these hypotheses by means of perturbation theory.
## IV Boson Star Stability Study via Linear Perturbation Theory
We follow the work of Gleiser and Watkins . For the perturbation calculations, we find it helpful to define the following metric functions:
$`e^{\nu (t,r)}`$ $``$ $`\alpha ^2`$ (24)
$`e^{\lambda (t,r)}`$ $``$ $`a^2.`$ (25)
and to rewrite the complex field $`\varphi (t,r)`$ as
$$\varphi (t,r)=[\psi _1(t,r)+i\psi _2(t,r)]e^{i\omega t},$$
(26)
where $`\psi _1`$ and $`\psi _2`$ are real. (Note that this is a different decomposition of the field $`\varphi `$ than (7), the one used in the previous sections.)
In these variables, the equilibrium quantities are
$`\lambda (t,r)`$ $`=`$ $`\lambda _0(r)`$ (27)
$`\nu (t,r)`$ $`=`$ $`\nu _0(r)`$ (28)
$`\psi _1(t,r)`$ $`=`$ $`\varphi _0(r)`$ (29)
$`\psi _2(t,r)`$ $`=`$ $`0.`$ (30)
For the perturbation, we expand about the equilibrium quantities by first introducing four perturbation fieldsโ$`\delta \lambda (t,r)`$, $`\delta \nu (t,r)`$, $`\delta \psi _1(t,r)`$ and $`\delta \psi _2(t,r)`$โand then setting:
$`\lambda (t,r)`$ $`=`$ $`\lambda _0(r)+\delta \lambda (t,r)`$ (31)
$`\nu (t,r)`$ $`=`$ $`\nu _0(r)+\delta \nu (t,r)`$ (32)
$`\psi _1(t,r)`$ $`=`$ $`\varphi _0(r)(1+\delta \psi _1(t,r))`$ (33)
$`\psi _2(t,r)`$ $`=`$ $`\varphi _0(r)\delta \psi _2(t,r).`$ (34)
These expressions are substituted into the relevant evolution and constraint equations (details in Appendix C), after which the resulting system can be reduced to the following system of two coupled second-order ordinary differential equations for $`\delta \varphi _1`$ and $`\delta \lambda `$:
$`\delta \psi _1^{\prime \prime }=`$ $``$ $`\left({\displaystyle \frac{2}{r}}+{\displaystyle \frac{\nu _0^{}\lambda _0^{}}{2}}\right)\delta \psi _1^{}{\displaystyle \frac{\delta \lambda ^{}}{r\varphi _0^2}}+e^{\lambda _0\nu _0}\delta \ddot{\psi }_1`$ (35)
$``$ $`\left[{\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\left({\displaystyle \frac{\nu _0^{}\lambda _0^{}}{2}}+{\displaystyle \frac{1}{r}}\right)+\left({\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\right)^2+{\displaystyle \frac{1r\lambda _0^{}}{r^2\varphi _0^2}}+e^{\lambda _0\nu _0}\omega ^2e^{\lambda _0}\right]\delta \lambda `$ (36)
$`+`$ $`2e^{\lambda _0}\left[1+e^{\nu _0}\omega ^2+e^{\lambda _0}\left({\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\right)^2+r\varphi _0\varphi _0^{}\right]\delta \psi _1`$ (37)
$`\delta \lambda ^{\prime \prime }=`$ $``$ $`{\displaystyle \frac{3}{2}}(\nu _0^{}\lambda _0^{})\delta \lambda ^{}+\left[4\varphi _0^2+\lambda _0^{\prime \prime }+{\displaystyle \frac{2}{r^2}}{\displaystyle \frac{(\nu _0^{}\lambda _0^{})^2}{2}}{\displaystyle \frac{2\nu _0^{}+\lambda _0^{}}{r}}\right]\delta \lambda +e^{\lambda _0\nu _0}\delta \ddot{\lambda }`$ (38)
$``$ $`4(2\varphi _0\varphi _0^{}re^{\lambda _0}\varphi _0^2)\delta \psi _1^{}`$ (39)
$``$ $`4\left[2\varphi _0^2re^{\lambda _0}\varphi _0^2\left(2{\displaystyle \frac{\varphi _0^{}}{\varphi _0}}+{\displaystyle \frac{2\nu _0^{}+\lambda _0^{}}{2}}\right)\right]\delta \psi _1.`$ (40)
To perform the stability analysis (normal-mode analysis), we assume a harmonic time dependence, i.e.,
$`\delta \psi _1(t,r)=\delta \psi _1(r)e^{i\sigma t}`$ (41)
$`\delta \lambda (t,r)=\delta \lambda (r)e^{i\sigma t}.`$ (42)
Note that (37) and (40) contain only second derivatives with respect to time, and because there are good reasons to assume $`\sigma ^2`$ is purely real , we only need to determine whether $`\sigma ^2`$ is positive or negative to determine stability or instability, respectively.
Using the method described in Appendix C, we find the distribution for the squared frequency $`\sigma _0^2`$ of the fundamental mode, with respect to $`\varphi _0`$, which is shown in Figure 7.
Superposed with the fundamental mode, we may have other modes at higher frequencies. Figure 8 shows the relation between first harmonic frequencies and $`\varphi _0(0)`$.
## V Comparison of Perturbation Analysis and Simulation Data
We wish to compare the results of our perturbation theory calculation with the oscillations of stable boson stars. Two differences exist between the conventions used in the perturbation theory calculation and those used in the boson star simulation data. The first difference is in the choice of the time coordinate. In the perturbation theory code, we choose a lapse of unity at the origin, whereas in the simulations we set the lapse to unity at spatial infinity. Thus we have the following mapping from the perturbation theory calculations to the simulations:
$$\sigma ^2.|_{\mathrm{Perturbative}}\frac{\sigma ^2}{\alpha ^2}.|_{\mathrm{Simulation}}$$
The other significant difference is in the way the complex field $`\varphi (t,r)`$ is decomposed into constituent real fields. Thus we cannot directly compare $`\varphi _1`$ and $`\psi _1`$, for example. We can, however, compare the modulus $`|\varphi |`$ of the field. For the simulation data, the perturbation in $`|\varphi |`$ can be taken directly from $`(\varphi _1^2+\varphi _2^2)^{1/2}`$. For the data obtained from perturbation theory, the perturbation in $`|\varphi |`$ will be, to first order, $`\varphi _0\delta \psi _1`$.
Before proceeding to the comparisons per se, we wish to point out that determining the unstable mode via numerical simulation of the full nonlinear system was very easy to do in comparison to the linear perturbation theory calculations.
### A Unstable modes
To measure the unstable mode, we again perform a series of simulations in which we allow a gaussian pulse from an addition real, massless Klein-Gordon field to impinge on a stable boson star.
By tuning the amplitude of this pulse (holding constant the width of the pulse and its initial distance from the boson star), we can generate a family of slightly different near-critical solutions depending on the amplitude of the initial gaussian pulse, and can tune down the initial magnitude of the unstable mode. By subtracting these slightly different near-critical solutions, we obtain a direct measurement of the unstable mode.
Considering a specific example, we start with a stable boson star which has an initial field value at the origin of $`\varphi _0(0)=0.04\times \sqrt{4\pi }`$. By driving it with a gaussian pulse tuned to machine precision, we can cause this stable star to become a critical solution which persists for very long times, oscillating about a local equilibrium. The average value of $`|\varphi (t,0)|`$ is $`|\varphi _(t,0)|0.463`$. We measure the unstable mode by subtracting data of a run which contained a gaussian pulse with an amplitude that differed by $`10^{14}`$ from that of the pulse tuned to machine precision. We can then measure the growth factor of the unstable mode by taking the $`L_2`$ norm of this difference at various times, taking the logarithm, and fitting a straight line to it. From this, we obtain $`\sigma 0.109i`$, or $`\sigma ^20.0118`$. Because of the differences in time coordinate between the simulations and perturbation theory calculations, we need to compute $`\sigma ^2/\alpha ^2`$ in order to compare with the perturbation calculations. We find the average value of $`1/\alpha (t,0)^2`$ for the times listed above to be $`1/\alpha (t,0)^23.80`$, and thus we find $`\sigma ^2/\alpha ^20.0450.`$ We choose to compare these perturbation theory results with data from a time in the simulation for which the difference in field values (for the two evolutions tuned slightly differently) is $`\mathrm{\Delta }|\varphi (t,0)|8.4\times 10^{13}`$. We use this value in the perturbation theory solver and arrive at $`\sigma ^20.045`$, in good agreement with the value from the simulation. In Figures 9 and 10, we compare the graphs of the solutions for the unstable mode. In Figure 11 we show a comparison of the squared freqency values obtained from the linear perturbative analysis and those as measured in our simulations.
### B Oscillatory modes
We can also look at the oscillatory mode during the critical regime. We study the behavior of such a mode using the same technique we used to examine the fundamental mode of the unstable boson star: we subtract the data at one instant of time from the data at all other instants. Again, as a specific example, we use the same initial boson star as that used in the previous section. During the critical portion of the evolution, we notice an oscillation period of about $`T38.4`$, and thus we obtain $`\sigma =2\pi /T0.0261.`$ During this period, the average value of $`1/\alpha ^2(t,0)`$ is about $`3.80`$, and thus we find $`\sigma ^2/\alpha ^20.102.`$ We take data from a moment in the middle of the oscillation period, and subtract it from the data at other times. We can then compare the perturbation theory results with simulation data at a local peak of the oscillation. For the local peak we chose at time $`t=t_p`$, the difference in modulus of the field was $`\mathrm{\Delta }|\varphi _(t_p,0)|0.0197`$. Inserting this value into the perturbation theory code, we find $`\sigma ^20.102`$ for this configuration. Thus we again find excellent agreement between the squared oscillation frequencies computed in perturbation theory and via simulation.
In Figures 12 and 13, we compare the functions obtained from the perturbation theory calculation with those from the simulation. We note that the agreement for the metric functions is very good for all radii, but the agreement in the fields begins to decline beyond $`r=5`$. Why do the graphs of $`|\varphi |`$ not agree well for the first harmonic? This could be a consequence of our simplistic method of extracting this mode. While our method of simply subtracting different frames has worked well for our test cases of oscillations of stable boson stars, the first harmonic of the unstable star has a higher frequency and thus our graph could be subject to sampling effects. A better method would be to perform a Fourier transform in time for each grid point, and construct the higher harmonics in the field accordingly. There may be a simple resolution to the discrepancy in the graphs of $`|\varphi |`$, (7) and agreement in the graphs of the metric, our analysis does seem to indicate that the oscillations observed for this data in fact correspond to the first harmonic quasinormal mode of a boson star, however the analysis of the matter field needs further attention.
Finally, we must remark that we have been unable, using the fundamental and first harmonic modes of an unstable boson star, to construct a solution possessing a halo similar to that shown in Figure 6. We do not expect higher modes to be of any use here, because the halo is observed to oscillate with the same (single) frequency as the rest of the star. Since, as we described at the end of section III, the halo seems to be radiated away over time, we might not expect it to be described by the quasinormal modes (which conserve particle number) we have constructed.
## VI Halos
We have strong evidence that that the critical solutions correspond to unstable boson stars, but the principal point of disagreement is existence of a โhaloโ of massive field which resides in the โtailโ of the solution. It is our contention that this halo is not part of the true critical solution, but rather, is an artifact of the collision with the massless field.
In particular, the halo seems to be a remnant of the original (stable) boson star which is not induced to collapse with the rest of the star to form the true critical solution. We find that such a halo is observable in nearly all but the most massive (least unstable) critical solutions we have considered, and that its size tends to increase as less massive (more unstable) solutions are generated. The fact that the halo thus decreases as we approach the turning point only makes senseโa stable boson star very close to the turning point needs very little in the way of a perturbation from the massless field to be โpoppedโ over to the unstable branch, and the final, unstable configuration, will, of course, be very close to the initial state.
Additionally, we note that in all cases we have exmained, the field comprising the halo oscillates with nearly the same (single) frequency as the rest of the solution. This indicates that the halo is not explainable in terms of additional higher-frequency modes.
As one might expect, the properties of the halo are not universal, i.e. they are quite dependent on the type of initial data used. In contrast, the critical solution interior to the halo is largely independent of the form of the initial data. To demonstrate this, we use two families of initial data, given by a โgaussianโ of Family $`\mathrm{I}`$ in Table I and a โkinkโ of Family $`\mathrm{I}\mathrm{I}`$. A series of snapshots from one such pair of evolutions is shown in Figure 14. We find different amounts of mass transferred from the massless to the massive field for the kink and gaussian data, as shown in Figure 15, yet the central values of the field oscillate about nearly the same value at nearly the same frequency. Both calculations start with identical boson stars with $`|\varphi (0,0)|=0.04\times \sqrt{4\pi }`$. In the critical regimes, this becomes $`|\varphi (t,0)|=0.130\times \sqrt{4\pi }`$ for the solution obtained from the gaussian data, and $`|\varphi (t,0)|=0.135\times \sqrt{4\pi }`$ for the kink data. As already noted, the oscillation periods are also quite similar, differing by about $`3\%`$, and the massess interior to the halo are also quite comparable. In particular, it seems quite remarkable that the differences in mass interior to the halo for the two families are much smaller than the mass transferred from the real field in either case.
If we consider the inner edge of the halo to be where $`|\varphi |/r=0`$ at some finite radius (e.g., $`r5`$ in Figure 6), and look at the data between $`r=0`$ and the inner edge of the halo, we find good agreement between this data and the profile of a boson star. This can be seen in both Figures 6 and 16.
We suspect that the halo is radiated over time (via scalar radiation, or โgravitational coolingโ ) for all critical solutions. We find, however, that the time scale for radiation of the halo is comparable to the time scale for dispersal or black hole formation for each (nearly) critical solution we consider. Thus, while we see trends which indicate that the halo is indeed radiating, we are not able to demonstrate this conclusively for a variety of scenarios. With higher numerical precision, one might be able to more finely tune out the unstable mode, allowing more time to observe the behavior of the halo before dispersal or black hole formation occur.
## VII Conclusions
We have shown that it is possible to induce gravitational collapse and, in particular, Type I critical phenomena in spherically-symmetric boson stars in the ground state, by means of โperturbationsโ resulting from gravitational interaction with an in-going pulse from a massless real scalar field. Through this interaction, energy is transferred from the real to the complex field, and complex field is โdrivenโ and โsqueezedโ to form a critical solution. The massless field is not directly involved in the critical behavior observed in the complex massive field; the critical solution itself appears to correspond to a boson star, which, at any finite distance from criticality in parameter space, exhibits a superposition of stable and unstable modes.
Specifically, for initial data consisting of a boson star with nearly the maximum possible mass of $`M_{\mathrm{max}}0.633M_{pl}^2/m`$, the resulting critical solution oscillates about a state which has all the features of the corresponding unstable boson star in the ground state, having the same mass as the initial star. This result is reminiscent of the study by Brady et al. , who found that the Type I critical solutions for a real massive scalar field corresponded to the oscillating soliton stars of Seidel and Suen . For boson stars with a mass somewhat less than $`M_{\mathrm{max}}`$, e.g., $`0.9M_{\mathrm{max}}`$ or less, however, we find less than complete agreement between the critical solution and an unstable boson star of comparable mass. This is evidenced by the presence of an additional spherical shell or โhaloโ of matter in the critical solution, located in what would be the tail of the corresponding boson star. Interior to this halo, we find that the critical solution compares favorably with the profile of an unstable boson star. Additionally, we have shown that the halo details depend on the specifics of the perturbing massless field, and we conjecture that, in the infinite time limit, the halo would be radiated away.
In order to extend the comparison between the critical solutions and boson stars, we have verified and applied the linear perturbation analysis presented by Gleiser and Watkins , extending their work by providing an algorithm to obtain modes with nonzero frequency. We have used this algorithm to give quantitative distributions of mode frequency vs. central density of the boson star for the first two modes, as well as to solve for the modes to compare with our simulation results. We have found that the unstable mode in the critical solutions have the same growth rate as the unstable mode of boson stars, and that the mode shapes also compare quite favorably. We noted that the unstable mode of these boson stars was determined much more easily by solving the full nonlinear set of evolution equations, rather than via linear perturbation theory. The oscillations observed in the critical solution also indicated agreement with first harmonic mode obtained via perturbation theory, however the oscillatory mode in $`|\varphi |`$ showed poor agreement at large radii, and awaits more careful analysis.
Future work may include simulations of the critical solutions of low mass using higher numerical precision to further tune away the initial amplitude of the unstable mode, thus allowing more time to observe the the small halo (i.e., whether it is in fact being radiated away). We would also hope to obtain better agreement between simulation and perturbation theory for the first harmonic mode of the field $`|\varphi |`$, perhaps using a more sophisticated method of extracting modes from the simulation. Another direction worthy of note would be to begin the simulation with a pulse of the complex field (instead of specifically a boson star) tune the height of the pulse to find the critical solutions via interpolation, and then compare the resulting critical solutions with our results obtained by perturbing boson stars.
Finally, we find it worthwhile to investigate similar scenarios for neutron stars. While there have been studies regarding the explosion of neutron stars near the minimum mass (e.g., , ), we would like to see whether neutron stars of non-minimal mass can be driven to explode via dispersal from a critical solution. This may take the form of a neutron star approaching the onset of instability via slow accretion, or by being driven across the stability graph via violent heating from some other matter source, in a manner similar to the perturbations of boson stars we have considered in this paper.
###### Acknowledgements.
This research was supported by NSERC and by NSF PHY9722068 Some computations were carried out on the vn.physics.ubc.ca Beowulf cluster which was funded by the Canadian Foundation for Innovation. Other calculations were performed using the Cray T3E at the Texas Advanced Computing Center.
## A Boson Star Mode Frequencies
In this Appendix we have tabulated some sample values from the perturbation theory calculations. The values and uncertainties expressed in the table captions were determined by integrating (37) and (40) to various maximum radii, for a range of error tolerances in the integration routines. The values and uncertainties given in the tables were chosen to express the variation in our results.
## B Finite Difference Algorithm
We approximate the continuum field quantities $`\{\alpha ,a,\mathrm{\Pi }_1,\mathrm{\Pi }_2,\mathrm{\Pi }_3,\mathrm{\Phi }_1,\mathrm{\Phi }_2,\mathrm{\Phi }_3,\varphi _1,\varphi _2,\varphi _3\}`$ by a set of grid functions, quantities which are obtained via the solution of finite difference approximations to the partial differential equations (8), (11) - (14) on a domain which has been discretized into a regular mesh (i.e. lattice) with mesh spacing $`\mathrm{\Delta }r`$ in space and $`\mathrm{\Delta }t`$ in time. For a grid function $`u`$, we denote the value of the grid function in the mesh location $`j`$ in space and $`n`$ in time by $`u__j^^n`$, e.g,
$$\alpha __j^^n\alpha (n\mathrm{\Delta }t,(j1)\mathrm{\Delta }r),$$
where $`\alpha (n\mathrm{\Delta }t,(j1)\mathrm{\Delta }r)`$ is the corresponding value for the continuum solution.
The initial data is obtained via โshooting,โ a standard method of solving ordinary differential equations, in a way essentially the same as that found in . The numerical method used for evolving the system of equations is a leapfrog scheme, which is an explicit scheme requiring data at two previous time steps, $`n`$ and $`n1`$, to compute a value at the next time step $`n+1`$. Given a discretization of scale of order $`h`$ in time and space, the leapfrog scheme is $`๐ช(h^2)`$ accurate. Throughout the mesh, the ratio $`\lambda _{\mathrm{๐ฒ๐ต๐ป}}\mathrm{\Delta }t/\mathrm{\Delta }r`$ is kept at a constant value, which must be less than unity due to the stability requirements of the leapfrog scheme.
To aid in the presentation of the difference equations, we define the following operators :
$$\mathrm{\Delta }__0^^tu__j^^n=\frac{u__j^{^{n+1}}u__j^{^{n1}}}{2\mathrm{\Delta }t}$$
$$\mathrm{\Delta }__0^^ru__j^^n=\frac{u_{_{j+1}}^^nu_{_{j1}}^^n}{2\mathrm{\Delta }r}$$
$$\mathrm{\Delta }__+^^ru__j^^n=\frac{u_{_{j+1}}^^nu__j^^n}{\mathrm{\Delta }r}$$
$$\mathrm{\Delta }__3^^ru__j^^n=3\frac{u_{_{j+1}}^^nu_{_{j1}}^^n}{(r_{_{j+1}})^3(r_{_{j1}})^3}.$$
We also define the averaging operator
$$\mu __+^^ru__j^^n=\frac{1}{2}\left(u_{_{j+1}}^^n+u__j^^n\right),$$
which takes precedence over other algebraic operations, e.g.
$$\mu __+^^r\left(\frac{fg^2}{h}\right)=\frac{\mu __+^^rf__j^^n\left(\mu __+^^rg__j^^n\right)^2}{\mu __+^^rh__j^^n}.$$
The evolution equations, which are applied to each field $`\{\mathrm{\Phi }_i,\mathrm{\Pi }_i,i=1,2,3\}`$ can then be written as:
$$\mathrm{\Delta }__0^^t\mathrm{\Phi }__j^^n=\mathrm{\Delta }__0^^r\left(\frac{\alpha }{a}\mathrm{\Pi }\right)__j^^n$$
(B1)
$$\mathrm{\Delta }__0^^t\mathrm{\Pi }__j^^n=\mathrm{\Delta }__3^^r\left(\frac{r^2\alpha }{a}\mathrm{\Phi }\right)__j^^n2\left(\alpha a\varphi \right)__j^^n$$
(B2)
where the last term in the evolution equation for $`\mathrm{\Pi }`$ is not applied to the massless field.
Our boundary conditions are as follows: First, by regularity at the origin, we have
$$\mathrm{\Phi }__1^^n=0$$
for all $`n`$. To obtain $`\mathrm{\Pi }__1^{^{n+1}}`$ we employ a โquadratic fitโ at the advanced time,
$$\mathrm{\Pi }__1^{^{n+1}}=\frac{4\mathrm{\Pi }__2^{^{n+1}}\mathrm{\Pi }__3^{^{n+1}}}{3},$$
(B3)
which is based on the regularity condition, $`lim_{r0}\mathrm{\Pi }(t,r)=\mathrm{\Pi }_0(t)+r^2\mathrm{\Pi }_2(t)+\mathrm{}`$.
A significant challenge in the numerical solution of these equations is the problem of the outer boundary condition for the massive field. Numerous authors have proposed methods to handle this. Having tried various methods including first order expansions of the dispersion relation , sponge filters , and operator splitting , we were unable to obtain a scheme which produced results superior to the simple Sommerfeld condition one uses for massless fields . Since, however, the Sommerfeld condition is still inadequate for massive fields, we have chosen to run our simulations on a grid large enough that the outer boundary is out of causal contact with the region of interest for the time the simulation runs. So, for example, if we are interested in a region $`0r50`$ and times $`0t400`$, then we place the outer boundary $`r_J450`$. (While unbounded phase velocities are a feature of the Klein-Gordon equation, we can argue on physical grounds as well as see quite clearly in simulations that it is the group velocity which is the important quantity in the numerical evolutions, and this is sub-luminal.) Recent work using a shifted coordinate system, with a shift vector that is vanishing in some region near $`r=0`$ but increases to unity as $`rr_J`$, shows promise as a means of handling the challenge of the boundary condition for the massive field , and this method may be employed in future work. Thus the outer boundary condition we employ is :
$$\mathrm{\Phi }__J^{^{n+1}}=\left(\frac{3}{\mathrm{\Delta }t}+\frac{3}{\mathrm{\Delta }r}+\frac{2}{r__J}\right)^1\left(\frac{4\mathrm{\Phi }__J^^n\mathrm{\Phi }__J^{^{n1}}}{\mathrm{\Delta }t}+\frac{4\mathrm{\Phi }_{_{J1}}^{^{n+1}}\mathrm{\Phi }_{_{J2}}^{^{n+1}}}{\mathrm{\Delta }r}\right)$$
(B4)
and an analagous equation is used for each $`\mathrm{\Pi }`$ variable.
After these evolved variables are obtained at the $`n+1`$ time step, we apply a form of numerical dissipation advocated by Kreiss and Oliger . This is applied to both $`\mathrm{\Phi }__j^{^{n+1}}`$ and $`\mathrm{\Pi }__j^{^{n+1}}`$ in the same manner. So, for instance we set
$$\mathrm{\Phi }__j^{^{n+1}}:=\mathrm{\Phi }__j^{^{n+1}}\frac{ฯต}{16}\left(\mathrm{\Phi }_{_{j+2}}^{^{n1}}4\mathrm{\Phi }_{_{j+1}}^{^{n1}}+6\mathrm{\Phi }__j^{^{n1}}4\mathrm{\Phi }_{_{j1}}^{^{n1}}+\mathrm{\Phi }_{_{j2}}^{^{n1}}\right),$$
(B5)
where $`ฯต`$ $`(0<ฯต<1)`$ is an adjustable parameter: typically, we use $`ฯต=0.5`$.
The preceeding equations describe the โevolutionโ aspect of the code. The other variables are evolved in a โconstrainedโ manner, i.e. they are obtained on the spacelike hypersurface $`n+1`$ after the fields $`\mathrm{\Phi }__j^{^{n+1}}`$ and $`\mathrm{\Pi }__j^{^{n+1}}`$ have been calculated. The field values $`\varphi __j^{^{n+1}}`$ are obtained by updating the value at the outer boundary $`j=J`$ according to
$$\mathrm{\Delta }__0^^t\varphi __J^^n=+\left(\frac{\alpha }{a}\mathrm{\Pi }\right)__j^^n$$
(B6)
and then integrating inward from $`j=J`$ to $`j=1`$ along the spatial hypersurface at $`n+1`$:
$$\mathrm{\Delta }__+^^r\varphi __j=\mu __+^^r\mathrm{\Phi }__j.$$
(B7)
The Hamiltonian constraint (11) can be solved at each time step once all the field variables have been computed for the advanced time step. We use the variable $`A\mathrm{ln}a`$ to avoid loss of precision near the origin in the following finite difference approximation, which is evaluated at the advanced time step $`n+1`$:
$$\mathrm{\Delta }__+^^rA__j=\mu __+^^r\left(\frac{1e^A}{2r}+\frac{r}{2}\left[\mathrm{\Pi }_1^2+\mathrm{\Pi }_2^2+\mathrm{\Pi }_3^2+\mathrm{\Phi }_1^2+\mathrm{\Phi }_2^2+\mathrm{\Phi }_3^2+e^A\left(\varphi _1^2+\varphi _2^2\right)\right]\right)__j.$$
(B8)
This equation is solved using a pointwise Newton iteration, i.e. given a value of $`A__j^{^{n+1}}`$ (such as $`A__1^{^{n+1}}=0`$ at the origin), we find the next value $`A_{_{j+1}}^{^{n+1}}`$ outward along the spatial hypersurface by solving (B8) via Newtonโs method.
The slicing condition can be solved once the field variables and the metric function $`a`$ have been obtained at the advanced time step, using the following linear algebraic relation:
$$\alpha _{_{j+1}}^{^{n+1}}=\alpha __j^{^{n+1}}\frac{(1/\mathrm{\Delta }r)+Z}{(1/\mathrm{\Delta }r)Z},$$
(B9)
where
$$Z\mu __+^^r\left(\frac{a^21}{2r}\right)__j+\frac{\mathrm{\Delta }__+^^ra__j}{\mu __+^^ra__j}\mu __+^^r\left[ra^2m^2\left(\varphi _1^2+\varphi _2^2\right)\right]__j.$$
## C Details of Linear Stability Analysis
Following Gleiser and Watkins , we write the most general time-dependent, spherically-symmetric metric as
$$ds^2=e^{\nu (t,r)}dt^2+e^{\lambda (t,r)}dr^2+r^2d\mathrm{\Omega },$$
and decompose the complex massive field $`\varphi (t,r)`$ via
$$\varphi (t,r)=[\psi _1(t,r)+i\psi _2(t,r)]e^{i\omega t},$$
(C1)
where $`\psi _1`$ and $`\psi _2`$ are real.
In these variables, the Hamiltonian constraint and slicing condition can be written as
$$\lambda ^{}=\frac{1e^\lambda }{r}+r\left(e^{\lambda \nu }\left[(\dot{\varphi }_1+\omega \psi _2)^2+(\dot{\varphi }_2\omega \psi _1)^2\right]+\psi _1^2+\psi _2^2+e^\lambda (\psi _1^2+\psi _2^2)\right)$$
(C2)
$$\nu ^{}=\lambda ^{}+2\frac{e^\lambda 1}{r}2re^\lambda (\psi _1^2+\psi _2^2)$$
(C3)
where a prime () denotes $`/r`$ and an overdot ($`\dot{}`$) denotes $`/t`$.
The Klein Gordon equation yields:
$$\psi _1^{\prime \prime }+\left(\frac{2}{r}+\frac{\nu ^{}\lambda ^{}}{2}\right)\psi _1^{}+e^\lambda \left(e^\nu \omega ^21\right)\psi _1e^{\lambda \nu }\ddot{\psi }_1+e^{\lambda \nu }\frac{\dot{\nu }\dot{\lambda }}{2}(\dot{\psi }_1+\omega \psi _2)2e^{\lambda \nu }\omega \dot{\psi }_2=0$$
(C4)
and
$$\psi _2^{\prime \prime }+\left(\frac{2}{r}+\frac{\nu ^{}\lambda ^{}}{2}\right)\psi _2^{}+e^\lambda \left(e^\nu \omega ^21\right)\psi _2e^{\lambda \nu }\ddot{\psi }_2+e^{\lambda \nu }\frac{\dot{\nu }\dot{\lambda }}{2}(\dot{\psi }_2\omega \psi _1)+2e^{\lambda \nu }\omega \dot{\psi }_1=0.$$
(C5)
Another equation we will find useful is $`G_\theta ^\theta =8\pi GT_\theta ^\theta `$, which evaluates to
$`e^\lambda \left({\displaystyle \frac{\nu ^{}\lambda ^{}}{2r}}+{\displaystyle \frac{1}{2}}\nu ^{\prime \prime }+{\displaystyle \frac{1}{4}}\nu ^2{\displaystyle \frac{1}{4}}\nu ^{}\lambda ^{}\right)e^\nu \left({\displaystyle \frac{1}{2}}\ddot{\lambda }+{\displaystyle \frac{1}{4}}\dot{\lambda }^2{\displaystyle \frac{1}{4}}\dot{\nu }\dot{\lambda }\right)`$ (C6)
$`=`$ $`e^\nu \left(\dot{\varphi }_1^2+\dot{\varphi }_2^2+2\omega (\dot{\varphi }_1\psi _2\dot{\varphi }_2\psi _1)+\omega ^2(\psi _1^2+\psi _2^2)\right)e^\lambda (\psi _1^2+\psi _2^2)(\psi _1^2+\psi _2^2).`$ (C7)
We use equations (C2) through (C4) to obtain the equilibrium solutions, by setting
$`\lambda (t,r)`$ $`=`$ $`\lambda _0(r)`$ (C8)
$`\nu (t,r)`$ $`=`$ $`\nu _0(r)`$ (C9)
$`\psi _1(t,r)`$ $`=`$ $`\varphi _0(r)`$ (C10)
$`\psi _2(t,r)`$ $`=`$ $`0.`$ (C11)
The equilibrium equations are then given by:
$$\lambda _0^{}=\frac{1e^{\lambda _0}}{r}+r\left[e^{\lambda _0}(\omega ^2e^{\nu _0}+1)\varphi _0^2+\varphi _0^2\right]$$
(C12)
$$\nu _0^{}=\frac{e^{\lambda _0}1}{r}+r\left[e^{\lambda _0}(\omega ^2e^{\nu _0}1)\varphi _0^2+\varphi _0^2\right]$$
(C13)
$$\varphi _0^{\prime \prime }=\left(\frac{2}{r}+\frac{\nu _0^{}\lambda _0^{}}{2}\right)\varphi _0^{}e^{\lambda _0}(\omega ^2e^{\nu _0}1)\varphi _0.$$
(C14)
We now introduce four perturbation fieldsโ$`\delta \lambda (t,r)`$, $`\delta \nu (t,r)`$, $`\delta \psi _1(t,r)`$ and $`\delta \psi _2(t,r)`$โand expand about the equilibrium configuration by writing:
$`\lambda (t,r)`$ $`=`$ $`\lambda _0(r)+\delta \lambda (t,r)`$ (C15)
$`\nu (t,r)`$ $`=`$ $`\nu _0(r)+\delta \nu (t,r)`$ (C16)
$`\psi _1(t,r)`$ $`=`$ $`\varphi _0(r)(1+\delta \psi _1(t,r))`$ (C17)
$`\psi _2(t,r)`$ $`=`$ $`\varphi _0(r)\delta \psi _2(t,r).`$ (C18)
These last expressions are substituted into (C2), (C3), (C4) and (C7) to obtain the following equations for the perturbed quantities:
$`(re^{\lambda _0}\delta \lambda )^{}`$ $`=`$ $`r^2[2\varphi _0^2\delta \psi _1e^{\nu _0}\omega ^2\varphi _0^2\delta \nu +2e^{\nu _0}\omega ^2\varphi _0^2\delta \psi _1`$ (C20)
$`2e^{\nu _0}\omega \varphi _0^2\delta \dot{\psi }_2+2e^{\lambda _0}\varphi _0^{}(\varphi _0^{}\delta \psi _1+\varphi _0\delta \psi _1^{})e^{\lambda _0}\varphi _0^2\delta \lambda ]`$
$$\delta \nu ^{}\delta \lambda ^{}=\left(\nu _0^{}\lambda _0^{}+\frac{2}{r}\right)\delta \lambda 4re^{\lambda _0}\varphi _0^2\delta \psi _1$$
(C21)
$`\delta \psi _1^{\prime \prime }`$ $`+`$ $`\left({\displaystyle \frac{2}{r}}+{\displaystyle \frac{\nu _0^{}\lambda _0^{}}{2}}+2{\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\right)\delta \psi _1^{}+{\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\left({\displaystyle \frac{\delta \nu ^{}\delta \lambda ^{}}{2}}\right)`$ (C22)
$`+`$ $`e^{\lambda _0}\left(\omega ^2e^{\nu _0}1\right)\delta \lambda e^{\lambda _0\nu _0}\omega ^2\delta \nu e^{\lambda _0\nu _0}\delta \ddot{\psi }_12e^{\lambda _0\nu _0}\omega \delta \dot{\psi }_2=0`$ (C23)
$``$ $`\delta \lambda e^{\lambda _0}\left({\displaystyle \frac{\nu _0^{}\lambda _0^{}}{2r}}+{\displaystyle \frac{1}{2}}\nu _0^{\prime \prime }+{\displaystyle \frac{1}{4}}\nu _0^2{\displaystyle \frac{1}{4}}\nu _0^{}\lambda _0^{}\right)`$ (C24)
$`+`$ $`e^{\lambda _0}\left({\displaystyle \frac{\delta \nu ^{}\delta \lambda ^{}}{2r}}+{\displaystyle \frac{1}{2}}\delta \nu ^{\prime \prime }+{\displaystyle \frac{1}{2}}\nu _0^{}\delta \nu ^{}{\displaystyle \frac{1}{4}}\nu _0^{}\delta \lambda ^{}{\displaystyle \frac{1}{4}}\lambda _0^{}\delta \nu ^{}\right){\displaystyle \frac{1}{2}}e^{\nu _0}\delta \ddot{\lambda }`$ (C25)
$`=`$ $``$ $`[e^{\nu _0}\omega ^2\varphi _0^2\delta \nu e^{\nu _0}(2\omega \varphi _0^2\delta \dot{\psi }_2+2\omega ^2\varphi _0^2\delta \psi _1)e^{\lambda _0}\varphi _0^2\delta \lambda `$ (C26)
$`+`$ $`e^{\lambda _0}(2\varphi _0^2\delta \psi _1+2\varphi _0\varphi _0^{}\delta \psi _1^{})+2\varphi _0^2\delta \psi _1].`$ (C27)
The four equations above can be manipulated such that two variables, $`\delta \nu `$ and $`\delta \psi _2`$ are eliminated, leaving us with only two equations in two unknowns. To obtain the first of these two equations, we subtract (C20) from (C23) to get
$`\delta \psi _1^{\prime \prime }=`$ $``$ $`\left({\displaystyle \frac{2}{r}}+{\displaystyle \frac{\nu _0^{}\lambda _0^{}}{2}}\right)\delta \psi _1^{}{\displaystyle \frac{\delta \lambda ^{}}{r\varphi _0^2}}+e^{\lambda _0\nu _0}\delta \ddot{\psi }_1`$ (C28)
$``$ $`\left[{\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\left({\displaystyle \frac{\nu _0^{}\lambda _0^{}}{2}}+{\displaystyle \frac{1}{r}}\right)+\left({\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\right)^2+{\displaystyle \frac{1r\lambda _0^{}}{r^2\varphi _0^2}}+e^{\lambda _0\nu _0}\omega ^2e^{\lambda _0}\right]\delta \lambda `$ (C29)
$`+`$ $`2e^{\lambda _0}\left[1+e^{\nu _0}\omega ^2+e^{\lambda _0}\left({\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\right)^2+r\varphi _0\varphi _0^{}\right]\delta \psi _1.`$ (C30)
To obtain the other equation, we differentiate (C21) with respect to $`r`$, and substitute the resulting expression, along with (C20) and (C21), into (C27) to get
$`\delta \lambda ^{\prime \prime }=`$ $``$ $`{\displaystyle \frac{3}{2}}(\nu _0^{}\lambda _0^{})\delta \lambda ^{}+\left[4\varphi _0^2+\lambda _0^{\prime \prime }+{\displaystyle \frac{2}{r^2}}{\displaystyle \frac{(\nu _0^{}\lambda _0^{})^2}{2}}{\displaystyle \frac{2\nu _0^{}+\lambda _0^{}}{r}}\right]\delta \lambda +e^{\lambda _0\nu _0}\delta \ddot{\lambda }`$ (C31)
$``$ $`4(2\varphi _0\varphi _0^{}re^{\lambda _0}\varphi _0^2)\delta \psi _1^{}`$ (C32)
$``$ $`4\left[2\varphi _0^2re^{\lambda _0}\varphi _0^2\left(2{\displaystyle \frac{\varphi _0^{}}{\varphi _0}}+{\displaystyle \frac{2\nu _0^{}+\lambda _0^{}}{2}}\right)\right]\delta \psi _1,`$ (C33)
where, differentiating (C12) with respect to $`r`$ we have
$`\lambda _0^{\prime \prime }`$ $`=`$ $`{\displaystyle \frac{e^{\lambda _0}1}{r^2}}{\displaystyle \frac{e^{\lambda _0}\lambda _0^{}}{r}}+\left[e^{\lambda _0}(\omega ^2e^{\nu _0}+1)\varphi _0^2+\varphi _0^2\right]`$ (C34)
$`+`$ $`r\left[\nu _0^{}\omega ^2e^{\lambda _0\nu _0}\varphi _0^2+e^{\lambda _0}(\omega ^2e^{\nu _0}+1)\left(\lambda _0^{}\varphi _0^2+2\varphi _0\varphi _0^{}\right)+2\varphi _0^{}\varphi _0^{\prime \prime }\right].`$ (C35)
(Note that (C30) omits a factor of $`\mathrm{exp}(\lambda _0)`$ which one finds in the $`\delta \lambda /(r^2\varphi _0^2)`$ term of equation (34) in .) For the stability analysis, we assume a harmonic time dependence, i.e.,
$`\delta \psi _1(t,r)=\delta \psi _1(r)e^{i\sigma t}`$ (C36)
$`\delta \lambda (t,r)=\delta \lambda (r)e^{i\sigma t}.`$ (C37)
Note that (C33) and (C35) contain only second derivatives with respect to time. There are good arguments for assuming $`\sigma ^2`$ is purely real , so we can determine instability by simply looking for instances where $`\sigma ^2<0`$.
As a further consideration, we note that the boson star system admits a conserved Noether current,
$$J^\mu =\frac{i}{8\pi }g^{\mu \nu }(\varphi _\nu \varphi ^{}\varphi ^{}_\nu \varphi ),$$
(C38)
for which the corresponding charge or โparticle numberโ is
$`N`$ $`=`$ $`{\displaystyle d^3x\sqrt{g}J^t}`$ (C39)
$`=`$ $`{\displaystyle _0^{\mathrm{}}}๐rr^2e^{(\lambda \nu )/2}\left(\dot{\psi }_1\psi _2\dot{\psi }_2\psi _1+\omega (\psi _1^2+\psi _2^2)\right).`$ (C40)
Conventional stability analysis (see, e.g., ) demands that we consider only perturbations for which the total charge is conserved. Thus we compute the variation in the charge, $`\delta N`$, and work to ensure $`\delta N=0`$. In practice, since we cut off the grid at finite radius, it makes sense to consider the function $`\delta N(r)`$, the total charge enclosed in a sphere with surface area $`4\pi r^2`$. This quantity is
$`\delta N(r)`$ $`=`$ $`{\displaystyle \frac{1}{\omega }}{\displaystyle _0^r}๐\stackrel{~}{r}\stackrel{~}{r}^2e^{(\nu _0\lambda _0)/2}\varphi _0^2`$ (C41)
$`\times `$ $`\{{\displaystyle \frac{\delta \lambda ^{}}{2\stackrel{~}{r}\varphi _0^2}}+{\displaystyle \frac{1}{2}}[e^{\lambda _0\nu _0}\omega ^2+\left({\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\right)^2+{\displaystyle \frac{1\stackrel{~}{r}\lambda _0^{}}{\stackrel{~}{r}^2\varphi _0^2}}]\delta \lambda `$ (C42)
$``$ $`{\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\delta \psi _1^{}[e^{\lambda _0\nu _0}\omega ^2+\left({\displaystyle \frac{\varphi _0^{}}{\varphi _0}}\right)^2+e^{\lambda _0}]\delta \psi _1\},`$ (C43)
where primes denote $`/\stackrel{~}{r}`$. (Note that (C43) contains a term involving $`\delta \psi _1^{}`$, which was not included in equation (35) of .) We then demand that $`\delta N0`$ as $`r\mathrm{}`$.
The boundary conditions are as follows:
At $`r=0`$:
$`\lambda _0`$ $`=`$ $`0`$ (C44)
$`\nu _0`$ $`=`$ $`0`$ (C45)
$`\varphi _0^{}`$ $`=`$ $`0`$ (C46)
$`\varphi _0^{\prime \prime }`$ $`=`$ $`{\displaystyle \frac{1}{3}}(\omega ^21)\varphi _0`$ (C47)
$`\delta \psi _1^{\prime \prime }`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left[{\displaystyle \frac{3\delta \lambda ^{\prime \prime }}{2\varphi _0^2}}+\left(2(\omega ^2+1)\sigma ^2\right)\delta \psi _1\right]`$ (C48)
$`\delta \lambda `$ $`=`$ $`0`$ (C49)
$`\delta \lambda ^{}`$ $`=`$ $`0.`$ (C50)
As $`r\mathrm{}`$:
$`\delta N0`$ (C51)
$`\delta \psi _10`$ (C52)
$`\delta \lambda 0.`$ (C53)
To solve the system (C33) and (C35) subject to the above boundary conditions, for a given value of $`\varphi _0(0)`$, we resort to the method of โshooting,โ first for the equilibrium solutions, then for the perturbed quantities. Specifically, we choose a value for $`\omega `$ and solve the equilibrium equations numerically by integrating outward from $`r=0`$. We do this repeatedly, performing a โbinary searchโ on $`\omega `$ (as described in ) until the boundary conditions for the equilibrium quantities are satisfied.
Due to the linearity of the problem, we can choose $`\delta \psi _1(0)`$ arbitrarily. We then have two parameters left, namely $`\sigma ^2`$ and $`\delta \lambda ^{\prime \prime }(0)`$. To make matters easy at first, we consider perturbations very close to the transition between stability and instability. At the transition point, $`\sigma ^2`$ is zero. Thus for boson stars near the transition point, we choose $`\sigma ^2=0`$ and shoot on the parameter $`\delta \lambda ^{\prime \prime }(0)`$ until the boundary conditions are satisfied. As Gleiser and Watkins note, the transition point occurs at the maximum boson star mass; so we can take two slightly different equilibrium solutions near the maximum mass and subtract them to generate solutions which should agree with those obtained from the perturbation problem. We use this method to obtain a trial value of $`\delta \lambda ^{\prime \prime }(0)`$, and also as a way of checking the final solution we obtain from the perturbation analysis.
For more general configurations ($`\sigma ^20`$), we choose a value of $`\sigma ^2`$ and shoot on $`\delta \lambda ^{\prime \prime }(0)`$ until we find $`\delta N`$ at the outer boundary of the grid to be less than some tolerance value. Then we use the fact (gleaned from experience) that if $`\sigma ^2`$ is too large (too positive), $`\delta N`$ will have a local minimum, the value of which will be less than zero (i.e., $`\delta N(r)`$ will dip below zero and then turn back up at larger radii). If $`\sigma ^2`$ is too low there will be no such local minimum. We use these two criteria to select the value of $`\sigma ^2`$ via a binary search. Thus our two-dimensional eigenvalue-finding algorithm consists simply of two (nested) binary searches, one in each direction: For each value of $`\sigma ^2`$ tried, a full binary search on the parameter $`\delta \lambda ^{\prime \prime }(0)`$ is performed to drive $`\delta N(r_{\mathrm{๐๐๐ก}})0`$. Then the solution of $`\delta N(r)`$ is examined for the behavior described above, and a new value of $`\sigma ^2`$ is selected, and so on until both $`\delta \lambda ^{\prime \prime }(0)`$ and $`\sigma ^2`$ have been found to some desired precision.
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# Dynamic Scaling in One-Dimensional ClusterโCluster Aggregation
## I Introduction
Both reactionโ and diffusionโlimited clusterโcluster aggregation (DLCA) have been successfully used to understand the dynamics of colloidal aggregation . These models predict well both the structure of aggregates and the growth behavior in dilute particle suspensions as long as the dynamics is dominated by Brownian diffusion. As the growth of the aggregates proceeds the sedimentation of clusters due to gravitation becomes more pronounced altering the growth mechanism and cluster structure. This was recently observed in experiments .
The purpose of this paper is to study dynamic scaling in one-dimensional clusterโcluster aggregation in the presence of a competition between diffusion and drift. We show that the dynamics at long times is dominated by the aggregation process which by itself would lead to the fastest growth. The conventional mean-field theory gives the correct dynamic exponent for the field dominated case but fails when diffusion dominates. The mean-field theory also predicts that the scaling function of the cluster size distribution in the diffusive (driven) case would drastically change when $`\gamma `$ ($`\delta `$) changes sign. Such a transition is observed for the diffusive case but not for the driven one. The dynamic phase diagram shows four different regions depending on the relative rates of the diffusion and drift.
The paper is organized as follows. Section II introduces the model and describes the algorithm used in simulations. In Section III the dynamic scaling is studied using mean-field rate equations approach. The mean-field results are compared to simulations in section IV. Section V concludes the paper with a discussion.
## II Model
The fieldโdriven clusterโcluster aggregation (FDCA) model is defined on a one-dimensional lattice with periodic boundary conditions, for simplicity. Initially particles are distributed randomly on a lattice of $`L`$ sites up to a concentration $`\varphi `$. Sites connected via nearest neighbor occupancy are identified as belonging to the same cluster. The diffusion coefficient of a cluster of size $`s`$ takes the form $`D(s)=D_1s^\gamma `$ where $`\gamma `$ is the diffusion exponent and $`D_1`$ a non-negative constant. The clusters are also driven into one direction with a size dependent drift velocity $`v(s)=v_1s^\delta `$, which defines the field exponent $`\delta `$.
In simulations a cluster is selected randomly and the time is incremented by $`N(t)^1\mathrm{\Omega }_{\mathrm{max}}^1`$, where $`N(t)`$ is the number of clusters at time $`t`$ and $`\mathrm{\Omega }_{\mathrm{max}}`$ is the maximum mobility of any of the clusters in the system at that time. The cluster mobility is defined as $`\mathrm{\Omega }(s)=C_vs^\delta +2C_\mathrm{D}s^\gamma `$ where $`C_v`$ and $`C_\mathrm{D}`$ are non-negative constants. The choice $`C_v=0`$ gives normal DLCA. The cluster is moved only if $`x<\mathrm{\Omega }(s)/\mathrm{\Omega }_{\mathrm{max}}`$, where $`x`$ is an uniformly distributed random number in the interval $`[0,1]`$. The step is taken along (against) the field with probability $`p`$ ($`q`$), where $`p=(C_vs^\delta +C_\mathrm{D}s^\gamma )/\mathrm{\Omega }(s)`$ and $`q=1p`$. If after the move two clusters are in contact, they are irreversibly aggregated together. Note that time is increased for each attempted move.
Figure 1 shows an example of the dynamics when either the diffusion (fig. 1a) or the drift (fig. 1 b) dominates the large time aggregation behavior. The diffusion and field exponents are chosen in such a way that at large times the largest clusters are the most mobile ones. In the latter subfigure, notice the clear breaking of the reflection symmetry in the cluster dynamics as the drift begins to dominate. Similar behavior is visible in the early-time dynamics of the diffusion-dominated case.
## III Scaling Analysis
Before considering any specific aggregation rules let us first represent the well-known mean-field approach. We want to compare different dynamical processes in order to find the dominating aggregation mechanisms. Denote the number of clusters of size $`s`$ per site at time $`t`$ by $`n_s(t)`$ and the mean cluster size by $`S(t)`$. The mean-field description of irreversible aggregation which neglects spatial correlations is given by Smoluchowskiโs equation
$$\frac{\mathrm{d}n_s}{\mathrm{d}t}=\frac{1}{2}\underset{i+j=s}{}K(i,j)n_in_j\underset{i=1}{\overset{\mathrm{}}{}}K(i,s)n_in_s,$$
(1)
where the reaction kernel $`K(i,j)`$ describes the rate at which clusters of size $`i`$ and $`j`$ aggregate. It is assumed to be a homogeneous function $`K(ai,aj)=a^\lambda K(i,j)`$ with $`K(i,j)i^\mu j^{\lambda \mu }`$ for $`ij`$. Kernels are classified by $`\mu `$ : $`\mu >0`$ (class I), $`\mu =0`$ (class II), and $`\mu <0`$ (class III). Independent of the class the solution scales for mass conserving systems as $`n_s(t)=S(t)^2f(s/S(t))`$. In class I the aggregation is dominated by the collisions of large clusters with large ones whereas the dominant contribution in class III comes from the reactions between large and small clusters. In class II these two processes are equally important. The class III processes can be identified from the form of the scaling function since in classes I and II $`f(x)x^\tau `$ but in class III $`f(x)\mathrm{exp}(x^{|\mu |})`$ as $`x0`$ .
Here we concentrate on the scaling function, on the polydispersity exponent $`\tau `$, and on the dynamic exponent $`z`$ describing the growth of the mean cluster size: $`S(t)t^z`$. The polydispersity exponent in the mean-field (mf) is easily found to be $`\tau _{_{\mathrm{MF}}}=1+\lambda `$ in class I. Predicting it for class II processes is still a challenge . However, for all non-gelling systems, i.e. $`\lambda 1`$, the dynamic exponent is related to the homogeneity exponent $`\lambda `$ as $`z_{_{\mathrm{MF}}}=1/(1\lambda )`$ .
The upper critical dimension, above which the mean-field theory is exact, may be calculated once the reaction kernel is known . Consider for a moment the aggregation of clusters of fractal dimension $`d_f`$ in $`d`$ dimensions. For a DLCA kernel $`K_\mathrm{D}(i,j)(i^{1/d_f}+j^{1/d_f})^{d2}(i^\gamma +j^\gamma )`$ ($`d2`$) the mean-field theory is not exact in any finite dimension but the deviations are negligible already in $`d=3`$ . In the driven case, if diffusion and velocity fluctuations are neglected, clusters move ballistically. The collision probability of two clusters is proportional to the product of the mutual cross-section of the clusters and the velocity difference between clusters $`K_v(i,j)(i^{1/d_f}+j^{1/d_f})^{d1}|i^\delta j^\delta |`$. Thus in the mean field description the driven system in $`d`$ dimensions has similar scaling properties as the diffusive one in $`d+1`$ dimensions and therefore the upper critical dimension is infinite for both.
If both diffusion and drift are present the faster dynamics, as measured by the associated dynamic exponent, could be expected to dominate. This is verified by the simulation results, discussed in the next section. Thus it is adequate to consider the two dynamic processes separately. For example, in one dimension the scaling properties of $`K_v`$ necessitate that $`\lambda =\delta `$ together with $`\mu =\delta `$ for $`\delta <0`$ (class III) and $`\mu =0`$ for $`\delta 0`$ (class II). Thus the scaling function should drastically change as $`\delta `$ changes its sign. In one dimension the collision cross-section is independent of the clustersโ sizes. Thus the above scaling analysis is directly applicable to the diffusionโlimited case, too and there should be similar transition between the classes III and II at $`\gamma =0`$.
In one dimension the scaling properties of the reaction kernels together with $`z_{_{\mathrm{MF}}}=1/(1\lambda )`$ give the mean-field dynamic exponent in the diffusive and driven cases as $`z_{_{\mathrm{MF}}}=1/(1\gamma )`$ and $`z_{_{\mathrm{MF}}}=1/(1\delta )`$, respectively. The strong fluctuations are responsible for the fact that the correct exponent is $`z=1/(2\gamma )`$ in the diffusive case . The dynamic exponent may on the other hand be obtained more simply by considering the two length scales coming from the two dynamical processes: the diffusive length scale $`l_D\sqrt{Dt}`$ and the ballistic one $`l_vvt`$. Naturally the average cluster size is proportional to the dominant length scale, i.e. $`S(t)l`$, which together with $`D(s)s^\gamma `$ and $`v(s)s^\delta `$ results in $`z=1/(2\gamma )`$ and $`z=1/(1\delta )`$ for the diffusion and drift dominated cases, respectively. The simulation results presented in section IV confirm these arguments. Thus the Smoluchowski approach predicts the correct dynamic exponent for the driven case even in one dimension. If both diffusion and drift are present $`z=\mathrm{max}\{1/(2\gamma ),1/(1\delta )\}`$ with the crossover at $`\delta =\gamma 1`$.
The average cluster size at the crossover can be estimated by comparing the pairing time (the time required for $`S2S`$) due to diffusion, $`t_{\mathrm{agg}}^D`$, to that due to drift, $`t_{\mathrm{agg}}^v`$. In the diffusive case the pairing time can be obtained by considering a random walk on coarse-grained system with the lattice constant set equal to the average cluster radius $`R`$ . In one dimension the cluster density on the lattice is $`\rho (t)=N(t)/V=\varphi ,`$ where the volume $`V=L/R`$. A cluster travels a distance of its own radius diffusively in time $`R^2/D`$. As it takes on the average $`\rho ^2`$ steps to pair up $`t_{\mathrm{agg}}^D=R^2/(D\rho ^2)`$.
For driven clusters the variation in cluster velocities is the relevant parameter. Therefore the pairing time is of order $`t_{\mathrm{agg}}^v=R/(\sigma _v\rho )`$, where $`\sigma _v=\sqrt{v^2v^2}`$ is the standard deviation of the cluster velocities. It can be calculated from the velocity distribution $`p(v)=sn_s\left|s(v)/v\right|`$ which gives $`\sigma _vv_1S^\delta \sqrt{I_2I_1^2},`$ where $`I_\alpha =๐\mathrm{x}x^{\delta \alpha +1}f(x)`$ and the approximation comes from replacing the sum by an integral. The proportionality constant $`A=\sqrt{I_2I_1^2}`$ has to be determined numerically from simulations since calculating it would require the knowledge of the whole scaling function. The crossover takes place as $`t_{\mathrm{agg}}^vt_{\mathrm{agg}}^D`$ which gives the average cluster size at the crossover as
$$S_{\mathrm{cross}}\left(\frac{2D_1\varphi }{Av_1r_0}\right)^{1/(\delta \gamma +1)}$$
(2)
where $`r_0`$ is the elementary particle radius.
## IV Simulations
In simulations the system sizes range from $`5\times 10^5`$ to $`2\times 10^6`$, the data are averaged over $`502000`$ realizations, the concentration is usually at $`\varphi =0.1`$, and random initial conditions are used. Neither the initial conditions nor the concentration has any effect on the asymptotic dynamic scaling properties as was verified by simulations. The timescale is fixed by setting $`C_\mathrm{D}=1`$ for DLCA and $`C_v=1`$ for FDCA if not otherwise mentioned. The mean cluster size is calculated using both the number ($`k=1`$) and weight averages $`(k=2)`$
$$S_k(t)=\underset{s=1}{\overset{\mathrm{}}{}}s^kn_s(t)/\underset{s=1}{\overset{\mathrm{}}{}}s^{k1}n_s(t).$$
(3)
Both averages scale similarly and the number average is used in all the figures following. In order to ensure that the scaling regime is reached the dynamic exponent is calculated using the method of consecutive slopes .
We first consider purely diffusive dynamics, i.e., $`C_v=0`$. We obtain an excellent scaling for the cluster size distribution using the scaling form $`n_s(t)=S(t)^2f(s/S(t))`$ (Fig. 2) and the known result for the dynamic exponent $`z=1/(2\gamma )`$ (Fig. 3).
The decay of the scaling function near $`x=0`$ depends on the sign of $`\gamma `$ and there is a transition from class III ($`\gamma <\gamma _c`$) to class II ($`\gamma \gamma _c`$) at $`\gamma _c=0`$ in accordance with the mean-field analysis. However, the transition between the algebraic and non-algebraic decay of the scaling function is plagued by strong crossover effects. This is illustrated in figure 4 where the scaling functions are presented for several values of the diffusion exponent. The crossover behavior is in excellent agreement with the mean-field theory according to which the kernels in classes I and III show typical class II behavior for intermediate $`x`$ values: $`\mathrm{exp}(1/|\mu |)x1`$ . In our case the $`\mu =\gamma `$ and the intermediate $`x`$ region is presented by horizontal lines in figure 4. The dynamics for $`\gamma =0`$ can be solved exactly to establish that the DLCA belongs to class II at $`\gamma _c`$. The exact result for the cluster size distribution is $`n_s(t)=\mathrm{exp}(\xi )[I_{s1}(\xi )I_{s+1}(\xi )]`$, where $`T=4D_1t`$ and $`I_s(T)`$ is the modified Bessel function . This gives $`f(x)x\mathrm{exp}(Cx^2)x`$ ($`x0`$), where the constant $`C`$ depends on the average used to calculate the mean cluster size.
As the scaling function decays faster than a power-law in class III the polydispersity exponent $`\tau `$ is well-defined only for $`\gamma 0`$. Although the statistics is insufficient for a direct determination of the relationship $`\tau (\gamma )`$ the fits to the scaling function show that $`\tau `$ increases monotonically with increasing $`\gamma `$ so that $`\tau =0`$ at about $`\gamma 0.7`$. The scaling theory states that for class II $`n_s(t)s^\tau t^w`$ for $`1sS`$ and $`t\mathrm{}`$ with the scaling relation $`w=(2\tau )z`$ . The exponent $`w`$ can be obtained more accurately from simulations than $`\tau `$. A careful analysis of the data shows that $`w`$ is roughly a constant $`w1.50\pm 0.05`$ for $`\gamma [0,0.5]`$. However, $`w`$ cannot be independent of $`\gamma `$ since necessarily $`wz`$ which diverges when $`\gamma 2`$. By approximating $`w1.50`$ near $`\gamma =0`$ leads to $`\tau (\gamma )1.50\gamma 1.00`$, which is zero at $`\gamma _00.67`$ (compare with the actual result above). This approximation is consistent with the exact value $`\tau (0)=1`$ .
Note that the point $`\gamma _00.7`$ at which the cluster size distribution changes from a non-monotonic function to a monotonic one is not the same as the transition point between the classes $`\gamma _c=0`$. In the literature it has been argued that in two and three dimensions $`\gamma _c`$ is negative but these arguments rely on the fact the cluster size distribution would change to a non-monotonic function at the same point . As this is clearly not the case in one dimension it is highly probable that $`\gamma _c=0`$ in higher dimensions, too.
The corresponding FDCA-simulations are done using $`C_\mathrm{D}=0`$. Figure 3 shows also for this case the dynamic exponent as a function of the field exponent together with the mean-field prediction. The agreement is excellent except for $`\delta >0.3`$ for which values the asymptotic regime has not been reached. $`\delta =0`$ is a special point: all the clusters move with the same velocity but the algorithm itself causes intrinsic diffusion resulting in the standard random walk value $`z(\delta =0)=1/2`$.
As in the purely diffusive case the cluster size distribution exhibits scale invariance $`n_s(t)=S(t)^2g(s/S(t))`$ but now with a bell-shaped scaling function $`g(x)\mathrm{exp}(x^{|\mu |})`$ as $`x0`$ (see figure 2). Thus FDCA belongs to class III. No indication of belonging to the class II is seen in the range $`1.5\delta 0.7`$ in contradiction with the mean-field theory. The absence of the transition shows that although the mean-field analysis gives the correct dynamic exponent it fails in the case of the scaling function. This is not surprising since the spatial fluctuations expected to be important in low dimensions are completely neglected in equation (1). Furthermore, for $`\delta >0`$ the probability for collisions of large clusters with large ones is relatively small compared to large-small collisions since the decisive factor is the velocity difference, not the high mobility of large ones.
The case $`\delta =\gamma =0`$ of FDCA is interestingly enough related to a driven diffusive Ising system (DDS). The low temperature coarsening in an Ising chain with conserved magnetization and subject to a small external force can be mapped almost exactly to the diffusion of domains with a size-independent diffusion constant . The fact that the mapping is not quite one-to-one is reflected in the behavior of dimers in the DDS. They perform long-range hopping which results in another characteristic length scale in the problem . As a consequence the domain length distribution does not obey the usual dynamic scaling for small cluster sizes like it does in the FDCA, although the domain size distributions are otherwise practically the same .
Figure 5 shows the crossover from the diffusion dominated growth to the field dominated one for three different concentrations. Estimating the unknown parameter $`A`$ in equation (2) using the scaling function of the diffusion limited aggregation for $`\gamma =0.5`$ gives $`A0.2`$. Equation (2) gives the crossover sizes $`3,4`$, and $`10`$ for concentrations $`\varphi =0.05,0.1`$, and $`0.5`$, respectively. These values agree reasonably well with the simulations as can be seen from figure 5.
## V Discussion
The results of our study are summarized in figure 6 which shows the dynamic phase diagram with four different regions. The aggregation is dominated by the field or the diffusion. At the phase boundary $`\delta =\gamma 1`$ the two processes give the same dynamic exponent. It is unclear which one of the aggregation mechanisms determines the asymptotic scaling behavior at the boundary. The diffusive phase is split into two subphases according to the dominating aggregation mechanism. The dynamics may also be so fast that the systems gels in a finite time.
Although this paper has considered $`d=1`$ we can also discuss the $`d>1`$ case. Here, complications arise because the clusters may have a fractal structure. For the field-driven aggregation the clusters will in any case become anisotropic with a preferred orientation in the field direction. We believe both of these complications affect only the phase boundaries of the dynamic phase diagram but leave its general structure invariant if temporal scaling can be assumed. One particular issue is the existence of a field-dominated phase with the scaling function belonging to class II. The comparison of the mean-field approach and simulations in higher dimensions is left for a forthcoming study. The exact location of the phase boundaries would be an interesting problem also when it comes to applications to experiments.
In conclusion, we have studied one-dimensional driven diffusive clusterโcluster aggregation. We have shown how the scaling function depends on the cluster mobilities with diffusive or ballistic dynamics, or both. For the field dominated case the dynamic exponent can be obtained from simple mean-field calculations, which together with the simulation results may be used to obtain the phase boundaries in the dynamic phase diagram. This shows four different phases in the aggregation depending on the relative strength of the diffusion and the field.
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# References
Cooper Pairs in Alternating Layers of Light and Heavy Atoms
X. H. Zheng
Department of Pure and Applied Physics, The Queenโs University of Belfast, Belfast BT7 1NN, Northern Ireland
E-mail: xhz@qub.ac.uk
Tel: 44 (0)28 90 335054
Fax: 44 (0)28 90 438918
Abstract
The Hamiltonian and trial function in the BCS theory are improved to test the limit of this theory. The Cooper pairs arise from standing electron waves, ready to move with atoms, giving high $`T_c`$. The Hamiltonian is derived from alternating layers of light and heavy atoms, giving a forbidden zone hosting no standing wave pairs. The exchange term may force singlet pairs into this zone, leaving triplet pairs outside, giving magnetic excitations. If the Fermi energy is crossed only by the CuO<sub>2</sub> band, then the forbidden zone and triplet pairs will vanish, consistent with experimental evidence.
PACS: 74.20.Fg - BCS theory and its development
PACS: 74.80.-g - Spatially inhomogeneous structures
Recently there has been considerable interest in the original theory of Bardeen, Cooper and Schriefer (BCS) . It was used by Nunner, Schmalian and Bennemann to explain the isotopic effect of cuprates . It was also used by Noziรจres and Pistolesi to study pseudogaps . Following this line of thinking, we adopt the view that cuprates have a Fermi surface and electron-phonon interactions. We also adopt the BCS formalism, which is relatively simple, due to neglecting damping and retardation, with negligible effects .
The BCS theory is based on variational evaluation of the Frรถhlich Hamiltonian, with the Cooper pairs as the trial function . With an improved Hamiltonian and trial function, we may explain further properties of cuprates. In order to improve the Hamiltonian, we use a simple model of alternating layers of light and heavy atoms (Fig. 1), because in cuprates the CuO<sub>2</sub> layers are always sandwiched by heavy atoms. For example, in La<sub>2</sub>CuO<sub>4</sub> we have a ratio 96/310 when comparing the atomic wt. of the CuO<sub>2</sub> layer and the two LaO layers. In YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub> we have a ratio 281/386 when comparing the two CuO<sub>2</sub> layers (including the Y atom in between) with other atoms. In Tl<sub>2</sub>Ba<sub>2</sub>CuO<sub>6</sub> the ratio is 96/746, which becomes 256/746 and 416/746 when the number of CuO<sub>2</sub> layers are 2 and 3 (including Ca in between). In HgBa<sub>2</sub>CuO<sub>4</sub> the ratios are 96/507, 232/507 and 368/507 when the number of CuO<sub>2</sub> planes are 1, 2 and 3 (including Ca in between) .
The classic Cooper pairs arise from traveling electron waves, which are mobile in all directions. However, the resistance of cuprates in the $`c`$ axis is significantly larger than that in the $`a`$-$`b`$ plane : most electrons are mobile only in that plane. It is reasonable to assume that the atomic layers act as potential wells to retain electrons. Being reflected back and forth in potential wells, electrons must be in the form of standing waves. Indeed, according to energy band calculation, in cuprates the Fermi surfaces join together in the $`c`$ direction , a familiar sign of electron standing waves in that direction. In the case of Bragg scattering only some electrons are reflected, giving narrow โnecksโ to join Fermi surfaces. In cuprates virtually all electrons are reflected in the $`c`$ direction, so that the Fermi surface becomes cylindric. In fact, many cuprate theories assume that carriers are somehow bound around the CuO<sub>2</sub> plane , i.e. they are standing waves across that plane. We add two Bloch functions together to model electrons in cuprates. The result is a traveling wave in the $`a`$-$`b`$ plane but a standing wave in the $`c`$ direction (Fig. 1). The Cooper pairs arise from such waves. These pairs concentrate in the layers of light atoms (CuO<sub>2</sub> planes) as a natural result of our theory.
First, we explore the prediction power of the BCS theory. The reduced Hamiltonian involves a series of pair generation and destruction operators with the c-number coefficient
$$V(๐ค,๐ช)=\underset{l=1}{\overset{3}{}}\frac{2\mathrm{}\omega _l(๐ช)_l^2(๐ค,๐ช)}{[\mathrm{}\omega _l(๐ช)]^2[ฯต(๐ค+๐ช)ฯต(๐ค)]^2}$$
(1)
where k and $`ฯต`$ are electron vector and energy (measured from the Fermi surface), q and $`\omega _l`$ phonon vector and frequency, and $`l`$ identifies phonon branch (excluding transverse phonons, which do not interact with electrons in $`N`$-processes) . The matrix element
$$_l(๐ค,๐ช)=\stackrel{~}{q}_l\left[\frac{\mathrm{}N}{2M\omega _l(๐ช)}\right]^{1/2}_\mathrm{\Omega }\psi _{๐ค+๐ช,\sigma }^{}(๐ซ)\delta ๐ฑ(๐ซ)\psi _{๐ค,\sigma }(๐ซ)๐๐ซ$$
(2)
measures the strength of electron-phonon interaction. Here $`\psi `$ is the electron wave function, $`\sigma `$ spin $``$ or $``$, M the mass of an atom, N the number of atoms in unit volume, r the coordinates in real space, $`\mathrm{\Omega }_0`$ a volume surrounding the atom, $`\mathrm{\Gamma }_0`$ its boundary, and $`\delta ๐ฑ(๐ซ)=๐ฑ(๐ซ)๐ฑ(\mathrm{\Gamma }_0)`$, $`๐ฑ`$ being the potential field. We define $`\stackrel{~}{q}_l`$ as the l-th component of $`U๐ช`$, $`U`$ being the $`3\times 3`$ unitary matrix found when solving the classical equation of motion for the atom. Mott and Jones found matrix elements when $`\mathrm{\Omega }_0`$ is the Wigner-Seitz cell . We find equation 2 when $`๐ฑ(\mathrm{\Gamma }_0)`$ is constant (this defines $`\mathrm{\Omega }_0`$ in a natural manner). The BCS self-consistent equation
$$\mathrm{\Delta }(๐ค)=\underset{๐ช}{}V(๐ค,๐ช)\frac{\mathrm{\Delta }(๐ค+๐ช)}{[\mathrm{\Delta }^2(๐ค+๐ช)+ฯต^2(๐ค+๐ช)]^{1/2}}$$
(3)
is an integral equation of the Cauchy type: $`V(๐ค,๐ช)`$ is singular .
We solve equation 3 through iteration . With a proper first approximation, we may expect reasonable accuracy after just one iteration. We use free electron energy to evaluate equation 1, where the denominator turns out to be $`4ฯต_Fฯต_๐ช[\delta _l^2(\zeta +\mathrm{cos}\theta )^2]`$, $`ฯต_F=(\mathrm{}^2/2m)|๐ค|^2`$ is the Fermi energy (we study $`|๐ค|`$ near the Fermi surface), $`ฯต_๐ช=(\mathrm{}^2/2m)|๐ช|^2`$, $`\delta _l^2=(m/2)v_l^2/ฯต_F`$, $`v_l=\omega _l(๐ช)/๐ช|`$ the sound velocity. In the Debye approximation $`\delta _l=(Z/16)^{1/3}\mathrm{\Theta }_D/\mathrm{\Theta }_F10^3`$ in all superconducting metals, where $`Z`$ is the valency, $`\mathrm{\Theta }_D`$ and $`\mathrm{\Theta }_F`$ are the Debye and Fermi temperatures. Therefore $`V(๐ค,๐ช)>0`$ (condition to have an energy gap) holds in equation 1 only when $`\zeta +\mathrm{cos}\theta 0`$, $`\zeta =|๐ช|/|2๐ค|`$, $`\theta `$ being the angle between k and q, so that $`|๐ค+๐ช|^2=|๐ค|^2+|๐ช|^2+2|๐ค||๐ช|\mathrm{cos}\theta |๐ค|^2`$. Thus $`ฯต(๐ค+๐ช)ฯต(๐ค)`$, i.e. electrons changes direction but not energy in scattering, which is used as our first approximation (also used to study metal resistivity) . The use of free electron energy implies a spherical Fermi surface and hence an isotropic energy gap, so that $`\mathrm{\Delta }(๐ค+๐ช)=\mathrm{\Delta }(|๐ค+๐ช|)\mathrm{\Delta }(|๐ค|)=\mathrm{\Delta }(๐ค)`$. These lead through equation 3 to:
$$E_{TRV}=\underset{๐ช}{}V(๐ค,๐ช)=\frac{\mathrm{}e^2}{k_BT_\rho }\eta \rho nv^2$$
(4)
where $`E_{TRV}=[\mathrm{\Delta }^2(๐ค)+ฯต^2(๐ค)]^{1/2}`$ at $`T=0`$, $`TRV`$ standing for travelling wave, $`e`$ and $`n`$ are electron charge and density, $`k_B`$ the Boltzmann constant, $`\rho `$ the resistivity at temperature $`T_\rho `$, $`v=k_B\mathrm{\Theta }_D/\mathrm{}k_D`$ the Debye sound velocity, $`k_D`$ being the phonon cut-off wavenumber, and
$$\eta =\frac{1}{\pi }_0^{(4Z)^{1/3}}F^2(x)\frac{\zeta ^2d\zeta }{1\zeta ^2}/_0^{(4Z)^{1/3}}F^2(x)\zeta ^3๐\zeta 1$$
(5)
Here $`F(x)=3(x\mathrm{cos}x\mathrm{sin}x)/x^3`$ is the overlap integral function, $`x=3.84\alpha ^{1/3}Z^{1/3}\zeta `$, $`\alpha =N\mathrm{\Omega }_0/\mathrm{\Omega }`$ the fraction of $`\mathrm{\Omega }_0`$ in a primitive cell, and $`\mathrm{\Omega }`$ the unit volume. We assume $`|๐ช|/|2๐ค|=\zeta <(4Z)^{1/3}<1`$, because equation 1 arises from a canonical transformation , where operator commutation requires $`๐ช\pm 2๐ค`$. In first iteration, the pair occupancy varies linearly if $`E_{TRV}<ฯต(๐ค)<E_{TRV}`$, otherwise equation 3 has improper solutions (occupancy $`<0`$ or $`>1`$). This justifies the BCS approach to integrate equation 3 only in a thin layer across the Fermi surface . This surface does not have to be spherical, so long as $`k_D<<|๐ค|`$ (integration area small).
In order to find $`T_c`$ we follow BCS to minimize the free energy of the electron-phonon system. Evaluating the result via iteration, we find
$$E=E_{TRV}\mathrm{tanh}(E/2k_BT)$$
(6)
where $`E=[\mathrm{\Delta }^2(๐ค)+ฯต^2(๐ค)]^{1/2}`$ at $`T>0`$. Since $`\mathrm{tanh}(E/2k_BT)<E/2k_BT`$, we have $`TE_{TRV}/2k_B`$ and hence $`2E_{TRV}/k_BT_c=4`$. It is easy to prove, by direct substitution, that $`E`$ from equation 6 is also the exact solution of equation 3.27 in (BCS self-consistent equation for $`T>0`$), provided that $`\mathrm{}\omega N(0)V=E_{TRV}`$ in that equation. Clearly, $`E`$ is not a function of k, the so-called gap parameter $`\mathrm{\Delta }(๐ค)`$ is, contrary to general perception. This is justified: according to BCS it is $`E`$ that measures the energy gap, $`\mathrm{\Delta }`$ is just an approximation, i.e. $`ฯต0`$ near the Fermi surface giving $`E=(\mathrm{\Delta }^2+ฯต^2)^{1/2}\mathrm{\Delta }`$ . What arises from experiment is actually $`2E_{TRV}/k_BT_c`$, whose value may deviate from 4 for reasons other than $`\mathrm{}\omega /k_BT_c>>1`$ (weak coupling). Since $`E`$ is constant, any Cooper pairs are equally likely to be excited. This is also justified: $`_l`$ (measuring the strength of electron-phonon interaction) in equation 2 varies little across the Fermi surface.
According to equations 4 and 6 a good superconductor must have numerous free electrons (large $`n`$) scattered frequently by atoms (large $`\rho `$) moving quickly to facilitate pairing (large $`v`$). The factor $`\eta `$ arises when the summation over q in equation 6 is replaced by an integration over $`(4\pi /3)k_D^3`$ (volume of the first Brillouin zone), which exists in the sense of the Cauchy principal value (used by Kuper to verify the BCS theory) , i.e. positive and negative contributions of $`V(๐ค,๐ช)`$, if finite, are cancelled on a series of spherical surface, the singular point ignored. We are entitled to do so, because equation 1 is defined on a grid of k and q, which may not be in precise combinations to let $`V(๐ค,๐ช)=\mathrm{}`$. We can also avoid such combinations by suppressing a few phonons with little physical consequence. This principal value varies little among phonon branches, allowing us to use $`_l\stackrel{~}{q}_l^2=๐ช^tU^tU๐ช=|๐ช|^2`$ ($`U`$ unitary) to find the numerator in equation 5. We use the expression for metal resistivity to calibrate $`\delta ๐ฑ`$, and this leads to the denominator in equation 5 . When $`\alpha =1`$, equation 4 yields $`2E_{TRV}=2.2`$, 18 and 27 for Cd, Ta and Nb (1.5, 14 and 30.5 experimentally, in $`10^4`$eV), which are of the right order, although over and under-estimtions are possible. On average equation 4 yields $`2E_{TRV}=15.7`$ for Zn, Cd, Hg, Al, Ga, Tl, Sn, Pb, V, Nb, Ta and Mo (11.3 experimentally).
Now consider a crystal of alternating layers of light and heavy atoms (Fig. 1). For Cooper pairs of traveling electron waves, equations 4 and 6 are still valid. The derivation is straightforward in principle but involved technically. In equation 5 the upper limit of integration is replaced by $`(8Z)^{1/3}`$: the first Brillouin zone is smaller the larger the primitive cell. We also have $`\alpha =2N\mathrm{\Omega }_0/\mathrm{\Omega }`$ (assuming $`\mathrm{\Omega }_0`$ invariant in the cell) and $`Z`$ averaged over different atoms. In order to model electrons in cuprates, we notice that, in principle, electrons of any configuration can be expanded into Fourier series in terms of plane waves. These series can be shortened, when the plane waves are replaced by waves resembling more closely the actual configuration of the electrons in the crystal, as is done by various sophisticated methods to calculate the electron band structure . For simplicity, we consider series of superpositions of just two Bloch functions:
$$\psi _{๐ค,\sigma }^{(1)}(๐ซ)\mathrm{exp}[i(k_xx+k_yy)]\mathrm{cos}(\pi z/c)$$
(7)
$$\psi _{๐ค,\sigma }^{(2)}(๐ซ)\mathrm{exp}[i(k_xx+k_yy)]\mathrm{sin}(\pi z/c)$$
(8)
where $`๐ค=๐ฑk_x+๐ฒk_y`$ is a 2D wavevector. Both $`\psi ^{(1)}`$ and $`\psi ^{(2)}`$ are traveling waves in the $`a`$-$`b`$ plane. On the other hand, $`\psi ^{(1)}`$ is confined in layer 1 (its anti-nodes are in that layer), whereas $`\psi ^{(2)}`$ is confined in layer 2 (Fig. 1). Apparently, electrons overlap with those in the neighboring layer, but not with those in the next neighboring layer (there is a node in between, see Fig. 1). These appear to be reasonable as first order approximation. We assume that both $`\psi ^{(1)}`$ and $`\psi ^{(2)}`$ are close to the Fermi surface. This is true at least in some cuprates: the chain band crosses $`ฯต_F`$ in YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub>, so does the TlO band in Tl<sub>2</sub>Ba<sub>2</sub>CuO<sub>6</sub>, the BiO band in Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O<sub>8</sub>, etc. .
We use standing electron waves to build Cooper pairs. The formalism parallels that for the classic Cooper pairs: in second quantization the basis states do not have to be plane waves . This is necessary, because superconductivity is a second order process. Unless the configuration of (single) electrons is chosen properly (a first order process), the energy gap cannot be maximized. In equation 1, $`V`$ is replaced by $`V_{ij}`$ $`(i,j=1,2)`$, $`l`$ runs from 1 to 6, and $`_l`$ is replaced by $`_l^{(ij)}`$ to link $`\psi ^{(i)}`$ and $`\psi ^{(j)}`$. Both intra $`(i=j)`$ and inter-layer $`(ij)`$ couplings are possible, because electrons in neighboring layers overlap (Fig. 1). If we use $`c/2`$ to replace $`c`$ in equations 7 and 8, then we are out of the first Brillouin zone. As a result, $`\psi ^{(1)}`$ and $`\psi ^{(2)}`$ become identical, giving no inter-layer coupling and reduced energy gap, as will be shown. If we use $`2c`$, $`3c`$, โฆ to replace $`c`$, then $`E_{12}`$ in Appendix becomes smaller. This weakens the inter-layer coupling, a choice not preferred. Indeed, the classic Cooper pair (spin $``$, $``$ and wavevector $`๐ค`$, $`๐ค`$) is also a choice (i.e. a trial function) to maximize the energy gap.
Letting $`f_๐ค^{(1)}`$ and $`f_๐ค^{(2)}`$ be the over-all probability of excitations in layer 1 and 2, we have $`4k_B_๐ค[(f_๐ค^{(1)}/2+f_๐ค^{(2)}/2)+(1f_๐ค^{(1)}/2f_๐ค^{(2)}/2)\mathrm{ln}(1f_๐ค^{(1)}/2f_๐ค^{(2)}/2)]`$ as the entropy of the pair ensemble, which is from the consideration that pairs in either layer may have the same energy, so that thermodynamically they fall into the same group of entities, i.e. there can be 4 electrons at the same energy level, giving the degeneracy factor 4. Note that in cuprates bands of both the light and heavy layers may cross $`ฯต_F`$ , so that the above degeneracy is possible. Minimizing the free energy of the pair ensemble, we find through iteration two equations with the solution
$$12f_๐ค^{(1)}=\frac{E_{12}E_{22}}{E_{12}^2E_{11}E_{22}}k_BT\mathrm{ln}\frac{2f_๐ค^{(1)}f_๐ค^{(2)}}{f_๐ค^{(1)}+f_๐ค^{(2)}}$$
(9)
$$12f_๐ค^{(2)}=\frac{E_{12}E_{11}}{E_{12}^2E_{11}E_{22}}k_BT\mathrm{ln}\frac{2f_๐ค^{(1)}f_๐ค^{(2)}}{f_๐ค^{(1)}+f_๐ค^{(2)}}$$
(10)
Here $`E_{ij}=_๐ชV_{ij}(๐ค,๐ช)`$ and the summation over $`๐ช=๐ฑq_x+๐ฒq_y`$ is in 2D, i.e. the standing electron waves emit and absorb phonons in 2D. Since $`E_{ij}=N_z^1E_{ij}`$ when the summation is over $`q_z`$ (not an argument of $`E_{ij}`$), $`N_z`$ being the number of $`q_z`$ in the first Brillouin zone, we integrate $`E_{ij}`$ in 3D (in the sense of the Cauchy principal value) for convenience. Equations 9 and 10 apply to pure intra-layer couplings when $`E_{12}=0`$, and pure inter-layer couplings when $`E_{11}=0`$ and $`E_{22}=0`$. Both lead to an energy gap, because $`E_{ij}>0`$ always holds (Appendix).
The inter and intra-layer couplings are in competition. If none dominates, then both are suppressed. Since $`M_1<M_2`$, we have $`E_{22}<E_{11}`$ (Appendix). When $`E_{22}<E_{12}<(E_{11}E_{12})^{1/2}`$, the two sides of equations 9 have opposite signs: $`f_๐ค^{(1)}=1/2`$ and $`T=0`$ must hold to give $`f_๐ค^{(2)}=1/2`$ via equation 10. Similarly $`T=0`$ when $`(E_{11}E_{22})^{1/2}<E_{12}<E_{11}`$. Clearly $`E_{22}<E_{12}<E_{11}`$ (inter-layer coupling weaker than the coupling in layer 1 but stronger than that in layer 2) is a forbidden zone hosting no standing wave pairs. Outside this zone, equations 9 and 10 can be added together to recover equation 6, with $`E`$ replaced by $`1f_๐ค^{(1)}f_๐ค^{(2)}`$ and $`E_{TRV}`$ replaced by
$$E_{STD}=\frac{E_{12}^2E_{11}E_{22}}{E_{12}(E_{11}+E_{22})/2}$$
(11)
$`STD`$ standing for standing wave. If all Cooper pairs are excited, then $`f_๐ค^{(1)},f_๐ค^{(2)}1/2`$ giving $`2E_{STD}/k_BT_c=4`$ to estimte $`T_c`$.
In Fig. 1 $`E_{STD}/E_{TRV}>5.57`$ when $`E_{11}<E_{12}`$. This large ratio arises from equation 11, where $`E_{11}E_{12}`$ leads to $`E_{STD}2E_{11}`$: the energy gap is larger the stronger the inter-layer coupling. At this point, equation 9 yields $`f_๐ค^{(2)}=1/2`$: all the pairs in layer 2 are excited, apparently draining much of the excitation energy. Pairs in layer 1 (light atoms) are more or less left alone: superconducting carriers are in the CuO<sub>2</sub> layers. Furthermore, $`E_{11}>E_{TRV}`$ holds as a result of the symmetry of the standing waves (with respect to $`a`$-$`b`$ planes, rather to sites of atoms) reflecting the fact that bound electrons are readier to move with the atoms. In Fig. 1 $`E_{11}<E_{12}`$ for $`Z<0.1314`$. This small valency arises, because on average phonons have smaller $`|๐ช|`$ to pair electrons on a smaller Fermi sphere, so that $`_l^{(11)}(|๐ช|)<_l^{(12)}(2\pi /c)`$ holds to give $`E_{11}<E_{12}`$. Assuming $`E_{STD}/E_{TRV}=5.57`$, we have $`T_c`$ 130K when $`E_{TRV}=40.2\times 10^4`$eV ($`40\times 10^4`$eV for Nb<sub>3</sub>Ge). In Ba<sub>2</sub>YCu<sub>3</sub>O<sub>7</sub> we have $`k_D=(6\pi ^2N/\mathrm{\Omega })^{1/3}=6.99\times 10^9`$m<sup>-1</sup>, $`\mathrm{\Theta }_D400`$K, $`v=k_B\mathrm{\Theta }_D/\mathrm{}k_D7.49\times 10^3`$ms<sup>-1</sup>, $`\rho =70550\times 10^8\mathrm{\Omega }`$m ($`a`$-$`b`$ plane) and $`n6\times 10^{27}`$m<sup>-3</sup> from infrared reflectivity . Taking surface values, these lead through equation 4 to $`E_{TRV}=1077\times 10^4`$eV ($`\eta =1`$). A point to notice: $`\rho `$ is for traveling waves in equation 4. Although standing electron waves are easier to be scattered, giving larger $`\rho `$, this is more or less compensated by the weak coupling at their nodes. It is interesting that, in Ba<sub>2</sub>YCu<sub>3</sub>O<sub>7</sub>, $`N=5.76\times 10^{27}`$m<sup>-3</sup>, so that $`Z=(1/13)n/N0.08`$ .
We may have spin singlet pairs in the forbidden zone, triplets outside. Specifically, while $`E_{12}<E_{11}`$ holds for singlet pairs, $`E_{12}>E_{11}`$ may hold for triplet pairs, i.e. $`E_{11}`$ declines faster when the pair symmetry changes, due to the stronger effect of the exchange term on $`E_{11}`$, which is related to intra-layer coupling, where electron waves overlap to a greater extent. Outside the forbidden zone, $`E_{STD}`$ changes $``$10% when $`Z`$ drops just 0.001 from 0.1314. Across the zone border, $`Z_{STD}`$ changes more dramatically (Fig. 1). In both cases doping may obscure the isotopic effect. The Fermi surface of cuprates is not strictly cylindric : classic Cooper pairs may arise to give superconductivity inside the forbidden zone. Since $`E_{TRV}`$ changes slowly with $`Z`$ (Fig. 1), the isotopic effect will be more apparent. Indeed, in cuprates the isotopic effect is minimum when $`T_c`$ peaks with proper doping . Although travelling electron wave pairs (giving $`E_{TRV}`$) cannot compete with standing wave pairs (giving $`E_{STD}>E_{TRV}`$) in the $`a`$-$`b`$ plane, they can move in the $`c`$ axis (standing waves cannot) to make the Knight shift complicated , and give energy gap anisotropy and pair symmetry anisotropy (well documented for cuprates) .
In conclusion, rather surprisingly and significantly, the BCS theory may play a major role to explain the properties of cuprates. We show that this theory can be used to calculate $`T_c`$ from first principles, the first time to our knowledge, giving $`T_c130`$K for cuprates. The impression that $`T_c`$ is low in the BCS theory arises from McMillanโs calculation, where the $`T_c`$ of an alloy family is clamped to that of the parent metal, assumed to be a natural element of low $`T_c`$ . Another worry about the BCS theory is the Migdal instability which, according to Waldram, may not set in at $`130`$. We also show that in a complex system like cuprates the microscopic physics may manifest itself as a paradox: the exchange term may drive the singlet pairs into the forbidden zone, leaving the triplet pairs outside. Indeed neutron scattering does exhibit a magnetic peak below $`T_c`$ from YBa<sub>2</sub>Cu<sub>3</sub>O<sub>8</sub> and Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O<sub>8</sub> \[26, and the references therein\]. In addition to adding another explanation to the already long list of explanations, our theory has a specific experimental basis. In the above cuprates $`ฯต_F`$ is crossed by both the CuO<sub>2</sub> and heavy atom layer bands : our theory applicable. On the other hand, magnetic excitations are absent in La<sub>2-x</sub>Sr<sub>x</sub>CuO<sub>4</sub> where $`ฯต_F`$ is crossed only by the CuO<sub>2</sub> band . Therefore we have to assume $`M_1=M_2`$: heavy atom layers are not involved in the electron-phonon interaction near the Fermi surface. As a result, both the forbidden zone and triple pairs vanish. It appears worthwhile to search magnetic excitations from e.g. HgBa<sub>2</sub>Ca<sub>2</sub>Cu<sub>3</sub>O<sub>8</sub> and Tl<sub>2</sub>Ba<sub>2</sub>CuO<sub>6</sub>, as example and counter-example of cuprates, where $`ฯต_F`$ is crossed only by the CuO<sub>2</sub> band .
Acknowledgement
The author thanks Professor C. L. S. Lewis for helpful comments.
Appendix
For a spherical Fermi surface
$`E_{11}=C{\displaystyle _0^{(8Z)^{1/3}}}{\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{(A+B)^2}{M_1}}+{\displaystyle \frac{(AB)^2}{M_2}}\right]{\displaystyle \frac{\zeta ^2d\zeta }{1\zeta ^2}}`$
$`E_{12}=C{\displaystyle _0^{(8Z)^{1/3}}}{\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{B^2}{M_1}}+{\displaystyle \frac{B^2}{M_2}}\right]{\displaystyle \frac{0.65}{Z^{2/3}}}{\displaystyle \frac{a^3}{c^3}}{\displaystyle \frac{\zeta ^2d\zeta }{(1\zeta ^2)^2}}`$
$`A`$ and $`B`$ are values of the overlap integral function $`F(x)`$, with $`x=3.84\alpha ^{1/3}Z^{1/3}`$ $`\zeta (1\zeta ^2)^{1/2}`$ and $`3.84\alpha ^{1/3}[Z^{2/3}\zeta ^2(1\zeta ^2)+0.65(a/c)^{4/3}]^{1/2}`$, respectively, and $`C=6Zm\alpha ^2(\delta V)^2/ฯต_F`$. If $`M_1`$ and $`M_2`$ are interchanged, then $`E_{11}`$ is turned into $`E_{22}`$. For Cooper pairs of traveling waves $`B=0`$ and $`x=3.84\alpha ^{1/3}Z^{1/3}\zeta `$, so that $`E_{11}`$ is reduced to $`E_{TRV}`$ in equation 4 ($`C`$ expressed in $`n`$. $`\rho `$ and $`v`$). The factor $`(1\zeta ^2)^1`$ in $`E_{11}`$ (or $`E_{TRV}`$) and $`E_{12}`$ is related to the Cauchy principal value, which starts to fail when $`\zeta =|๐ช|/|2๐ค|1`$, where the canonical transformation also fails. However, in Fig. 1 $`E_{TRV}`$ shows little sign of divergence when $`Z>0.13`$. Another factor $`(1\zeta ^2)^1`$ in $`E_{12}`$ is from the denominator ($`|๐ช|^2`$) in equation 1, which is cancelled in $`E_{11}`$ ($`_l^{11}|๐ช|`$) but not in $`E_{12}`$ ($`2\pi /c`$), so that in Fig. 1 $`E_{STD}`$ turns upwards when $`Z0.13`$.
Figure legend
Fig. 1 Crystal of light (wt. $`M_1`$ in layer 1, open circles) and heavy atoms (wt. $`M_2`$ in layer 2), $`a,b`$ and $`c`$ are lattice constants, the anti-nodes of $`\psi _{๐ค,\sigma }^{(1)}`$ and $`\psi _{๐ค,\sigma }^{(2)}`$ are in layer 1 and 2, respectively; $`E_{STD}`$ (solid line, a.u.) and $`E_{TRV}`$ (broken line, a.u.) are found when $`M_1/M_2=0.7`$ and $`a=b=0.5c`$; $`Z<0.1314`$ ($`E_{11}<E_{12}`$) and $`Z>0.1361`$ ($`E_{12}<E_{22}`$) border the forbidden zone.
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# The Low-Mass Stars in Starburst Clusters
## 1. Introduction
The stellar initial mass function (IMF) \[Salpeter (1955), Miller & Scalo (1979), Scalo (1986), Kroupa, Tout & Gilmore (1990), โฆ\] is the distribution of stellar masses at $`t=0`$. It is mainly characterized by three parameters: the upper mass cutoff $`m_u`$, the lower mass cutoff $`m_l`$, and the slope $`\mathrm{\Gamma }=\frac{d\mathrm{log}\xi (\mathrm{log}m)}{d\mathrm{log}m}`$. The values of $`\mathrm{\Gamma },m_u,\text{ and }m_l`$ depend on the physical processes that lead to the formation of stars and hence may not be โuniversalโ but depend rather significantly on the environment, i.e., the global parameters of the region.
An increasing number of theoretical and semi-empirical approaches try to explain the stellar mass spectrum, e.g., Silk (1977), Padoan et al. (1997), Murray & Lin (1996), Elmegreen (1998), Adams & Fatuzzo (1996), Bonnell et al. (1997), Myers (2000), and recent models discussed at this conference. Despite numerous and diverse approaches none of the concepts seems to be capable of predicting the stellar mass spectrum under the extreme conditions in starbursts. Hence, observational input is needed!
Evidence for a different IMF in star-forming regions has been found in several observational studies: the element abundances in spiral arms/interarm regions ($`m_l2M_{}`$ \[Gรผsten & Mezger 1982\]), the metal abundances in galaxy clusters ($``$ top-heavy IMF), cooling flows in galaxy clusters ($``$ bottom-heavy IMF), and studies of isolated LMC/SMC associations ($`\mathrm{\Gamma }3.5`$ \[Massey et al. 1995\]). Maybe the strongest support for a substantially higher low-mass cut-off in starbursts came from a comparison of radiation and gravitation for M82, suggesting $`m_l35M_{}`$ (Rieke et al. 1993). However, starburst modelling is a tricky business and depends on various assumptions, and a similar analysis of M82 by Satyapal et al. (1995) did not confirm the high value of $`m_l`$.
Recently, Sirianni et al. (2000) have investigated the low-mass end of the IMF around R136 based on very deep WFPC2 images in V and I band from the HST archive and extended the mass range below Hunter et al.โs (1995) limit of $`2.8M_{}`$. The authors find that โafter correcting for incompleteness, the IMF shows a definite flattening below $`2M_{}`$โ (Fig. 1). However, their conclusion is based only on regions $`r1.5`$ pc around R136 and it remains unclear whether the conditions there are still representative of dense starburst cores. On the other hand, most stars less massive than $`23M_{}`$ show varying amounts of extinction due to circumstellar disks or envelopes, which โ if the observations are performed at optical wavelengths โ require a magnitude-limit correction (Selman et al. 1999) in addition to correction for incompleteness.
Most observational methods used to study starburst regions are based on nebular emission lines, far-IR fluxes, UV stellar winds, and red supergiant spectral features โ diagnostics which are most sensitive to OB stars with little information on the low-mass star content. The best way to get an accurate census of the entire stellar population is through the detection of individual stars by means of high angular resolution techniques at near-IR wavelength. The near-IR is the ideal wavelength range for these studies since extinction is significantly reduced ($`A_K0.11A_V`$, Rieke & Lebofsky ) and the difference in luminosity between young stars spanning three orders of magnitude in mass is reduced by a large factor compared to optical wavelengths, while still providing sufficient theoretical angular resolution on large telescopes.
The range of regions with intense star formation stretches from ultra-luminous galaxies to massive H II regions. Unfortunately, only the closest regions provide the possibility to identify stars in the sub-solar mass range. However, recent studies of starburst galaxies using the Short-Wavelength Spectrometer (SWS) onboard ESAโs Infrared Space Observatory ISO (Thornley et al. 2000) and complementary ground-based near-IR spectroscopy (Fรถrster-Schreiber 1998) indicate that starburst activity occurs on parsec scales in regions of various sizes and locations which have very similar properties. We conclude that 30 Doradus and NGC 3603 are representative building blocks of more distant and luminous starbursts, and use them to address the following questions:
$``$ Is the stellar population produced in starbursts significantly different from the stars born in less violent evironments?
$``$ Do low- and high-mass stars form simultaneously?
$``$ What is the spatial distribution of low- and high-mass stars?
$``$ Do low-mass stars form at all?
## 2. R 136
With $`8\times 10^5M_{}`$ of gas, ionized by $`10^{52}`$ Lyman-continuum photons/s (Kennicutt 1984), and a surface brightness of $`8\times 10^7L_{}`$ at its core R136, 30 Doradus is the most luminous starburst region in the Local Group. At a distance of 53 kpc it is possible to spatially resolve most of the stellar content of its ionizing cluster NGC2070, which contains about 2400 OB stars (Parker 1993).
We observed the 30 Doradus region with NICMOS onboard HST during 26 orbits to establish the H-band luminosity function down to the faintest practical limit. Most observations were carried out with the NIC2 camera which provides a $`0.^{\prime \prime }075`$/pixel scale ($`20^{\prime \prime }\times 20^{\prime \prime }`$ field of view, FOV). Although slightly undersampled, weโve chosen this mode because of its superior sensitivity and large field of view. The observations consist of a $`3\times 3(56^{\prime \prime }\times 56^{\prime \prime })`$ mosaic centered on R136, and two $`3\times 1(56^{\prime \prime }\times 20^{\prime \prime })`$ wings extending away from the core. All observations were obtained in MULTIACCUM mode (see Zinnecker & Moneti (1998) for details) and four dithered images were obtained for each position to remove bad pixels, cosmic rays, and the coronographic hole. Photometry was measured with DAOphot (Stetson 1987). No color correction or conversion from F160W to a โstandardโ H-magnitude has been made; however, comparisons with ground-based magnitudes for individual stars in R136 (Brandl et al. 1996) indicate photometric uncertainties of $`0.2`$ mag (Zinnecker et al. 1998).
The main goal of these observations was to establish the first deep infrared luminosity function of the 30 Doradus region โ our โwing 2โ is located Northwest at $`r>15^{\prime \prime }`$ from R136 where crowding is less severe. We have detected for the first time pre-main sequence stars below $`1M_{}(H21^\mathrm{m})`$. The luminosity function shows an apparent turnover โ probably due to incompleteness โ at around $`H20^\mathrm{m}`$ (Fig. 2). For the range from $`H=16^\mathrm{m}\text{ to }H=20^\mathrm{m}`$ where our sample is almost complete we determined the IMF slope $`\mathrm{\Gamma }`$ using the time-dependent pre-MS mass-luminosity-relation $`L_HM^{1.4}`$ for an assumed cluster age of 2 Myr, based on dโAntona & Mazzitelli (1994) tracks and dwarf colors. We find $`\mathrm{\Gamma }=0.84`$, which is flatter than the Salpeter IMF slope of $`\mathrm{\Gamma }=1.35`$, but very similar to $`\mathrm{\Gamma }=0.79`$ found in NGC 3603 by Eisenhauer et al. (1998).
Most importantly perhaps, our results do not confirm the finding by Sirianni et al. (2000) mentioned above, i.e., we find no clear evidence for a significant turnover above $`1M_{}`$.
In addition to the NIC2 data weโve also obtained NIC1 ($`0.^{\prime \prime }043`$/pixel) images for better spatial sampling on the central $`11^{\prime \prime }\times 11^{\prime \prime }(2.8\times 2.8\text{ pc}^2)`$ around R136. The resulting image is composed of four exposures of 960s each and shown in Fig. 3. Due to the significant crowding and extended diffraction structure in the NICMOS PSF weโve chosen a different analysis approach: In the first step we analyzed the images with DAOfind (Stetson 1987) to detect the positions of the brightest sources. Next we used PLUCY (Hook et al. 1994) to derive the photometric fluxes for these sources and produce a map from which the detected sources have been removed. PLUCY accounts for the full structure of the PSFs within the FOV โ this is important in our case where very faint objects are close to the diffraction spikes of a bright point source. The PLUCY output map was used for subsequent source position detections using DAOfind. The resulting source list and the original source list were combined and PLUCY was run again. These steps were repeated iteratively 4 times. In total we found about 1850 sources in the field.
Despite this sophisticated approach the non-detection of an existing source due to crowding is the limiting factor in this analysis. We determined the level of incompleteness by randomly adding artificial stars with a flux distribution following the Salpeter IMF and density following approximately the cluster profile to the original image and reanalyzing it through the same procedures as the original image. To avoid introducing systematic errors by adding a large number of stars at once we added only 350 stars at one time and repeated the analysis two times, which makes it a time consuming procedure. We determined the detection probability as a function of apparent magnitude and distance from the cluster center and applied this correction factor to the number of stars detected in each luminosity bin. The result is shown in Fig. 4.
After correction for incompleteness, the H-band luminosity function at $`r>1`$ pc ($`4^{\prime \prime }`$) around the cluster center but within our $`11^{\prime \prime }\times 11^{\prime \prime }`$ FOV shows no clear evidence for a truncation down to about $`1M_{}`$, which is in excellent agreement with our above NIC2 results on the surroundings. Below $`1M_{}`$ where the uncertainties from completeness correction become significant no statement can be made.
Inside the central parsec ($`4^{\prime \prime }`$) we detect about a thousand sources. The luminosity function in the core is flatter compared to the outer parts of the cluster. For $`H19^\mathrm{m}`$ less than 10% of the sources โ whether they exist there or not โ can be detected, and incompleteness due to crowding does not permit us to reach below $`2.5M_{}`$. The only way to go significantly deeper in the center is to either wait for NGST and high-order adaptive optics on 8m class telescopes, or to study targets which are very similar to but closer than R136. For now we will follow the latter way.
## 3. NGC 3603
The densest concentration of massive stars in the Milky Way โ and the only massive, Galactic H II region whose ionizing central cluster can be studied at optical wavelengths due to only moderate (mainly foreground) extinction of $`A_\mathrm{V}4.5^\mathrm{m}`$ (Eisenhauer et al. 1998) โ is NGC 3603 (HD97950). At a distance of only 6 kpc (De Pree et al. 1999) NGC 3603 is very similar to R136 (Moffat, Drissen & Shara 1994). With a bolometric luminosity of $`10^7L_{}`$ and more than 50 O and WR stars but only $`\frac{1}{50}`$ of the ionized gas mass of 30 Doradus, NGC 3603 is even denser in its core than R136. With a Lyman continuum flux of $`10^{51}\text{s}^1`$ (Kennicutt 1984; Drissen et al. 1995) NGC 3603 has about 100 times the ionizing power of the Trapezium cluster in Orion.
We observed NGC 3603 in the $`J_\mathrm{s}=1.161.32\mu `$m, $`H=1.501.80\mu `$m, and $`K_\mathrm{s}=2.032.30\mu `$m broadband filters using the near-IR camera ISAAC mounted on ANTU, ESOโs first VLT. The service mode observations were made in April 1999 when the optical seeing was equal or better than $`0.^{\prime \prime }4`$ on Paranal. Such seeing was essential for accurate photometry in the crowded cluster and increased our sensitivity to the faintest stars. The details of the data reduction and calibration are described in Brandl et al. (1999). The effective exposure times of the final broadband images in the central $`2.^{}5\times 2.^{}5`$ are 37, 45, and 48 minutes in $`J_\mathrm{s}`$, $`H`$, and $`K_\mathrm{s}`$, respectively. The images resulting from dithering are $`3.^{}4\times 3.^{}4`$ in size with pixels of $`0.^{\prime \prime }074`$ (Fig. 5).
In order to derive photometric fluxes of the stars we used the IRAF implementation of DAOphot (Stetson 1987). We first ran DAOfind to detect the individual sources, leading to $``$20,000 peaks in each waveband. Many of these may be noise or peaks in the nebular background and appear only in one waveband. In order to reject spurious sources, which may be misinterpreted as a low-mass stellar population, we required that sources be detected independently in all three wavebands, and that the maximal deviation of the source centroid between different wavebands be less than $`0.^{\prime \prime }075`$. The resulting source list contains about 7000 objects in the entire FOV, which were flux calibrated using faint NIR standard stars from the lists by Hunt et al. (1998) and Persson et al. (1998) \[see Brandl et al. (1999) for details\].
Fig. 6a shows the color-magnitude diagram (CMD) for all stars detected in all 3 wavebands within $`r33^{\prime \prime }`$ (1 pc). Since NGC 3603 is located in the Galactic Plane and 9 times closer than R136 we expect a significant contamination from field stars. To reduce this contribution we followed a statistical approach by subtracting the average number of field stars found in the regions around the cluster at $`r75^{\prime \prime }`$ (Fig. 6b) per magnitude and per color bin (0.5 mag each). The accuracy of our statistical subtraction is mainly limited by three factors: first, low-mass pre-main sequence stars are also present in the outskirts of the cluster; second, the completeness limit varies across the FOV; third, local nebulosities may hide background field stars. However, none of these potential errors affects our conclusions drawn from the CMD.
The resulting net CMD for cluster stars within $`r33^{\prime \prime }`$ of NGC 3603 is shown in Fig. 6c. We overlayed the theoretical isochrones of pre-main sequence stars from Palla & Stahler (1999) down to $`0.1M_{}`$. We assumed a distance modulus of $`(mM)_\mathrm{o}=13.9`$ based on the distance of 6 kpc (De Pree et al. 1999) and an average foreground extinction of $`A_\mathrm{V}=4.5^\mathrm{m}`$ following the reddening law by Rieke & Lebofski (1985).
The upper part of the cluster-minus-field CMD clearly shows a main sequence with a marked knee indicating the transition to pre-main sequence stars. The turn-on occurs at $`J_\mathrm{s}15.5^\mathrm{m}`$ ($`m2.9M_{}`$). Below the turn-on the main-sequence basically disappears. We note that the width of the pre-main sequence in the right part of Fig. 6c does not significantly broaden toward fainter magnitudes, indicating that our photometry is not limited by photometric errors. In fact, the scatter may be real and due to varying foreground extinction, infrared excess and different evolutionary stages. In that case the left rim of the distribution would be representative of the โtrueโ color of the most evolved stars while the horizontal scatter would be primarily caused by accretion disks of different inclinations and ages. Fitting isochrones to the left rim in the CMD yields an age of only $`0.31.0`$ Myr. Our result is in good agreement with the study by Eisenhauer et al. (1998) but extends the investigated mass range by about one order of magnitude toward smaller masses.
Fig. 7 shows the $`J_\mathrm{s}`$ and $`K_\mathrm{s}`$ luminosity functions for stars detected in all 3 wavebands with no correction for incompleteness applied, i.e, toward fainter magnitudes an increasing number of stars will remain undetected. Thus we cannot say whether the apparent turnover at $`K_\mathrm{s}16.5^\mathrm{m}`$ is real or an observational artifact, but we can state that the mass spectrum is well populated down to at least $`0.1M_{}`$ assuming an age of 0.7 Myr for a pre-MS star with $`K_\mathrm{s}19^\mathrm{m}`$.
## 4. Conclusions
We have studied the stellar content of the two closest, most massive starburst regions NGC 3603 and 30 Doradus. Our studies using HST/NICMOS and VLT/ISAAC are the most sensitive made to date of dense starburst cores. The NIR luminosity function of 30 Doradus shows no evidence for a truncation down to at least $`1M_{}`$, its stellar core R136 is populated in low-mass stars to at least $`2M_{}`$ and NGC 3603, which is very similar to R136, down to $`0.1M_{}`$. In a more general picture our findings on starburst cores are:
* There is no clear evidence for an anomalous IMF.
* The slope of the IMF tends to flattens toward the center.
* There is no evidence for a low-mass cutoff above our completeness limits.
* Sub-solar mass stars do form in large numbers in violent star forming regions and are present throughout the cluster.
### Acknowledgments.
B.B. wants to thank the organizers, in particular Thierry Montmerle and Philippe Andrรฉ, for a very stimulating meeting in a beautiful setting.
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# Miyanishiโs characterization of the affine 3-space does not hold in higher dimensions
## Introduction
Let $`X`$ be a smooth, contractible complex affine 3-fold. Recall
Miyanishiโs Theorem \[Miy\]<sup>1</sup><sup>1</sup>1In the original formulation, instead of assuming $`X`$ to be topologically contractible, it is subjected to the following weaker conditions: $`e(X)=1`$, the algebra $`[X]`$ of regular functions on $`X`$ is a UFD, and all its invertible elements are constants. Likewise, in condition (ii) resp., (ii) below the fibers themselves are replaced by their irreducible components. But actually, one can show that all the fibers of the function $`f`$ as in (i) are reduced and irreducible.. $`X^3`$ if and only if the following two conditions hold:
(i) there exists a regular function $`f:X`$ and a Zariski open subset $`U`$ such that $`f^1(U)_UU\times ^2`$ (in particular, the general fiber $`F_c:=f^{}(c)(cU)`$ of $`f`$ is isomorphic to the affine plane $`^2`$), and
(ii) all the fibers $`F_c(c)`$ are UFD-s (that is, for any $`c`$ the divisor $`F_c`$ is reduced and irreducible, and the algebra $`A_c:=[F_c]`$ of regular functions on the surface $`F_c`$ is a UFD).
By \[Ka2, Lemmas I, III\] and \[KaZa2\], the theorem holds if one only supposes that
($`i^{}`$) the general fibers $`F_c`$ of $`f`$ are isomorphic to $`^2`$ and
($`ii^{}`$) each fiber $`F_c(c)`$ has at most isolated singularities.
The latter assumption ($`ii^{}`$) is essential, as shows the example of Russellโs cubic 3-fold $`X^4`$, $`X=p^1(0)`$ where $`p=x+x^2y+z^2+t^3`$. In this example the fibers $`F_c(c)`$ of the regular function $`f=x|X:X`$ are isomorphic to $`^2`$ except for the fiber $`F_0`$ which has non-isolated singularities (and therefore, it is not a UFD). And indeed, the Russell cubic $`X`$ is not isomorphic to $`^3`$ \[ML1\], that is, it is an exotic $`^3`$ (i.e., a smooth affine variety diffeomorphic to $`^6`$ and non-isomorphic to $`^3`$; see \[Za2\]).
More generally, the Main Theorem of \[Ka2, KaZa2\] provides the following useful supplement to Miyanishiโs theorem:
A smooth, contractible affine 3-fold $`X`$ is an exotic $`^3`$ if there exists a regular function $`f:X`$ on $`X`$ with general fibers isomorphic to $`^2`$, but not all of its fibers being so.<sup>2</sup><sup>2</sup>2Notice that such a threefold $`X`$ admits a birational dominant morphism $`^3X`$.
In this paper we prove the following
Theorem 1. The hypersurface $`X`$ in $`^5`$ given by the equation
(1) $`p=u^mv+{\displaystyle \frac{(xz+1)^k(yz+1)^l+z}{z}}=0`$
where $`m2,k>l3,\mathrm{gcd}(k,l)=1`$, is an exotic $`^4`$.
Corollary. Miyanishiโs Theorem does not hold in the dimension four.
Proof. The regular function $`f=u|X:X`$ on this hypersurface provides a fibration with all the fibers $`F_c(c)`$ being smooth reduced contractible affine 3-folds, all but the zero one $`F_0`$ being isomorphic to $`^3`$. Moreover, the mapping
$$(x,y,z,u)(x,y,z,u,v=u^mq_{k,l}(x,y,z))$$
where
$$q_{k,l}:=\frac{(xz+1)^k(yz+1)^l+z}{z}$$
gives an isomorphism $`f^1(U)=XF_0_UU\times ^3`$ where $`U=\{0\}`$. At the same time, the fiber $`F_0S_{k,l}\times `$ is an exotic $`^3`$ (see \[Za1, Za2\]). Here $`S_{k,l}=q_{k,l}^1(0)^3`$ is the tom Dieck-Petrie surface; this is a smooth contractible affine surface non-homeomorphic to $`^4`$ \[tDP\]. By Fujitaโs theorem \[Fu, (1.18)-(1.20)\], \[Ka1, (3.2)\], any smooth, contractible affine variety is a UFD. Hence all the fibers of the function $`f=u|X`$ are smooth UFD-s. Thus the both conditions (i) and (ii) of the Miyanishi Theorem are fulfilled, whereas due to Theorem 1, $`X\simeq ฬธ^4`$. โ
Remark. Theorem 1 still holds for a triplet $`(k,l,m)`$ with $`l=2`$ if $`\mathrm{gcd}(m,2k)=1`$. The proof of this fact is not difficult but we prefer the argument below since this enables us to demonstrate a nice connection with the Diophantine geometry over function fields (see Section 2). However, we do not know if the statement remains true for (say) the triplet $`(k,l,m)=(3,2,2)`$.
The proof of Theorem 1 is divided in two parts. The first one, concerning the topology of the variety $`X`$, is done in \[KaZa1\]. The second one (which is done in Section 1 below) concerns exoticity of $`X`$; it mainly relies on the fact that there are only few regular actions on $`X`$ of the additive group $`_+`$ of the complex number field and moreover, there are only few polynomial curves in certain affine varieties related to $`X`$.
To conclude, recall the following
Problem. Let $`X`$ be a smooth, contractible complex affine $`n`$-fold where $`n4`$, and let $`f:X`$ be a regular function on $`X`$. Suppose that $`f^{}(c)^{n1}`$ for every $`c`$. Is it true that $`X^n`$, and that this isomorphism sends $`f`$ into a variable of the polynomial algebra $`^{[n]}`$?
The results of \[Miy, Ka2, KaZa2, Sa\] cited above provide a positive answer for<sup>3</sup><sup>3</sup>3It is worthwile noting that, without the assumption that $`X`$ is affine, the answer is negative even for $`n=4`$. Indeed, consider the smooth non-affine 4-fold $`X=\stackrel{~}{X}Z`$ where $`\stackrel{~}{X}`$ is the hypersurface $`uv=xy+z^21`$ in $`^5`$ and $`Z`$ is the plane $`u=x=z1=0`$ in $`\stackrel{~}{X}`$. Then every fiber of the morphism $`(x,u):X^2`$ is isomorphic to $`^2`$, and every fiber of the regular function $`u|X`$ is isomorphic to $`^3`$. $`n=3`$.
We are grateful to the referee for useful remarks and suggestions which served us to improve the exposition.
## 1. Proof of Theorem 1
In \[KaZa1, Proposition 4.4, Example 6.2\] it is shown that the smooth affine 4-fold $`X`$ as in Theorem 1 is contractible and moreover, diffeomorphic to $`^6`$. Thus, to prove the theorem it is enough to verify that $`X\simeq ฬธ^4`$. The proof of the latter assertion is based on the computation of the Makar-Limanov invariant $`\mathrm{ML}(X)`$. Recall that $`\mathrm{ML}(X)`$ denotes the algebra of regular functions on the variety $`X`$ invariant under any regular $`_+`$-action on $`X`$ (or in other words, of regular functions on $`X`$ that are vanished by any locally nilpotent derivation of the algebra $`[X]`$; see e.g., \[KaML1, Za2\], or also \[De\]).
In fact, we prove the following
Proposition 1. $`\mathrm{ML}(X)[\stackrel{~}{u}]`$ where $`\stackrel{~}{u}=u|X`$. Hence $`\mathrm{ML}(X)\simeq ฬธ\mathrm{ML}(^4)=`$ and therefore, $`X\simeq ฬธ^4`$.
Remark. If $`m=1`$ then $`\mathrm{ML}(X)=`$ (and moreover, the group of biregular automorphisms of $`X`$ generated by the regular $`_+`$-actions on $`X`$ acts infinitely transitively \[KaZa1, Theorem 5.1\]). The question arises: is it still true that $`X`$ is an exotic $`^4`$ when $`m=1`$, at least for some values of $`k`$ and $`l`$?
Notation. Throughout the proof, we fix a weight degree function $`d`$ on the polynomial algebra $`^{[5]}=[x,y,z,u,v]`$ given by
(2) $`d_x=l,d_y=k,d_z=0,d_u=n\sqrt{2},d_v=mn\sqrt{2}+kl`$
where $`n`$. This degree function $`d`$ satisfies the following conditions:
$$kd_x+(k1)d_z=ld_y+(l1)d_z=md_u+d_v=kl$$
$$>\underset{i=1,\mathrm{},k1,j=1,\mathrm{},l1}{\mathrm{max}}\{0,id_x+(i1)d_z=il,jd_y+(j1)d_z=jk\}.$$
It follows that
$$\widehat{p}:=u^mv+x^kz^{k1}y^lz^{l1}=u^mv+z^{l1}(x^kz^{kl}y^l)$$
is the principal $`d`$-homogeneous part of the polynomial $`p`$ from (1); indeed,
(3) $`p=u^mv+q_{k,l}(x,y,z)=u^mv+{\displaystyle \underset{i=1}{\overset{k}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{k}{i}}\right)x^iz^{i1}{\displaystyle \underset{j=1}{\overset{l}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{l}{j}}\right)y^jz^{j1}+1.`$
By $`d_A`$ we denote the induced degree function on the algebra $`A:=[X]=^{[5]}/(p)`$. Let $`\widehat{A}`$ be the associate graded algebra, and $`d_{\widehat{A}}`$ be the induced degree function on $`\widehat{A}`$. Since the polynomial $`\widehat{p}`$ is irreducible, by Proposition 4.1 in \[KaML3\] (see also \[Za2, Lemma 7.1\]), the affine variety $`\widehat{X}:=`$spec$`\widehat{A}`$ coincides with the hypersurface in $`^5`$ given by the equation $`\widehat{p}=0`$. We denote by $`\widehat{x},\mathrm{},\widehat{v}`$ the images in $`\widehat{A}`$ of the coordinate functions $`x,\mathrm{},v`$, respectively, whereas their restrictions to $`X`$ are denoted as $`\stackrel{~}{x},\mathrm{},\stackrel{~}{v}`$. Thus in the algebra $`\widehat{A}`$ the following relation holds:
(4) $`\widehat{u}^m\widehat{v}=\widehat{z}^{l1}(\widehat{y}^l\widehat{x}^k\widehat{z}^{kl}).`$
For an integral domain $`B`$ of finite type, let $`\mathrm{LND}(B)`$ be the set of all its locally nilpotent derivations. Fix arbitrary $`\mathrm{LND}(B)\{0\}`$. Recall the following well known facts which we frequently use below (see e.g., \[ML1, KaML1, Za2\]).
Lemma 0. (a) The invariant subalgebra $`\mathrm{ker}B`$ is factorially closed, that is, $`ab\mathrm{ker}\widehat{}\{0\}a,b\mathrm{ker}\widehat{}`$. Moreover,<sup>4</sup><sup>4</sup>4The latter statement is a lemma due to Makar-Limanov (see e.g., \[Za2, Ex.(7.12.d)\]), which also follows from the Davenport Lemma in Section 2 below.
$$a^k+b^l\mathrm{ker}\widehat{}\{0\}\text{and}k,l2a,b\mathrm{ker}\widehat{}.$$
(b) Let $`aB`$ be an element of $``$-degree one, i.e., $`a\mathrm{ker}\widehat{}\{0\}`$. Then any element $`bB`$ can be presented in the form
(5) $`b=c^1{\displaystyle \underset{i=0}{\overset{N}{}}}c_ia^i`$
where $`c,c_0,\mathrm{},c_N\mathrm{ker}`$.
(c) The invariant subfield $`\mathrm{Frac}\mathrm{ker}\mathrm{Frac}B`$ is algebraically closed in the fraction field $`\mathrm{Frac}B`$, and $`\mathrm{tr}.\mathrm{deg}[\mathrm{Frac}B:\mathrm{Frac}\mathrm{ker}]=1`$.
Fix a locally nilpotent derivation $`\mathrm{LND}(A)\{0\}`$, and let $`\widehat{}\mathrm{LND}(\widehat{A})`$ be the homogeneous locally nilpotent derivation of the graded algebra $`\widehat{A}`$ associated with $``$ (that is, the principal part of $``$); notice that $`\widehat{}0`$ once $`0`$ (see \[ML1\] or also \[KaML1, Za2\]).
Lemma 1. ker$`\widehat{}[\widehat{x},\widehat{y},\widehat{z}]`$.
Proof. Assume the contrary. Since tr.deg$`[\widehat{A}:`$ ker$`\widehat{}]=1`$ there exist three algebraically independent elements, say, $`a,b,c`$ ker$`\widehat{}`$. Regarding the elements $`a,b,c`$ as polynomials in $`x,y,z`$, consider the morphism $`\sigma =(x,a,b,c):^3^4`$. The Zariski closure of the image of $`\sigma `$ being a proper algebraic subvariety of $`^4`$, there is a non-trivial relation $`g(x,a,b,c)=0`$ where $`g^{[4]}\{0\}`$. Hence we have a non-trivial relation
(6) $`{\displaystyle \underset{i=0}{\overset{N}{}}}g_i(a,b,c)\widehat{x}^i=0`$
in the algebra $`\widehat{A}`$ where $`g_i(a,b,c)`$ ker$`\widehat{}`$. Here $`N>0`$ (indeed, otherwise the elements $`a,b,c`$ would be algebraically dependent). It follows from Lemma 0(c) that $`\widehat{x}`$ker$`\widehat{}`$. Similarly, we have $`\widehat{y},\widehat{z}`$ker$`\widehat{}`$. In virtue of the relation (4) above, also $`\widehat{u}^m\widehat{v}`$ ker$`\widehat{}`$. By Lemma 0(a), it follows that $`\widehat{u},\widehat{v}\mathrm{ker}\widehat{}`$. Therefore, ker$`\widehat{}=[\widehat{x},\widehat{y},\widehat{z},\widehat{u},\widehat{v}]=\widehat{A}`$, and so $`\widehat{}=0`$, a contradiction. This proves the lemma. โ
Lemma 2. The following alternative holds: either $`\widehat{u}\mathrm{ker}\widehat{}`$ or $`\widehat{v}\mathrm{ker}\widehat{}`$.
Proof. Due to (4), any element $`\widehat{a}\widehat{A}=[\widehat{X}]`$ can be extended to a unique polynomial $`\widehat{f}^{[5]}`$ of the form
(7) $`\widehat{f}={\displaystyle \underset{i0}{}}a_iu^i+{\displaystyle \underset{i=0}{\overset{m1}{}}}{\displaystyle \underset{j>0}{}}b_{ij}u^iv^j`$
where $`a_i,b_{ij}[x,y,z]`$. It is known \[KaML3\] (see also \[Za2, Ex.(7.8)\]) that
$$d_{\widehat{A}}(\widehat{a})\stackrel{def}{=}\mathrm{min}\{d(f)|f^{[5]},f|\widehat{X}=\widehat{a}\}=\mathrm{min}\{d(f)|f=\widehat{f}+\widehat{p}g,g^{[5]}\}=d(\widehat{f}).$$
Furthermore, if $`\widehat{a}\widehat{A}`$ is a $`d_{\widehat{A}}`$-homogeneous element, then the polynomial $`\widehat{f}`$ is $`d`$-homogeneous, too.
Since the derivation $`\widehat{}`$ is homogeneous (i.e., graded) its kernel ker$`\widehat{}`$ is a graded subalgebra of the graded algebra $`\widehat{A}`$, and so it is generated by homogeneous elements. Let $`\widehat{a}`$ ker$`\widehat{}`$ be a non-zero homogeneous element, and let $`\widehat{f}^{[5]}`$ be its $`d`$-homogeneous extension as in (7) above.
The degree function $`d:^{[5]}\{0\}[\sqrt{2}]`$ can be represented as $`d=d^{}+\sqrt{2}d^{\prime \prime }`$ where $`d^{},d^{\prime \prime }:^{[5]}\{0\}`$. By (2), we have $`d|[x,y,z]=d^{}|[x,y,z]`$ and
$$d^{\prime \prime }(a_iu^i)=in,d^{\prime \prime }(b_{ij}u^iv^j)=(jmi)n,i=0,\mathrm{},m1$$
assuming that $`a_i,b_{ij}0`$. All these degrees are pairwise distinct. Hence the polynomial $`\widehat{f}0`$ being $`d`$-homogeneous, the expression (7) for $`\widehat{f}`$ consists of a single term. Therefore, the following alternative holds:
(i) either $`\widehat{a}=a_0[\widehat{x},\widehat{y},\widehat{z}]`$, or
(ii) $`\widehat{a}=a_i\widehat{u}^i`$ for some $`i>0`$ and for some $`a_i[\widehat{x},\widehat{y},\widehat{z}]\{0\}`$, or
(iii) $`\widehat{a}=b_{ij}\widehat{u}^i\widehat{v}^j`$ for some $`j>0`$ and for some $`b_{ij}[\widehat{x},\widehat{y},\widehat{z}]\{0\}`$.
Since the subalgebra ker$`\widehat{}`$ is factorially closed, we have $`\widehat{u}`$ ker$`\widehat{}`$ in the case (ii) and $`\widehat{v}`$ ker$`\widehat{}`$ in the case (iii). By Lemma 1, (i) cannot happen for all the homogeneous elements $`\widehat{a}`$ ker$`\widehat{}`$. Thus, the assertion follows. โ
Lemma 3. $`\widehat{v}\mathrm{ker}\widehat{}`$.
Proof. Assume on the contrary that $`\widehat{v}`$ ker$`\widehat{}`$. Then for a general $`c`$, the locally nilpotent derivation $`\widehat{}`$ can be specialized to a locally nilpotent derivation $`\widehat{}_c\mathrm{LND}(\widehat{X}_c)\{0\}`$ where for $`c\{0\}`$ we denote
$$\widehat{X}_c=\widehat{X}\{v=c\}\widehat{X}_1=\{u^m+z^{l1}(x^kz^{kl}y^l)=0\}^4.$$
We keep the same notation $`\widehat{}`$ for $`\widehat{}_1`$, and we still denote by $`\widehat{\phi }`$ the associated $`_+`$-action $`\widehat{\phi }|\widehat{X}_1`$ on the threefold $`\widehat{X}_1`$.
Note that the threefold $`\widehat{X}_1`$ has divisorial singularities. Indeed, since by our assumption, $`m2`$ and $`k>l3`$, it is singular along the divisor $`D_{\widehat{z}}`$ of the regular function $`\widehat{z}[\widehat{X}_1]`$: $`D_{\widehat{z}}\mathrm{sing}\widehat{X}_1`$. It follows that the divisor $`D_{\widehat{z}}`$ is invariant under the $`_+`$-action $`\widehat{\phi }`$ on $`\widehat{X}_1`$. Hence a general $`\widehat{\phi }`$-orbit $`๐ช`$ does not meet the divisor $`D_{\widehat{z}}`$, and so the restriction $`\widehat{z}|๐ช`$ does not vanish. Therefore, the regular function $`\widehat{z}`$ is constant along general $`\widehat{\phi }`$-orbits, that is, $`\widehat{z}`$ is a $`\widehat{\phi }`$-invariant, or equivalently, $`\widehat{z}\mathrm{ker}\widehat{}`$.
Thus, we are in the position to repeat the specialization descent. Namely, the $`_+`$-action $`\widehat{\phi }`$ can be further specialized to the general $`\widehat{\phi }`$-invariant surface
$$S_c:=\{\widehat{z}=c\}S_1=\{u^m+x^ky^l=0\}^3$$
providing a non-trivial $`_+`$-action on $`S_c`$ and thereby also on $`S_1`$. Now the desired conclusion follows from the next lemma. โ
Lemma 4. The Pham-Brieskorn surface
$$S=S_{k,l,m}=\{x^k+y^l+z^m=0\}^3$$
where $`k,l,m2`$ admits a non-trivial regular $`_+`$-action if and only if this is a dihedral surface $`S_{2,2,m}`$. In the latter case ML$`(S)=`$.
Proof. Assume that $`\widehat{\phi }`$ is a non-trivial regular $`_+`$-action on $`S`$. Let $`๐ชS`$ be a general $`\widehat{\phi }`$-orbit. Since $`๐ช`$, it can be parameterized by a triple of polynomials $`(x(t),y(t),u(t))([t])^3`$ satisfying the relation
$$x^k(t)+y^l(t)+z^m(t)=0.$$
Assume first that $`1/k+1/l+1/m1`$. Then by the Halphen Lemma (a) in the next section (these polynomials cannot be relatively prime in pairs, and so) a general orbit $`๐ช`$ meets one of the axes $`x=y=0`$ or $`x=z=0`$ or $`y=z=0`$, hence it must pass through the origin, a contradiction.
In the remaining cases $`S`$ is one of the Platonic surfaces $`S_{2,2,m},S_{2,3,3},S_{2,3,4}`$ or $`S_{2,3,5}`$. Anyhow, to exclude the last three cases we will assume in the sequal more generally that $`\mathrm{gcd}(m,kl)=1`$, and that on the contrary, $`\mathrm{LND}(S)\{0\}`$, that is, that the surface $`S`$ admits a non-trivial regular $`_+`$-action.
Let $`_0\mathrm{LND}(S)`$, $`_00`$. Fix a weight degree function $`d^{}`$ on the polynomial algebra $`^{[3]}`$ given by $`d_x^{}=1/k,d_y^{}=1/l,d_z^{}=1/m`$. Since the polynomial $`x^k+y^l+z^m`$ is $`d^{}`$-homogeneous, the algebra $`B=[S]`$ is graded. The graded locally nilpotent derivation $`\widehat{}_0`$ of the algebra $`B`$ associated with $`_0`$ is also non-zero. In virtue of the relation $`\widehat{z}^m=(\widehat{x}^k+\widehat{y}^l)`$, any element $`\widehat{b}B`$ extends to a unique polynomial $`\widehat{f}^{[3]}`$ with $`\mathrm{deg}_z\widehat{f}<m`$. If the element $`\widehat{b}`$ is $`d_B^{}`$-homogeneous then also the polynomial $`\widehat{f}`$ is $`d^{}`$-homogeneous, and the following statement holds.
Claim. $`\widehat{f}=cx^\alpha y^\beta z^\gamma _i(x^k^{}c_iy^l^{})`$ where $`k^{}=k/\mathrm{gcd}(k,l),l^{}=l/\mathrm{gcd}(k,l),c,c_i^{}`$, and $`\gamma <m`$.
Proof of the claim. Letting $`d^{}(x^iy^jz^s)=d^{}(x^i^{}y^j^{}z^s^{})`$ where $`0ss^{}m1`$ we will have
(8) $`{\displaystyle \frac{s^{}s}{m}}={\displaystyle \frac{ii^{}}{k}}+{\displaystyle \frac{jj^{}}{l}}.`$
Since by our assumption $`\mathrm{gcd}(m,kl)=1`$, it follows from (8) that $`m|(s^{}s)s=s^{}`$, and hence $`\frac{ii^{}}{k}=\frac{j^{}j}{l}\frac{ii^{}}{k^{}}=\frac{j^{}j}{l^{}}`$. Now the claim follows. โ
The graded subalgebra $`\mathrm{ker}\widehat{}_0`$ of the algebra $`B`$ being generated by homogeneous elements, there exists a non-zero homogeneous element $`b\mathrm{ker}\widehat{}_0`$. Since the subalgebra $`\mathrm{ker}\widehat{}_0`$ is factorially closed, in virtue of the above claim, the following alternative holds:
$$(\mathrm{i})\widehat{x}\mathrm{ker}\widehat{}_0\mathrm{or}(\mathrm{ii})\widehat{y}\mathrm{ker}\widehat{}_0\mathrm{or}(\mathrm{iii})\widehat{z}\mathrm{ker}\widehat{}_0\mathrm{or}$$
$$(\mathrm{iv})\widehat{x}^k^{}c_i\widehat{y}^l^{}\mathrm{ker}\widehat{}_0\mathrm{for}\mathrm{some}c_i0.$$
Since $`\widehat{x}^k+\widehat{y}^l+\widehat{z}^m=0`$, in the case (i) we have $`\widehat{y}^l+\widehat{z}^m\mathrm{ker}\widehat{}_0`$. As $`l,m2`$ by Lemma 0(a) this implies $`\widehat{y},\widehat{z}\mathrm{ker}\widehat{}_0`$. Henceforth, $`\widehat{}_0=0`$, a contradiction. Similarly, the cases (ii) and (iii) lead to a contradiction.
If $`\mathrm{min}\{k^{},l^{}\}2`$ then by the same arguments as above, (iv) implies that $`\widehat{x},\widehat{y}\mathrm{ker}\widehat{}_0`$, and then also $`\widehat{z}\mathrm{ker}\widehat{}_0`$, which again gives a contradiction. Thus it must be $`\mathrm{min}\{k^{},l^{}\}=1`$; let $`l^{}=1`$. Then $`k=lk^{}`$. The regular function $`\widehat{x}^k^{}c_i\widehat{y}[S]`$ being invariant under the associated regular $`_+`$-action $`\phi _{\widehat{}_0}`$ on the surface $`S`$, its general level sets contain general $`\phi _{\widehat{}_0}`$-orbits. Being irreducible, these curves should be isomorphic to $``$. On the other hand, they are isomorphic to the affine plane curves with the equations
$$x^{lk^{}}+\left(\frac{x^k^{}c^{}}{c_i}\right)^l+z^m=0$$
where $`c^{}`$ is generic. It is easily seen that such a curve cannot be isomorphic to $``$ unless $`k=l=2`$ and $`c_i^2=1`$, in which case $`S`$ is a dihedral surface (hint: notice that an irreducible affine curve is isomorphic to $``$ if and only if it admits a regular $`_+`$-action, and then proceed in the same fashion as above).
To prove the last statement of the lemma, notice that there is an isomorphism $`S_{2,2,m}T_m:=\{uvw^m=0\}`$, and hence ML$`(S_{2,2,m})`$ ML$`(T_m)=`$. The latter equality is well known; see e.g. \[DanGi, Be, ML2, ML3, KaZa1\]. Indeed, the subgroup $`\alpha ,\beta `$ of the automorphism group Aut$`T_m`$ generated by the following $`_+`$-actions on $`T_m`$ (restricted from $`^3`$):
$$\alpha :(t,(u,v,w))(u,v+\frac{(w+tu)^mw^m}{u},w+tu),$$
$$\beta :(t,(u,v,w))(u+\frac{(w+tv)^mw^m}{v},v,w+tv).$$
has a dense orbit; therefore, ML$`(T_m)=`$. This concludes the proof. โ
From Lemmas 1-3 we obtain such a corollary.
Corollary. $`\widehat{u}\mathrm{ker}\widehat{}`$.
Lemma 5. $`\widehat{}\widehat{v}\mathrm{ker}\widehat{}.`$
Proof. Assume the contrary. Then by (4) and the above corollary, we have:
$$\widehat{}(\widehat{u}^m\widehat{v})=\widehat{u}^m\widehat{}\widehat{v}\mathrm{ker}\widehat{}\widehat{}[\widehat{z}^{l1}(\widehat{y}^l\widehat{x}^k\widehat{z}^{kl})]=\widehat{}(g_1g_2)\mathrm{ker}\widehat{}$$
where $`g_1:=\widehat{z}^{l1}`$ and $`g_2:=\widehat{y}^l\widehat{x}^k\widehat{z}^{kl}[\widehat{X}]`$. Hence the restriction of the product $`g_1g_2`$ onto a general orbit $`๐ช`$ serves as a coordinate function of the curve $`๐ช`$ (for instance, this follows from Lemma 0(b)). In other words, $`\mathrm{deg}_t[(g_1g_2)|๐ช]=1`$ where $`t`$ is a coordinate in $`๐ช`$ (notice that $`\mathrm{deg}_t(f|๐ช)=\mathrm{deg}_\widehat{}f`$ where the latter degree is defined below). This provides the following alternative:
$``$ either $`\mathrm{deg}_t(g_1|๐ช)=0`$ and $`\mathrm{deg}_t(g_2|๐ช)=1`$, or
$``$ $`\mathrm{deg}_t(g_1|๐ช)=1`$ and $`\mathrm{deg}_t(g_2|๐ช)=0`$.
Consider each of these two possibilities.
Assuming first that $`z|๐ช=\mathrm{const}\{0\}`$ (i.e., $`\widehat{z}\mathrm{ker}\widehat{}`$) and $`\mathrm{deg}_t[(y^lx^kz^{kl})|๐ช]=1`$, we would have that $`\mathrm{deg}_t(y^l(t)cx^k(t))=1`$ for two polynomials $`x(t),y(t)[t]`$ and for a general constant $`c0`$. We may also suppose that $`\mathrm{gcd}(x(t),y(t))=1`$ (i.e., that the orbit $`๐ช`$ does not meet the codimension two subvariety $`D_{\widehat{x}}D_{\widehat{y}}`$ of $`\widehat{X}`$). Then by the Davenport Lemma in the next section, for a certain $`m^{}`$ the inequalities $`1>m^{}(klkl)1`$ must hold, which is impossible.
In the second case we would have: $`\mathrm{deg}_t(g_1|๐ช)=(l1)\mathrm{deg}_t(z|๐ช)=1`$ which is also impossible since by the assumption of Theorem 1, $`l12`$. This proves the lemma. โ
Recall the notion of the degree function associated with a locally nilpotent derivation $`\mathrm{LND}(A)`$:
$$\mathrm{deg}_{}a\stackrel{def}{=}\mathrm{max}\{n\{0\}|^na0\}\mathrm{if}aA\{0\};\mathrm{deg}_{}\mathrm{\hspace{0.17em}0}=\mathrm{}.$$
For the associated locally nilpotent derivation $`\widehat{}\mathrm{LND}(\widehat{A})`$ we have the inequality
$$\mathrm{deg}_{}a\mathrm{deg}_\widehat{}\widehat{a}aA,$$
where $`\widehat{a}\widehat{A}`$ denotes the principal $`d`$-homogeneous part of $`a`$.
Lemma 5 provides the following
Corollary. $`v\mathrm{ker};`$ moreover, $`\mathrm{deg}_{}v\mathrm{deg}_\widehat{}\widehat{v}2`$.
Lemma 6. Let $`aA`$ be an element such that $`\mathrm{deg}_{}a1`$. Then $`a`$ can be extended to a polynomial $`f^{[5]}`$ which does not depend on $`v`$.
Proof. Since $`p|X=0`$, in virtue of (3) the restriction $`\stackrel{~}{u}^m\stackrel{~}{v}`$ of the polynomial $`u^mv`$ to $`X`$ can be expressed as a polynomial in $`\stackrel{~}{x},\stackrel{~}{y}`$ and $`\stackrel{~}{z}`$. Hence the element $`aA`$ can be extended (in a unique way) to a polynomial $`f^{[5]}`$ written in the form (7). Let us show that this polynomial $`f`$ does not depend on $`v`$. Assume the contrary. Letting the constant $`n`$ in the definition (2) of the weight degree function $`d`$ be large enough, we can achieve (by the same arguments as in the proof of Lemma 2) that the principal $`d`$-homogeneous part $`\widehat{f}`$ of $`f`$ is as in (iii) of this same proof. In particular, $`v`$ is a factor of the polynomial $`\widehat{f}`$. Hence $`\widehat{v}`$ is a factor of $`\widehat{a}=\widehat{f}|\widehat{X}`$. By Lemma 5, we have the inequalities
$$\mathrm{deg}_{}a\mathrm{deg}_\widehat{}\widehat{a}\mathrm{deg}_\widehat{}\widehat{v}2$$
which contradicts our choice of the element $`a`$. The lemma is proven. โ
Proof of Proposition 1 (cf. \[KaML1, ML3\]). We have to show that $`u\mathrm{ker}`$ for any $`\mathrm{LND}(A)`$. Fix an element $`aA`$ of $``$-degree one. Letting in (5) $`b=v`$, from (3) and (5) we obtain:
(9) $`\stackrel{~}{v}=c^1{\displaystyle \underset{i=0}{\overset{N}{}}}c_ia^i=\stackrel{~}{u}^mq_{k,l}(\stackrel{~}{x},\stackrel{~}{y},\stackrel{~}{z})\stackrel{~}{u}^m{\displaystyle \underset{i=0}{\overset{N}{}}}c_ia^i=cq_{k,l}(\stackrel{~}{x},\stackrel{~}{y},\stackrel{~}{z}).`$
By Lemma 6, the element $`cA`$ resp., $`_{i=0}^Nc_ia^iA`$ can be extended to a polynomial, say, $`\eta [x,y,z,u]`$ resp., $`\zeta [x,y,z,u]`$. By (9), there exists a polynomial $`g^{[5]}`$ such that
(10) $`u^m\zeta (x,y,z,u)q_{k,l}(x,y,z)\eta (x,y,z,u)=pg.`$
The left hand side of (10) does not depend on $`v`$ but the polynomial $`p`$ does, hence we must have $`g=0`$. Since $`\mathrm{gcd}(u,q_{k,l})=1`$ it follows from (10) that $`u`$ divides $`\eta `$ in the algebra $`^{[4]}`$ and so, $`\stackrel{~}{u}`$ divides $`c`$ in the algebra $`A`$, that is, $`c=\stackrel{~}{u}b`$ where $`bA`$. Since $`c\mathrm{ker}`$ and $`\mathrm{ker}`$ is factorially closed, also $`\stackrel{~}{u}\mathrm{ker}`$, as stated. This completes the proof. โ
## 2. $`๐ธ_1`$-poor varieties: the lemmas of Mason, Davenport and Halphen
In course of the proof of Proposition 1 we have used the lemmas of Davenport and Halphen; for the sake of completeness, we provide them below with simple proofs based on the following well known
Masonโs abc-Lemma \[Mas\]. Let $`a,b,c[t]`$ be three polynomials, not all three constant. For a polynomial $`p[t]`$, denote by $`d_0(p)`$ the number of its distinct roots (without counting multiplicities). Assume that $`a+b+c=0`$ and $`\mathrm{gcd}(a,b)=1`$. Then we have
(11) $`\mathrm{max}\{\mathrm{deg}a,\mathrm{deg}b,\mathrm{deg}c\}d_0(abc)1.`$
See \[La, Mas, Si\] for an elementary proof. We would like to sketch
An alternative proof. Let $`f:\mathrm{\Gamma }_1\mathrm{\Gamma }_2`$ be a proper, surjective morphism of smooth quasiprojective curves. Then the following inequality for Euler characteristics holds:
(12) $`e(\mathrm{\Gamma }_1)(\mathrm{deg}f)e(\mathrm{\Gamma }_2).`$
This inequality follows from the obvious relations
$$\mathrm{card}(\mathrm{CrPt}(\mathrm{f}))(\mathrm{deg}f)\mathrm{card}(\mathrm{CrVa}(f))$$
and
$$e(\mathrm{\Gamma }_1\mathrm{CrPt}(f))=(\mathrm{deg}f)e(\mathrm{\Gamma }_2\mathrm{CrVa}(f))$$
where $`\mathrm{CrPt}(f)`$ resp., $`\mathrm{CrVa}(f)`$ denotes the set of critical points resp., critical values of $`f`$.
Take $`\mathrm{\Gamma }_1=RS`$ where $`R`$ is a smooth projective curve of genus $`g`$ and $`S`$ is a finite subset of $`R`$, and let $`\mathrm{\Gamma }_2\{0,1\}`$ be realized as $`\mathrm{\Gamma }_2=\{u+v=1,u0,v0\}^2`$. Then for a pair $`f=(u,v)`$ of non-constant rational functions on $`R`$ with zeros and poles only on $`S`$ such that $`u+v=1`$, from (12) we obtain the inequality (see \[Mas\])
(13) $`\mathrm{deg}u=\mathrm{deg}ve(RS)=2g2+\mathrm{card}S.`$
Letting
$$R=^1,S=\{\mathrm{}\}a^1(0)b^1(0)c^1(0),u=a/c,v=b/c$$
(so that the condition $`a+b+c=0`$ of the lemma becomes $`u+v=1`$), from (13) we get (11).โ
As an immediate corollary, we obtain
Davenportโs Lemma \[KlNe, Dav, Thm.2\]<sup>5</sup><sup>5</sup>5See also \[DvZa\] and the literature therein for closely related results.. Let three polynomials $`x,y,z[t]`$ satisfy the relation $`z=x^ky^l`$ where $`k`$ and $`l`$ are relatively prime<sup>6</sup><sup>6</sup>6One can find in \[Dav\] a general formulation with arbitrary $`k`$ and $`l`$., $`z0`$, $`\mathrm{gcd}(x,y)=1`$ and $`\mathrm{deg}z<\mathrm{max}\{\mathrm{deg}x^k,\mathrm{deg}y^l\}`$. Denote $`n=\mathrm{deg}z,lm=\mathrm{deg}x,km=\mathrm{deg}y`$. Then we have
$$n>m(klkl).$$
Proof (cf. \[Pr\]). By Masonโs abc-Lemma, we have the inequality
$$\mathrm{max}\{k\mathrm{deg}x,l\mathrm{deg}y\}\mathrm{deg}x+\mathrm{deg}y+\mathrm{deg}z1.$$
Hence
$$klmkm+lm+n1,$$
and the lemma follows.โ
Remark. It is known \[St, Zn, Ore1\] that (whatever $`k,l`$ and $`m`$ with $`\mathrm{gcd}(k,l)=1`$ are) the bound in Davenportโs Lemma is the best possible one. See also \[Si\] on exactness in Masonโs abc-Lemma.
A contemporary exposition of Halphenโs results \[Ha\] is given in \[BaDw\]. Actually, the original Halphenโs Lemma has a broader meaning in the context of our subject. To formulate it in an appropriate way, we introduce the following notions<sup>7</sup><sup>7</sup>7Cf. the notion of abc-variety in \[Bu\]. Presumably (over the field $``$) these are the affine varieties $`X`$ which do not admit non-constant morphisms $`^{}X`$ \[Bu, p.231\]..
Definition. Let $`X`$ be an algebraic variety. We say that $`X`$ is $`๐ธ_1`$-poor if there exists a subvariety $`Y`$ of $`X`$ of codimension at least two such that every curve (i.e., a non-constant morphism) $`f:X`$ meets $`Y`$: $`f()Y\mathrm{}`$.
In contrast, we say that $`X`$ is $`๐ธ_1`$-rich if, for any two disjoint closed subvarieties $`Y,ZX`$ with codim$`{}_{X}{}^{}Y2`$ and dim$`Z=0`$, there exists a polynomial curve $`X`$ omitting $`Y`$ and passing through every point of $`Z`$.
Remarks. 1. Evidently, an $`๐ธ_1`$-poor variety $`X`$ does not admit non-trivial regular $`_+`$-actions. Or equivalently, LND$`(X)=\{0\}`$ $`\mathrm{ML}(X)=[X]`$. Moreover, the latter equality holds assuming that the algebra $`A=[X]`$ is endowed with a degree function such that for the associated graded algebra $`\widehat{A}`$, the variety $`\widehat{X}=\mathrm{spec}\widehat{A}`$ is $`๐ธ_1`$-poor. This justifies our interest in $`๐ธ_1`$-poor varieties.
2. The affine space $`^n(n2)`$ is $`๐ธ_1`$-rich. Indeed, given two disjoint closed subvarieties $`Y,Z^n`$ with codim$`{}_{^n}{}^{}Y2`$ and dim$`Z=0`$, by a theorem due to Gromov and Winkelmann \[Grm, Wi\], one can find an automorphism $`\alpha \mathrm{Aut}^n`$ such that $`\alpha (Y)=Y`$ and the image $`\alpha (Z)`$ is contained in an affine line $`L^nY`$. Then the polynomial curve $`L\stackrel{\alpha ^1}{}\alpha ^1(L)^n`$ omits $`Y`$ and passes through every point of $`Z`$, as required.
3. If a variety $`X`$ admits a finite morphism $`X^{}X`$ from an $`๐ธ_1`$-rich affine variety $`X^{}`$ (for instance, from $`X^{}=^n,n2`$), then clearly $`X`$ is also $`๐ธ_1`$-rich. Notice also that the family of polynomial curves in an $`๐ธ_1`$-rich affine variety is unbounded (that is, their degrees are not bounded in common).
The following two lemmas provide examples of $`๐ธ_1`$-poor resp., $`๐ธ_1`$-rich surfaces in $`^3`$.
Halphenโs Lemma \[Ha, Ev, BaDw\]. Consider the Pham-Brieskorn surfaces
$$S_{k,l,m}=\{x^k+y^l+z^m=0\}^3$$
where $`k,l,m2`$. Then the following statements hold.
(a) The surface $`S_{k,l,m}`$ is $`๐ธ_1`$-poor if and only if $`1/k+1/l+1/m1`$. Actually, under the latter condition any polynomial curve $`f:S_{k,l,m}`$ passes through the singular point $`\overline{0}S_{k,l,m}^3`$.
(b) In contrast, every Platonic surface $`S_{k,l,m}`$ where $`1/k+1/l+1/m>1`$ is $`๐ธ_1`$-rich.
Proof. (a) Suppose first that $`1/k+1/l+1/m1`$. Let us show that no triple of non-constant relatively prime polynomials $`(x(t),y(t),z(t))`$ satisfies the relation $`x^k+y^l+z^m=0`$. Assuming the contrary, by Masonโs abc-Lemma, we have:
$$\mathrm{max}\{k\mathrm{deg}x,l\mathrm{deg}y,m\mathrm{deg}z\}\mathrm{deg}x+\mathrm{deg}y+\mathrm{deg}z1.$$
Thus,
$`\mathrm{deg}x`$ $``$ $`1/k(\mathrm{deg}x+\mathrm{deg}y+\mathrm{deg}z1)`$
(14) $`\mathrm{deg}y`$ $``$ $`1/l(\mathrm{deg}x+\mathrm{deg}y+\mathrm{deg}z1)`$
$`\mathrm{deg}z`$ $``$ $`1/m(\mathrm{deg}x+\mathrm{deg}y+\mathrm{deg}z1).`$
Summing up the three inequalities in (2), in virtue of our assumption, we obtain:
$$1/k+1/l+1/m(1/k+1/l+1/m1)(\mathrm{deg}x+\mathrm{deg}y+\mathrm{deg}z)0,$$
a contradiction.
(b) Every one of the Platonic surfaces $`S=S_{2,2,m},S_{2,3,3},S_{2,3,4}`$ or $`S_{2,3,5}`$ admits a finite morphism $`^2S`$ (the orbit morphism of the standard linear action on $`^2`$ of the corresponding finite subgroup $`\mathrm{\Gamma }\mathrm{SU}(2)`$; see e.g., \[Mil, ยง4 and Remark 2.1\]; see also \[Schw, Kl, Ch. I\] or \[Beu, BaDw, p.56\] for explicit formulas). Since the affine plane $`^2`$ is $`๐ธ_1`$-rich so is $`S`$ (see Remark 3 preceding the lemma). This proves the lemma. โ
The next lemma is a simple corollary of Theorem 1 in \[Sch\] (see also \[Br, Ve, FlZa\] for relevant results).
Schmidtโs Lemma \[Sch\]. Let $`S`$ be a surface in $`^3`$ given by the equation
$$z^m=f_d(x,y)$$
where $`f_d[x,y]`$ is a homogeneous polynomial of degree $`d`$ without multiple roots. Suppose that $`m4`$ and $`d3`$, or $`m=3`$ and $`d5`$, or $`m=2`$ and $`d17`$. Then the surface $`S`$ is $`๐ธ_1`$-poor and, moreover, every polynomial curve $`f:S`$ passes through the singular point $`\overline{0}S`$.
The purpose of the next lemma is to strengthen the lemmas of Halphen and Schmidt (cf. the examples below). Recall that a regular action of the multiplicative group $`^{}`$ on an affine variety $`X`$ is called good if it has a unique fixed point (called vertex), and this fixed point is elliptic, that is, it belongs to the closure of any orbit. Let $`S`$ be a normal affine surface with a good $`^{}`$-action; denote $`S^{}=SV_0`$ where $`V_0`$ is the vertex, and set $`\mathrm{\Gamma }=S^{}/^{}`$. If the curve $`\mathrm{\Gamma }`$ is rational then the singularity of the surface $`S`$ at the origin is called quasirational \[Ab\] (cf. also examples in \[Ore2\]).
Lemma 7. Let $`S`$ be a normal affine surface with a good $`^{}`$-action. Suppose that the singularity of the surface $`S`$ at the vertex $`V_0S`$ is not quasirational. Then any rational curve $`r:S`$, as well as any holomorphic entire curve $`h:S`$ in the surface $`S`$ is contained in an orbit closure $`\overline{^{}V}`$ for a certain point $`VS^{}`$. Consequently, any polynomial curve $`f:S`$ passes through the vertex $`V_0S`$, and so the surface $`S`$ is $`๐ธ_1`$-poor.
Proof. Let $`\stackrel{~}{\mathrm{\Gamma }}\mathrm{\Gamma }`$ be a normalization. The rational mapping $`g:\stackrel{r}{}S\stackrel{\pi ^{}}{}\mathrm{\Gamma }`$ can be lifted to a morphism $`\stackrel{~}{g}:\stackrel{~}{\mathrm{\Gamma }}`$, which is constant because (by our assumption) the geometric genus $`g(\stackrel{~}{\mathrm{\Gamma }})1`$. Thus, the image $`r()S`$ is contained in the closure $`\overline{๐ช}`$ of an orbit $`๐ช=^{}V`$ of the $`^{}`$-action, as stated. The proof for an entire curve $`h:S`$ is similar. โ
Remark. This lemma (with the same proof) remains true also for meromorphic curves $`m:S`$ assuming that $`e(\mathrm{\Gamma })<0`$ i.e., $`g(\stackrel{~}{\mathrm{\Gamma }})2`$ (cf. e.g., \[Ja, Grs\]).
The following facts will be useful in order to provide examples of quasihomogeneous surfaces in $`^3`$ which satisfy the assumption of Lemma 7. For integers $`a_1,\mathrm{},a_n`$ denote $`[a_1,\mathrm{},a_n]=\mathrm{lcm}(a_1,\mathrm{},a_n)`$ and $`(a_1,\mathrm{},a_n)=\mathrm{gcd}(a_1,\mathrm{},a_n)`$, whereas $`\overline{(a_1,\mathrm{},a_n)}`$ denotes the vector with the coordinates $`a_1,\mathrm{},a_n`$.
Lemma 8. Let $`f[x,y,z]`$ be a quasihomogeneous polynomial such that
$$f(\lambda ^{q_0}x,\lambda ^{q_1}y,\lambda ^{q_2}z)=\lambda ^df(x,y,z)\lambda $$
where $`(q_0,q_1,q_2)=1`$ and $`q_0,q_1,q_2,d>0`$. Suppose that $`d0modq_i,i=0,1,2`$, and that the surface $`S:=f^1(0)^3`$ has an isolated singularity at the origin. Then the singularity $`(S,\overline{0})`$ is quasirational if and only if one of the following two conditions holds:
1. $`d=[q_0,q_1,q_2]`$, and for some natural numbers $`p,q,r,s`$ coprime in pairs we have (up to a reordering): $`\overline{(q_0,q_1,q_2)}=\overline{(pq,pr,qrs)}`$.
2. $`d=2[q_0,q_1,q_2]`$, and for some natural numbers $`p,q,r`$ coprime in pairs we have: $`\overline{(q_0,q_1,q_2)}=\overline{(pq,pr,qr)}`$.
Proof. By \[OrlWa, Prop.3\], $`\mathrm{\Gamma }=S^{}/^{}`$ is a smooth curve of genus
$$g(\mathrm{\Gamma })=\frac{1}{2}(\frac{d^2}{q_0q_1q_2}d(\frac{1}{[q_0,q_1]}+\frac{1}{[q_0,q_2]}+\frac{1}{[q_1,q_2]})+2).$$
Thus $`g(\mathrm{\Gamma })=0`$ if and only if
(15) $`{\displaystyle \frac{1}{[q_0,q_1]}}+{\displaystyle \frac{1}{[q_0,q_2]}}+{\displaystyle \frac{1}{[q_1,q_2]}}={\displaystyle \frac{d}{q_0q_1q_2}}+{\displaystyle \frac{2}{d}}.`$
Letting $`q_{ij}:=(q_i,q_j)`$ we can write
(16) $`q_0=q_{01}q_{02}q_0^{},q_1=q_{01}q_{12}q_1^{},q_2=q_{02}q_{12}q_2^{}`$
where the integers $`q_{01},q_{02},q_{12},q_0^{},q_1^{},q_2^{}`$ are coprime in pairs, since by our assumption $`(q_0,q_1,q_2)=1`$. Set $`d_0:=q_{01}q_{02}q_{12}`$; then $`[q_0,q_1,q_2]=d_0q_0^{}q_1^{}q_2^{}`$, and so $`d=\rho d_0q_0^{}q_1^{}q_2^{}`$ with $`\rho `$ and $`q_0q_1q_2=d_0^2q_0^{}q_1^{}q_2^{}`$. Therefore, (15) can be written as
$$\rho ^2(\frac{1}{q_0^{}q_1^{}}+\frac{1}{q_0^{}q_2^{}}+\frac{1}{q_1^{}q_2^{}})\rho +\frac{2}{q_0^{}q_1^{}q_2^{}}=0.$$
It follows that $`\rho =1`$ or $`\rho =2`$. In the first case the only solutions of this Diophantine equation are (up to a reordering) $`\overline{(q_0^{},q_1^{},q_2^{})}=\overline{(1,1,s)}(s)`$, and in the second case $`\overline{(q_0^{},q_1^{},q_2^{})}=\overline{(1,1,1)}`$ is the only solution. Letting in (16) $`q_{01}=:p,q_{02}=:q,q_{12}=:r`$ and taking into account the above observations, we get the desired conclusion. โ
The next corollary in the particular case of the Pham-Brieskorn surfaces can be found in \[BarKa, p.117\]<sup>8</sup><sup>8</sup>8Cf. \[Ev, Thm.2\] where in fact, several possibilities covered by the condition (ii) below have been omited, because of a gap in the reduction of problem B to problem C..
Corollary. Assume that the polynomial
$$f=ax^k+by^l+cz^m+\mathrm{}[x,y,z](\text{where}a,b,c^{})$$
is quasihomogeneous and such that the surface $`S:=f^1(0)^3`$ has an isolated singularity at the origin. Then the singularity $`(S,\overline{0})`$ is quasirational if and only if one of the following two conditions holds:
1. up to a reordering, $`(k,lm)=1`$, or
2. $`(k,l)=(k,m)=(l,m)=2`$.
Proof. Letting $`k=\rho k^{},l=\rho l^{},m=\rho m^{}`$ where $`\rho :=(k,l,m)`$, set $`d_0^{}:=(k^{},l^{})(k^{},m^{})(l^{},m^{})`$ and
$$q_0:=\frac{l^{}m^{}}{d_0^{}},q_1:=\frac{k^{}m^{}}{d_0^{}},q_2:=\frac{k^{}l^{}}{d_0^{}}.$$
These are the unique weights with $`(q_0,q_1,q_2)=1`$ making $`f`$ a quasihomogeneous polynomial of degree
$$d:=kq_0=lq_1=mq_2=\rho \frac{k^{}l^{}m^{}}{d_0^{}}=\rho [k^{},l^{},m^{}]=[k,l,m].$$
To apply Lemma 8 assume that
$$\overline{(q_0,q_1,q_2)}=\overline{(\frac{l^{}m^{}}{d_0^{}},\frac{k^{}m^{}}{d_0^{}},\frac{k^{}l^{}}{d_0^{}})}=\overline{(pq,pr,qrs)}$$
with $`p,q,r,s`$ coprime in pairs. Then we would have $`[q_0,q_1,q_2]=pqrs=[k^{},l^{},m^{}]`$, whence $`d=\rho [q_0,q_1,q_2]`$. In view of this observation, it is easily seen that the condition (i) resp., (ii) of Lemma 8 is fulfilled if and only if (i) resp., (ii) holds (more precisely, iff $`\rho =1`$ and up to a reordering, $`\overline{(k,l,m)}=\overline{(rs,qs,p)}`$ resp., $`\rho =2`$ and up to a reordering, $`\overline{(k,l,m)}=2\overline{(r,q,p)}`$). Now the statement follows from Lemma 8. โ
Examples. 1. By Lemma 7 and the above corollary, the Fermat cubic surface $`x^3+y^3+z^3=0`$ in $`^3`$ is $`๐ธ_1`$-poor, and moreover, any rational curve in it has the diagonal form $`t(\phi (t)x_0,\phi (t)y_0,\phi (t)z_0)`$ with $`\phi (t)`$. In contrast, the cubic surface $`x^3+y^3+z^3=1`$ in $`^3`$ is rich with rational curves, as it is rational \[Man\]. Furthermore, being non-rational \[ClGr\], the affine Fermat cubic threefold $`x^3+y^3+z^3+u^3=0`$ in $`^4`$ is unirational, and even is dominated by the affine space $`^3`$; see \[PaVa, ยง3\] for explicit formulas<sup>9</sup><sup>9</sup>9In a discussion with the authors H. Flenner conjectured that this threefold does not admit a nontrivial $`_+`$-action; however, so far we do not possess a proof of this..
2. For the Pham-Brieskorn surfaces $`S_{k,l,m}`$, Lemma 7 and the above corollary provide information additional to those given by Halphenโs Lemma. Namely, such a surface possesses a non-diagonal polynomial curve (i.e., not of the form
$$t(\phi _0^{q_0}(t),\phi _1^{q_1}(t),\phi _2^{q_2}(t))\mathrm{with}\phi _i[t],i=0,1,2)$$
if and only if one of the conditions (i) or (ii) holds. (Cf. \[BoMu, Beu, DarGr, Ev\] for similar results, including the more general situation of Pham-Brieskorn type surfaces over function fields. Besides, in \[DarGr\] one can find a historical account on the subject.)
3. Let a surface $`S=\{z^mf_d(x,y)=0\}`$ in $`^3`$ be as in Schmidtโs Lemma. We may choose a coordinate system in $`_{x,y}^2`$ in such a way that neither $`x`$ nor $`y`$ divides the polynomial $`f_d`$. Then the assumptions of the above corollary are fulfilled with $`k=l=d`$, and so the singularity $`(S,\overline{0})`$ is quasirational if and only if either $`d=2`$ or $`(m,d)=1`$. According to Lemma 7, the conclusion of Schmidtโs Lemma remains true for any pair $`(m,d)`$ with $`m2,d2`$, except for possibly the pairs $`(2,2),(3,2),(3,4)`$ and $`(2,2k+1),k=1,\mathrm{},7`$.
Added in proof. After this paper was written, it was established in \[FlZa\] that a normal affine surface $`S`$ with a good $`^{}`$-action which possesses a closed rational curve not passing through the vertex $`V_0S`$, has at most rational singularity $`(S,V_0)`$ at the vertex. In particular, this nicely fits Halphenโs Lemma; indeed, the singularity $`(S_{k,l,m},\overline{0})`$ of the Pham-Brieskorn surface $`S_{k,l,m}`$ is rational precisely for the Platonic surfaces. This also implies that the conclusion of Schmidtโs Lemma is true exactly when $`d3`$ and $`(d,m)(3,2)`$.
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# Mid-infrared interferometry on spectral lines: II. Continuum (dust) emission around IRC +10216 and VY CMa
## 1 Introduction
Long-baseline infrared interferometry has been effective in characterizing the general properties of dust shells around late-type stars (e.g., Danchi et al. (1994)) for some years, establishing that dust shells can be produced both continuously (dust shell inner radii $``$2-3 R) and episodically (dust shell inner radii $``$1 R) (e.g., Dyck et al. (1984); Danchi et al. (1994); Bester et al. (1996)). However, recent studies have also shown that the dust shells around certain stars can change significantly in the span of a few years (e.g., Bester et al. (1996); Lopez et al. (1997); Haniff & Buscher (1998)), challenging our understanding of the physics responsible for the dust production and the mass-loss in general.
In order to understand what conditions precipitate the formation of stable, long-term dust and molecular envelopes, regular observations of the dust shells around a number of sources are required. Monitoring the dust as it forms, is driven away by radiation pressure, and ultimately replenished by fresh material, promises to elucidate the intimate relationship between stellar pulsations and dust production. High-resolution observations of the inner region of these dust shells are easiest to interpret in the mid-infrared because of high dust opacities and scattered nebulosity encountered in the visible and near-infrared. In addition, interferometric observations allow for detection of global asymmetries in the dust emission, but there have been few confirmed reports of mid-infrared asymmetries around AGB stars (e.g., McCarthy 1979), mostly because of limited spatial resolution. Asymmetries in the mass-loss flow are readily apparent in images of planetary nebulae (e.g., Sahai 1998), yet it is still not clear how much asymmetry begins during the AGB stage or afterwards.
In this paper, we present visibility data from the Infrared Spatial Interferometer (ISI) for carbon star IRC +10216 and red supergiant VY CMa. It has been nearly a decade since these stars have been observed at similar spatial resolution (Danchi et al. (1994)), and these new data uniquely probe the temporal evolution of the dust shells over this time span. In addition, wide position angle coverage was obtained for observations of VY CMa, allowing the symmetry of its inner dust shell to be directly measured. The next paper in this series (Monnieret al.2000) utilizes the new dust shell models developed herein to interpret mid-infrared absorption lines from polyatomic molecules forming in the dusty outflows.
## 2 Methodologies
A brief summary of the observing and modeling methodologies for the Infrared Spatial Interferometer will be presented in this section; further information can be found in previous papers and publications, most notably Danchiet al.(1994) and Haleet al.(2000).
### 2.1 Observations
The Infrared Spatial Interferometer (ISI) is a two-element, heterodyne stellar interferometer operating at discrete wavelengths in the 9โ12 $`\mathrm{\mu m}`$ range and is located on Mt. Wilson, CA. The telescopes are each mounted within a movable semi-trailer and together can currently operate at baselines ranging from 4 to 56 m. Detailed descriptions of the apparatus and recent upgrades can be found in Lipman (1998) and Haleet al.(2000). System calibration was maintained by observations of partially resolved K giant stars $`\alpha `$ Tau and $`\alpha `$ Boo which have no known circumstellar dust. This approach has proven to be successful at calibrating the overall visibility data to a precision of about $`\pm `$5%.
By observing a target star throughout the night, visibility data are obtained at a variety of baselines, owing to the changing projection of the telescope separation vector as the star moves across the sky. Data taken on various nights and with different telescope spacings are collated and uncertainty estimates produced by inspecting the internal scatter of the measurements at similar spatial frequencies. The sparse Fourier coverage afforded by the ISIโs single baseline and concomitant lack of Fourier phase (or closure phase) measurements severely constrains the types of analyses that can be pursued. Thus aperture synthesis techniques are of limited utility, and interpretation of the data relies largely on radiative transfer calculations of simple dust shell models.
### 2.2 Radiative Transfer Modeling
Physical parameters of dust shells around evolved stars can be obtained through modeling, i.e. directly fitting the visibility data. This allows additional observations, such as spectrophotometry or interferometric work at other wavelengths, to be included as constraints on the modeling. The radiative transfer modeling code used for this purpose is based on the work of Wolfire & Cassinelli (1986) and assumes the dust distribution to be spherically symmetric (see Danchiet al. for a detailed description). Starting with the optical properties and density distribution of the dust grains, this code calculates the equilibrium temperature of the dust shell as a function of the distance from the star, whose spectrum is assumed to be a blackbody. Subsequent radiative transfer calculations at 67 separate wavelengths allow the wavelength-dependent visibility curves, the broadband spectral energy distribution, and the mid-infrared spectrum all to be computed for comparison with observations. The 8โ12 $`\mu `$m band is densely sampled, and has been useful for comparing with UKIRT spectrophotometric monitoring (Monnier, Geballe, & Danchi (1998)).
The model simulates a star of radius R and temperature T<sub>eff</sub> situated at the center of the dust shell. Because of high temperatures preventing dust condensation, there is a dust-free spherical region extending from the photosphere to the dust shell inner radius, R<sub>dust</sub>. For the simple models under consideration here, the density distribution of dust is constrained to follow a power law from R<sub>dust</sub> to R<sub>outer</sub>, at which point the dust density is assumed to drop to zero again. Typically (and in all cases for this paper), uniform outflow is assumed, implying the dust density falls off like $`\rho R^2`$, and R<sub>outer</sub> is taken to be large enough to contain all significant thermal emission (in the mid-IR) of the dust. The overall density of the dust shell is parameterized by the optical depth $`\tau `$ at 11.15 $`\mu `$m along a line-of-sight connecting the observer with the star.
The code treats a distribution of dust sizes by calculating the dust temperature as a function of grain size and dust type (e.g. dirty silicates, amorphous carbon, graphite), using the Mathis, Rumpl, & Nordsieck (1977) grain size distribution, where the grain size $`a`$ spans $`0.01\mathrm{\mu m}`$$`<a<0.25\mathrm{\mu m}`$ with number density $`na^{3.5}`$. Dust opacities were calculated from the optical constants assuming spheroidal Mie scattering using a method developed by Toon & Ackerman (1981). The warm silicate dust constants from Ossenkopfet al.(1992) and the amorphous carbon (AC) dust constants from Rouleau & Martin (1991) were used for modeling oxygen-rich and carbon-rich dust shells respectively.
## 3 ISI Results and Modeling of Dust Shells
New ISI visibility data for IRC +10216 and VY CMa presented here, along with recent mid-infrared spectra, are used to constrain radiative transfer models of the circumstellar dust shells. For any given source, it is difficult or impossible to fit the vast array of multi-wavelength data available using a simple model (see Monnieret al. and Groenewegen for recent attempts). This difficulty is largely due to the overly-simple nature of the models (e.g., spherical symmetry), unknown dust properties (e.g., grain size distribution, effects of large grains), and the lack of coeval data for these pulsating stars. Because we are partly concerned with the dust shell as a mid-IR background continuum source for molecular absorption, the modeling found herein is focused on reproducing the observed mid-infrared properties in Fall 1998 when molecular line data was collected (see Monnieret al.2000). Hence, the data and modeling results are presented for Fall 1998 separate from other epochs. In order to implicitly include observations at other wavelengths and from other epochs, some choices of model parameters have been guided by the results of previous, more detailed modeling work, when available.
### 3.1 IRC +10216
#### 3.1.1 Introduction
The long-period variable star IRC +10216 was discovered by Neugebauer & Leighton (1969) during the 2.2 $`\mu `$m sky survey, and its optical counterpart was shown to be extended and asymmetric (Becklin et al. (1969)). It was soon recognized to be an evolved giant star surrounded by an opaque envelope of dust, whose intense thermal emission makes it one of the brightest mid-infrared sources outside the solar system.
Because of its high infrared brightness and the large number of molecules found in its dense outflow, IRC +10216 has become one of the most studied objects in the galaxy; the Astrophysics Data System lists nearly 1000 papers associated with this star. In particular, the large angular size of the dust shell, first established through lunar occultation work (Toombs et al. (1972)), has made IRC +10216 a favorite target of interferometrists (see below).
Spectral observations have revealed a carbon-rich envelope (Herbig & Zappala (1970)) and subsequent workers have identified over 50 different molecular species in the circumstellar environment (Glassgold (1998)), most in radio and millimeter transitions. IRC +10216 has become prototypical of extreme evolved carbon stars, a rare stellar specimen representing a brief, but important, phase of heavy mass-loss in the late stages of stellar evolution. The mass-loss rate has been estimated through observations of J=2-1 line of CO and from mid-infrared interferometric observations to be $`3\times 10^5\text{ M}\text{}yr^1`$ (Knapp et al. (1982); Danchi et al. (1994)), assuming a distance of 135 pc (Groenewegen (1997)). Recently, its inner dust shell has been imaged and shown to be highly inhomogeneous and asymmetric (Weigelt et al. (1998); Haniff & Buscher (1998); Tuthill, Monnier & Danchi (1998); Skinner, Meixner & Bobrowsky (1998); Monnier (1999); Tuthill et al. (2000)). Observations of the outer envelope (e.g., Bieging & Tafalla (1993)) indicate a more or less spherically symmetric outflow, and so it has been suggested that IRC +10216 is presently undergoing a transformation from a (spherically symmetric) red giant star to a (asymmetric) planetary nebula. If so, we are witnessing an extremely short-lived phase and high spatial resolution observations are critical to understanding the complicated processes at play.
While the inner region of the dust shell has already been shown to be high clumpy (see references above) in the near-infrared and visible, the mid-infrared emission is expected to be more symmetrical because of enhanced emission from cooler dust grains farther out in the flow, which contribute substantially to the total mid-infrared flux. However, data from the single baseline of the ISI cannot untangle complicated effects due to deviations from spherical symmetry. A number of other authors have found that spherically symmetric models of the dust shell around IRC +10216 can fit most of the spectral and imaging data, at least redward of $``$2 $`\mu `$m (e.g., Ivezic & Elitzur (1996); Groenewegen (1997)). At shorter wavelengths, scattering in the inhomogeneous and clumpy inner dust shell dominate the appearance (Haniff & Buscher (1998); Skinner, Meixner & Bobrowsky (1998)) and spherically symmetric models begin to fail. While recognizing these uncertainties, in this section we develop a spherically symmetric model of the dust shell around IRC +10216.
#### 3.1.2 Data from Fall 1998
The visibility curve of IRC +10216 at 11.15 $`\mu `$m was measured on 1998 Nov 18 (UT) with a 4-meter, East-West baseline. Earth rotation foreshorted the baseline and allowed a range of spatial frequencies to be used. Details concerning data reduction and calibration can be found in Haleet al.(2000) and references therein.
Table 1 and figure 1 show the visibility data for IRC +10216 calibrated using $`\alpha `$ Tau, approximately a point source at the resolution of this experiment. The ISI detects only radiation within the telescope primary beam, FWHM$``$1.8<sup>โฒโฒ</sup> for the 1.65 m apertures. This significantly modifies the observed visibility curves from those obtainable using an interferometer with smaller aperture telescopes. Active image stabilization could not be used for obscured sources such as IRC +10216 and allow the outer parts of the nebula to be detected as well. This effect was included in the modeling described below by multiplying the model emission profiles by an appropriately-sized primary beam pattern centered on the central star. The Gaussian FWHM used is reported in the parameter tables for all models. Furthermore, the decorrelation resulting from independent guiding errors in each telescope is appropriately calibrated by observing the calibrator source under similar observing conditions.
#### 3.1.3 The dust model
The best-fitting model parameters for a uniform outflow dust shell appear in table 2, and were discussed in ยง2.2. The new ISI visibility data from November 1998 and a mid-infrared spectrum taken at pulsational phase 0.65 (Monnieret al.1998) were used to constrain the model fitting parameters. This spectrum was chosen to closely coincide with the pulsational phase of IRC +10216 during the observation ($`\varphi _{\mathrm{IR}}`$0.76). The data and model fits can be found in figures 1 & 2 and are quite satisfactory, considering the simplicity of the dust density distribution. Note that the SiC feature near 11.3 $`\mu `$m was not included in the optical constants, resulting in a systematic misfit in this spectral region.
The inner radius (150 mas) and mid-IR optical depth agree quite well (within 10%) with the dust shell parameters in Groenewegen (1997), who recently modelled the source at maximum light. However, this inner radius is significantly larger than that deduced by models based on data taken approximately a decade ago, $``$75 mas deduced from earlier epochs of ISI data (Danchi et al. (1994)) and $`95\pm 10`$ mas from near-infrared data (Ridgway & Keady (1988)). At 150 mas away from IRC +10216 near minimum light, the dust temperature is only about 860K, significantly below the condensation temperature ($``$1400 K). This can be explained if the dust was initially created 5-10 years ago and has been flowing outward since that time. This is also consistent with recent near-IR images of the inner dust zone, which show a clumpy outwardly expanding dusty environment with no obvious new dust production within the last 3 years (Haniff & Buscher (1998); Weigelt et al. (1998); Tuthill, Monnier & Danchi (1998); Monnier (1999); Tuthill et al. (2000)). This dust shell model will be used for subsequent modeling of molecular absorption around IRC +10216 (Monnieret al.2000).
#### 3.1.4 Data from other epochs
Special care was made to model the dust shell of IRC +10216 during Fall 1998 because spectral line data were also collected during this epoch (Monnieret al.2000). However, additional data were collected on 16 m and 9 m baselines in early November 1997 and on a 4 m baseline in April 1999. The (IR) pulsational phases for these two observations were $``$0.18 and 0.01 respectively, and the data for these observations can be found in table 3.
Since both sets were taken near maximum light, the stellar luminosity (15000 L) and effective temperature (2000 K) from Groenewegen (1997) were used for modeling the stellar output. However, the dust shell model developed to fit the Fall 1998 data was completely unmodified (see table 2 for parameters). The additional luminosity decreased visibilities somewhat from Fall 1998 model values, and the comparison to the Spring 1999 data is quite favorable (see figure 3). This means that the differences in the mid-infrared visiblities can be completely explained by the varying luminosity of the underlying star, without invoking new dust production or significant dust shell evolution between epochs. The disagreement at the longest baseline may be due to inhomogeneities and asymmetries in the dust shell, reflecting very high resolution structure not incorporated in spherically symmetric models.
### 3.2 VY CMa
#### 3.2.1 Introduction
VY CMa (spectral type M5eIbp) is a very unusual star, displaying intense radio maser emission from a variety of molecules, strong dust emission in the mid-infrared, high polarization in the near-infrared, and large amplitude variability in the visible. Many properties of VY CMa were recently reviewed in Monnieret al.(1999a), which included new near-IR imagery of its complicated circumstellar environment.
Using a distance estimate of 1.5 kpc based on work by Lada & Reid (1978) and observations of maser proper motions (Marvel (1996); Richards, Yates, & Cohen (1998)), Monnieret al.(1999a) estimated the true, obscuration-corrected luminosity to be L$`{}_{}{}^{}`$2$`\times 10^5`$L. The high luminosity, coupled with an extremely low effective temperature T$`{}_{}{}^{}2800`$K (Le Sidaner & Le Bertre (1996)), suggests VY CMa is a massive star (M$`{}_{}{}^{}25`$M) on the verge of exploding as a supernova (within $``$10<sup>4</sup> years, Brunish & Truran (1982)). Another sign of impending cataclysm is the extensive mass being lost by VY CMa into an optically thick circumstellar envelope. The mass loss rate for this star has been estimated using a variety of techniques (summarized in Danchiet al.), yielding a most probable value of $`\dot{M}`$ 2$`\times 10^4`$M$`{}_{}{}^{}\mathrm{yr}_{}^{1}`$.
Previous observations of the circumstellar envelope at a variety of wavelengths have shown evidence of significant asymmetries. Maser emission of SiO, H<sub>2</sub>O, and OH show spatial and redshift distributions not consistent with simple outflow geometries (e.g. Benson & Mutel (1979); Marvel (1996); Richards, Yates, & Cohen (1998)). In addition, optical observers have noted VY CMaโs peculiar one-sided nebulosity for most of this century (Worley (1972); Herbig (1972)). Indeed, recent visible images from the Hubble Space Telescope (Kastner & Weintraub (1998); Smith et al. (1999)) and near-IR adaptive optics observations (Monnier et al. 1999a ) show a one-sided reflection nebula, with a complicated arrangement of scattering features. High values of near-infrared linear polarization have been observed, resulting from small-scale asymmetries close to the star itself (Monnier et al. 1999a ). McCarthy (1979) reported asymmetry in the mid-infrared emission of the dust shell, interpreting this as evidence for thermal emission from a disk-like structure. Another important observational fact is that VY CMa is an irregular variable star showing 1-3 mag optical variation on the time scale of $``$2000 days (Marvel (1996)). Other observations testifying to the dynamic nature of this source are recent changes in the direction of the near-infrared polarization (Maihara et al. (1976)) and shape of the mid-infrared spectrum (Monnier, Geballe, & Danchi 1998, 1999)
#### 3.2.2 Data from Fall 1998
The 11.15 $`\mu `$m visibility curve of VY CMa was measured over a two-day period, from 1998 November 18 to 1998 November 19 (UT) with the ISI in its 4-meter, East-West baseline configuration. Details concerning data reduction and calibration are identical to those for IRC +10216.
#### 3.2.3 The dust model
Despite the evidence for asymmetries in the inner dust shell, spherical symmetry was adopted for modeling the average properties of the mid-IR emission. The best-fitting model parameters for a uniform outflow dust shell appear in table 5. The new ISI visibility data from November 1998 and a mid-infrared spectrum (Monnieret al.1998) were used to constrain the model fitting parameters. VY CMa does not have a well-defined pulsational period and because we have no good estimate of its flux level in November 1998, a mid-IR spectrum of intermediate brightness (1995 Mar 17) was used. The data and model fits can be found in figures 4 & 5 and are in good agreement. Note that the model silicate feature near 9.7 $`\mu `$m appears with a decreased peak due to self-absorption, although not as flat as the observed spectrum.
The inner radius (50 mas) and mid-IR optical depth agree well with previous modeling based on mid-infrared interferometric measurements (Danchi et al. (1994)). According to the current model, the dust temperature at this inner radius is about 1300 K, which is roughly the expected condensation temperature for silicate dust grains. Note that this inner radius is in striking disagreement with the modeling results of Le Sidaner (1996) whose fitting procedure only considered the broadband spectral energy distribution (SED). While their best fitting models indicate a dust shell inner radius of 120 mas, the authors noted that the VY CMa results were โcertainly the least satisfactory in \[their\] work.โ This illustrates the importance of high angular resolution observations for properly constraining radiative transfer models.
Because the dust shell around this star appears asymmetric on all observed scales (10-10000 AU; e.g., Monnier et al. 1999a ), this simple spherically symmetric model should be considered a rough approximation of the true dust shell; we attempt here only to represent some kind of โaverageโ dust density distribution. This has proven adequate for interpreting the spectral line results discussed in the next paper of this series (Monnieret al.2000).
#### 3.2.4 Data from other epochs
VY CMa was also observed by the ISI in October 1997 with a 16m baseline. This configuration allowed the visibility to be sampled at projected baselines from about 3 to 10 meters. These data have been plotted along with Fall 1998 data on figure 4 (numerical values can be found in table 6). Significant differences in the short baseline data at the two epochs can be seen (at $`3\times 10^5`$ rad<sup>-1</sup>), plausibly arising from changes in the dust shell between observations, deviations from circular symmetry, or anomalous miscalibration at low elevation. These possibilities will be discussed in turn.
Near-constancy in the near-infrared brightness distribution from January 1997 to January 1999 (Monnieret al.1999a; recent unpublished data) suggests that no significant changes in the dust shell occurred between the ISI observations of October 1997 and November 1998. Interestingly, the short baseline observations in 1997 and 1998 were sampling nearly orthogonal position angles on the sky (see tables 4 & 6, where angles are measured in degrees East of North). Hence, the visibility differences could be due to dust shell asymmetry (e.g., NW-SE elongation). Unfortunately, VY CMa was at unavoidably low sky elevations during short baseline observations on the 16m baseline. While accurate calibrations were generally attainable in such cases, it is possible that anomalous atmospheric conditions at low elevation could have caused the lower visibility observed, mimicking the aforementioned dust shell asymmetry.
An asymmetric dust distribution is suggested by high resolution, near-infrared and visible imaging of VY CMaโs circumstellar environment. A NW-SE elongation direction roughly coincides with the โequatorial planeโ of enhanced mass-loss inferred to exist from the morphology of the reflection nebula (Kastner & Weintraub (1998); Monnier et al. 1999a ), but is not in agreement with an earlier mid-IR measurement reported by McCarthyet al.(1980). Diffraction-limited imaging with 8 m-class telescopes in the mid-infrared should resolve these ambiguities in interpretation.
## 4 Conclusions
We have presented new visibility data and models of the dust shells for the carbon star IRC +10216 and the red supergiant VY CMa. Spherically symmetric, uniform outflow models were adequate to fit most of the mid-infrared properities of these sources. We find that the inner radius of the IRC +10216 dust shell is much larger than that expected if dust was continuously condensing out of the gas; this is in contrast to earlier epochs which showed material much closer to the star. From this, we conclude that little new dust has been produced around IRC +10216 during the last 5-10 years. However, the dust shell around VY CMa appears very similar to that first observed by the ISI around 1990, implying continuous production of dust over the intervening years. These new data have enhanced position angle coverage, yielding evidence for a marked asymmetry of the inner dust shell of VY CMa, although the data are also consistent with pure time evolution. The dust envelopes around these stars are sufficiently large that diffraction-limited observations using a mid-infrared instrument on an 8 m-class telescope should resolve possible asymmetries and vastly improve our understanding of these dust shells, as well as the physical causes for the development of mass-loss asymmetry during the final stages of stellar evolution.
###### Acknowledgements.
This work is a part of a long-standing interferometry program at U.C. Berkeley, supported by the National Science Foundation (Grant AST-9221105, AST-9321289, and AST-9731625) , the Office of Naval Research (OCNR N00014-89-J-1583), and NASA.
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# Setting Confidence Belts
## I Introduction
We consider two simple problems for setting confidence belts. The first problem is that of the Poisson distribution in the presence of background. The second problem is the measurement of a non-negative parameter $`\theta `$, with a normally distributed error. Although simple problems, there has been considerable work and discussion on them in the last few years. Most of the discussion has centered on the Poisson case, when the number of observed events is small. This is an important current topic because there are many search experiments involving small numbers of events. These include Higgs particle searches, supersymmetry searches, and neutrino oscillation searches such as LSND and KARMEN.
We will briefly describe some recent attempts to address these problems.
## II The Feldman-Cousins Unified Approach
The standard method for setting 90% CL bounds has been to select a region with a 5% probability above and a 5% probability below the bounds. About two years ago, Gary Feldman and Bob Cousins suggested a method, new to physics analyses, called the unified procedure. For the Poisson case, for each possible value of the parameter $`\theta `$, they looked at the ratio of the probability of getting the observed number of events $`n`$ for that $`\theta `$ compared to the maximum probability for all physically allowed $`\theta `$โs, and picked $`n`$โs with the highest ratio to build a 90% confidence region. This solved two problems with the old procedure. It automatically transitioned from an upper limit to a confidence belt and it always produced confidence sets in the physical region.
The unified procedure works well for many problems and is a significant improvement over the symmetric tails procedure. However it has a serious problem if few or no events are observed. If 0 events are seen, there are 0 signal and 0 background events. That there are 0 background events is interesting, but irrelevant to the question of whether signal events are seen. A 90% C.L. limit on $`\theta `$ should come from $`p_\theta (0)10`$%, which sets a limit at $`\theta =2.3`$. (Throughout this article probabilities for a fixed parameter $`\lambda `$ are denoted by a subscript $`p_\lambda `$. Probability densities and probability masses are denoted with lower case letters and distribution functions by upper case letters.) Such a case did occur in the Summer of 1998 from initial KARMEN results . They had 0 events with a background of 2.88, and using the unified method obtained an upper limit of $`\theta =1.08`$. It is desirable to have a method set a confidence limit near 2.3, independent of background, for a 90% C.L., when no events are seen.
## III The Roe-Woodroofe Procedure
We presented a variant of the Feldman-Cousins unified procedure which corrected this problem and introduced the concept of conditional coverage. For any observation we know that the background is less or equal to the observed number of events, $`n_{observed}`$. We suggested the use of a sample space not of all experimental outcomes, but of outcomes with background $`n_{observed}`$. Thus, if $`n_{observed}=4`$, we considered only measurements in which there are $`4`$ background events, even for 20 events observed in the sample space. This probability was used both to set the ratio used in the unified method and to calculate the coverage probability. This method had the advantage of giving an upper limit of about 2.42 for 0 observed events independently of the background mean $`b`$. See Figure 1.
Robert Cousins found that this procedure had a problem with its lower limit when applied to a continuous observable. Suppose one measures a parameter $`\theta 0`$ with a measurement error $`\mathrm{\Delta },x=\theta +\mathrm{\Delta }`$, where $`\mathrm{\Delta }`$ is normal (0,1). The R-W procedure eliminated $`\theta =0`$ for all $`x>0`$. However, if $`\theta =0`$, the probability of measuring $`x>1.39`$ is 10%. See Figure 2. It appeared that the R-W upper limit and the F-C lower limit were needed.
Since the conditional coverage concept is, as yet, unfamiliar, it is desirable that a method should have reasonable conventional coverage as well as conditional coverage.
## IV Bayesian Credible Intervals
In this section, we derive Baysian credible intervals when the expected signal is given a uniform prior distribution. These intervals have several desirable properties. Like the unified intervals, Bayesian intervals lie in the physical region and automatically change from confidence bounds to two-sided intervals. They avoid the known pitfalls mentioned above, the problems with low counts in unified method and the large lower boundary of the conditional confidence intervals in the continuous case. Finally, and importantly, the Bayesian intervals are optimal on their own terms. The intervals derived minimize length among all credible intervals. The price paid for these desirable properties is dependence on the prior and metric. We address the first of these concerns by showing that the frequentist coverage probability of the Bayesian intervals is quite close to the Bayesian posterior credible level. That is, while the two probabilities are conceptually quite different, they are close numerically. In addition, we show that the Bayesian credible intervals have exact conditional (frequentist) coverage probability, except for discreteness in the Poisson case. With regard to the metric, it is primarily the optimality of our procedures that depends on the metric. See Section 7.
We will illustrate with two examples, a Poisson case in which the mean is composed of an unknown signal mean $`\theta 0`$ and a known background mean $`b`$ and the measurement $`x`$ of a parameter $`\theta 0`$, with a measurement error $`\mathrm{\Delta }`$ which is normal (0,1). We use a uniform (improper) prior of 1 for $`0\theta <\mathrm{}`$ in both problems.
### A The Continuous Example
This is a simple problem in which the statistical issues are clear and which approximates the Poisson problem for large $`b+\theta `$. We measure $`x=\theta +\mathrm{\Delta }`$, where $`\theta 0`$, and the density function for $`x`$ is
$$f(x|\theta )\varphi (x\theta )=\frac{1}{\sqrt{2\pi }}e^{\frac{1}{2}(x\theta )^2}.$$
(1)
For the uniform prior probability $`pr(\theta )=1`$, the marginal density of $`x`$ becomes
$$f(x)=_0^{\mathrm{}}\varphi (x\theta )pr(\theta )๐\theta =\mathrm{\Phi }(x),$$
where
$$\mathrm{\Phi }(x)_{\mathrm{}}^x\varphi (y)๐y,$$
the standard normal distribution function. We now use Bayes theorem $`f(x|\theta )\times pr(\theta )=f(\theta |x)\times f(x)`$. The conditional density of $`\theta `$ given $`x`$ is
$$f(\theta |x)=\frac{\varphi (x\theta )}{\mathrm{\Phi }(x)}.$$
(2)
$`f(\theta |x)`$ is proper; the improper (infinite) prior has cancelled out. We wish to find an upper limit $`u`$ and a lower limit $`\mathrm{}`$, dependent on $`x`$, for which
$$Prob\{\mathrm{}\theta u|x\}=1ฯต.$$
(3)
In Bayes theory, such intervals are called credible intervals. It is desirable to minimize the interval $`[\mathrm{},u]`$, subject to (3). We do that by picking $`\theta `$โs with the largest probability density to be within the interval,
$$[\mathrm{},u]=\{\theta :f(\theta |x)c\},$$
where $`0c1/\sqrt{2\pi }`$ is chosen to satisfy Equation (3). Now, $`f(\theta |x)c`$ if and only if $`|\theta x|d`$, where
$$d=\sqrt{2\mathrm{ln}c\mathrm{ln}(2\pi )2\mathrm{ln}[\mathrm{\Phi }(x)]}.$$
There are two cases to be considered. If $`dx`$, then the condition (3) becomes
$$1ฯต=_{xd}^{x+d}f(\theta |x)๐\theta =_d^d\frac{\varphi (\omega )}{\mathrm{\Phi }(x)}๐\omega =\frac{2\mathrm{\Phi }(d)1}{\mathrm{\Phi }(x)};$$
$$d=\mathrm{\Phi }^1[\frac{1}{2}+\frac{1}{2}(1ฯต)\mathrm{\Phi }(x)],$$
(4)
where $`\mathrm{\Phi }^1`$ denotes the inverse function to $`\mathrm{\Phi }`$. If $`x<d`$, (3) becomes
$$ฯต=_{x+d}^{\mathrm{}}f(\theta |x)๐\theta =_d^{\mathrm{}}\frac{\varphi (\omega )}{\mathrm{\Phi }(x)}๐\omega =\frac{1\mathrm{\Phi }(d)}{\mathrm{\Phi }(x)};$$
$$d=\mathrm{\Phi }^1[1ฯต\mathrm{\Phi }(x)].$$
(5)
If $`x_0`$ is the point where these two curves meet, then,
$$x_0=\mathrm{\Phi }^1\left(\frac{1}{1+ฯต}\right).$$
(6)
Hence, the desired credible interval is $`[\mathrm{},u]=[\mathrm{max}(xd,0),x+d],`$ where $`d=\mathrm{\Phi }^1[1ฯต\mathrm{\Phi }(x)]`$, if $`\mathrm{}<xx_0`$, and $`d=\mathrm{\Phi }^1[\frac{1}{2}+\frac{1}{2}(1ฯต)\mathrm{\Phi }(x)]`$ if $`x_0<x<\mathrm{}`$.
### B Poisson Example
The probability mass function and distribution function for the Poisson distribution with mean $`\lambda `$ are:
$$p_\lambda (n)=\frac{e^\lambda \lambda ^n}{n!}.$$
(7)
and $`P_\lambda (n)=p_\lambda (0)+\mathrm{}+p_\lambda (n)`$. For our present problem $`\lambda =\theta +b`$, where $`b0`$ is the fixed (known) โbackgroundโ mean. If we let $`\theta `$ have a prior uniform distribution $`pr(\theta )=1`$ for $`\theta 0`$, we then have
$$p(n)=_0^{\mathrm{}}\frac{1}{n!}(\theta +b)^ne^{(\theta +b)}pr(\theta )๐\theta $$
$$=_b^{\mathrm{}}\frac{1}{n!}\omega ^ne^\omega ๐\omega =P_b(n)$$
(8)
as derived in our previous paper. The derivation proceeded by expanding $`(\theta +b)^n`$ and noting that $`_0^{\mathrm{}}\theta ^ke^\theta ๐\theta =k!`$. We again use Bayesโ Theorem $`p_{\theta +b}(n)\times pr(\theta )=p_b(n,\theta )=p_b(\theta |n)\times p(n)`$. Then, recalling that $`pr(\theta )=1`$ for $`\theta 0`$ and $`p(n)=P_b(n)`$, we have
$$p_b(\theta |n)=\frac{p_{\theta +b}(n)}{P_b(n)}.$$
(9)
To set upper and lower confidence bounds for $`\theta `$, we need to solve the equation
$$1ฯต=_{\mathrm{}}^up_b(\theta |n)๐\theta =\frac{P_{b+\mathrm{}_n}(n)P_{b+u_n}(n)}{P_b(n)}$$
(10)
for $`\mathrm{}`$ and $`u`$. A 90% C.L. corresponds to setting $`ฯต=0.1`$. The second equality here is obtained by writing $`_{\mathrm{}}^u=_{\mathrm{}}^{\mathrm{}}_u^{\mathrm{}}`$ and using the reasoning described after Equation (8). To get the shortest interval $`u\mathrm{}`$ we need to include values of $`\theta `$ with highest density, i.e.,
$$[\mathrm{},u]=[\theta :p_b(\theta |n)c]$$
(11)
for some $`c`$. The conditions (10) and (11) may be solved numerically by an iterative procedure. This procedure is described in Section 6 in a more general context.
## V Frequentist Properties
The Bayesian credible intervals just derived have exact posterior coverage probability $`1ฯต`$, by construction. In this section, we show that they also have high frequentist coverage probability.
### A The Continuous Example
In the continuous example, $`x=\theta +\mathrm{\Delta },\theta 0`$, and $`\mathrm{\Delta }\mathrm{normal}(0,1)`$. Fix a $`\theta `$ and find the points at this fixed $`\theta `$ where $`x`$ meets the upper and lower Bayesian limits. Let $`x_{\mathrm{}}(\theta )`$ be that $`x`$ which meets the upper limit, $`\theta =u(x_{\mathrm{}})=x_{\mathrm{}}+d(x_{\mathrm{}})`$ and $`x_u(\theta )`$ be that $`x`$ which meets the lower limit, $`\theta =\mathrm{}(x_u)=x_umin[d(x_u),x_u]`$. Then $`[\mathrm{}(x),u(x)]`$ covers $`\theta `$ iff $`x_{\mathrm{}}xx_u`$, and the conventional unconditional coverage is $`\mathrm{\Phi }(x_u\theta )\mathrm{\Phi }(x_{\mathrm{}}\theta )`$. This is not exactly $`1ฯต`$. A lower limit on the coverage is shown in the Appendix to be
$$\mathrm{\Phi }(x_u\theta )\mathrm{\Phi }(x_{\mathrm{}}\theta )\frac{1ฯต}{1+ฯต},$$
(12)
but this is a very conservative limit. For $`ฯต=0.1`$, this lower limit is 0.8182, while a numerical calculation finds a minimum coverage of about 0.86.
The conventional coverage probability can be improved for a very small increase in limits. We will consider a conservative ad-hoc modification of the upper limit on $`\theta `$ using the one-sided limit for a higher confidence level, $`ฯต^{}=ฯต/2`$. Let
$$u^{}(x)=\mathrm{max}[u(x),x+\mathrm{\Phi }^1\left(1\frac{1}{2}ฯต\right)].$$
Let $`x_{\mathrm{}}^{}`$ be the $`x`$ corresponding to $`u^{}(x)=\theta `$. The formula for the conventional coverage is $`\mathrm{\Phi }(x_u\theta )\mathrm{\Phi }(x_{\mathrm{}}^{}\theta )`$, as above. The undercoverage, derived in the Appendix, is very small for this conservative modification. For a 90% C.L., the conventional coverage is at least .900 everywhere to three significant figures. Figure 3 shows a plot of the coverage bands, plotted as $`\theta x`$ vs $`x`$. The confidence bands are shown in Figure 4 and compared with the old R-W upper bound and the Feldman-Cousins unified procedure lower bound. The conventional frequentist coverage for the Bayesian model and for this conservative modification are shown in Figure 5.
The Bayesian credible intervals also have an exact conditional frequentist property, in terms of the error $`\mathrm{\Delta }=x\theta `$. Note that if $`x`$ is observed, then, necessarily, $`\mathrm{\Delta }x`$, since $`\theta 0`$. $`\mathrm{\Phi }(x)`$ is just the probability that $`\mathrm{\Delta }x`$. Let $`a(x)=min[d(x),x]`$. Then the interval $`[\mathrm{}(x),u(x)]`$ covers $`\theta `$ iff $`\mathrm{}(x)\theta u(x)`$ or, equivalently, $`d(x)\mathrm{\Delta }a(x)`$. In the Appendix, it is shown that if $`x^{}=\theta +\mathrm{\Delta }^{}`$ is an independent copy of $`x`$, then
$$Prob_\theta [d(x)\mathrm{\Delta }^{}a(x)|\mathrm{\Delta }^{}x]=1ฯต$$
and $`[\mathrm{}(x),u(x)]`$ is the shortest interval with these properties.
### B The Poisson Example
As in the continuous case, the conventional coverage is not exact in the Poisson case. For $`b=3`$ and $`1ฯต=0.9`$, for example, the conventional coverage varies from about 86% to 96.6%. Figure 6 shows the resulting confidence belt for $`b=3,ฯต=0.1`$.
The conditional coverage is shown in the Appendix to be $`1ฯต`$, except for discreteness.
The conventional coverage can be improved by a small ad hoc modification similar to that used for the continuous case. Consider an alternate Bayesian upper limit $`u^{}`$ for $`\theta `$ defined as the one-sided limit for a credible level $`=1ฯต^{}`$. Take the modified upper limit as the maximum of $`u`$ and $`u^{}`$. In the continuous example we chose $`ฯต^{}=ฯต/2`$. Here, we make a different ad hoc choice. The effect of the modification for $`b=3,ฯต=0.1`$ and $`ฯต^{}=0.08`$ is shown in Figure 7. The value of the limit for $`n=0`$ then increases from 2.3 to 2.53. See Figure 8. For a fixed $`ฯต^{}`$ the limit at $`n=0`$ is independent of $`b`$, but the appropriate choice of $`ฯต^{}`$ will depend weakly on $`b`$.
## VI Partial Background-Signal Separation
In this section, we extend the method to processes in which we have some information concerning whether a given event is a signal or a background event. Suppose on each event one measures a statistic $`x`$ (or a vector of statistics) for which the density function is $`g(x)`$ for signal events and $`h(x)`$ for background events. Suppose, further, that the number of observed events $`n`$ has a Poisson distribution with mean $`b+\theta `$, where $`\theta `$ is the expected number of signal events. We assume that $`b`$, the expected number of background events, is known. Then the joint probability mass function/density for observing $`n`$ events and parameters $`x_1,\mathrm{},x_n`$ is
$$f_\theta (n,x)=\frac{(b+\theta )^n}{n!}e^{(b+\theta )}\underset{k=1}{\overset{n}{}}\left[\frac{\theta g(x_k)+bh(x_k)}{b+\theta }\right]$$
$$=\frac{1}{n!}e^{(b+\theta )}\underset{k=1}{\overset{n}{}}[b+\theta r(x_k)]\times \underset{k=1}{\overset{n}{}}h(x_k),$$
(13)
where $`r(x_k)=g(x_k)/h(x_k)`$. For a uniform prior, $`pr(\theta )=1`$ for $`0\theta <\mathrm{}`$, the marginal and posterior probability mass function/densities of $`n`$ and $`x_1,\mathrm{},x_n`$, and of $`\theta `$ are then
$`f(n,x)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}f_\theta (n,x)๐\theta `$
$`=`$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{k=1}{\overset{n}{}}}h(x_k)\times {\displaystyle _0^{\mathrm{}}}e^{(b+\theta )}{\displaystyle \underset{k=1}{\overset{n}{}}}[b+\theta r(x_k)]e^{(b+\theta )}d\theta `$
$$q(\theta |n,x)=\frac{f_\theta (n,x)}{f(n,x)}.$$
(14)
Observe that
$$_0^{\mathrm{}}e^{(b+\theta )}\underset{k=1}{\overset{n}{}}[b+\theta r(x_k)]d\theta =n!\underset{m=0}{\overset{n}{}}C_{n,m}\frac{b^{nm}}{(nm)!}e^b,$$
where
$$C_{n,m}=\left[1/\left(\genfrac{}{}{0pt}{}{n}{m}\right)\right]\underset{j_1+\mathrm{}+j_n=m}{}\underset{k=1}{\overset{n}{}}r(x_k)^{j_k},$$
(15)
and where $`j_1\mathrm{}j_n`$ are restricted to the values 0 or 1. Cancelling common factors,
$$q(\theta |n,x)=\frac{e^\theta \underset{k=1}{\overset{n}{}}[b+\theta r(x_k)]}{n!_{m=0}^nC_{n,m}\frac{b^{nm}}{(nm)!}}.$$
(16)
Observe also that if $`g=h`$, then $`C_{n,m}=1`$ and $`q(\theta |n,x)`$ is the same as the posterior density of $`\theta `$ given $`n`$ in the Poisson case without the extra variables $`x`$.
We want to find upper and lower limits $`u,\mathrm{}`$ for $`\theta `$ such that $`Prob\{\mathrm{}\theta u|n,x\}=1ฯต`$ and to minimize that interval. This means we want $`[\mathrm{},u]=\{\theta :q(\theta |n,x)c\}`$. We first find the value $`\theta _{max}`$ at which $`q(\theta |n,x)`$ is maximum, or, equivalently, $`\mathrm{ln}[q(\theta |n,x)]`$ is maximum. Since the denominator in Equation (16)
$$D=n!\underset{m=0}{\overset{n}{}}\frac{b^{nm}}{(nm)!}C_{n,m}$$
(17)
does not depend on $`\theta `$,
$$\frac{d}{d\theta }\mathrm{ln}[q(\theta |n,x)]=\underset{k=1}{\overset{n}{}}\frac{r(x_k)}{b+\theta r(x_k)}1.$$
If $`r(x_1)\mathrm{}r(x_n)<b`$, then $`\theta _{max}=0`$. Otherwise, setting the derivative equal to 0 then leads to the equation
$$\theta _{max}=\underset{k=1}{\overset{n}{}}\frac{\theta _{max}r(x_k)}{b+\theta _{max}r(x_k)}.$$
(18)
If $`g=h`$, then it is easy to see that $`\theta _{max}=\mathrm{max}[0,nb]`$. It is clear from (18) that $`\theta _{max}n`$, and it can be shown that the obvious iteration starting at $`\theta =n`$ converges to $`\theta _{max}`$. This iteration is a special case of the EM algorithm .
Next integrate $`q(\theta |n,x)`$. Let
$$Q(a|n,x)_0^aq(\theta |n,x)๐\theta .$$
Then
$$1Q(a|n,x)=\frac{1}{D}_a^{\mathrm{}}e^\theta \underset{i=1}{\overset{n}{}}[b+\theta r(x_i)]d\theta $$
$$=\frac{1}{D}\underset{m=0}{\overset{n}{}}b^{nm}C_{n,m}\left(\genfrac{}{}{0pt}{}{n}{m}\right)_a^{\mathrm{}}\theta ^me^\theta ๐\theta .$$
(19)
We use the reasoning described after Equation(8) to evaluate this integral.
$$1Q(a|n,x)=\frac{1}{D}\underset{m=0}{\overset{n}{}}b^{nm}C_{n,m}\frac{n!}{m!(nm)!}m!e^a\underset{l=0}{\overset{m}{}}\frac{a^l}{l!}$$
$$=\frac{e^a\underset{i=0}{\overset{n}{}}\frac{b^{ni}C_{n,i}}{(ni)!}\underset{l=0}{\overset{i}{}}\frac{a^l}{l!}}{_{m=0}^n\frac{b^{nm}}{(nm)!}C_{n,m}}.$$
(20)
We can use either Equation (19), recognizing that the integral is an incomplete gamma function, or use Equation (20) to find $`Q(a|n,x)`$. The limits can then be found by iterations as follows.
1. First solve the equation $`Q(z|n,x)=1ฯต`$ for $`z`$. This is straightforward, since $`Q(z|n,x)`$ is increasing in $`z`$.
2. If $`q(z|n,x)q(0|n,x)`$, then $`\mathrm{}=0`$ and $`u=z`$.
3. If $`q(0|n,x)<q(z|n,x)`$, solve the equations
$$q(y|n,x)=c,$$
$$q(z|n,x)=c,$$
$$Q(z|n,x)Q(y|n,x)=1ฯต$$
for $`c,y,z`$ by a double iteration. In solving these equations, start with $`c=(c_{min}+c_{max})/2`$, where $`c_{min}=q(0|n,x)`$ and $`c_{max}`$ is the maximum value of $`q(\theta |n,x)`$, corresponding to $`\theta =\theta _{max}`$. Solve the first two equations for $`y<\theta _{max}<z`$. This is straightforward, since $`q(\theta |n,x)`$ is increasing for $`\theta \theta _{max}`$ and decreasing for $`\theta >\theta _{max}`$. Then replace $`c_{max}`$ (respectively, $`c_{min}`$) by $`c`$, accordingly as $`Q(z|n,x)Q(y|n,x)<1ฯต`$ (respectively, $`>1ฯต`$).
Note that the iteration procedure for the Poisson example without additional parameters measured is just a special case of this iteration procedure.
## VII Concluding Remarks
We have proposed methods for setting credible/confidence intervals for the means $`\theta `$ of a Poisson variable, observed in the presence of background, and of a normal distribution, when $`\theta `$ is known to be non-negative. In the process, we have made specific choices for the prior distributions and loss structure. The (uniform) prior distributions were chosen for mathematical tractability and agreement between the Bayesian credible level and conventional confidence level; and one of the main findings is that such agreement is possible. The intervals have an optimality property: they minimize the length of credible intervals in the $`\theta `$ scale for the uniform prior. For both problems, the mean provides a physically meaningful and mathematically tractable metric. Our procedures depend on the choice of metric, prior, and loss structure as follows: if the interval for $`\theta `$ is $`\mathrm{}\theta u`$ and the metric were changed, to $`\tau =1/\theta `$ say, then a valid interval for $`\tau `$ is $`1/u\tau 1/\mathrm{}`$. This has the same frequentist coverage as the original interval and is an exact credible interval for the induced prior, $`d\tau /\tau ^2`$. The optimality is lost, however. The transformed interval does not minimize length in the $`\tau `$-scale. The situation for our method is similar to that in the Cramer-Rao limit, Equation 13.10 of Roe . This very useful bound also depends on the metric.
The derivations of the ad hoc modifications in Section 5 mix Bayesian and frequentist reasoning, and this may seem inelegant. We believe that any inelegance is mitigated by the minor nature of the changes and the resulting good properties of the procedure from both the Bayesian and frequentist viewpoints.
In the case of a Poisson distribution without auxiliary variables, there is a close connection between our method and $`CL_s`$: the $`CL_s`$ procedure is mathematically equivalent to an upper credible bound with a uniform prior distribution. Read calls this a coincidence. We think that there is a deeper connection . The optimality claimed for $`CL_{b+s}`$ in Readโs work is optimality for testing background only versus background plus a specified signal. Our procedures are designed to produce intervals of shortest length, not most powerful tests. That these two criteria can lead to different procedures was noted in the statistical literature by Pratt .
This research is supported by the National Security Agency under MDA904-99-1-004 and the National Science Foundation under PHY-9725921.
## Proofs of Coverage and Optimality Theorems
### 1 Continuous Example
Recall that if $`x=\theta +\mathrm{\Delta }`$ is observed, then necessarily $`\mathrm{\Delta }x`$ and that $`\theta [\mathrm{}(x),u(x)]`$ iff $`d(x)\mathrm{\Delta }a(x)`$, where $`d(x)=u(x)x`$ and $`a(x)=x\mathrm{}(x)=min[d(x),x]`$. Let $`x^{}=\theta +\mathrm{\Delta }^{}`$ be an independent copy of $`x`$.
Theorem: For every $`x,Prob_\theta [d(x)\mathrm{\Delta }^{}a(x)|\mathrm{\Delta }^{}x]=1ฯต`$, and $`[\mathrm{}(x),u(x)]`$ is the shortest interval with this property. The first statement says that the conditional coverage of $`x\theta `$ is exact.
Proof: The result follows from
$$Prob_\theta [\mathrm{\Delta }^{}z|\mathrm{\Delta }^{}x]=\frac{\mathrm{\Phi }[min(x,z)]}{\mathrm{\Phi }(x)}=Prob[x\theta z|x].$$
(21)
In words, the conditional frequentist distribution of $`x^{}\theta `$ is the same as the posterior distribution of $`x\theta `$. It follows that
$`Prob_\theta [d(x)\mathrm{\Delta }^{}a(x)|\mathrm{\Delta }^{}x]`$ $`=`$ $`Prob[xu(x)x\theta min(x,d(x))|x]`$
$`=`$ $`Prob[\mathrm{}(x)\theta u(x)|x]=1ฯต,`$
where the last equality follows from the definitions of $`\mathrm{}(x)`$ and $`u(x)`$. Next, if $`[L(x),U(x)]`$ is any interval for which $`Prob_\theta [D(x)\mathrm{\Delta }^{}A(x)|\mathrm{\Delta }^{}x]=1ฯต`$, where $`D(x)=U(x)x`$ and $`A(x)=xL(x)`$, then
$$Prob[L(x)\theta U(x)|x]=Prob[D(x)x\theta A(x)|x]=1ฯต$$
and, therefore, $`U(x)L(x)u(x)\mathrm{}(x)`$, since the Bayesian limits were chosen to minimize the length of the interval.
$`\mathrm{}`$
To put this in more conventional terms, let the interval $`C(x,x^{})=[x^{}a(x),x^{}+d(x)]`$. Then
$$Prob_\theta [C(x,x^{})\theta |\mathrm{\Delta }^{}x]=1ฯต,$$
(22)
where $`x^{}`$ is the random variable.
Theorem: A lower limit for the conventional coverage is $`(1ฯต)/(1+ฯต)`$.
Proof: Recall that $`x_{\mathrm{}}`$ and $`x_u`$ were the values of $`x`$ for a given $`\theta `$ meeting the upper and lower Bayesian limits, so $`\theta =u(x_{\mathrm{}})=x_{\mathrm{}}+d(x_{\mathrm{}})`$ and $`\theta =\mathrm{}(x_u)=x_umin[d(x_u),x_u]`$. The unconditional frequentist coverage probability is
$$Prob_\theta [\mathrm{}(x)\theta u(x)]=Prob_\theta [x_{\mathrm{}}xx_u]=\mathrm{\Phi }(x_u\theta )\mathrm{\Phi }(x_{\mathrm{}}\theta ).$$
Recall the definition of $`x_0`$ and observe that $`x_ux_0`$ for all $`\theta >0`$, since $`\theta =\mathrm{}(x_u)`$ and $`\mathrm{}(x)=0`$ for $`xx_0`$. First suppose that $`x_{\mathrm{}}x_0`$. Then $`\mathrm{\Phi }(x_{\mathrm{}})\mathrm{\Phi }(x_0)\mathrm{\Phi }(x_u)`$ and $`\mathrm{\Phi }(x_0)=1/(1+ฯต)`$ by (6). Also, by (4) and (5), $`\mathrm{\Phi }(x_{\mathrm{}}\theta )=\mathrm{\Phi }[d(x_{\mathrm{}})]=1\mathrm{\Phi }[d(x_{\mathrm{}})]=ฯต\mathrm{\Phi }(x_{\mathrm{}}),\mathrm{\Phi }(x_u\theta )=\mathrm{\Phi }[d(x_u)]=\frac{1}{2}+\frac{1}{2}(1ฯต)\mathrm{\Phi }(x_u),`$ and
$`\mathrm{`}\mathrm{\Phi }(x_u\theta )\mathrm{\Phi }(x_{\mathrm{}}\theta )`$ $`=`$ $`{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2}}(1ฯต)\mathrm{\Phi }(x_u)ฯต\mathrm{\Phi }(x_{\mathrm{}})`$
$``$ $`{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{1ฯต}{1+ฯต}}{\displaystyle \frac{ฯต}{1+ฯต}}`$
$``$ $`{\displaystyle \frac{1ฯต}{1+ฯต}}.`$
Next suppose $`x_{\mathrm{}}>x_0`$. Then $`\mathrm{\Phi }(x_u)\mathrm{\Phi }(x_{\mathrm{}})\mathrm{\Phi }(x_0)`$, $`\mathrm{\Phi }(x_{\mathrm{}}\theta )=\mathrm{\Phi }[d(x_{\mathrm{}})]=1\left[\frac{1}{2}+\frac{1}{2}\left(1ฯต\right)\mathrm{\Phi }(x_{\mathrm{}})\right]`$, and
$`\mathrm{\Phi }(x_u\theta )\mathrm{\Phi }(x_{\mathrm{}}\theta )`$ $`=`$ $`{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2}}(1ฯต)\mathrm{\Phi }(x_u)1+\left[{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2}}(1ฯต)\mathrm{\Phi }(x_{\mathrm{}})\right]`$
$`=`$ $`{\displaystyle \frac{1}{2}}(1ฯต)[\mathrm{\Phi }(x_{\mathrm{}})+\mathrm{\Phi }(x_u)]`$
$``$ $`{\displaystyle \frac{1ฯต}{1+ฯต}}.`$
$`\mathrm{}`$
Theorem: For the modified procedure a lower limit to the conventional coverage is given by $`\frac{1}{2}+\frac{1}{2}(1ฯต)\mathrm{\Phi }(x_u)min(\frac{1}{2},\mathrm{\Phi }(x_l))ฯต`$.
Proof: For the modified procedure, the upper limit is defined as
$$u^{}(x)=\mathrm{max}[u(x),x+\mathrm{\Phi }^1\left(1\frac{1}{2}ฯต\right)].$$
We set $`x_{\mathrm{}}^{}`$ to be the $`x`$ corresponding to $`u^{}(x)=\theta `$. Then $`x_{\mathrm{}}^{}=min[x_{\mathrm{}},\theta \mathrm{\Phi }^1(1\frac{1}{2}ฯต)]`$, and $`x_{\mathrm{}}^{}\theta \mathrm{\Phi }^1(1ฯต/2)`$. Observe that $`u^{}(x)=u(x)`$ for $`x0`$ and $`u^{}(x)=\mathrm{\Phi }^1(1\frac{1}{2}ฯต)`$ for $`x>0`$. For if $`x0`$, then $`u(x)x=d(x)=\mathrm{\Phi }^1[1ฯต\mathrm{\Phi }(x)]>\mathrm{\Phi }^1(1\frac{1}{2}ฯต)`$ using Equation (5). Similarly, if $`0<x<x_0`$, then $`u(x)x=d(x)=\mathrm{\Phi }^1[1ฯต\mathrm{\Phi }(x)]<\mathrm{\Phi }^1(1\frac{1}{2}ฯต)`$; and if $`x_0<x<\mathrm{}`$, then $`u(x)x=d(x)=\mathrm{\Phi }^1[\frac{1}{2}\frac{1}{2}(1ฯต)\mathrm{\Phi }(x)]<\mathrm{\Phi }^1(1\frac{1}{2}ฯต)`$. It follows that $`x_{\mathrm{}}^{}=x_{\mathrm{}}`$ for $`x_{\mathrm{}}<0`$ and $`x_{\mathrm{}}^{}=\theta \mathrm{\Phi }^1(1\frac{1}{2}ฯต)`$ if $`x_{\mathrm{}}>0`$.
So, if $`x_{\mathrm{}}>0`$, then $`x_{\mathrm{}}^{}\theta =\mathrm{\Phi }^1(1\frac{1}{2}ฯต)=\mathrm{\Phi }^1(\frac{1}{2}ฯต)`$ and, therefore,
$$\mathrm{\Phi }(x_{\mathrm{}}^{}\theta )=\mathrm{\Phi }[\mathrm{\Phi }^1(\frac{1}{2}ฯต)]=\frac{1}{2}ฯต.$$
If $`x_{\mathrm{}}<0(<x_0)`$, then
$$\mathrm{\Phi }(x_{\mathrm{}}^{}\theta )\mathrm{\Phi }(x_{\mathrm{}}\theta )=ฯต\mathrm{\Phi }(x_{\mathrm{}}).$$
Hence
$$\mathrm{\Phi }(x_{\mathrm{}}^{}\theta )=min[\frac{1}{2},\mathrm{\Phi }(x_{\mathrm{}})]ฯต,$$
(23)
and the theorem follows from $`\mathrm{\Phi }(x_u\theta )\mathrm{\Phi }(x_{\mathrm{}}^{}\theta )=\frac{1}{2}+\frac{1}{2}(1ฯต)\mathrm{\Phi }(x_u)\mathrm{\Phi }(x_{\mathrm{}}^{}\theta )`$.
$`\mathrm{}`$
### 2 Discrete(Poisson) Example
The Bayesian credible intervals are (nearly) exact conditional confidence intervals (except for discreteness) if we convert to a scale that is natural for conditional confidence.
To see this, let
$$H_a(y)=_0^y\frac{x^a}{\mathrm{\Gamma }(a+1)}e^x๐x,$$
where $`\mathrm{\Gamma }`$ is the Gamma function. Then, using reasoning similar to that following Equation (8), $`H_n(\mu )=1P_\mu (n)`$. From Equation (9), the posterior distribution function of $`\theta `$ is
$`Prob(\theta \theta _0|n)Q(\theta _0|n)`$ $`=`$ $`{\displaystyle _0^{\theta _0}}p_b(\theta |n)๐\theta `$
$`=`$ $`{\displaystyle \frac{H_n(b+\theta )H_n(b)}{P_b(n)}}.`$
Fix $`b`$ and let $`K_{\theta ,n}(m)`$ be the conditional probability of at most $`m`$ events from the conditional sample space, given at most $`n`$ background events in the experiment, i.e., $`K_{\theta ,n}(m)=Prob_\theta (m\mathrm{events}\mathrm{obtained}|n_{background}n)`$. Then
$$K_{\theta ,n}(m)=\frac{P_{\theta +b}(m)}{P_b(n)}$$
for $`mn`$, and
$$K_{\theta ,n}(m)=\frac{1}{P_b(n)}\underset{k=0}{\overset{n}{}}\frac{e^b}{k!}b^kP_\theta (mk)$$
for $`m>n`$. Letting $`M`$ be the random count obtained in a particular experiment
$$Prob_\theta [K_{\theta ,n}(M)y|n_{background}n]y$$
(24)
for $`0y1`$, where the approximation arises because $`m`$ is discrete. Specifically, (24) is exact for $`y`$ of the form $`y=K_{\theta ,n}(m)`$, since $`Prob_\theta [K_{\theta ,n}(M)K_{\theta ,n}(m)|n_{background}n]=Prob_\theta [Mm|n_{background}n]=K_{\theta ,n}(m)`$ for all $`m=0,1,2,\mathrm{}`$.
Clearly, $`\mathrm{}_n\theta u_n`$ iff $`b+\mathrm{}_nb+\theta b+u_n`$ iff $`H_n(b+\mathrm{}_n)H_n(b+\theta )H_n(b+u_n)`$. Thus, $`\mathrm{}_n\theta u_n`$ iff $`1H_n(b+u_n)P_{\theta +b}(n)1H_n(b+\mathrm{}_n)`$, or equivalently,
$$\frac{1H_n(b+u_n)}{P_b(n)}K_{\theta ,n}(n)\frac{1H_n(b+\mathrm{}_n)}{P_b(n)}.$$
Using (24), the conditional probability of the latter event given $`n_{background}n`$ is approximately
$$\frac{H_n(b+u_n)H_n(b+\mathrm{}_n)}{P_b(n)}=1ฯต,$$
(25)
where the last equality follows from the definitions of $`\mathrm{}_n`$ and $`u_n`$.
To appreciate (25), it is instructive to use a different approach. Suppose that we knew apriori that $`n_{background}n`$. Then the mass function of $`M`$ is then
$$Prob_\theta (M=m|n_{background}n)k_{\theta ,n}(m)=K_{\theta ,n}(m)K_{\theta ,n}(m1).$$
To form confidence intervals in this model, we might construct tests that the parameter has a given value and then invert this family of tests. This requires finding $`n_{\mathrm{}}`$ and $`n_u`$ for which $`Prob_\theta (n_{\mathrm{}}Mn_u|n_{background}n)1ฯต`$ for each $`\theta `$, where $`n_{\mathrm{}}`$ and $`n_u`$ are functions of $`\theta `$ and $`n`$. This implies and is nearly equivalent to
$$Prob_\theta [K_{\theta ,n}(n_{\mathrm{}})K_{\theta ,n}(M)K_{\theta ,n}(n_u)|n_{background}n]1ฯต.$$
(26)
Except for discreteness, the left side of (26) is $`K_{\theta ,n}(n_u)K_{\theta ,n}(n_{\mathrm{}})`$. The Bayesian credible intervals implicitly determine values of $`n_{\mathrm{}}`$ and $`n_u`$, namely
$$K_{\theta ,n}(n_{\mathrm{}})=\frac{1H_n(b+u_n)}{P_b(n)}$$
$$K_{\theta ,n}(n_u)=\frac{1H_n(b+\mathrm{}_n)}{P_b(n)}.$$
The relation (25) shows that these values nearly satisfy (26), except for discreteness.
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# Quantum holographic teleportation of light fields
## Acknowledgments
This work was supported by the Network QSTRUCT of the TMR program of the European Union and by the Russian Foundation for Basic Research Project 98-02-18129.
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# (Non)Thermal Aspects of Charmonium Production and a New Look at J/๐ Suppression
## Abstract
To investigate a recent proposal that J/$`\psi `$ production in ultra-relativistic nuclear collisions is of thermal origin we have reanalyzed the data from the NA38/50 collaboration within a thermal model including charm. Comparison of the calculated with measured yields demonstrates the non-thermal origin of hidden charm production at SPS energy. However, the ratio $`\psi ^{^{}}`$/(J/$`\psi )`$ exhibits, in central nucleus-nucleus collisions, thermal features which lead us to a new interpretation of open charm and charmonium production at SPS energy. Implications for RHIC and LHC energy measurements will be discussed.
The suppression of J/$`\psi `$ mesons (compared to what is expected from hard scattering models) was early on predicted to be a signature for color deconfinement. Data for S-induced collisions exhibited a significant suppression but systematic studies soon revealed that such suppression exists already in p-nucleus collisions and is due to the absorption in (normal) nuclear matter of a pre-resonant state consisting, e.g., of a color singlet $`c\overline{c}g`$ state that is formed on the way towards J/$`\psi `$ production. The situation has been summarized in .
The newest data for Pb+Pb collisions now exhibit clear evidence for anomalous absorption beyond the standard nuclear absorption expected for such systems. The most recent results are summarized in . The observed anomalous suppression is not explained in conventional models where the charmonia are broken up by interactions with co-movers as discussed in . For a discussion of the present status of J/$`\psi `$ suppression and its understanding in terms of phenomenological models see .
However, it was recently conjectured that J/$`\psi `$ production is of thermal origin and exhibits no direct connection to color deconfinement. Since the charmonia are heavy mesons with masses much larger than any conceivable temperature, thermal production would be a big surprize. On the other hand, substantial evidence now exists that hadron production (other than charmonia) in ultra-relativistic nuclear collisions proceeds through a state of chemical equilibrium near or at the phase boundary between hadron matter and quark-gluon plasma. For a review of the implications for quark-matter physics see .
To shed more light on the situation we have modified the thermal model used in to include charmed hadrons. We will first present an overview of the relevant modifications along with a comparison of resulting thermal yields for J/$`\psi `$ mesons and of the $`\psi ^{^{}}`$/(J/$`\psi )`$ ratio with experimental results from the NA38/50 collaboration. These results and a comparison to charm production in hard scattering models suggest a new approach towards understanding charmonium production in ultra-relativistic nuclear collisions, which is discussed in the following. The implications for collider experiments at RHIC and LHC will also be summarized.
The present statistical model is based on the use of a grand canonical ensemble to describe the partition function and hence the density of the particles of species $`i`$ in an equilibrated fireball:
$$n_i=\frac{g_i}{2\pi ^2}_0^{\mathrm{}}\frac{p^2\mathrm{d}p}{e^{(E_i(p)\mu _i)/T}\pm 1}$$
(1)
with $`n_i`$ = particle density, $`g_i`$ = spin degeneracy, $`\mathrm{}`$ = c = 1, $`p`$ = momentum, and $`E`$ = total energy. The chemical potential including charm degrees of freedom is written as $`\mu _i=\mu _BB_i+\mu _SS_i+\mu _{I_3}I_i^3+\mu _CC_i`$. The quantities $`B_i`$, $`S_i`$, $`I_i^3`$, and $`C_i`$ are the baryon, strangeness, three-component of isospin, and charm quantum numbers of the particle of species $`i`$. The temperature T and the baryochemical potential $`\mu _B`$ are the two independent parameters of the model, while the strangeness chemical potential $`\mu _S`$, the charm chemical potential $`\mu _C`$, and the isospin chemical potential $`\mu _{I_3}`$ are fixed by strangeness, charm, and charge conservation. In addition, the volume V of the fireball is determined by baryon conservation via the relation $`n_{baryon}\mathrm{V}=`$ N<sub>part</sub>, where N<sub>part</sub> denotes the number of nucleons participating in the collision and $`n_{baryon}`$ is the net baryon density computed in the thermal model.
In addition to the standard hadronic mass spectrum of 191 hadrons as used in we have added mesons and baryons with open and hidden charm. Specifically, open charm particles included are: D<sup>+</sup>, D<sup>-</sup>, D<sup>0</sup>, $`\overline{\mathrm{D}^0}`$, $`\mathrm{\Lambda }_c`$, $`\mathrm{\Sigma }_c`$, $`\mathrm{\Lambda }_c^{}`$, $`\overline{\mathrm{\Lambda }_c}`$, $`\overline{\mathrm{\Sigma }_c}`$, $`\overline{\mathrm{\Lambda }_c^{}}`$, along with the charmonia $`\eta _c`$, J/$`\psi `$, $`\chi _0`$, $`\chi _1`$, $`\chi _2`$, $`\psi ^,`$, $`\psi ^{,,}`$, $`\psi ^{,,,}`$.
Since the inclusion of these hadrons will modify the rest of the hadron yields only at the sub-percent level, we will use, for the following investigations, the temperature T= 168 MeV and baryon chemical potential $`\mu _B=266`$ MeV as established for central Pb+Pb collisions at SPS energy in . This leads to $`\mu _S`$ = 71 MeV, $`\mu _{I_3}`$ = - 5 MeV, (both as in ), and $`\mu _C`$ = - 65 MeV. Using a volume of 3085 fm<sup>3</sup> determined by baryon conservation for central Pb+Pb collisions corresponding to 400 participants, we have compared, in Fig. 1, the predictions of this thermal model with the data from NA50 , as recently analyzed by J. Gosset et al. . Here the data for J/$`\psi `$ multiplicities are plotted vs N<sub>part</sub>. For this conversion we used the relation between transverse energy and impact parameter as given for the 1995 NA50 data in and the connection between impact parameter and N<sub>part</sub> as established in .
The predictions of the thermal model are represented by the dashed line, where we have made use of the fact that, within the range of applicability of the thermal model, all yields scale proportional to the volume, i.e. proportional to the number of participants. We note that, even for the most central collisions (where J/$`\psi `$ production should be most suppressed ), the measured J/$`\psi `$ yield is underpredicted by the thermal model calculations by more than a factor of 2 and the discrepancy is about a factor of 3 for N<sub>part</sub> = 200. To compensate this factor of 3 discrepancy by an increase in temperature<sup>1</sup><sup>1</sup>1From T = 168 MeV to T=178 MeV, the J/$`\psi `$ yield increases by a factor 2.7, the (J/$`\psi )`$/$`\pi ^{}`$ yield increases by a factor of 2, and the $`\psi ^{^{}}`$/(J/$`\psi `$) ratio by a factor 1.2. would require a temperature of T = 180 MeV, a value not compatible with that determined from hadron production yields , where a temperature range of 168 $`\pm 4`$ MeV (including systematic uncertainties) was established.
We further note that it is highly doubtful that full chemical equilibration can be reached for charmed hadrons at SPS energies, either in a hadronic or a quark-gluon plasma scenario. Cross sections for open charm production among hadrons are in the sub-$`\mu \mathrm{b}`$ level for relevant (thermal) energies, as is estimated from . At such cross section levels the equilibration times for charm should exceed those for strangeness, where production cross sections exceed 100 $`\mu \mathrm{b}`$, by more than 2 orders of magnitude. Taking into account that strangeness equilibration times in a hadronic fireball exceed 50 fm/c , chemical equilibrium for charm in the hadronic sector can be ruled out. Even in a quark-gluon plasma, where cross sections for charm production are much larger, thermal production is small. Assuming a charm quark mass of 1.5 GeV and an initial temperature of 300 MeV, very high for SPS energies, Redlich has estimated in a parton cascade approach that, at hadronization (with T<sub>c</sub> = 160 MeV), the number of thermal c$`\overline{\mathrm{c}}`$ pairs is less than 0.01 in central Pb+Pb collisions, lower by a factor of 40 of what would be needed to explain the data. Furthermore, at T = 160 MeV, before the start of the mixed phase, we estimate the volume of the plasma phase to be V$`{}_{plasma}{}^{}=\pi R^2\tau `$ = 950 fm<sup>3</sup>, assuming as in a lifetime of the plasma phase of 6.7 fm. The number of charm quark pairs in chemical equilibrium is then N$`{}_{\mathrm{c}\overline{\mathrm{c}}}{}^{eq}=0.47`$, implying that in the cascade approach the parton gas is undersaturated in charm by about a factor of 50!
In Table 1 we present a summary of the results from the thermal model calculation for mesons and baryons with open and hidden charm<sup>2</sup><sup>2</sup>2The thermal fluctuations about these mean values n<sup>therm</sup> are Poisson distributed. This implies that per collision the variance equals n<sup>therm</sup>. For 10<sup>6</sup> Pb+Pb collisions, the thermal prediction is, consequently, that 200 $`\pm 14`$ J/$`\psi `$ mesons will be produced.. It is interesting to compare these numbers with predictions for the production of hadrons with open charm in hard collisions. Results obtained by PYTHIA calculations following are shown in Table 2. We note that, somewhat surprizingly, the yield of directly (via hard collisions) produced charm is slightly larger than that produced if charm is in full chemical equilibrium at T= 168 MeV. This implies that one cannot, under any circumstances, neglect direct production. On the other hand, ratios of charmed meson yields differ significantly from the thermal to the direct scenario, as is obvious from Table 1 and Table 2.
Another interesting point concerns the $`\psi ^{^{}}`$/(J/$`\psi )`$ ratio. As is well known , this ratio is, in hadron-proton and p-nucleus collisions, close to 12 %, independent of collision system, energy, transverse momentum etc. In the thermal model, the ratio is 3.7 %, including feeding of the J/$`\psi `$ from heavier charmonium states. A temperature of about 280 MeV would be necessary to explain the ratio found in pp and p-nucleus collisions in a thermal approach. Clearly, J/$`\psi `$ and $`\psi ^{^{}}`$ production in pp and p-nucleus collisions are manifestly non-thermal. This was previously realized by Gerschel . Similar considerations apply for the $`\chi `$ states. In fact, feeding from $`\chi _1`$ to J/$`\psi `$ is less than 3 % if the production ratios are thermal.
The evolution with participant number of the $`\psi ^{^{}}`$/(J/$`\psi )`$ ratio in nucleus-nucleus collisions is presented in Fig. 2. The data are from the NA38/50 collaboration . With increasing N<sub>part</sub> the $`\psi ^{^{}}`$/(J/$`\psi )`$ ratio drops first rapidly (away from the value in pp collisions) but seems to saturate for high N<sub>part</sub> values at a level very close to the thermal model prediction, both for S+U and Pb+Pb collisions
This surprizing fact along with the previous observations leads us to propose a new scenario for J/$`\psi `$ production. We assume that all c$`\overline{\mathrm{c}}`$ pairs are produced in direct, hard collisions, i.e. in line with previous considerations we neglect thermal production. For a description of the hadronization of the c and $`\overline{\mathrm{c}}`$ quarks, i.e. for the determination of the relative yields of charmonia, and charmed mesons and baryons, we employ the statistical model, with parameters as determined by the analysis of all other hadron yields . The picture we have in mind is that all hadrons form within a narrow time range at or close to the phase boundary.
Since the number of directly produced charm quarks deviates from the value determined by chemical equilibration, we introduce a charm enhancement factor $`g_c`$ by the requirement of charm conservation. This leads to:
$`N_{c\overline{c}}^{direct}={\displaystyle \frac{1}{2}}g_cV({\displaystyle \underset{i}{}}n_{D_i}^{therm}+n_{\mathrm{\Lambda }_i}^{therm})+g_c^2V({\displaystyle \underset{i}{}}n_{\psi _i}^{therm})+\mathrm{}.`$ (2)
Via this equation the thermal yields (thermal densities times volume V) are adjusted to the yield of directly produced charm quark pairs. The remaining terms in eq. (2) of second order and third order in $`g_c`$ are completely negligible. Of course this equation makes only sense as long as N$`{}_{}{}^{direct}{}_{c\overline{c}}{}^{}`$ is much less than the number of up, down, and strange quarks in the fireball, a relation which is well fulfilled up to the highest (LHC) energies considered here.
The number of D and J/$`\psi `$ mesons are then enhanced relative to the thermal model prediction by factors g<sub>c</sub> and g$`{}_{}{}^{2}{}_{c}{}^{}`$, i.e.
$`N_D=g_cVn_D^{therm}\mathrm{and}\mathrm{N}_{\mathrm{J}/\psi }=\mathrm{g}_\mathrm{c}^2\mathrm{Vn}_{\mathrm{J}/\psi }^{\mathrm{therm}}.`$ (3)
Using this approach of direct production and statistical hadronization we have recalculated the yield for J/$`\psi `$ mesons. For N$`{}_{part}{}^{}=400`$ in Pb+Pb collisions the directly produced number of charm quark pairs is $`N_{c\overline{c}}^{direct}=0.173`$ per collision, using the PYTHIA parameters of . This implies g$`{}_{c}{}^{}=1.38`$. The resulting J/$`\psi `$ yield per participant is plotted, in Fig. 3 as a function of N<sub>part</sub> <sup>3</sup><sup>3</sup>3For the N<sub>part</sub> dependence of open charm we use the form deduced from the dependence on transverse energy of the Drell-Yan yield, as determined by . Somewhat surprizingly, this scales approximately linearly in N<sub>part</sub>, not like N$`{}_{}{}^{4/3}{}_{part}{}^{}`$ as expected for hard scattering..
Without introduction of new parameters this approach describes the measured yield for J/$`\psi `$ mesons very well for those collision centralities where also the $`\psi ^{^{}}`$/(J/$`\psi )`$ ratio is well described (see Fig. 2). The interpretation of these results is as follows: at SPS energies charm is produced directly in nuclear collisions at the rate expected by straight extrapolation from what is known about charm in pp collisions . From these charm quarks all charmed hadrons are formed by statistical hadronization.
We would like to point out, however, that the present approach is rather schematic. First, the absolute yield of charm in nucleus-nucleus collisions is not well known. From we deduce an uncertainty of the K factor of about 2. Furthermore, open charm production might be enhanced by a factor of 3 in Pb+Pb collisions over expectations from pp collisions, as has been conjectured in . Finally, inclusion of additional charmed mesons (in particular Dโs), will modify the absolute yield of thermal charm. A quantitative description will require a measurement of the open charm yield in Pb+Pb collisions.
An interesting question was raised after the first submission of this paper, namely whether the canonical or grand canonical partition function should be used . In the present approach, we have chosen the simpler grand-canonical ensemble. We remark that the N<sub>part</sub> dependence of the J/$`\psi `$ yield may help to decide among the different approaches.
In the present approach all J/$`\psi `$ mesons result, for the most central collisions, from the statistical hadronization of the directly produced charm quarks. Directly produced J/$`\psi `$ mesons are (i) not formed before the reaction proceeds into a plasma phase or (ii) effectively destroyed during the plasma phase by, e.g., a color screening mechanism as proposed in . In either case the current interpretation requires the existence of a deconfined phase during the collision. We remark here that Kabana has recently argued that coalescence of charm quarks is the source of J/$`\psi `$ mesons in nuclear collisions. While in spirit this is similar to our approach, this scenario assumes an enhancement of open charm which increases with N<sub>part</sub>, very different from the present conclusions. In the context of the above arguments it would be very important to get a direct measurement of open charm production in nucleus-nucleus collisions.
If the present scenario is correct, the consequences for quarkonium production at collider energies could be significant. For RHIC energies near central rapidity, e.g., the number of directly produced charm quark pairs per unit rapidity is dN$`{}_{}{}^{direct}{}_{c\overline{c}}{}^{}`$/dy =1.0, leading to g<sub>c</sub> = 6.8 and dN$`{}_{J/\psi }{}^{}{}_{}{}^{therm}`$/dy = 10<sup>-2</sup>, close to the unsuppressed value expected from hard collisions . If the directly produced charm quarks hadronize statistically, as is implied at SPS energy, we would predict no J/$`\psi `$ suppression at all at RHIC energies, even though there are no J/$`\psi `$ mesons during the plasma phase. At LHC energy, the current approach would actually predict a significant enhancement of charmonia over the value expected for direct production. Of course, the underlying assumption is that the momenta of the charm quarks are close to thermal near the critical temperature, i.e. thermal (but not chemical) equilibration is required. Present SPS data are not at variance with such a scenario, since the measured transverse momentum spectra for J/$`\psi `$ mesons exhibit thermal shapes with inverse slope constants around 230 MeV, as expected for a heavy particle which participates little in the transverse flow build-up during hadronic expansion. Whether this thermalization will also take place at collider energies is an interesting open question.
We finally note the difference of the present approach with that described in , where secondary charmonium production during the mixed phase is calculated under the assumption that all charm quark pairs end up in D mesons after hadronization. Since, even in the present approach, the yield of charmonia is small compared to the yield of D mesons, the calculations reported in concerning secondary charmonium production should still be valid. In fact, the charmonium production yields considered there should be added to the present predictions.
In summary, we have shown that assuming chemical equilibration of charm does not lead to a successful thermal description of available data for p-nucleus and nucleus-nucleus collisions. However, the experimental data at SPS energy for the ratios $`\psi ^{^{}}`$/(J/$`\psi )`$ and (J/$`\psi )`$/N<sub>part</sub> exhibit thermal features for the most central Pb+Pb collisions. Coupled with the fact that direct production of charm quarks in hard scattering is close to the value obtained by assuming full chemical equilibrium these observations lead to a new interpretation of charmonium production in nucleus-nucleus collisions in terms of a direct production and statistical hadronization approach. This describes the SPS data well and suggests a possible revision of the scenario for charmonium production at collider energies.
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# TRUE TRANSFORMATIONS OF SPACETIME LENGTHS AND APPARENT TRANSFORMATIONS OF SPATIAL AND TEMPORAL DISTANCES. II. THE COMPARISON WITH EXPERIMENTS
## I INTRODUCTION
In , and (this paper will be referred as $`\left[I\right]`$), (see also ), two forms of relativity are discussed, the โtrue transformations (TT) relativityโ and the โapparent transformations (AT) relativity.โ The notions of the TT and the AT are first introduced by Rohrlich , and, in the same meaning, but not under that name, discussed in too. The general theoretical discussion of the difference between the โTT relativityโ and the โAT relativityโ is given in detail in $`\left[I\right]`$. There (in $`\left[I\right]`$) we have also presented the theoretical discussion of the TT of the spacetime length for a moving rod and a moving clock, and of the AT for the same examples, i.e., the AT of the spatial distance, the Lorentz โcontraction,โ and the AT of the temporal distance, the time โdilatation.โ In this paper we use theoretical results from $`\left[I\right]`$ and compare them with some experimental results.
## II GENERAL DISCUSSION OF THE COMPARISON
It is usually interpreted that the experiments on โlength contractionโ and โtime dilatationโ test the special relativity, but the discussion from $`\left[I\right]`$ shows that such an interpretation of the experiments refers to - the โAT relativity,โ and not to - the โTT relativity.โ
It has to be noted that in the experiments in the โTT relativity,โ in the same way as in the theory, see $`\left[I\right]`$, the measurements in different inertial frames of reference (IFRs) (and different coordinatizations) have to refer to the same four-dimensional (4D) tensor quantity. In the chosen IFR and the chosen coordinatization the measurement of some 4D quantity has to contain the measurements of all parts of such a quantity. However in almost all experiments that refer to the special relativity only the quantities belonging to the โAT relativityโ were measured. From the โTT relativityโ viewpoint such measurements are incomplete, since only some parts of a 4D quantity, not all, are measured. This fact presents a serious difficulty in the reliable comparison of the existing experiments with the โTT relativity,โ and, actually, we shall be able to compare in a quantitative manner only some of the existing experiments with the โTT relativity.โ
To examine the differences between the nonrelativistic theory, the commonly used โAT relativity,โ and the โTT relativityโ we shall make the comparison of these theories with some experiments in the following sections.
## III THE โMUONโ EXPERIMENT
First we shall examine an experiment in which different results will be predicted for different synchronizations in the conventional approach to relativity, i.e., in the โAT relativity,โ but of course the same results for all synchronizations will be obtained in the โTT relativity.โ This is the โmuonโ experiment, which is already theoretically discussed from the โTT relativityโ viewpoint in Sec. 3.2 in $`\left[I\right]`$ and from the โAT relativityโ viewpoint in Sec. 4.2 in $`\left[I\right].`$ The โmuonโ experiment is quoted in almost every text-book on general physics, see, e.g., and . Moreover, an experiment was the basis for a film often shown in introductory modern physics courses: โTime dilation: An experiment with $`\mu `$ mesons.โ Recently, in , a version of such an experiment is presented, and it required travelling to mountains of moderate heights of around 600 m.
In these experiments, and , the fluxes of muons on a mountain, $`N_m`$, and at sea level, $`N_s`$, are measured, and the number of muons which decayed in flight is determined from their difference. Also the distribution of the decay times is measured for the case when the muons are at rest, giving a lifetime $`\tau `$ of approximately $`2.2\mu s.`$ The rate of decay of muons at rest, i.e., in the muon frame, is compared with their rate of decay in flight, i.e., in the Earth frame. In high-velocity muons are used, which causes that the fractional energy loss of the muons in the atmosphere is negligible, making it a constant velocity problem, while in one deals with a variable velocity problem. The discussion of the โmuonโ experiment in $`\left[I\right]`$ referred to the decay of only one particle. When the real experiments are considered, as are and , then we use data on the decay of many such radioactive particles and the characteristic quantities are avareged over many single decay events.
### A The nonrelativistic approach
In the nonrelativistic theory the space and time are separated. The coordinate transformations connecting the Earth frame and the muon frame are the Galilean transformations giving that $`t_E`$, the travel time from the mountain to sea level when measured in the Earth frame, is the same as $`t_\mu `$, which is the elapsed time for the same travelling but measured in the moving frame of the muon, $`t_E=t_\mu `$. Also, in the nonrelativistic theory, the lifetimes of muons in the mentioned two frames are equal, $`\tau _E=\tau _\mu =\tau .`$ Muon counts on the mountain $`N_m,`$ and at sea level $`N_s,`$ as experimentally determined numbers, must not depend on the frame in which they are measured and on the chosen coordinatization. This result, i.e., that $`N_{s\mu }`$=$`N_{sE}=N_s`$ and $`N_{m\mu }=N_{mE}=N_m,`$ has to be obtained not only in the nonrelativistic theory but also in the โAT relativityโ and in the โTT relativity.โ The differential equation for the radioctive-decay processes in the nonrelativistic theory can be written as
$$dN/dt=\lambda N,N_s=N_m\mathrm{exp}(t/\tau ).$$
(1)
The travel time $`t_E`$ is not directly measured by clocks, than, in the Earth frame, it is determined as the ratio of the height of the mountain $`H_E`$ and the velocity of the muons $`v`$, $`t_E=H_E/v.`$ The equation (1) holds in the Earth frame and in the muon frame too, since the two frames are connected by the Galilean transformations, and, as mentioned above, the corresponding times are equal, $`t_E=t_\mu `$ and $`\tau _E=\tau _\mu .`$ Hence we conclude that in the nonrelativistic theory the exponential factors are the same in both frames and consequently the corresponding fluxes in the two frames are equal, $`N_{s\mu }`$=$`N_{sE}`$ and $`N_{m\mu }=N_{mE}`$, as it must be. However the experiments show that the actual flux at sea level is much higher than that expected from such a nonrelativistic calculation, and thus the nonrelativistic theory does not agree with the experimental results.
### B The โAT relativityโ approach
In the โAT relativityโ different physical phenomena in different IFRs must be invoked to explain the measured values of the fluxes; the time โdilatationโ is used in the Earth frame, but in the muon frame one explains the data by means of the Lorentz โcontraction.โ In order to exploit the results of Secs. 3.2 and 4.2 in $`\left[I\right]`$ we analyse the โmuonโ experiment not only in the โeโ coordinatization but also in the โrโ coordinatization. As shown in Sec.4 in $`\left[I\right]`$ the โAT relativityโ considers that the spatial and temporal parts of the spacetime length are well-defined physical quantities in 4D spacetime. (But, of course, Sec.4 in $`\left[I\right]`$ also reveals that such an assumption holds only in the Einstein coordinatization, i.e., in the โeโ base, see $`\left[I\right]`$.)
Then, as in the nonrelativistic theory, the equation for the radioactive-decay in the โAT relativityโ can be written as
$$dN/dx^0=\lambda N,N_s=N_m\mathrm{exp}(\lambda x^0).$$
(2)
The equation (2) contains a specific coordinate, the $`x^0`$ coordinate, which means that the equation (2) will not remain unchanged upon the Lorentz transformation, i.e., it will not have the same form in different IFRs (and also in different coordinatizations). But in the โAT relativityโ it is not required that the physical quantities must be the 4D tensor quantities that correctly transform upon the Lorentz transformations. Thus the quantities in (2) are not the 4D tensor quantities, which actually causes that different phenomena in different IFRs have to be invoked to explain the same physical effect, i.e., the same experimental data. In the Earth frame and in the โeโ base we can write in (2) that $`x_E^0=ct_E,`$ $`\lambda _E=1/c\tau _E,`$ which gives that the radioactive-decay law becomes $`N_{sE}=N_{mE}\mathrm{exp}(t_E/\tau _E).`$ In the experiments and $`N_{sE},`$ $`N_{mE},`$ and $`t_E=H_E/v`$ are measured in the Earth frame (tacitly assuming the โeโ coordinatization). However the lifetime of muons is measured in their rest frame. Now, in contrast to the nonrelativistic theory where $`\tau _E=\tau _\mu `$ and $`t_E=t_\mu ,`$ the โAT relativityโ assumes that in the โeโ base there is the time โdilatationโ determined by Eq.(20) in Sec.4.2 in $`\left[I\right]`$, which gives the connection between the lifetimes of muons in the Earth frame $`\tau _E`$ and the measured lifetime in the muon frame $`\tau _\mu `$ as
$$\tau _E=\gamma \tau _\mu .$$
(3)
Using that relation one finds that the radioactive-decay law, when expressed in terms of the measured quantities, becomes
$$N_{sE}=N_{mE}\mathrm{exp}(t_E/\tau _E)=N_{mE}\mathrm{exp}(t_E/\gamma \tau _\mu ).$$
(4)
This equation is used in to make the โrelativisticโ calculation and compare it with the experimental data. In fact, in , the comparison is made between the predicted time dilatation factor $`\gamma `$ of the muons and an observed $`\gamma .`$ The predicted $`\gamma `$ is $`8.4\pm 2,`$ while the observed $`\gamma `$ is found to be $`8.8\pm 0.8`$, which is a convincing agreement. The prediction of $`\gamma `$ is made from the measured energies of muons on the mountain and at sea level; these energies are determined from the measured amount of material which muons penetrated when stopped, and then the energies are converted to the speeds of the muons using the relativistic relation between the total energy and the speed. The observed $`\gamma `$ is determined from the relation (4), where the measured rates were $`N_{sE}=397\pm 9`$ and $`N_{mE}=550\pm 10,`$ and the measured height of the mountain is $`H_E=1907m.`$ The lifetime of muons $`\tau _\mu `$ in the muon frame is taken as the information from other experiments (in order to obtain more accurate result) and it is $`\tau _\mu =2.21110^6s.`$ In the relation for the โrelativisticโ calculation is written as $`N_s=N_m\mathrm{exp}(t_\mu /\tau _\mu )=N_m\mathrm{exp}(t_E/(\gamma \tau _\mu )),`$ Eq.(2) in , which shows that the time dilatation is taken into account by the relation $`t_\mu =t_E/\gamma `$ (the same can be concluded from Eqs.(6) and (7) in ). For a given measured flux $`N_{sE}`$ of muons at sea level, $`N_{sE}=95\pm 10,`$ the expected flux on the mountain is determined from a nonrelativistic calculation, Eq.(1), and from a โrelativisticโ calculation, Eq.(4), i.e., their Eq.(2). The comparison is made between these expected fluxes and the measured counts on the mountain. The predicted counts on the mountain ignoring time dilatation (from (1)) $`=330\pm 60;`$ predicted counts on the mountain taking into account time dilatation (from (4)) $`=190\pm 20;`$ measured counts on the mountain $`=183,`$ and different error bars are reported for this measured counts. We see that the nonrelativistic calculation does not agree with the experimentally found numbers, while the โAT relativityโ calculation (made in the โeโ base) shows a very convincing agreement with measured fluxes.
Let us now see how the experiments are interpreted in the muon frame. (We note that both and compared the theory (the โAT relativityโ) and the experiments only in the Earth frame, but using $`\tau _\mu `$ from the muon frame.) First we have to find the form of the law for the radioactive-decay processes (2) in the muon frame. As considered above the radioactive-decay law $`N_{sE}=N_{mE}\mathrm{exp}(t_E/\tau _E)`$ in the Earth frame and in the โeโ base is obtained from the equation (2) using the relations $`x_E^0=ct_E`$ and $`\lambda _E=1/c\tau _E.`$ But, as already said, the equation (2) does not remain unchanged upon the Lorentz transformation and accordingly it cannot have the same form in the Earth frame and in the muon frame. So, actually, in the 4D spacetime, the equation for the radioactive-decay processes in the muon frame could have, in principle, a different functional form than the equation (4), which describes the same radioactive- decay processes in the Earth frame. However, in the โAT relativity,โ despite of the fact that the quantities in the Earth frame and in the muon frame are not connected by the Lorentz transformations, the equation for the radioactive-decay processes in the muon frame is obtained from the equation (2) in the same way as in the Earth frame, i.e., writting that $`x_\mu ^0=ct_\mu ,`$ and $`\lambda _\mu =1/c\tau _\mu ,`$ (as seen in Eq.(2) in , the relation for the โrelativisticโ calculation), whence
$$N_{s\mu }=N_{m\mu }\mathrm{exp}(t_\mu /\tau _\mu ).$$
(5)
The justification for such a procedure can be done in the following way. In the โAT relativityโ the principle of relativity acts as some sort of โDeus ex machina,โ which resolves problems; the relation (2) is *proclaimed* to be the physical law and the principle of relativity requires that a physical law must have the same form in different IFRs. (This is the usual way in which the principle of relativity is understood in the โAT relativity.โ) Therefore, one can write in the equation (2) that $`x_E^0=ct_E`$ and $`\lambda _E=1/c\tau _E`$ in the Earth frame and $`x_\mu ^0=ct_\mu ,`$ and $`\lambda _\mu =1/c\tau _\mu `$ in the muon frame. With such substitutions the form of the law is the same in both frames, as it is required by the principle of relativity. Then, as we have already seen, when the consideration is done in the Earth frame, the relation (3) for the time dilatation is used to connect quantities in two frames,.instead of to connect them by the Lorentz transformations. When the consideration is performed in the muon frame another relation is invoked to connect quantities in two frames. Namely it is considered in the โAT relativityโ that in the muon frame the mountain is moving and the muon โseesโ the height of the mountain Lorentz contracted,
$$H_\mu =H_E/\gamma ,$$
(6)
which is Eq.(18), Sec.4.1 in $`\left[I\right],`$ for the Lorentz contraction, giving that
$$t_\mu =H_\mu /v=H_E/\gamma v=t_E/\gamma .$$
(7)
This leads to the same exponential factor in Eq.(5) as that one in the Earth frame in Eq.(4), $`\mathrm{exp}(t_\mu /\tau _\mu )=\mathrm{exp}(t_E/(\gamma \tau _\mu )).`$ From that result it is concluded that in the โAT relativityโ and in the โeโ base the corresponding fluxes are equal in the two frames, $`N_{s\mu }`$=$`N_{sE}=N_s`$ and $`N_{m\mu }=N_{mE}=N_m.`$ Strictly speaking, it is not the mentioned equality of fluxes, but the equality of ratios of fluxes, $`N_{sE}/N_{mE}=`$ $`N_{s\mu }/N_{m\mu }`$, which follows from the equality of the exponential factors in (4) and (5). Both and compared the theory (the โAT relativityโ) and the experiments only in the Earth frame, but using $`\tau _\mu `$ from the muon frame. In the time $`t_\mu `$ that the muons spent in flight according to their own clocks was inferred from the measured distribution of decay times of muons at rest, and in $`t_E`$ and $`t_\mu `$ are calculated by a simple computer program using the known relation for the mean rate of energy loss of the muons as they travel from the mountain to the sea level and dissipate their energy in the medium (such program is necessary since in one deals with a variable velocity problem).) Since the predicted fluxes $`N_{sE}`$ and $`N_{mE}`$ are in a satisfactory agreement with the measured ones, and since the theory (which deals with the time dilatation and the Lorentz contraction) predicts their independence on the chosen frame, it is generally accepted that the โAT relativityโ correctly explains the measured data.
The above comparison is worked out only in the โeโ coordinatization, but the physics demands that the independence of the fluxes on the chosen frame must hold in all coordinatizations. Therefore we now discuss the experiments and from the point of view of the โAT relativityโ but in the โrโ coordinatization, see $`\left[I\right]`$. Then, using Eq.(2), we can write the relation for the fluxes in the โrโ base and in the Earth frame as
$`N_{r,sE}=N_{r,mE}\mathrm{exp}(\lambda _{r,E}x_{r,E}^0)=N_{r,mE}\mathrm{exp}(x_{r,E}^0/x_{r,E}^0(\tau _E)),`$where $`x_{r,E}^0(\tau _E)=1/\lambda _{r,E}.`$ Again, as in the โeโ base, we have to express $`x_{r,E}^0(\tau _E)`$ in the Earth frame in terms of the measured quantity $`x_{r,\mu }^0(\tau _\mu )`$ using the relation (21) from $`\left[I\right]`$ for the time โdilatationโ in the โrโ base,
$`x_{r,E}^0(\tau _E)=(1+2\beta _r)^{1/2}c\tau _\mu .`$Hence, the radioactive-decay law (2), in the โrโ base, and when expressed in terms of the measured quantities, becomes
$$N_{r,sE}=N_{r,mE}\mathrm{exp}(x_{r,E}^0/(1+2\beta _r)^{1/2}c\tau _\mu ),$$
(8)
and it corresponds to the relation (4) in the โeโ base. If we express $`\beta _r`$ in terms of $`\beta =v/c`$ as $`\beta _r=\beta /(1\beta )`$ (see $`\left[I\right]`$), and use Eq.(8) from $`\left[I\right]`$ to connect the โrโ and โeโ bases, $`x_{r,E}^0=x_E^0x_E^1=ct_EH_E,`$ then the exponential factor in Eq.(8) becomes $`=\mathrm{exp}\left\{(ct_EH_E)/\left[(1+\beta )/(1\beta )\right]^{1/2}c\tau _\mu \right\}.`$ Using $`H_E=vt_E`$ this exponential factor can be written in the form that resembles to that one in (4), i.e., it is $`=\mathrm{exp}(t_E/\mathrm{\Gamma }_{rE}\tau _\mu ),`$ and Eq.(8) can be written as
$$N_{r,sE}=N_{r,mE}\mathrm{exp}(t_E/\mathrm{\Gamma }_{rE}\tau _\mu ).$$
(9)
We see that $`\gamma =(1\beta )^{1/2}`$ in (4) (the โeโ base) is replaced by a different factor
$$\mathrm{\Gamma }_{rE}=(1+\beta )^{1/2}(1\beta )^{3/2}=(1+\beta )(1\beta )^1\gamma $$
(10)
in (9) (the โrโ base). The observed $`\mathrm{\Gamma }_{rE}`$ in the experiments must remain the same, $`=8.8\pm 0.8,`$ (it is determined from (9) with the measured values of $`N_{r,sE},N_{r,mE},t_E`$ and $`\tau _\mu `$), but the predicted $`\mathrm{\Gamma }_{rE},`$ using the above relation for $`\mathrm{\Gamma }_r`$ and the known, predicted, $`\gamma =8.4\pm 2,`$ becomes $`250\gamma ,`$
$$\mathrm{\Gamma }_{rE}250\gamma .$$
(11)
We see that from the common point of view a quite unexpected result is obtained in the โrโ coordinatization; the observed $`\mathrm{\Gamma }_{rE}`$ is as before $`=8.8,`$ while the predicted $`\mathrm{\Gamma }_{rE}`$ is $`2508.4=2100.`$ Similarly, one can show that there is a great discrepancy between the fluxes measured in and and the fluxes predicted when the โdilatationโ of time is taken into account but in the โrโ coordinatization. Furthermore, it can be easily proved that predicted values in the โrโ base and in the muon frame will again greatly differ from the measured ones. *Such results explicitly show that the โAT relativityโ is not a satisfactory relativistic theory; it predicts, e.g., different values of the flux* $`N_s`$ *(for the same measured* $`N_m`$*)* *in different synchronizations and for some synchronizations these predicted values are quite different than the measured ones.* These results are directly contrary to the generally accepted opinion about the validity of the โAT relativity.โ
### C The โTT relativityโ approach
Let us now examine the experiments and from the point of view of the โTT relativity.โ In the โTT relativityโ all quantities entering into physical laws must be 4D tensor quantities, and thus with correct transformation properties; *the same 4D quantity* has to be considered in different IFRs and different coordinatizations. In the usual, โAT relativity,โ analysis of the โmuonโ experiment, for example, the lifetimes $`\tau _E`$ and $`\tau _\mu `$ are considered as the same quantity. Although the transformation connecting $`\tau _E`$ and $`\tau _\mu `$ (the dilatation of time, Eq.(3)) is only *a part* of the Lorentz transformation written in the โeโ base, it is believed by all proponents of the โAT relativityโ that $`\tau _E`$ and $`\tau _\mu `$ refer to the same temporal distance (the same quantity) but measured by the observers in two relatively moving IFRs. However, as shown in the preceding sections and in $`\left[I\right],`$see Fig.4, in 4D spacetime $`\tau _E`$ and $`\tau _\mu `$ refer to different quantities, which are not connected by the Lorentz transformation. To paraphrase Gamba : โAs far as relativity is concerned, quantities like $`\tau _E`$ and $`\tau _\mu `$ are different quantities, not necessarily related to one another. To ask the relation between $`\tau _E`$ and $`\tau _\mu `$ from the point of view of relativity, is like asking what is the relation between the measurement of the radius of the Earth made by an observer $`S`$ and the measurement of the radius of Venus made by an observer $`S^{}.`$ We can certainly take the ratio of the two measures; what is wrong is the tacit assumption that relativity has something to do with the problem just because the measurements were made by *two* observers.โ
Hence, in the โTT relativity,โ instead of the equation (2), which contains $`x^0`$ coordinate, we formulate the radioactive-decay law in terms of covariantly defined quantities
$$dN/dl=\lambda N,N=N_0\mathrm{exp}(\lambda l).$$
(12)
$`l`$ is the spacetime length (defined by Eq.(2) in $`\left[I\right]`$; in the abstract index notation $`l=(l^ag_{ab}l^b)^{1/2},`$ where $`l^a(l^b)`$ is the distance 4-vector between two events $`A`$ and $`B`$, $`l^a=l_{AB}^a=x_B^ax_A^a`$, $`x_{A,B}^a`$ are the position 4-vectors and $`g_{ab}`$ is the metric tensor) for the events of creation of muons (here on the mountain; we denote it as the event $`O`$) and their arrival (here at sea level; the event $`A`$). $`\lambda =1/l(\tau );`$ $`l(\tau )`$ is the spacetime length for the events of creation of muons (here on the mountain; the event $`O`$) and their decay after the lifetime $`\tau ,`$ the event $`T`$. $`l,`$ defined in such a way, i.e., as a geometrical quantity, is invariant upon the covariant 4D Lorentz transformations (Eq.(3) in $`\left[I\right]`$);
$`L^a{}_{b}{}^{}L^a{}_{b}{}^{}(v)=g^a{}_{b}{}^{}{\displaystyle \frac{2u^av_b}{c^2}}+{\displaystyle \frac{(u^a+v^a)(u_b+v_b)}{c^2uv}},`$where $`u^a`$ is the proper velocity 4-vector of a frame $`S`$ with respect to itself and $`v^a`$ is the proper velocity 4-vector of $`S^{}`$ relative to $`S`$) and, as $`l`$ is written in the abstract index notation, it does not depend on the chosen coordinatization in the considered IFR. Then in the โeโ base and in the muon frame the distance 4-vector $`l_{OA}^a`$ becomes $`l_{\mu ,OA}^\alpha =(ct_\mu ,0)`$ (the subscript $`\mu `$ will be used, as previously in this section, to denote the quantities in the muon frame, while Greek indices $`\alpha ,\beta `$ denote the components of some geometric object, e.g., the components $`l_{\mu ,OA}^\alpha `$ in the muon frame of the distance 4-vector $`l_{OA}^a,`$ see $`\left[I\right]`$ for the notation) and the spacetime length $`l`$ between these events is $`l_{OA}=(l_{\mu ,OA}^\beta l_{\mu ,\beta OA})^{1/2}=(c^2t_\mu ^2)^{1/2}.`$ The representation of the distance 4-vector $`l_{OT}^a`$ in the โeโ base and in the muon frame is $`l_{\mu ,OT}^\alpha =(c\tau _\mu ,0),`$ whence the spacetime length $`l_{OT}=(l_{\mu ,OT}^\beta l_{\mu ,\beta OT})^{1/2}=(c^2\tau _\mu ^2)^{1/2}.`$ Inserting the spacetime lengths $`l_{OA}`$ and $`l_{OT}`$ into the equation (12) we find the expression for the radioactive-decay law in the โTT relativityโ
$$N_s=N_m\mathrm{exp}(l_{OA}/l_{OT}),$$
(13)
which in the โeโ base and in the muon frame takes the same form as the relation (5) (the radioactive-decay law in the โAT relativityโ in the โeโ base and in the muon frame),
$$N_s=N_m\mathrm{exp}(l_{OA}/l_{OT})=N_m\mathrm{exp}(t_\mu /\tau _\mu ).$$
(14)
Since the spacetime length $`l`$ is independent on the chosen IFR and on the chosen coordinatization the relation (13) holds in the same form in the Earth frame and in the muon frame and in both coordinatizations, the โeโ and โrโ coordinatizations. Hence we do not need to examine Eq.(13) in the Earth frame, and in the โrโ base, but we can simply compare the relation (14) with the experiments.
Thus, taking into account the discussion given at the begining of Sec.4 in $`\left[I\right]`$, we conclude that, in order to check the validity of the โTT relativityโ in the โmuonโ experiment, we would need, strictly speaking, to measure, e.g., the lifetime $`\tau _\mu `$ and the time $`t_\mu `$ in the muon frame, where they determine $`l_{OT}`$ and $`l_{OA}`$ respectively, and then to measure *the same events* (that determined $`\tau _\mu `$ and $`t_\mu `$ in the muon frame) in an IFR that is in uniform motion relative to the muon frame (at us it is the Earth frame). Of course it is not possible to do so in the real โmuonโ experiment but, nevertheless, in this case we can use the data from experiments and and interpret them as that they were obtained in the way required by the โTT relativity.โ The reasons for such a conclusion are the identity of microparticles of the same sort, the assumed homogeneity and isotropy of the spacetime, and some other reasons that are actually discussed in (although from another point of view). Here we shall not discuss this, in principle, a very complex question, than we take the measured values of $`\tau _\mu ,`$ $`t_\mu ,`$ $`N_s`$ and $`N_m`$ and compare them with the results predicted by the relation (14). In $`\tau _\mu `$ is taken to be $`\tau _\mu =2.211\mu s,`$ $`N_s=397\pm 9,`$ $`N_m=550\pm 10,`$ but $`t_\mu `$ is not measured than it is estimated from Fig.6(a) in to be $`t_\mu =0.7\mu s.`$ Inserting the values of $`\tau _\mu ,`$ $`t_\mu `$ and $`N_m`$ from (for this simple comparison we take only the mean values without errors) into Eq.(14) we predict that $`N_s`$ is $`N_s=401,`$ which is in an excellent agreement with the measured $`N_s=397.`$ As it is already said, the spacetime length $`l`$ takes the same value in both frames and both coordinatizations, $`l_{e,\mu }=l_{e,E}=l_{r,\mu }=l_{r,E}.`$ Hence, for the measured $`N_m=550`$ and if the distance 4-vectors $`l_{OA}^\alpha `$ and $`l_{OT}^\alpha `$ would be measured in the Earth frame, and in both frames in the โrโ base, we would find the same $`N_s=401.`$ This result undoubtedly confirms the consistency and the validity of the โTT relativity.โ (Note that we cannot compare the experiments with the โTT relativityโ since their $`t_\mu ,`$ Eq.(7) in , is not correctly determined from the โTT relativityโ viewpoint.)
*The nonrelativistic theory predicts the same value of the exponential factor in both frames,* $`\mathrm{exp}(t_E/\tau _E)=\mathrm{exp}(t_\mu /\tau _\mu ),`$ *since it deals with the absolute time, i.e., with the Galilean transformations. But, for the measured* $`N_m`$ *the nonrelativistic theory predicts too small* $`N_s.`$ *The โAT relativityโ correctly predicts the value of* $`N_s`$ *in both frames but only in the โeโ coordinatization, while in the โrโ coordinatization the experimental* $`N_s`$ *and the theoretically predicted* $`N_s`$ *drastically differ. The โTT relativityโ completely agrees with the experiments in all IFRs and all possible coordinatizations. Thus, only the manifestly covariant formulation of the special relativity, i.e., the โTT relativity,โ as the theory of 4D spacetime with the pseudo-Euclidean geometry, is in a complete agreement with the experiments.*
### D Another time โdilatationโ experiments
The same conclusion can be obtained comparing the other particle lifetime measurements, e.g., , or for the pion lifetime , with all three theories. However, as it is already said, all the mentioned experiments, and not only them but all other too, were designed to test the โAT relativity.โ Thus in the experiments , which preceded to the experiments and , the relation similar to (4) is used but with $`t_E`$ replaced by $`H_E`$ (=$`vt_E`$) and $`\tau _E`$ (the lifetime of muons in the Earth frame) replaced by $`L`$ $`=v\tau _E`$ ($`L`$ is the โaverage range before decayโ), and also the connection between the lifetimes (3) ($`\tau _E=\gamma \tau _\mu `$) is employed. Obviously the *predictions* of the results in the experiments will depend on the chosen synchronization, since they deal with the โAT relativityโ and use the radioactive-decay law in the form that contains only a part of the distance 4-vector. The *predictions* obtained by the use of the โTT relativityโ will be again independent on the chosen IFR and the chosen coordinatization. However the comparison of these experiments with the โTT relativityโ is difficult since, e.g., they have no data for $`t_\mu .`$ Similarly happens with the experiments reported in .
The lifetime measurements of muons in the g-2 experiments are often quoted as the most convincing evidence for the time dilatation, i.e., they are claimed as high-precision evidence for the special relativity. Namely in the literature the evidence for the time dilatation is commonly considered as the evidence for the special relativity. The muon lifetime in flight $`\tau `$ is determined by fitting the experimental decay electron time distribution to the six-parameter phenomenological function describing the normal modulated exponential decay spectrum (their Eq.(1)). Then by the use of the relation $`\tau =\gamma \tau _0`$ and of $`\tau _0`$ (our $`\tau _\mu `$), the lifetime at rest (as determined by other workers), they obtained the time-dilatation factor $`\gamma ,`$ or the kinematical $`\gamma .`$ This $`\gamma `$ is compared with the corresponding dynamical $`\gamma `$ factor ($`\gamma =(p/m)dp/dE`$), which they called $`\overline{\gamma }`$ (the average $`\gamma `$ value). $`\overline{\gamma }`$ is determined from the mean rotation frequency $`\overline{f}_{rot}`$ by the use of the Lorentz force law (the โrelativisticโ expression); the magnetic field was measured in terms of the proton NMR frequency $`f_p`$ (for the discussion of $`g2`$ experiments within the traditional โAT relativityโ see also ). Limits of order $`10^3`$ in $`(\gamma \overline{\gamma })/\gamma `$ at the kinematical $`\gamma =29.3`$ were set. In that way they also compared the value of the $`\mu ^+`$ lifetime at rest $`\tau _0^+`$ (from the other precise measurements) with the value found in their experiment $`\tau ^+/\overline{\gamma },`$ and obtained $`(\tau _0^+\tau ^+/\overline{\gamma })/\tau _0^+=(2\pm 9)\times 10^4,`$ (this is the same comparison as the mentioned comparison of $`\gamma `$ with $`\overline{\gamma }`$). They claimed: โAt $`95\%`$ confidence the fractional difference between $`\tau _0^+`$ and $`\tau ^+/\overline{\gamma }`$ is in the range $`(1.62.0)\times 10^3`$.โ and โTo date, this is the most accurate test of relativistic time dilation using elementary particles.โ The objections to the precision of the experiments , and the remark that a convincing direct test of special relativity must not assume the validity of special relativity in advance (in the use of the โrelativisticโ Lorentz force law in the determination of the mean rotation frequency and thus of $`\overline{\gamma },`$ and $`\tau _0`$), have been raised in . The discussion of these objections is given in .
However, our objections to are of a quite different nature. Firstly, the theoretical relations refer to the โeโ coordinatization and, e.g., Eq.(1) in the first paper in cannot be transformed in an appropriate way to the โrโ coordinatization in order to compare the โAT relativityโ in different coordinatizations with the experiments. If only the exponential factor is considered then this factor is again, as in , affected by synchrony choice. Although the time $`t`$ in that exponential factor may be independent of the chosen synchronization (when $`t`$ is taken to be the multiple of the mean rotation period $`T`$), but $`\tau `$ does not refer to the events that happen at the same spatial point and thus it is synchrony dependent quantity. This means that in the โrโ base one cannot use the relation $`\tau =\gamma \tau _0`$ to find the โdilatationโ factor $`\gamma ,`$ but the relation (21) from $`\left[I\right]`$ for the time โdilatationโ in the โrโ base, $`x_r^0(\tau )=(1+2\beta _r)^{1/2}c\tau _0`$ must be employed. Hence, the whole comparison of $`\gamma `$ with $`\overline{\gamma }`$ holds only in the โeโ base; in another coordinatization the โAT relativityโ predicts quite different $`\tau _0`$ for the same $`x^0(\tau ),`$ which is inferred from the exponential decay spectrum.
Let us now examine the measurements from the point of view of the โTT relativity.โ But for the โTT relativityโ these experiments are incomplete and cannot be compared with the theory. Namely, in the โTT relativity,โ as already said, it is not possible to find the values of the muon lifetime in flight $`\tau `$ by analyses of the measurements of the radioactive decay distribution, since, there, the radioactive decay law is written in terms of the spacetime lengths and not with $`t`$ and $`\tau .`$ Also, in the โTT relativity,โ there is not the connection between the muon lifetime in flight $`\tau `$ and the lifetime at rest $`\tau _0`$ in the form $`\tau =\gamma \tau _0,`$ since $`\tau ,`$ in the โTT relativity,โ does not exist as a well defined quantity. Thus, in the โTT relativity,โ there is no sense in the use of the relation $`\tau =\gamma \tau _0`$ to determine $`\gamma .`$ An important remark is in place here; in principle, in the โTT relativity,โ the same events and the same quantities have to be considered in different frames of reference, which means that in the muon experiment the lifetime at rest $`\tau _0`$ refers to the decaying particle in an accelerated frame and for the theoretical discussion we would need to use the coordinate transformations connecting an IFR with an accelerated frame of reference. (An example of the generalized Lorentz transformation is given in but they are written in the โeโ base and thus not in fully covariant way, i.e., not in the way as we have written the covariant Lorentz transformation, Eq.(3) in $`\left[I\right]`$.) Furthermore, in the experiments the average value of $`\gamma `$ ($`\overline{\gamma }`$), i.e., the dynamical $`\gamma ,`$ for the circulating muons is found by analysis of the bunch structure of the stored muon and the use of the relation connecting $`\overline{\gamma }`$ and the mean rotation frequency $`\overline{f}_{rot};`$ this relation is obtained by the use of the expression for the โrelativistic,โ i.e., the โAT relativity,โ Lorentz force law, which is expressed by means of the 3-vectors $`๐`$ and $`๐.`$ However, in contrast to the โAT relativity,โ and also to the usual covariant formulation, in the โTT relativity,โ the covariant Lorentz force $`K^a=(q/c)F^{ab}u_b`$ ($`F^{ab}`$ is the electromagnetic field tensor and $`u^b`$ is the 4-velocity of a charge $`q;`$ all is written in the abstract index notation, and ) cannot be expressed in terms of the 3-vectors $`๐`$ and $`๐.`$ Namely, as already said, in the โAT relativityโ the real physical meaning is attributed not to $`F^{ab}`$ than to the 3-vectors $`๐`$ and $`๐,`$ while in the โTT relativityโ only covariantly defined quantities do have well-defined physical meaning both in the theory and in experiments. (The transformations of the 3-vectors $`๐`$ and $`๐`$ are not directly connected with the Lorentz transformations of the *whole 4D tensor quantity* $`F^{ab}`$ as a geometrical quantity, but indirectly through the transformations of *some components* of $`F^{ab},`$ and that, *in the specific coordinatization, the Einstein coordinatization.* This issue is discussed in and , where it is also shown that the 3-vector $`๐`$ ($`๐`$) in an IFR $`S`$ and the transformed 3-vector $`๐^{}`$ ($`๐^{}`$) in relatively moving IFR $`S^{}`$ do not refer to the same physical quantity in 4D spacetime, i.e., that the conventional transformations of $`๐`$ and $`๐`$ are the AT.) From and one can see how the Lorentz force $`K^a`$ is expressed in terms of the 4-vectors $`E^a`$ and $`B^a`$ and show when this form corresponds to the classical expression for the Lorentz force with the 3-vectors $`๐`$ and $`๐.`$ Also it can be seen from that for $`B^\alpha 0`$ ($`B^\alpha `$ is the representation of $`B^a`$ in the โeโ base) it is not possible to obtain $`\gamma _u=1`$ (the 4-velocity of a charge $`q`$ in the โeโ base is $`u^\alpha =(\gamma _uc,\gamma _u๐ฎ)`$ and $`\gamma _u=(1u^2/c^2)^{1/2}`$) and the covariant Lorentz force $`K^a`$ can never take the form of the usual magnetic force $`๐
_B.`$ Hence it follows that in the โTT relativityโ it is not possible to use the Lorentz force $`๐
_B`$ and the usual equation of motion $`d(\overline{\gamma }m๐ฎ)/dt=q(๐ฎ\times ๐)`$ to find the relation connecting $`\overline{\gamma }`$ and the mean rotation frequency $`\overline{f}_{rot},`$ and thus to find $`\tau _0`$ from $`\tau /\overline{\gamma },.`$in the way as in . The discussion about the kinematical $`\gamma `$ (the relation $`\tau =\gamma \tau _0`$) and about the dynamical $`\overline{\gamma }`$ (from the use of the Lorentz force) shows that the measurements cannot be compared with the โTT relativity.โ But, as we explained before, in contrast to the usual opinion, these experiments do not confirm the โAT relativityโ either, since if the exponential decay spectrum is analyzed in another coordinatization, e.g., the โrโ coordinatization, then, similarly as for the experiments , one finds that for the given $`N_0`$ the theoretical and the experimental $`N`$ differ.
## IV THE MICHELSON-MORLEY EXPERIMENT
These conclusions will be further supported considering some other experiments, which, customarily, were assumed to confirm the โAT relativity.โ The first one will be the famous Michelson-Morley experiment , and some modern versions of this experiment will be also discussed.
In the Michelson-Morley experiment two light beams emitted by one source are sent, by half-silvered mirror $`O`$, in orthogonal directions. These partial beams of light traverse the two equal (of the length $`L`$) and perpendicular arms $`OM_1`$ (perpendicular to the motion) and $`OM_2`$ (in the line of motion) of Michelsonโs inteferometer and the behaviour of the interference fringes produced on bringing together these two beams after reflection on the mirrors $`M_1`$ and $`M_2`$ is examined. In order to avoid the influence of the effect that the two lengths of arms are not exactly equal the entire inteferometer is rotated through $`90^0.`$ Then any small difference in length becomes unimportant. The experiment consists of looking for a shift of the intereference fringes as the apparatus is rotated. The expected maximum shift in the number of fringes (the measured quantity) on a $`90^0`$ rotation is
$$N=(\varphi _2\varphi _1)/2\pi ,$$
(15)
where $`(\varphi _2\varphi _1)`$ is the change in the phase difference when the interferometer is rotated through $`90^0.`$ $`\varphi _1`$ and $`\varphi _2`$ are the phases of waves moving along the paths $`OM_1O`$ and $`OM_2O,`$ respectively.
### A The nonrelativistic approach
In the nonrelativistic approach the speed of light in the preferred frame is $`c.`$ Then, on the ether hypothesis, the speed of light, in the Earth frame, i.e., in the rest frame of the interferometer (the $`S`$ frame), on the path along an arm of the Michelson interferometer oriented perpendicular to its motion at velocity $`๐ฏ`$ relative to the preferred frame (the ether) is $`(c^2v^2)^{1/2};`$ the Earth together with the inteferometer moving with velocity $`๐ฏ`$ through the ether is equivalent to the inteferometer at rest with the ether streaming through it with velocity $`๐ฏ.`$ Since in $`S`$ both waves are brought together to the same spatial point the phase difference $`\varphi _2\varphi _1`$ is determined only by the time difference $`t_2t_1;`$ $`\varphi _2\varphi _1=2\pi (t_2t_1)/T,`$ where $`t_1`$ and $`t_2`$ are the times required for the complete trips $`OM_1O`$ and $`OM_2O,`$ respectively, and $`T(`$=$`\lambda /c)`$ is the period of vibration of the light. From the known speed of light one finds that $`t_1`$ is
$$t_1=2L/c(1v^2/c^2)^{1/2}.$$
(16)
Similarly, the speed of light on the path $`OM_2`$ is $`cv,`$ and on the return path is $`c+v,`$ giving that
$$t_2=2L/c(1v^2/c^2).$$
(17)
We see that according to the nonrelativistic approach the time $`t_1`$ is a little less than the time $`t_2,`$ even though the mirrors $`M_1`$ and $`M_2`$ are equidistant from $`O.`$ To order $`v^2/c^2`$ the difference in the times is $`t_2t_1=(L/c)(v^2/c^2).`$ Inserting it into $`N`$ (15) (the measured quantity $`N,`$ when the phase difference is determined by the time difference, is $`N=2(t_2t_1)c/\lambda `$) we find, to the same order $`v^2/c^2`$, that
$$N(2L/\lambda )(v^2/c^2).$$
(18)
This result is obtained by the classical analysis in the Earth frame (the interferometer rest frame).
Let us now consider the same experiment in the preferred frame (the $`S^{}`$ frame).Since in the nonrelativistic theory the two frames are connected by the Galilean transformations, it follows that the corresponding times in both frames are equal, $`t_1=t_1^{}`$ and $`t_2=t_2^{},`$ whence $`t_2t_1=t_2^{}t_1^{}`$ and, supposing that again the phase difference is determined only by the time difference, $`N=N^{}.`$ However, for the further purposes, it is worth to find explicitly $`t_1^{}`$ and $`t_2^{}`$ considering the experiment directly in the preferred frame. Since the speed of light in the preferred frame is $`c,`$ the preferred-frame observer considers that the light travels a distance $`ct_1^{}/2`$ along the hypotenuse of a triangle; in the same time $`t_1^{}/2`$ the mirror $`M_1`$ moves to $`M_1^{}`$, i.e., to the right a distance $`vt_1^{}/2,`$ and from the right triangle this observer finds $`t_1^{}/2=L/c(1v^2/c^2)^{1/2}.`$ The return trip is again along the hypotenuse of a triangleand the return time isagain $`=t_1^{}/2.`$ The total time for such a zigzag path is, as it must be, $`t_1^{}=`$ $`t_1`$ (16) (the half-silvered mirror $`O`$ moved to $`O^{}`$ in $`t_1^{}`$). For the arm oriented parallel to its motion the preferred-frame observer considers that the light, when going from $`O`$ to $`M_2^{}`$, must traverse a distance $`L+vt_3^{}`$ at the speed $`c,`$ whence $`L+vt_3^{}=ct_3^{}`$ and $`t_3^{}=L/(cv)`$. In a like manner, the time $`t_4^{}`$ for the return trip is $`t_4^{}=L/(c+v).`$ The total time $`t_2^{}=t_3^{}+t_4^{}`$ is, as it must be, equal to $`t_2`$ (17) (the half-silvered mirror $`O`$ moved to $`O^{\prime \prime }`$ in $`t_2^{}`$). This discussion shows that the nonrelativistic theory is a consistent theory giving the same $`N`$ in both frames. However it does not agree with the experiment. Namely Michelson and Morley found from their experiment that was no observable fringe shift.
From the theoretical point of view it is interesting to mention an analysis of the Michelson-Morley experiment which is given in . There, the paths of light are examined in the case when the experiment is viewed from a frame in which the apparatus is moving at velocity $`v`$ (our $`S^{}`$ frame). It is inquired whether the half-silvered mirror $`O`$ correctly reflects the light to and from the interferometer arms, such that light travels in the appropriate โtriangular pathโ in the transverse arm, and correctly brings the longitudinal ray into line with the transverse ray at the detector. The result is that if in the classical analysis the half-silvered mirror is set to exactly $`45^0,`$ then the transverse ray will โovershootโ the desired trajectory while the longitudinal ray will โundershoot.โ The interference pattern will be dependent on the position of the detector since there is a divergence of the interfering light rays. The ray angles on the way to the detector are given by Eq.(16) in The difference in these angles is exceedingly small (second order in $`v/c`$), and hence negligible in the usual Michelson-Morley experiment.
At this point it has to be noted that there are more serious objections to the traditional derivation of $`N`$ in the nonrelativistic theory and in $`S^{}`$ than the one mentioned by . These objections are usually overlooked and we only briefly sketch them here. Firstly, in $`S^{}`$ the waves are not brought together to the same spatial point and consequently the phase difference is not determined only by the time difference. Strictly speaking the increment of phase $`\varphi _1^{}`$ for the trip $`OM_1^{}O^{}`$ is $`\varphi _1^{}=(\omega _{OM_1^{}}^{}t_1^{}/2๐ค_{OM_1^{}}^{}๐ฅ_{OM_1^{}}^{})+(\omega _{M_1^{}O^{}}^{}t_1^{}/2๐ค_{M_1^{}O^{}}^{}๐ฅ_{M_1^{}O^{}}^{}),`$ and similarly the increment of phase $`\varphi _2^{}`$ for the trip $`OM_2^{}O^{\prime \prime }`$ is $`\varphi _2^{}=(\omega _{OM_2^{}}^{}t_3^{}๐ค_{OM_2^{}}^{}๐ฅ_{OM_2^{}}^{})+(\omega _{M_2^{}O^{\prime \prime }}^{}t_4^{}๐ค_{M_2^{}O^{\prime \prime }}^{}๐ฅ_{M_2^{}O^{\prime \prime }}^{}),`$ where $`\omega _{OM_1^{}}^{},`$ $`๐ค_{OM_1^{}}^{},`$ and $`๐ฅ_{OM_1^{}}^{}`$ are the angular frequency, the wave 3-vector and the distance 3-vector ($`\stackrel{}{OM_1^{}}`$), respectively, of the wave on the trip $`OM_1^{},`$ etc.. What is overlooked in the usual derivation of $`N`$ in the nonrelativistic theory is that not all $`\omega ^{}`$ are the same due to the classical Doppler effect of inertial motion of a source and of a mirror in the $`S^{}`$ frame, and that the classical aberration of light has to be taken into account when different $`๐ค^{}`$ in $`S^{}`$ are determined (this is, in fact, considered in ). We shall not examine the mentioned changes of the classical derivation since $`N,`$ obtained with these changes, will be again different from zero.
It is possible to look at the Michelson-Morley experiment from another point of view; the light ray going both ways in one of the arms of the interferometer can be considered as a clock, a light clock, with the period determined by the return time of the light ray. The experiment is then considered as the comparison of the frequencies of two clocks, and it shows that the relative frequency does not change by a rotation of the interferometer. Such point of view is important for the interpretation of the modern versions of the Michelson-Morley experiment.
### B The โAT relativityโ approach
Next we examine the same experiment from the โAT relativityโ viewpoint. Again, as in the discussion of the โmuonโ experiment, we consider this experiment in both frames and in both coordinatizations as well. First the โeโ coordinatization in both frames will be explored. It has to be noted that the experiment is usually discussed only in the โeโ base, and again, as in the nonrelativistic theory, the phase difference $`\varphi _2\varphi _1`$ is considered to be determined only by the time difference $`t_2t_1.`$ Further, in contrast to the nonrelativistic theory, in the โAT relativityโ and in the โeโ base it is postulated (Einsteinโs second postulate) that light *always* travels with speed $`c.`$
Hence in the $`S`$ frame (the rest frame of the interferometer) $`t_1=2L/c`$ and $`t_2=2L/c,`$ and, with the assumption that only the time difference $`t_2t_1`$ matters, it follows that $`N`$=$`0,`$ in agreement with the experiment. In the $`S^{}`$ frame (the preferred frame) the time $`t_1^{}`$ is determined in the same way as in the nonrelativistic theory, i.e., supposing that a zigzag path is taken by the light beam in a moving โlight clockโ. Thus, the light-travel time $`t_1^{}`$ is exactly equal to that one in the nonrelativistic theory, $`t_1^{}=2L/c(1v^2/c^2)^{1/2}.`$ Comparing with $`t_1=2L/c`$ we see that, in contrast to the nonrelativistic theory, it takes a longer time for light to go from end to end in the moving clock than in the stationary clock, $`t_1^{}=t_1/(1v^2/c^2)^{1/2}=\gamma t_1,`$ see, e.g., p.15-6, p.359, or an often cited paper on modern tests of special relativity . This is the usual way in which it is shown how, in the โAT relativity,โ the time dilatation is forced upon us by the constancy of the speed of light. However, in the โAT relativity,โ the light-travel time $`t_2^{}`$ is determined by invoking the Lorentz contraction; it is argued that a preferred frame observer measures the length of the arm oriented parallel to its motion to be contracted to a length $`L^{}=L(1v^2/c^2)^{1/2},`$ see, e.g., . Then $`t_2^{}`$ is determined in the same way as in the nonrelativistic theory but with $`L^{}`$ replacing the rest length $`L,`$ $`t_2^{}=(L^{}/(cv))+(L^{}/(c+v))=2L/c(1v^2/c^2)^{1/2}=t_1^{},`$ whence $`t_2^{}t_1^{}=0`$ and $`N^{}`$=$`0,`$ as in the $`S`$ frame. We quoted such usual derivation in order to illustrate how the time dilatation and the Lorentz contraction are used in the โAT relativityโ to show the agreement between the theory and the famous Michelson-Morley experiment. Although this procedure is generally accepted by the majority of physicists as the correct one and quoted in all textbooks on the subject, we note that such an explanation of the null result of the experiment is very awkward and does not use at all the 4D symmetry of the spacetime; the derivation deals with the temporal and spatial distances as well defined quantities, i.e., in a similar way as in the prerelativistic physics, and then in an artificial way introduces the changes in these distances due to the motion.
To better illustrate the preceding assertions we derive the same results for $`t_1^{},`$ $`t_2^{}`$ and $`N^{}`$ in another way too. It starts with 4D quantities, but then, as shown in $`\left[I\right]`$ Sec.4.2, connects only some parts of the distance 4-vectors, i.e., the temporal distances, in two relatively moving frames using Eq.(20) from $`\left[I\right]`$ for the time dilatation in the โeโ base instead of the complete Lorentz transformation. Let now $`A,`$ $`B`$ and $`A_1`$ denote the events; the departure of the transverse ray from the half-silvered mirror $`O,`$ the reflection of this ray on the mirror $`M_1`$ and the arrival of this beam of light after the round trip on the half-silvered mirror $`O,`$ respectively. In the same way we have, for the longitudinal arm of the inteferometer, the corresponding events $`A,`$ $`C`$ and $`A_2.`$ Then, from Eq.(20) in $`\left[I\right]`$, one finds $`t_1^{}=\gamma t_1,`$ $`t_2^{}=\gamma t_2=t_1^{}`$ and consequently $`N^{}`$=$`0.`$ But, note, that in both mentioned derivations in the โAT relativity,โ the fequencies of the waves are supposed to be the same in $`S`$ and $`S^{},`$ i.e., the Doppler effect is not taken into account, and the contributions of $`๐ค^{}`$ and $`๐ฅ^{}`$ to the increments of phase in $`S^{}`$ are neglected, i.e., the consideration of the aberration of light in the determination of different $`๐ค^{}`$ in $`S^{}`$ is not performed. Obviously, in the โAT relativity,โ the same procedure is applied to the calculation of $`\varphi _1^{},`$ $`\varphi _2^{}`$ and $`N^{}`$ in $`S^{}`$ as in the nonrelativistic theory; only, in an artificial way, the Lorentz contraction and the time dilatation are introduced into the calculation.
The same experiment can be examined in the โrโ coordinatization. This synchronization is an asymmetric synchronization, which leads to an asymmetry in the measured one-way speed of light, but the average speed of light on any round trip is independent of the synchronization procedure employed, and is $`=c.`$ In the Michelson-Morley experiment the measured phase difference between the phases on the round trips $`OM_1O`$ and $`OM_2O`$ in $`S,`$ the rest frame of the interferometer, is synchrony independent, since both waves are brought together to the same spatial point. Hence, one concludes that the same result $`N`$=$`0`$ will be obtained in the $`S`$ frame in the โrโ base as in the โeโ coordinatization. However in the $`S^{}`$ frame such independence on the used coordinatization cannot be expected. We shall not discuss this issue here for the sake of saving space, and since there are some more important problems in the traditional โAT relativityโ derivation of $`N`$.
As already mentioned, it is shown in that the classical analysis of the interference, in the frame in which the apparatus is in motion, predicts a divergence of the interfering light rays on the way to the detector. In contrast to this result, the exact parallelness of the longitudinal and the transverse rays is obtained in , but only in the case when, in addition to the usual analysis in the โAT relativity,โ the Lorentz contraction โtiltโ of the moving half-silvered mirror is taken into account. The analysis in actually takes into account the aberration of light, which is overlooked in the traditional derivation in the โAT relativityโ in the same way as it is overlooked in the nonrelativistic theory. However this analysis is performed in the โeโ coordinatization and the Lorentz contraction โtiltโ of the moving half-silvered mirror, that is required for the exact parallelness of the rays, is considered in that coordinatization. In another coordinatization, e.g., in the โrโ coordinatization, the Lorentz โcontractionโ of the moving half-silvered mirror will be different, it can become a โdilatation,โ and one can expect a divergence of the interfering light rays on the way to the detector. But, as it is already said, the effect is exceedingly small (second order in $`v/c`$), and hence negligible in the usual Michelson-Morley experiment, and therefore it will not be discussed in more detail.
#### 1 Driscollโs non-null fringe shift
In the usual โAT relativityโ calculation in the โeโ base (see the discussion above and also , , ) of the fring shift in the Michelson-Morley experiment is repeated, and, of course, the observed null fringe shift independent of changes of $`v`$, the relative velocity of $`S`$ and $`S^{},`$ and/or $`\theta ,`$ the angle that the undivided ray from the source to the beam divider makes with $`๐ฏ,`$ is obtained. However, it is noticed in that in such a traditional calculation of $`(\varphi _2\varphi _1)`$ (the change in the phase difference when the interferometer is rotated through $`90^0`$) only path lengths (optical or geometrical), i.e., the temporal distances, are considered, while the Doppler effect on wavelength in the $`S^{}`$ frame, in which the interferometer is moving, is not taken into account. Then the same calculation of $`(\varphi _2^{}\varphi _1^{}),`$ as the traditional one, is performed in , but determing the increment of phase along some path, e.g. $`OM_1^{}`$, not only by the segment of geometric path length (i.e., the temporal distance for that path) than also by the wavelength in that segment (i.e., the frequency of the wave in that segment). Accordingly the phase difference (in our notation) $`\varphi _1^{}\varphi _2^{},`$ in the $`S^{}`$ frame, between the ray along the vertical path $`OM_1^{}O^{},`$ and that one along the longitudinal path $`OM_2^{}O^{\prime \prime },`$ respectively, is found (see ) to be
$$(\varphi _1^{}\varphi _2^{})_{(b)}/2\pi =2(L\nu /c)(1+\epsilon +\beta ^2)2(L\nu /c)(1+2\beta ^2)=2(L\nu /c)(\epsilon \beta ^2),$$
(19)
Eqs.(23-25) in , where $`L`$ is the length of the segment $`OM_2`$ and $`\overline{L}=L(1+\epsilon )`$ is the length of the arm $`OM_1`$ ($`L,`$ $`\overline{L}`$ and $`\nu `$ are determined in the rest frame of the interferometer). In this expression the Doppler effect of $`๐ฏ`$ on the frequencies, and the Lorentz contraction of the longitudinal arm, are taken into account. In a like manner Driscoll finds the phase difference in the case when the interferometer is rotated through $`90^0`$
$$(\varphi _1^{}\varphi _2^{})_{(a)}/2\pi =2(L\nu /c)(1+\epsilon +2\beta ^2)2(L\nu /c)(1+\beta ^2)=2(L\nu /c)(\epsilon +\beta ^2),$$
(20)
Eqs.(19-21) in . Hence, it is found in a โsurprisingโ non-null fringe shift
$$N^{}=(\varphi _2^{}\varphi _1^{})/2\pi =4(L\nu /c)\beta ^2,$$
(21)
where $`(\varphi _2^{}\varphi _1^{})=(\varphi _1^{}\varphi _2^{})_{(b)}(\varphi _1^{}\varphi _2^{})_{(a)},`$ and we see that the entire fringe shift is due to the Doppler shift. From the non-null result (21) the author of concluded: โthat the Maxwell-Einstein electromagnetic equations and special relativity jointly are disproved, not confirmed, by the Michelson-Morley experiment.โ However such a conclusion cannot be drawn from the result (21). The origin of the appearance of $`N^{}0`$ (21) is quite different than that considered in , and it will be explained below. Note that in the changes in the usual derivation of $`N^{},`$ which are caused by the aberration of light, are considered, while investigates those changes which are caused by the Doppler effect. Both changes are examined only in the โeโ base, and both would be different in, e.g., the โrโ base. This means that $`N^{}`$ in $`S^{}`$ will be dependent on the chosen synchronization, and consequently that the โAT relativityโ is not capable to explain in a satisfactory manner the results of the Michelson-Morley experiment.
### C The โTT relativityโ approach
Next we examine the Michelson-Morley experiment from the โTT relativityโ viewpoint. Then the relevant quantity is the phase of a light wave, and it is (when written in the abstract index notation, see $`\left[I\right]`$ and )
$$\varphi =k^ag_{ab}l^b,$$
(22)
where $`k^a`$ is the propagation 4-vector, $`g_{ab}`$ is the metric tensor and $`l^b`$ is the distance 4-vector. (We note that in the โTT relativityโ the light waves are described by the 4-vectors $`E^a(x^b)`$ and $`B^a(x^b)`$ of the electric and magnetic fields $`(E^a(x^b)=E_0^a\mathrm{exp}(ik^bx_b)),`$ while the โAT relativityโ works with the 3-vectors $`๐(๐ซ,t)`$ and $`๐(๐ซ,t)`$ $`(๐(๐ซ,t)=๐_0\mathrm{exp}(i(\mathrm{๐ค๐ซ}\omega t))),`$ as in the prerelativistic physics.) The traditional derivation of $`N`$ (in the โAT relativityโ) deals only with the calculation of $`t_1`$ and $`t_2`$ in $`S`$ and $`S^{},`$ but does not take into account either the changes in frequencies due to the Doppler effect or the aberration of light. The โAT relativityโ calculations in and improve the traditional procedure taking into account the changes in frequencies , and the aberration of light , but only in the โeโ base. None of the โAT relativityโ calculations deals with the covariantly defined 4D quantities, in this case, the covariantly defined phase (22), and it will be shown here that the non-null theoretical result obtained in is a consequence of that fact. In the โTT relativityโ neither the Doppler effect nor the aberration of light exist separately as well defined physical phenomena. The separate contributions to $`\varphi `$ of the $`\omega t`$ factors and $`\mathrm{๐ค๐ฅ}`$ factors are, in general case, meaningless in the โTT relativityโ and only their indivisible unity, the phase (22), is meaningful quantity; it is invariant upon the covariant 4D Lorentz transformations (Eq.(3) in $`\left[I\right]`$ and Sec.3 here), and, as it is written in the abstract index notation, the phase (22) does not depend on the chosen coordinatization in the considered IFR. (All quantities in (22), i.e., $`k^a`$, $`g_{ab}`$ and $`l^b,`$ are the 4D tensor quantities that correctly transform upon the covariant 4D Lorentz transformations (Eq.(3) in $`\left[I\right]`$ and Sec.3 here), which means that in all relatively moving IFRs always *the same 4D quantity*, e.g., $`k^a,`$ or $`l^b,`$ is considered. This is not the case in the โAT relativityโ where, for example, the relation $`t_1^{}=\gamma t_1`$ is not the Lorentz transformation of some 4D quantity, and $`t_1^{}`$ *and* $`t_1`$ *do not correspond to the same 4D quantity* considered in $`S^{}`$ and $`S`$ respectively.) Only in the โeโ coordinatization the $`\omega t`$ and $`\mathrm{๐ค๐ฅ}`$ factors can be considered separately. Therefore, and in order to retain the similarity with the prerelativistic and the โAT relativityโ considerations, we first determine $`\varphi `$ (22) in the โeโ base and in the $`S`$ frame (the rest frame of the interferometer). Then $`k_{ABe}^\mu `$ and $`l_{ABe}^\mu `$ (the representations of $`k_{AB}^a`$ and $`l_{AB}^a`$ in the โeโ base and in $`S`$) for the wave on the trip $`OM_1`$ ( $`A`$ and $`B`$ are the corresponding events for that trip, as mentioned previously) $`k_{ABe}^\mu =(\omega /c,0,2\pi /\lambda ,0)`$ and $`l_{ABe}^\mu =(ct_{M_1},0,\overline{L},0),`$ while for the wave on the return trip $`M_1O,`$ (the events $`B`$ and $`A_1`$) $`k_{BA_1e}^\mu =(\omega /c,0,2\pi /\lambda ,0)`$ and $`l_{BA_1e}^\mu =(ct_{M_1},0,\overline{L},0)`$). Hence the increment of phase $`\varphi _{1e}`$, for the the round trip $`OM_1O,`$ is
$`\varphi _{1e}=k_{ABe}^\mu l_{\mu ABe}+k_{BA_1e}^\mu l_{\mu BA_1e}=2(\omega t_{M_1}+(2\pi /\lambda )\overline{L}),`$where $`\omega `$ is the angular frequency and, for the sake of comparison with , the length of the arm $`OM_1`$ is taken to be $`\overline{L}=L(1+\epsilon ),`$ and $`L`$ is the length of the segment $`OM_2.`$ In a like manner we find $`k_{ACe}^\mu `$ and $`l_{ACe}^\mu `$ for the wave on the trip $`OM_2,`$ (the corresponding events for the round trip $`OM_2O`$ are $`A,`$ $`C`$ and $`A_2`$) as $`k_{ACe}^\mu =(\omega /c,2\pi /\lambda ,0,0)`$ and $`l_{ACe}^\mu =(ct_{M_2},L,0,0),`$ while for the wave on the return trip $`M_2O,`$ $`k_{CA_2e}^\mu =(\omega /c,2\pi /\lambda ,0,0)`$ and $`l_{CA_2e}^\mu =(ct_{M_2},L,0,0)`$), whence
$`\varphi _{2e}=k_{ACe}^\mu l_{\mu ACe}+k_{CA_2e}^\mu l_{\mu CA_2e}=2(\omega t_{M_2}+(2\pi /\lambda )L),`$and thus
$$\varphi _{1e}\varphi _{2e}=2\omega (t_{M_1}t_{M_2})+2(2\pi /\lambda )(\overline{L}L).$$
(23)
Particularly for $`\overline{L}=L,`$ and consequently $`t_{M_1}=t_{M_2},`$ one finds $`\varphi _{1e}\varphi _{2e}=0.`$ It can be easily shown that the same difference of phase (23) is obtained in the case when the interferometer is rotated through $`90^0,`$ whence we find that $`(\varphi _{1e}\varphi _{2e})`$=$`0,`$ and $`N_e=0.`$ Since, according to the construction, $`\varphi `$ (22) is a Lorentz scalar, and does not depend on the chosen coordinatization in a considered IFR, we immediately conclude, without calculation, that
$$N_e^{}=N_r=N_r^{}=N_e=0,$$
(24)
which is in a complete agreement with the Michelson-Morley experiment.
#### 1 Explanation of Driscollโs non-null fringe shift and of the null fringe shift obtained in the conventional โAT relativityโ calculation
Driscollโs improvement of the traditional โAT relativityโ derivation of the fringe shift can be easily obtained from our covariant approach taking only the product $`k_e^0l_{0e}^{}`$ in the calculation of the increment of phase $`\varphi _e^{}`$ in $`S^{}`$ in which the apparatus is moving. Thus in $`S^{}`$ $`k_{ABe}^\mu =(\gamma \omega /c,\beta \gamma \omega /c,2\pi /\lambda ,0)`$ and $`l_{ABe}^\mu =(\gamma ct_{M_1},\beta \gamma ct_{M_1},\overline{L},0),`$ and also $`k_{BA_1e}^\mu =(\gamma \omega /c,\beta \gamma \omega /c,2\pi /\lambda ,0)`$ and $`l_{BA_1e}^\mu =(\gamma ct_{M_1},\beta \gamma ct_{M_1},\overline{L},0),`$ giving that
$$(1/2\pi )(k_{ABe}^0l_{0ABe}^{}+k_{BA_1e}^0l_{0BA_1e}^{})=2\gamma ^2\nu t_{M_1}2(L\nu /c)(1+\epsilon +\beta ^2),$$
(25)
which is exactly equal to Driscollโs result $`P_{Hb},`$ for our notation see (19). In a like manner one finds that
$$(1/2\pi )(k_{ACe}^0l_{0ACe}^{}+k_{CA_2e}^0l_{0CA_2e}^{})=2\gamma ^2(\nu t_{M_2}+\beta ^2L/\lambda )2(L\nu /c)(1+2\beta ^2),$$
(26)
which is Driscollโs result $`P_{\mathrm{\Xi }b},`$ see (19). In the same way we can find in $`S^{}`$ Driscollโs result (20) and finally the non-null fringe shift, Eq.(21). The same calculation of $`k_e^il_{ie}^{},`$ the contribution of the spatial parts of $`k_e^\mu `$ and $`l_{\mu e}^{}`$ to $`N_e^{},`$ shows that this term exactly cancel the $`k_e^0l_{0e}^{}`$ contribution (Driscollโs non-null fringe shift (21)), yielding that $`N_e^{}=0.`$ We note that the calculation in actually assumes that $`k_e^0l_{0e}`$ and $`k_e^0l_{0e}^{}`$ refer to the same quantity measured by the observers in $`S`$ and $`S^{}`$; of course, it is supposed that $`S`$ and $`S^{}`$ are connected by the Lorentz transformation, and consequently that the quantities $`k_e^0l_{0e}`$ and $`k_e^0l_{0e}^{}`$ are connected by the Lorentz transformation as well. However the relations (25) and (26) are not the Lorentz transformation of some 4D quantity, and really $`k_e^0l_{0e}`$ *and* $`k_e^0l_{0e}^{}`$ *do not refer to the same 4D quantity* considered in $`S`$ and $`S^{}`$ respectively. Thus in this case too the quantities $`k_e^0l_{0e}`$ and $`k_e^0l_{0e}^{}`$ are connected by the AT, and, as Gamba says, whenever two quantities, which are connected by the AT, are considered to refer to the same physical quantity in 4D spacetime we have *the case of mistaken identity.*
The traditional โAT relativityโ analysis of the experiment deals only with the calculation of $`t_1`$ and $`t_2`$ in $`S`$ and $`S^{},`$ ($`t_1`$ in $`S`$ is $`=2t_{M_1}`$ and $`ct_{M_1}`$ is only zeroth component $`l_{ABe}^0`$ ($`=ct_{M_1}`$) of $`l_{ABe}^\mu ,`$ and similarly for $`t_2`$ and $`ct_{M_2}`$). Furthermore, such traditional โAT relativityโ calculation simply connects, e.g., zeroth component $`l_{ABe}^0`$ in $`S`$ and $`l_{ABe}^0`$ in $`S^{}`$, or $`l_{ACe}^0`$ and $`l_{ACe}^0,`$ etc., by the relation for the time โdilatationโ in the โeโ base, $`l_{ABe}^0=\gamma ct_{M_1}`$, and also $`l_{ACe}^0=\gamma ct_{M_2}`$, although $`l_{ACe}^0,`$ when determined by the Lorentz transformation, is $`l_{ACe}^0=\gamma (ct_{M_2}\beta L),`$ which then yields that $`t_1^{}=\gamma t_1,`$ $`t_2^{}=\gamma t_2=t_1^{},`$ and consequently one finds the null fringe shift $`N^{}`$=$`0.`$ It is clear from this discussion that, in contrast to the usual opinion, the quantities, e.g., $`t_1^{}`$ and $`t_1,`$ etc., do not refer to the same quantity, which is measured in relatively moving IFRs $`S^{}`$ and $`S,`$ but they are different 4D quantities that are not connected by the Lorentz transformation. Therefore the agreement of he traditional โAT relativityโ calculation with the results of the Michelson-Morley experiment is not the โtrueโ agreement, but an โapparentโ agreement that is achieved by an incorrect procedure.
*The whole discussion about the the Michelson-Morley experiment reveals that, contrary to the generaly accepted opinion, the Michelson-Morley experiment does not confirm the validity of the traditional Einstein approach to the special relativity, i.e., the โAT relativity,โ than it confirms the validity of a compete covariant approach, both in the theory and experiments, i.e., it confirms the โTT relavitity.โ*
### D The modern laser versions
The modern laser versions of the Michelson-Morley experiment, e.g., and , are always interpreted according to the โAT relativity.โ They rely on highly monochromatic (maser) laser frequency metrology rather than optical interferometry; the measured quantity is not the maximum shift in the number of fringes than a beat frequency variation and the associated (maser) laser-frequency shift. In the authors recorded the variations in beat frequency between two optical maser oscillators when rotated through $`90^0`$ in space; the two maser cavities are placed orthogonally on a rotating table and they can be considered as two light clocks. It is stated in that the highly monochromatic frequencies of masers; โโฆallow very sensitive detection of any change in the round-trip optical distance between two reflecting surfaces.โ and that the comparison of the frequencies of two masers allows: โโฆa very precise examination of the isotropy of space with respect to light propagation.โ The result of this experiment was: โโฆ there was no relative variation in the maser frequencies associated with orientation of the earth in space greater than about 3 kc/sec.โ Similarly compares the frequencies of a He-Ne laser locked to the resonant frequency of a higly stable Fabry-Perot cavity (the meter-stick, i.e., โetalon of lengthโ) and of a $`CH_4`$ stabilized โtelescope-laserโ frequency reference system. The beat frequency of the isolation laser ($`CH_4`$ stabilized-laser) with the cavity-stabilized laser was the measured quantity; a beat frequency variation is considered when the direction of the cavity length is rotated. The authors of , in the same way as , consider their experiment as: โisotropy of space experiment.โ Namely it is stated in that: โRotation of the entire electro-optical system maps any cosmic directional anisotropy of space into a corresponding frequency variation.โ They found a null result, i.e., a fractional length change of $`l/l=(1.5\pm 2.5)\times 10^{15}`$ (this is also the fractional frequency shift) in showing the isotropy of space; this result represented a 4000-fold improvement on the measurements . In the experiment is quoted as the most precise repetition of the Michelson-Morley experiment, and it is asserted that the experiment constrained the two times, our $`t_1^{}`$ and $`t_2^{}`$, to be equal within a fractional error of $`10^{15}`$. The times $`t_1^{}`$ and $`t_2^{}`$ refer to the round-trips in two maser cavities in , and to the round-trips in the Fabry-Perot cavity in . These times are calculated in the same way as in the Michelson-Morley experiment.(see, for example, ).
The above brief discussion of the experiments and , and the previous analysis of the usual, โAT relativity,โ calculation of $`t_1^{}`$ and $`t_2^{}`$ in the Michelson-Morley experiment, suggest that the same remarks as in the Michelson-Morley experiment hold also for the experiments and . For example, the reflections of light in maser cavities or in Fabry-Perot cavity happen on the moving mirrors as in the Michelson-Morley experiment, which means that the optical paths between the reflecting ends have to be calculated taking into account the Doppler effect, i.e., as in Driscollโs procedure . In fact, the interference of the light waves, e.g., the light waves with close frequencies from two maser cavities in , is always determined by their phase difference and not only with their frequencies. Hence, although the measurement of the beat frequency variation is more precise than the measurement of the shift in the number of fringes, it cannot check the validity of the โAT relativityโ in the same measure as it can the latter one. Also it has to be noted that the theoretical predictions for the beat frequency variation are strongly dependent on the chosen synchronization. Altogether, contrary to the generally accepted opinion, the experiments and do not confirm the validity of the โAT relativity.โ
Regarding the โTT relativity,โ the modern laser versions and of the Michelson-Morley experiment are incomplete experiments (only the beat frequency variation is measured) and cannot be compared with the theory; in the โTT relativityโ the same 4D quantity has to be considered in relatively moving IFRs and *the frequency, taken alone, is not a 4D quantity*.
## V THE KENNEDY-THORNDIKE TYPE EXPERIMENTS
In the Kennedy-Thorndike experiment a Michelson interferometer with unequal armlengths was employed and they looked for possible diurnal and annual variations in the difference of the optical paths due to the motion of the interferometer with respect to the preferred frame. The measured quantity was, as in the Michelson-Morley experiment, the shift in the number of fringes, and in the authors also found that was no observable fringe shift. We shall not discuss this experiment since the whole consideration is completely the same as in the case of the Michelson-Morley experiment, and, consequently, the same conclusion holds also here, i.e., the experiment does not agree with the โAT relativity,โ but directly proves the โTT relativity.โ A modern version of the Kennedy-Thorndike experiment was carried out in , and the authors stated: โWe have performed the physically equivalent measurement (with the Kennedy-Thorndike experiment, my remark) by searching for a sidereal 24-h variation in the frequency of a stabilized laser compared with the frequency of a laser locked to a stable cavity.โ The result was: โNo variations were found at the level of $`2\times 10^{13}.\mathrm{"}`$ Also they declared: โThis represents a 300-fold improvement over the original Kennedy-Thorndike experiment and *allows the Lorentz transformations to be deduced entirely from experiment at an accuracy level of 70 ppm.โ* (my emphasis) The experiment is of the same type as the experiment , and neither the experiment is physically equivalent to the Michelson-Morley experiment, as shown above, nor, contrary to the opinion of the authors of , the experiment is physically equivalent to the Kennedy-Thorndike experiment; the measurement of the beat frequency variation is not equivalent to the measurement of the change in the phase difference (in terms of the measurement of the shift in the number of fringes). And, additionally, the Michelson-Morley and the Kennedy-Thorndike experiments can be compared both with the โAT relativityโ and the โTT relativityโ, while the modern laser versions , and of these experiments are incomplete experiments from the โTT relativityโ viewpoint and cannot be compared with the โTT relativity.โ Furthermore, the โTT relativityโ deals with the covariant 4D Lorentz transformations (Eq.(3) in $`\left[I\right]`$ and in Sec.3.3 here) and they cannot be deduced from the experiment .
## VI THE IVES-STILLWEL TYPE EXPERIMENTS
Ives and Stilwell performed a precision Doppler effect experiment in which they used a beam of excited hydrogen molecules as a moving light source. The frequencies of the light emitted parallel and antiparallel to the beam direction were measured by a spectograph (at rest in the laboratory). The measured quantity in this experiment is
$$f/f_0=(f_bf_r)/f_0,$$
(27)
where $`f_0`$ is the frequency of the light emitted from resting atoms. $`f_b=\left|f_bf_0\right|`$ and $`f_r=\left|f_rf_0\right|,`$ where $`f_b`$ is the blue-Doppler-shifted frequency that is emitted in a direction parallel to $`๐ฏ`$ ($`๐ฏ`$ is the velocity of the atoms relative to the laboratory), and $`f_r`$ is the red-Doppler-shifted frequency that is emitted in a direction opposite to $`๐ฏ.`$ The quantity $`f/`$ $`f_0`$ measures the extent to which the frequency of the light from resting atoms fails to lie halfway between the frequencies $`f_r`$ and $`f_b.`$ In terms of wavelengths the relation (27) can be written as
$$\lambda /\lambda _0=(\lambda _r\lambda _b)/\lambda _0,$$
(28)
where $`\lambda _r=\left|\lambda _r\lambda _0\right|`$ and $`\lambda _b=\left|\lambda _b\lambda _0\right|,`$ and, as we said, $`\lambda _r`$ and $`\lambda _b`$ are the wavelengths shifted due to the Doppler effect to the โredโ and โblueโ regions of the spectrum. In that way Ives and Stilwell replaced the difficult problem of the precise determination of the wavelength with much simpler problem of the determination of the asymmetry of shifts of the โredโ and โblueโ shifted lines with respect to the unshifted line. They showed that the measured results agree with the formula predicted by the traditional formulation of the special relativity, i.e., the โAT relativity,โ and not with the classical nonrelativistic expression for the Doppler effect. Let us explain it in more detail.
### A The โAT relativityโ calculation
In the โAT relativityโ one usually starts with the Lorentz transformation of the 4-vector $`k^\mu (\omega /c,๐ค=๐ง\omega /c)`$ of the light wave from an IFR $`S`$ to the relatively moving (along the common $`x,x^{}`$axes) IFR $`S^{}`$. Note that only the โeโ coordinatization is used in such traditional treatment. Then the Lorentz transformation in the โeโ base of $`k^\mu `$ can be written as
$$\omega ^{}/c=\gamma (\omega /c\beta k^1),k^1=\gamma (k^1\beta \omega /c),k^2=k^2,k^3=k^3,$$
(29)
or in terms of the unit wave vector $`๐ง`$ (which is in the direction of propagation of the wave)
$$\omega ^{}=\gamma \omega (1\beta n^1),n^1=N(n^1\beta ),n^2=(N/\gamma )n^2,n^3=(N/\gamma )n^3,$$
(30)
where $`N=(1\beta n^1)^1.`$ Now comes the main point in the derivation. Although the Lorentz transformation of the 4-vector $`k^\mu `$ from $`S`$ to $`S^{},`$ Eqs.(29) and (30), transforms all four components of $`k^\mu `$ the usual โAT relativityโ treatment considers the transformation of the temporal part of $`k^\mu ,`$ i.e., the frequency, as independent of the transformation of the spatial part of $`k^\mu ,`$ i.e., the unit wave vector $`๐ง,`$ and thus the โAT relativityโ deals with two independent physical phenomena - the Doppler effect and the aberration of light. We note once again that such distinction is possible only in the โeโ coordinatization; in the โrโ base the metric tensor is not diagonal and consequently the separation of the temporal and spatial parts does not exist. Thus the โAT relativityโ calculation is restricted to the โeโ base. In agreement with such theoretical treatment the existing experiments (including the modern experiments based on collinear laser spectroscopy; see, e.g., , or the review ) are designed in such a way to measure either the Doppler effect or the aberration of light. Let us write the above transformation in the form from which one can determine the quantities in (28) and then compare with the experiments. The spectograph is at rest in the laboratory (the $`S`$ frame) and the light source (at rest in the $`S^{}`$ frame) is moving with $`๐ฏ`$ relative to $`S.`$ Then in the usual โAT relativityโ approach *only the first relation from (29), or (30), is used,* which means that, in the same way as shown in previous cases, *the โAT relativityโ deals with two different quantities in 4D spacetime, here* $`\omega `$ *and* $`\omega ^{}`$*.* Then writting the transformation of the temporal part of $`k^\mu ,`$ i.e., of $`\omega ,`$ in terms of the wavelength $`\lambda `$ we find
$$\lambda =\gamma \lambda _0(1\beta \mathrm{cos}\theta ),$$
(31)
where $`\lambda `$ is the wavelength received in the laboratory from the moving source (the shifted line), $`\lambda _0`$ ($`=\lambda ^{}`$) is the natural wavelength (the unshifted line) and $`\theta `$ is the angle of $`๐ค`$ relative to the direction of $`๐ฏ`$ as measured in the laboratory. The nonrelativistic treatment of the Doppler effect predicts $`\lambda =\lambda _0(1\beta \mathrm{cos}\theta ),`$ and in the classical case the Doppler shift does not exist for $`\theta =\pi /2`$. This transverse Doppler effect ($`\theta =\pi /2,`$ $`\lambda =\gamma \lambda _0,`$ or $`\nu =\nu _0/\gamma `$) is always, in the traditional, โAT relativity,โ approach considered to be a direct consequence of time dilatation; it is asserted (e.g. ) that the frequencies must be related as the inverse of the times in the usual relation for the time dilatation $`t=t_0\gamma `$. It is usually interpreted : โThe Doppler shift experiments โฆ compare the rates of two โclocksโ that are in motion relative to each other. *They measure time dilatation* (my emphasis) and can test the validity of the special relativity in this respect.โ Similarly it is declared in : โThe experiment represents a more than tenfold improvement over other Doppler shift measurements and *verifies the time dilation effect* (my emphasis) at an accuracy level of 2.3ppm.โ Obviously, as we said, the Doppler shift experiments are theoretically analysed only by means of the โAT relativity,โ which treats the transformation of the temporal part of $`k^\mu `$ as independent of the transformation of the spatial part of $`k^\mu `$.
In the Ives and Stilwell type experiments the measurements are conducted at symmetric observation angles $`\theta `$ and $`\theta +180^0;`$ particularly in $`\theta `$ is chosen to be $`0^0`$. The wavelength in the direction of motion is obtained from (31) as $`\lambda _b=\gamma \lambda _0(1\beta \mathrm{cos}\theta ),`$ while that one in the opposite direction (the angle $`\theta +180^0`$) is $`\lambda _r=\gamma \lambda _0(1+\beta \mathrm{cos}\theta ),`$ and then $`\lambda _b=\left|\lambda _b\lambda _0\right|=\left|\lambda _0(1\gamma +\beta \gamma \mathrm{cos}\theta )\right|,`$ $`\lambda _r=\left|\lambda _r\lambda _0\right|=\left|\lambda _0(\gamma 1+\beta \gamma \mathrm{cos}\theta )\right|,`$ and the difference in shifts is
$$\lambda =\lambda _r\lambda _b=2\lambda _0(\gamma 1)\lambda _0\beta ^2,$$
(32)
where the last relation holds for $`\beta 1.`$ Note that the redshift due to the transverse Doppler effect ($`\lambda _0\beta ^2`$) is independent on the observation angle $`\theta `$. In the nonrelativistic case $`\lambda =0`$, the transverse Doppler shift is zero. Ives and Stilwell found the agreement of the experimental results with the relation (32) and not with the classical result $`\lambda =0.`$
However, a more careful analysis shows that the agreement between the โAT relativityโ prediction Eq.(32) and the experiments is, contrary to the general belief, only an โapparentโ agreement and not the โtrueโ one. This agreement actually happens for the following reasons. First, the theoretical result (32) is obtained in the โeโ coordinatization in which one can speak about the frequency $`\omega `$ and the wave vector $`๐ค`$ as well-defined quantities. Using the matrix $`T_\nu ^\mu ,`$ which transforms the โeโ coordinatization to the โrโ coordinatization, $`k_r^\mu =T_\nu ^\mu k_e^\nu ,`$ (see, $`\left[I\right]`$) one finds $`k_r^0=k_e^0k_e^1k_e^2k_e^3,k_r^i=k_e^i,`$ whence we conclude that in the โrโ base the theoretical predictions for *the components* of a 4-vector, i.e., for $`\lambda ,`$ will be quite different than in the โeโ base, i.e., than the result (32), and thus not in the agreemement with the experiment . Further, the specific choice of $`\theta `$ ($`\theta 0^0)`$ in the experiments is the next reason for the agreement with the โAT relativityโ result (32). Namely, if $`\theta =0^0`$ than $`n^1=1,`$ $`n^2=n^3=0`$, and $`k^\mu `$ is $`(\omega /c,\omega /c,0,0).`$ From (29) or (30) one finds that in $`S^{}`$ too $`\theta ^{}=0^0,`$ $`n^1=1`$ and $`n^2=n^3=0`$ (the same holds for $`\theta =180^0,`$ $`n^1=1,`$ then $`\theta ^{}=180^0`$ and $`n^1=1`$). In the experiments the emitter is the moving ion (its rest frame is $`S^{}`$), while the observer is the spectrometer at rest in the laboratory (the $`S`$ frame). Since in the angle of the ray emitted by the ion at rest is chosen to be $`\theta ^{}=0^0`$ ($`180^0`$), then the angle of this ray measured in the laboratory, where the ion is moving, will be the same $`\theta =0^0`$ ($`180^0`$). (Similarly happens in the modern versions of the Ives-Stilwell experiment; the experiments make use of an atomic or ionic beam as a moving light analyzer (the accelerated ion is the โobserverโ) and two collinear laser beams (parallel and antiparallel to the particle beam) as light sources (the emitter), which are at rest in the laboratory.) From this consideration we conclude that in these experiments one can consider only the Doppler effect, that is, the transformation of $`\omega `$ (the temporal part of $`k^\mu ;`$ $`k^a`$ in the โeโ base), and not the aberration of light, i.e., the transformation of $`๐ง,`$ i.e., $`๐ค,`$ (the spatial part of $`k^\mu `$); because of that they found the agreement between the relation (31) (or (32)) with the experiments. However, the relations (29) and (30) reveal that in the case of an arbitrary $`\theta `$ the transformation of the temporal part of $`k^\mu `$ cannot be considered as independent of the transformation of the spatial part, which means that in this case one cannot expect that the relation (32), taken alone, will be in agreement with the experiments performed at some arbitrary $`\theta .`$ Such experiments were, in fact, recently conducted and we discuss them here.
Pobedonostsev and collaborators performed the Ives-Stilwell type experiment but improved the experimental setup and, what is particularly important, the measurements were conducted at symmetric observation angles $`77^0`$ and $`257^0.`$ The work was done with a beam of $`H_2^+`$ ions at energies $`175,180,210,225,260`$ and $`275`$ $`keV,`$ and the radiation from hydrogen atoms in excited state, which are formed as a result of disintegration of accelerated $`H_2^+,`$ was observed. The radiation from the moving hydrogen atoms, giving the Doppler shifted lines, was observed together with the radiation from the resting atoms existing in the same working volume, and giving an unshifted line. The similar work was reported in in which a beam of $`H_3^+`$ ions at energy $`310`$ $`keV`$ was used and the measurements were conducted at symmetric observation angles $`82^0`$ and $`262^0.`$ The results of the experiments and markedly differed from all previous experiments that were performed at observation angles $`\theta =0^0`$ (and $`180^0`$). Therefore in Pobedonostsev declared: *โIn comparing the wavelength of Doppler shifted line from a moving emitter with the wavelength of an identical static emitter, the experimental data corroborate the classical formula for the Doppler effect, not the relativistic one.โ* Thus, instead of to find the โrelativisticโ result $`\lambda \lambda _0\beta ^2`$ (32), (actually the โAT relativityโ result), they found the classical result $`\lambda 0,`$ i.e., they found that the redshift due to the transverse Doppler effect ($`\lambda _0\beta ^2`$) *is dependent* on the observation angle $`\theta `$. This experimental result strongly support our assertion that the agreement between the โAT relativityโ and the Ives-Stilwell type experiments is only an โapparentโ agreement and not the โtrueโ one.
### B The โTT relativityโ approach
As already said in the โTT relativityโ neither the Doppler effect nor the aberration of light exist separately as well defined physical phenomena. As shown in Sec.3.3 here and in $`\left[I\right],`$ in 4D spacetime the temporal distances (e.g., $`\tau _E`$ and $`\tau _\mu `$) refer to different quantities, which are not connected by the Lorentz transformation; the same happens with $`\omega `$ and $`\omega ^{}`$ as the temporal parts of $`k^\mu `$. And, as Gamba stated, the fact that the measurements of such quantities were made by *two* observers does not mean that relativity has something to do with the problem. In the โTT relativityโ the entire 4D quantity has to be considered both in the theory and in experiments. Therefore, in order to theoretically discuss the experiments of the Ives-Stilwell type we choose as the relevant quantity the wave vector $`k^a`$ and its square, for which it holds that
$$k^ag_{ab}k^b=0.$$
(33)
First we consider the experiments and since they showed the disagreement with the traditional theory, i.e., with the โAT relativity.โ The product $`k^ag_{ab}k^b`$ is a Lorentz scalar and it is also independent of the choice of the coordinatization. Hence we can calculate that product $`k^ag_{ab}k^b`$ in the โeโ base and in the rest frame of the emitter (the $`S^{}`$ frame); the emitter is the ion moving in $`S,`$ the rest frame of the spectrometer, i.e., in the laboratory frame. Then $`k^a`$ in the โeโ base and in $`S^{}`$ is represented by $`k^\mu =(\omega ^{}/c)(1,\mathrm{cos}\theta ^{},\mathrm{sin}\theta ^{},0)`$ and $`k^\mu k_\mu ^{}=0.`$ The observer (the spectrometer) in the laboratory frame will look at *the same 4D quantity* $`k^a`$ and find the Lorentz transformed wave vector $`k^\mu `$ as
$`k^\mu =[\gamma (\omega ^{}/c)(1+\beta \mathrm{cos}\theta ^{}),\gamma (\omega ^{}/c)(\mathrm{cos}\theta ^{}+\beta ),(\omega ^{}/c)\mathrm{sin}\theta ^{},0],`$whence $`k^\mu k_\mu `$ is also $`=0.`$ From that transformation one can find that
$`n^1=(n^1+\beta )/(1+\beta n^1),n^2=n^2/\gamma (1+\beta n^1),n^3=n^3/\gamma (1+\beta n^1),`$or that
$`\mathrm{sin}\theta =\mathrm{sin}\theta ^{}/\gamma (1+\beta \mathrm{cos}\theta ^{}),\mathrm{cos}\theta =(\mathrm{cos}\theta ^{}+\beta )/(1+\beta \mathrm{cos}\theta ^{}),`$
$$\mathrm{tan}\theta =\mathrm{sin}\theta ^{}/\gamma (\beta +\mathrm{cos}\theta ^{}).$$
(34)
The relation (34) reveals that not only $`\omega `$ is changed (the Doppler effect) when going from $`S^{}`$ to $`S`$ than also the angle of $`๐ค`$ relative to the direction of $`๐ฏ`$ is changed (the aberration of light). This means that if the observation of the unshifted line (i.e., of the frequency $`\omega ^{}=\omega _0`$ from the atom at rest) is performed at an observation angle $`\theta ^{}`$ in $`S^{},`$ the rest frame of the emitter, then *the same light wave* (from the same but now moving atom) will have the shifted frequency $`\omega `$ and will be seen at an observation angle $`\theta `$ (generally, $`\theta ^{}`$) in $`S,`$ the rest frame of the spectrometer. In $`S^{}`$ the quantities $`\omega ^{}`$ and $`\theta ^{}`$ define $`k^\mu ,`$ and this propagation 4-vector satisfies the relation $`k^\mu k_\mu ^{}=0,`$ which is the representation of the relation (33) in the โeโ base and in the $`S^{}`$ frame. The quantities $`\omega ^{}`$ and $`\theta ^{}`$ are connected with the corresponding $`\omega `$ and $`\theta ,`$ that define the corresponding $`k^\mu `$ in $`S,`$ by the โeโ base Lorentz transformation of $`k^\mu .`$ Then $`k^\mu `$ is such that it also satisfies the relation $`k^\mu k_\mu =0`$ (the representation of the same relation (33) in the โeโ base and now in the $`S`$ frame). The authors of the experiments (and ) made the observation of the radiation from the atom at rest (the unshifted line) and from a moving atom at the same observation angle. The preceding discussion shows that if they succeeded to see $`\omega _0`$ ($`\lambda _0`$) from the atom at rest at some symmetric observation angles $`\theta ^{}`$ ($`0`$) and $`\theta ^{}+180^0`$ than they could not see the assymetric Doppler shift (from moving atoms) at the same angles $`\theta =\theta ^{}`$ (and $`\theta ^{}+180^0`$). This was the reason that they detected $`\lambda 0`$ and not $`\lambda \lambda _0\beta ^2.`$ But we expect that the result $`\lambda \lambda _0\beta ^2`$ can be seen if the similar measurements of the frequencies, i.e., the wavelengths, of the radiation from moving atoms would be performed not at $`\theta =\theta ^{}`$ than at $`\theta `$ determined by the relation (34).
Recently, Bekljamishev came to the same conclusions and explained the results of the experiments and taking into account the aberration of light together with the Doppler effect. It is argued in that Eq.(31) for the Doppler effect can be realized only when the condition for the aberration angle is fulfilled,
$$\theta =\beta \mathrm{sin}\theta ^{},$$
(35)
where $`\theta =\theta ^{}\theta ,`$ and $`\beta `$ is taken to be $`\beta 1.`$ The relation (35) directly follows from the expression for $`\mathrm{sin}\theta `$ in (34) taking that $`\beta 1.`$ The assymetric shift will be seen when the collimator assembly is tilted at a velocity dependent angle $`\theta .`$ Instead of to work, as usual, with the arms of the collimator at fixed angles $`\theta `$ and $`\theta +180^0,`$ Bekljamishev proposed that the collimator assembly must be constructed in such a way that there is the possibility of the correction of the observation angles independently for both arms; for example, the arm at angle $`\theta `$ ($`\theta +180^0`$) has to be tilted clockwise (counter-clockwise) by the aberration angle $`\theta .`$ Otherwise the assymetry in the Doppler shifts will not be observed. Thus the experiments and would need to be repeated taking into account Bekljamishevโs proposition. The positive result for the Doppler shift $`\lambda `$ (32), when the condition for the aberration angle $`\theta `$ (35) is fulfilled, will definitely show that it is not possible to treat the Doppler effect and the aberration of light as separate, well-defined, effects, i.e., that it is the โTT relativity,โ and not the โAT relativity,โ which correctly explains the experiments that test the special relativity.
## VII CONCLUSIONS AND DISCUSSION
The analysis of the experiments which test the special relativity shows that they agree with the predictions of the โTT relativityโ and not, as usually supposed, with those of the โAT relativity.โ
In the โmuonโ experiment the fluxes of muons on a mountain, $`N_m`$, and at sea level, $`N_s`$, are measured. The โAT relativityโ predicts different values of the flux $`N_s`$ (for the same measured $`N_m`$) in different synchronizations, but the measured $`N_s`$ is independent of the chosen coordinatization. Further, for some synchronizations these predicted values of the flux at sea level $`N_s`$ are quite different than the measured ones. The reason for such disagreement, as explained in the text, is that in the usual, โAT relativity,โ analysis of the โmuonโ experiment, for example, the lifetimes $`\tau _E`$ and $`\tau _\mu `$ are considered to refer to the same temporal distance (the same quantity) measured by the observers in two relatively moving IFRs. But the transformation connecting $`\tau _E`$ and $`\tau _\mu `$ (the dilatation of time) is only *a part* of the Lorentz transformation written in the โeโ base, and, actually, $`\tau _E`$ and $`\tau _\mu `$ refer to different quantities in 4D spacetime. Although their measurements were made by *two* observers, the relativity has nothing to do with the problem, since $`\tau _E`$ and $`\tau _\mu `$ are different 4D quantities. *The โTT relativity,โ in contrast to the โAT relativity,โ completely agrees with the โmuonโ experiments in all IFRs and all possible coordinatizations.* In the โTT relativityโ *the same 4D quantity* is considered in different IFRs and different coordinatizations; instead of to work with $`\tau _E`$ and $`\tau _\mu `$ the โTT relativityโ deals with the spacetime length $`l`$ and formulate the radioactive-decay law in terms of covariantly defined quantities.
In the Michelson-Morley experiment the traditional, โAT relativity,โ derivation of the fring shift $`N`$ deals only with the calculation, in the โeโ base, of path lengths (optical or geometrical) in $`S`$ and $`S^{},`$ or, in other words, with the calculation of $`t_1`$ and $`t_2`$ (in $`S`$ and $`S^{}`$), which are the times required for the complete trips $`OM_1O`$ and $`OM_2O`$ along the arms of the Michelson-Morley interferometer. The null fringe shift obtained with such calculation is only in an โapparent,โ not โtrue,โ agreement with the observed null fringe shift, since this agreement was obtained by an incorrect procedure. Namely it is supposed in such derivation that, e.g., $`t_1`$ and $`t_1^{}`$ refer to the same quantity measured by the observers in relatively moving IFRs $`S`$ and $`S^{}`$ that are connected by the Lorentz transformation. However the relation $`t_1^{}=\gamma t_1`$ is not the Lorentz transformation of some 4D quantity, and $`t_1^{}`$ and $`t_1`$ do not correspond to the same 4D quantity considered in $`S^{}`$ and $`S`$ respectively. The improved โAT relativityโ calculation from (again in the โeโ base) determines the increment of phase along some path not only by the segment of geometric path length than also by the wavelength in that segment, and finds a non-null fringe shift. But we show that the non-null theoretical result for the fringe shift, which is obtained in , is a consequence of the fact that again two different quantities $`k_e^0l_{0e}`$ and $`k_e^0l_{0e}^{}`$ (only the parts of the covariantly defined phase (22) $`\varphi =k^ag_{ab}l^b`$) are considered to refer to the same 4D quantity, and thus that these two quantities are connected by the Lorentz transformation. The โTT relativity,โ in contrast to the โAT relativityโ calculations, deals always with the covariantly defined 4D quantities (in the Michelson-Morley experiment, e.g., the covariantly defined phase (22) $`\varphi =k^ag_{ab}l^b`$), which *are* connected by the Lorentz transformation. *The โTT relativityโ calculations yields the observed null fringe shift and that result holds for all IFRs and all coordinatizations.*
The same conclusions can be drawn for the Kennedy-Thorndike type experiments.
In the Ives-Stilwell type experiments the agreement between the โAT relativityโ calculation for the Doppler effect and the experiments is again only an โapparentโ agreement and not the โtrueโ one. Namely the transverse Doppler shift ($`\lambda _0\beta ^2`$, (32)) is obtained in the โeโ coordinatization in which one can speak about the frequency $`\omega `$ and the wave vector $`๐ค`$ as well-defined quantities. Further in the usual โAT relativityโ approach only the transformation of $`\omega `$ (the temporal part of $`k^\mu `$) is considered, while the aberration of light, i.e., the transformation of $`๐ง,`$ i.e., $`๐ค,`$ (the spatial part of $`k^\mu `$) is neglected. Thus in this case too the โAT relativityโ deals with two different quantities in 4D spacetime, $`\omega `$ and $`\omega ^{}`$, which are not connected by the Lorentz transformation. However, for the specific choice of the observation angles $`\theta ^{}=0^0`$ ($`180^0`$) in $`S^{}`$ (the rest frame of the emitter), one finds from the transformation of $`k^\mu `$ that $`\theta `$ in $`S`$ is again $`=0^0`$ ($`180^0`$). Since in the experiments , and its modern versions , just such angles were chosen, it was possible to consider only the transformation of $`\omega `$, i.e., only the Doppler effect, and not the concomitant aberration of light, and because of that they found the agreement between the relation (31) (or (32)) and the experiments. When the experiments were performed at observation angles $`\theta 0^0`$ (and $`180^0`$), as in and , the results disagreed with the โAT relativityโ calculation which takes into account only the transformation of $`\omega `$, i.e., only the Doppler effect. The โTT relativityโ calculation considers *the same 4D quantity* the wave vector $`k^a`$ (or its square) in $`S`$ and $`S^{},`$ i.e., it considers the Doppler effect and the aberration of light together as unseparated phenomena. The results of such calculation agrees with the experiments and (made at $`\theta =0^0`$ ($`180^0`$)), but also predict the positive result for the Doppler shift $`\lambda `$ (32) in the experiments of the type and , if the condition for the aberration angle $`\theta `$ (35) is fulfilled, which agrees with Bekljamishevโs explanation of the experiments and .
The discussion in this paper clearly shows that *the โTT relativityโ completely agrees with all considered experiments, in all IFRs and all possible coordinatizations,* while the โAT relativityโ appears as an unsatisfactory relativistic theory. These results are directly contrary to the generally accepted opinion about the validity of the โAT relativity.โ
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# The moduli space of ๐=1 superspheres with tubes and the sewing operation
The author was supported in part by an AAUW American Dissertation Fellowship and by a University of California Presidentโs Postdoctoral Fellowship
Abstract
Within the framework of complex supergeometry and motivated by two-dimen-sional genus-zero holomorphic $`N=1`$ superconformal field theory, we define the moduli space of $`N=1`$ genus-zero super-Riemann surfaces with oriented and ordered half-infinite tubes, modulo superconformal equivalence. We define a sewing operation on this moduli space which gives rise to the sewing equation and normalization and boundary conditions. To solve this equation, we develop a formal theory of infinitesimal $`N=1`$ superconformal transformations based on a representation of the $`N=1`$ Neveu-Schwarz algebra in terms of superderivations. We solve a formal version of the sewing equation by proving an identity for certain exponentials of superderivations involving infinitely many formal variables. We use these formal results to give a reformulation of the moduli space, a more detailed description of the sewing operation, and an explicit formula for obtaining a canonical supersphere with tubes from the sewing together of two canonical superspheres with tubes. We give some specific examples of sewings, two of which give geometric analogues of associativity for an $`N=1`$ Neveu-Schwarz vertex operator superalgebra. We study a certain linear functional in the supermeromorphic tangent space at the identity of the moduli space of superspheres with $`1+1`$ tubes (one outgoing tube and one incoming tube) which is associated to the $`N=1`$ Neveu-Schwarz element in an $`N=1`$ Neveu-Schwarz vertex operator superalgebra. We prove the analyticity and convergence of the infinite series arising from the sewing operation. Finally, we define a bracket on the supermeromorphic tangent space at the identity of the moduli space of superspheres with $`1+1`$ tubes and show that this gives a representation of the $`N=1`$ Neveu-Schwarz algebra with central charge zero.
Received by editor July 17, 2000.
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# References
1. Introduction In a series of recent papers we have carried out a Hamiltonian analysis of Yang-Mills theories in (2+1) dimensions, $`YM_{2+1}`$ . A matrix parametrization of the gauge potentials $`A_\mu `$ was used which facilitated calculations using manifestly gauge-invariant variables. An analytical formula for the string tension was obtained which was found to be in good agreement with lattice gauge theory simulations . It was also shown that effectively the gauge bosons become massive. This mass can be identified in the context of a (3+1)-dimensional gluon plasma as the magnetic mass . The analytically calculated value of this mass is also in reasonable agreement with numerical estimates .
All the above calculations were done in a Hamiltonian framework. The virtue of this approach is that at a given time we have to consider gauge potentials on the two-dimensional space and for two-dimensional gauge fields a number of calculations can be done exactly. However, as in any Hamiltonian analysis, we do not have manifest Lorentz covariance. Overall Lorentz covariance is not lost since the requisite commutation properties on the components of the energy-momentum tensor may be verified . Now, the main physical context in which our results could be applied would be the case of magnetic screening in QCD at high temperatures. The Wick-rotated version of $`YM_{2+1}`$, namely three-dimensional Euclidean Yang-Mills theory, is what is needed to describe the zero Matsubara frequency mode of the (3+1)-dimensional QCD at high temperatures. A manifestly covariant formulation of our analysis would be just what is ideal in relating our results to Feynman diagrams in high temperature QCD. There are two sources of lack of manifest covariance in our approach, firstly due to the use of the Hamiltonian analysis itself and secondly, because the gauge-invariant variables we used were defined intrinsically in a (2+1)-splitting and do not have simple (tensorial) transformation properties under Lorentz transformations. Going over to a Lagrangian might address the first problem of degrees of freedom being defined at a constant time but not the second, unless we have a Lorentz covariant parametrization of the gauge potentials which makes it easy to isolate the gauge-invariant degrees of freedom. In our approach, calculability, viz., the fact that the transformation of variables could be done exactly, including the Jacobian, was the crucial factor, which led to physical results. To be useful to a similar degree, one needs a Lorentz covariant parametrization of $`A_\mu `$ for which the change of variables to the gauge-invariant degrees of freedom can be carried out, including the path-integral Jacobian in a nonperturbative way. We have not been able to find such a set of variables. The situation is similar to the old problem of rewriting Yang-Mills theory in terms of Wilson loop variables and other similar choices of variables; as in many earlier attempts, the technical stumbling block has been the calculation of Jacobians in nonperturbative terms.
A more practical alternative strategy would then be the following. First of all, we can consider an expansion of our results in powers of the coupling constant. It then becomes clear that the mass gap cannot be seen to any finite order in the perturbative expansion but could be obtained by resummation of certain series of terms. Such resummations can be carried out in the covariant path-integral approach by adding and subtracting suitable (gauge-invariant) mass terms, and indeed, many such calculations have already been done using different choices of mass terms . In these calculations, there is no unique or preferred mass term we can use. The natural question is whether our Hamiltonian analysis can shed any light on this issue; in other words, are there any mass terms which are similar or close to the mass term which arises in the Hamiltonian analysis?
In this paper we do the following. We study the properties of the mass term which arises in our Hamiltonian analysis, identifying certain key features and then seek covariant gauge-invariant mass terms which can be used in a Lagrangian resummation procedure and which are simple generalizations of what we find in the Hamiltonian analysis. Two such terms are considered and analyzed to some extent.
In the next section, we discuss an โimprovedโ version of perturbation theory starting with our Hamiltonian analysis. We first show how the mass term can be manifestly displayed to the lowest order in our gauge-invariant variables. Then building upon this lowest order result, we identify the required properties and the nature of the mass term. A procedure for the covariantization of the mass term is decribed in section 3. Explicit formulae for the covariantized mass terms are given to cubic order in the potentials. Section 4 gives a brief discussion of the results of carrying out the resummation to the lowest nontrivial order. The paper concludes with a short summarizing discussion. Some technical arguments on the nature of the mass term are given in the appendix.
2. โImprovedโ perturbation theory and the mass term We consider an $`SU(N)`$-gauge theory with the gauge potentials $`A_i=it^aA_i^a`$, $`i=1,2`$, where $`t^a`$ are hermitian $`(N\times N)`$-matrices which form a basis of the Lie algebra of $`SU(N)`$ with $`[t^a,t^b]=if^{abc}t^c,\mathrm{Tr}(t^at^b)=\frac{1}{2}\delta ^{ab}`$. The Hamiltonian analysis was carried out in the $`A_0=0`$ gauge with the spatial components of the gauge potentials parametrized as
$$A=MM^1,\overline{A}=M^1\overline{}M^{}$$
(1)
Here $`A=\frac{1}{2}(A_1+iA_2),\overline{A}=\frac{1}{2}(A_1iA_2),z=x_1ix_2,\overline{z}=x_1+ix_2,=\frac{1}{2}(_1+i_2),\overline{}=\frac{1}{2}(_1i_2)`$. In the above equation, $`M,M^{}`$ are complex $`SL(N,๐)`$-matrices. The volume element on the space $`๐`$ of gauge-invariant configurations was calculated explicitly in and found to be
$$d\mu (๐)=\frac{[dAd\overline{A}]}{\mathrm{vol}๐ข}=d\mu (H)e^{2c_AI(H)}$$
(2)
where $`H=M^{}M`$. $`H`$ is a gauge-invariant, hermitian matrix-valued field. $`d\mu (H)`$ is the Haar measure for $`H`$. (Explicitly, it may be written as $`d\mu (H)=[d\phi ^a]_xdetr`$ where $`H^1dH=d\phi ^ar_{ak}(\phi )t_k`$.) $`c_A`$ is the quadratic Casimir of the adjoint representation, $`c_A\delta ^{ab}=f^{amn}f^{bmn}`$. $`I(H)`$ is the Wess-Zumino-Witten (WZW) action for the hermitian matrix field $`H`$ given by
$$I(H)=\frac{1}{2\pi }\mathrm{Tr}(H\overline{}H^1)+\frac{i}{12\pi }ฯต^{\mu \nu \alpha }\mathrm{Tr}(H^1_\mu HH^1_\nu HH^1_\alpha H)$$
(3)
As is typical for the WZW action, the second integral is over a three-dimensional space whose boundary is the physical two-dimensional space corresponding to the coordinates $`z,\overline{z}`$. The integrand thus requires an extension of the matrix field $`H`$ into the interior of the three-dimensional space, but physical results do not depend on how this extension is done . Actually for the special case of hermitian matrices, the second term can also be written as an integral over spatial coordinates only .
The inner product for two wavefunctions $`\mathrm{\Psi }_1,\mathrm{\Psi }_2`$ is given by
$$1|2=๐\mu (๐)\mathrm{\Psi }_1^{}(H)\mathrm{\Psi }_2(H)=๐\mu (H)e^{2c_AI(H)}\mathrm{\Psi }_1^{}(H)\mathrm{\Psi }_2(H)$$
(4)
Carrying out the change of variables from $`A`$ to $`H`$ in the Hamiltonian operator, one gets
$``$ $`=`$ $`T+V`$
$`T`$ $`=`$ $`{\displaystyle \frac{e^2c_A}{2\pi }}\left[{\displaystyle _u}J^a(\stackrel{}{u}){\displaystyle \frac{\delta }{\delta J^a(\stackrel{}{u})}}+{\displaystyle \mathrm{\Omega }^{ab}(\stackrel{}{u},\stackrel{}{v})\frac{\delta }{\delta J^a(\stackrel{}{u})}\frac{\delta }{\delta J^b(\stackrel{}{v})}}\right]`$
$`V`$ $`=`$ $`{\displaystyle \frac{\pi }{mc_A}}{\displaystyle \overline{}J_a\overline{}J_a}`$ (5)
$`J`$ $`=`$ $`{\displaystyle \frac{c_A}{\pi }}HH^1`$
$`\mathrm{\Omega }^{ab}(\stackrel{}{u},\stackrel{}{v})`$ $`=`$ $`{\displaystyle \frac{c_A}{\pi ^2}}{\displaystyle \frac{\delta ^{ab}}{(uv)^2}}i{\displaystyle \frac{f^{abc}J^c(\stackrel{}{v})}{\pi (uv)}}`$
The first term in the kinetic energy $`T`$, viz., $`J(\delta /\delta J)`$ shows that every power of $`J`$ in the wavefunction will give a contribution $`m=e^2c_A/2\pi `$ to the energy. This is the basic mass gap of the theory.
The volume element (2) plays a crucial role in how the theory develops a mass gap. If $`I(H)`$ is expanded in powers of the magnetic field $`B^a=\frac{1}{2}ฯต_{ij}(_iA_j^a_jA_i^a+f^{abc}A_i^bA_j^c)`$, the leading term has the form
$$I(H)\frac{1}{4\pi }B\left(\frac{1}{^2}\right)B+๐ช(B^3)$$
(6)
Writing $`\mathrm{\Delta }E,\mathrm{\Delta }B`$ for the root mean square fluctuations of the electric field $`E`$ and the magnetic field $`B`$, we have, from the canonical commutation rules $`[E_i^a,A_j^b]=i\delta _{ij}\delta ^{ab}`$, $`\mathrm{\Delta }E\mathrm{\Delta }Bk`$, where $`k`$ is the momentum variable. This gives an estimate for the energy
$$=\frac{1}{2}\left(\frac{e^2k^2}{\mathrm{\Delta }B^2}+\frac{\mathrm{\Delta }B^2}{e^2}\right)$$
(7)
For low lying states, we must minimize $``$ with respect to $`\mathrm{\Delta }B^2`$, $`\mathrm{\Delta }B_{min}^2e^2k`$, giving $`k`$. This corresponds to the standard photon. For the nonabelian theory, this is inadequate since $``$ involves the factor $`e^{2c_AI(H)}`$. In fact,
$$=๐\mu (H)e^{2c_AI(H)}\frac{1}{2}(e^2E^2+B^2/e^2)$$
(8)
Equation (6) shows that $`B`$ follows a Gaussian distribution of width $`\mathrm{\Delta }B^2\pi k^2/c_A`$ for small values of $`k`$. This Gaussian dominates near small $`k`$ giving $`\mathrm{\Delta }B^2k^2(\pi /c_A)`$. In other words, even though $``$ is minimized around $`\mathrm{\Delta }B^2k`$, probability is concentrated around $`\mathrm{\Delta }B^2k^2(\pi /c_A)`$. For the expectation value of the energy, we then find $`e^2c_A/2\pi +๐ช(k^2)`$. Thus the kinetic term in combination with the measure factor $`e^{2c_AI(H)}`$ could lead to a mass gap of order $`e^2c_A`$. The argument is not rigorous, but captures the essence of how a mass gap arises in our formalism .
All we have done so far is to rewrite the theory in terms of gauge-invariant variables without making any other approximation. It is therefore possible to look at perturbation theory in this version. Since $`c_A`$ is quadratic in the structure constants $`f^{abc}`$, the exponent in (2) would be considered a second order effect in the perturbative expansion. The exponential in (2) would be expanded in powers of $`c_A`$ and we would not see a Gaussian distribution for the magnetic fluctuations (of width $`k^2`$). Hence the effect considered above cannot be seen to any finite order. The basic question we are asking in this paper is whether one can incorporate the effects of the nontrivial measure (2) and the resultant mass term in a covariant path integral for diagrammatic analysis. It is clear that this cannot be done at any finite order in perturbation theory. However, one can define an โimprovedโ perturbation theory where a partial resummation of the perturbative expansion has been carried out . This improvement would be equivalent to keeping the leading term of $`I(H)`$ as in (6) in the exponent in (2). For example, if we write $`H=e^{t^a\phi ^a}1+t^a\phi ^a`$, as would be appropriate in perturbation theory, we find
$$d\mu (๐)[d\phi ]e^{\frac{c_A}{2\pi }{\scriptscriptstyle \phi ^a\overline{}\phi ^a}}\left(1+๐ช(\phi ^3)\right)$$
(9)
Correspondingly, $`J^a\frac{c_A}{\pi }\phi ^a`$, and the Hamiltonian has the expansion
$$m\left[\phi _a\frac{\delta }{\delta \phi _a}+\frac{\pi }{c_A}\mathrm{\Omega }(\stackrel{}{x},\stackrel{}{y})\frac{\delta }{\delta \phi _a(\stackrel{}{x})}\frac{\delta }{\delta \phi _a(\stackrel{}{y})}\right]+\frac{c_A}{m\pi }\phi _a(\overline{})\overline{}\phi _a+๐ช(\phi ^3)$$
(10)
where $`m=e^2c_A/2\pi `$ and $`\mathrm{\Omega }(\stackrel{}{x},\stackrel{}{y})=\frac{d^2k}{(2\pi )^2}e^{ik(xy)}/k\overline{k}`$. The term $`\phi _a\delta /\delta \phi _a`$ shows that every $`\phi `$ in a wavefunction would get a contribution $`m`$ to the energy; this is essentially the mass gap again.
The mass term can also be written in a different way as follows. We can absorb the exponential factor of (9) into the wavefunctions, defining $`\mathrm{\Phi }=e^{\frac{c_A}{4\pi }{\scriptscriptstyle \phi \overline{}\phi }}\mathrm{\Psi }`$, so that the norm of $`\mathrm{\Phi }`$ โs involves just integration of $`\mathrm{\Phi }^{}\mathrm{\Phi }`$ with the flat measure $`[d\phi ]`$, i.e.,
$`1|2{\displaystyle [d\phi ]\mathrm{\Phi }_1^{}(H)\mathrm{\Phi }_2(H)}`$ (11)
For the wavefunctions $`\mathrm{\Phi }`$, we get
$`^{}`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _x}\left[{\displaystyle \frac{\delta ^2}{\delta \varphi _a^2(\stackrel{}{x})}}+\varphi _a(\stackrel{}{x})\left(m^2^2\right)\varphi _a(\stackrel{}{x})\right]+\mathrm{}`$ (12)
$`{\displaystyle \frac{1}{2}}{\displaystyle _x}\left[{\displaystyle \frac{\delta ^2}{\delta \varphi _a^2(\stackrel{}{x})}}+\varphi _a(\stackrel{}{x})\left(^2\right)\varphi _a(\stackrel{}{x})+{\displaystyle \frac{e^2c_A^2}{4\pi ^2}}\phi _a\overline{}\phi _a\right]`$
where $`\varphi _a(\stackrel{}{k})=\sqrt{c_Ak\overline{k}/(2\pi m)}\phi _a(\stackrel{}{k})`$. Expression (12) is the Hamiltonian for a field of mass $`m=e^2c_A/2\pi `$. This can be taken as the lowest order term of an โimprovedโ perturbation theory. In the second line of (12), we have also separately shown the mass term since we shall need it shortly.
It may be worth emphasizing that this Hamiltonian (12), with the inner product (11), is entirely equivalent to the previous one (10), with the inner product given by (9) . However, in (12), the mass term has a more conventional form and therefore one can use this as a starting point for the mass term we want to find for resummation calculations in the Lagrangian formalism. We also see that the energy of the particle, viz., $`\sqrt{k^2+m^2}`$ is an infinite series when expanded in powers of $`e^2`$. The โimprovedโ perturbation theory, which is effectively resumming this up, is thus equivalent to a partial resummation of the perturbative expansion.
The gauge-invariant variables $`\phi _a`$ or $`H`$ are wonderfully appropriate for the Hamiltonian analysis. However, in a perturbative diagrammatic calculation carried out in a covariant Lagrangian framework, we shall need to use the gauge potentials $`A_i`$. To the lowest order, the number of powers of $`\phi `$โs and $`A_i`$โs do match; the mass term given in (12) is thus quadratic in the $`A`$โs and can be written as
$$\frac{e^2c_A^2}{4\pi ^2}\phi _a\overline{}\phi _a=\frac{m^2}{e^2}\frac{d^2k}{(2\pi )^2}A_i^a(k)\left(\delta _{ij}\frac{k_ik_j}{k^2}\right)A_j^a(k)$$
(13)
This gives the mass term only to the quadratic order and does not have the full nonabelian gauge invariance; there will be terms with higher powers of $`A`$โs giving a gauge-invariant completion of (13). Already at this stage we can say something about how the full mass term should look like, based on the following conditions.
1. The mass term $`F`$ should be expressible in terms of $`H`$ since that is the basic gauge-invariant variable of the theory. (The $`\phi _a`$โs represent a particular way to parametrize $`H`$. It should be possible to write the mass term in a way that is not sensitive to how we parametrize $`H`$.)
2. To the lowest, viz., quadratic order, it should agree with the mass term in (12) or (13).
3. The mass term should have โholomorphic invarianceโ.
The last property is the following requirement. As can be seen from the definitions (1), the matrices $`(M,M^{})`$ and $`(M\overline{V}(\overline{z}),V(z)M^{})`$ both define the same potentials $`(A,\overline{A})`$, where $`V(z)`$ is holomorphic in $`z`$ and $`\overline{V}(\overline{z})`$ is antiholomorphic. In terms of $`H`$, this means that $`H`$ and $`VH\overline{V}`$ are physically equivalent. Physical quantities should be, and in any correct calculation will be, invariant under $`HVH\overline{V}`$, so that the ambiguity in the choice of the matrices $`M,M^{}`$ does not affect the physics. For example, the WZW action in (3) is invariant under $`HVH\overline{V}`$, a property familiar from two-dimensional physics. We have previously referred to this invariance requirement as โholomorphic invarianceโ; it can be used as a guide in some calculations.
A minimal mass term with the above requirements can be easily written down. First of all, since $`H=e^{t^a\phi ^a}`$, we see that, in terms of $`H`$, the mass term shown in (12) is of the form $`\mathrm{Tr}(H\overline{}H^1)`$. (We shall discuss this in the appendix in some detail. The key point is that we have $`\mathrm{Tr}(H\overline{}H^1)`$ and not something like $`\mathrm{Tr}(H\overline{}H)`$, eventhough the latter does have the same kind of quadratic approximation.) Notice that this term, $`\mathrm{Tr}(H\overline{}H^1)`$, is the first term of the WZW action (3). Since the WZW action has holomorphic invariance, we see that a minimal mass term, or a minimal holomorphically invariant completion of $`\mathrm{Tr}(H\overline{}H^1)`$, with the properties 1-3 listed above is also a WZW action, i.e.,
$$F_{min}=\frac{2\pi }{e^2}I(H)$$
(14)
Of course, one can always add gauge-invariant terms which start with cubic or higher powers of $`A`$, which do not spoil the requirement that it agrees with (12) at the quadratic order. In this sense the WZW action is only a minimal mass term, not unique. (The quadratic part is, of course, unique.)
There are also other invariant ways to complete $`\mathrm{Tr}(H\overline{}H^1)`$. For example, we can write
$$F=\frac{\pi ^2}{2e^2c_A^2}(\overline{G}\overline{}J^a)H_{ab}(G\overline{J}^b)$$
(15)
where $`J^a=(c_A/\pi )(HH^1)^a`$, $`\overline{J}^a=(c_A/\pi )(H^1\overline{}H)^a`$ and $`H_{ab}=2\mathrm{T}\mathrm{r}(t_aHt_bH^1)`$. This will be holomorphically invariant with the Greenโs functions $`G=^1`$ and $`\overline{G}=\overline{}^1`$ transforming in a certain way as discussed in . This way of writing $`F`$ involves the additional use of Greenโs functions, over and above the Greenโs functions which appear in the construction of $`H`$ (or $`M,M^{}`$) from the potentials. In the next section, we give expressions for the covariantized versions of both $`F_{min}`$ of (14) and $`F`$ as in (15), to cubic order in potentials. We shall see that $`F`$ equals $`F_{min}`$ plus a number of terms which involve the logarithms of momenta, the latter having to do with the additional Greenโs functions. The only holomorphically invariant completion of $`\mathrm{Tr}(H\overline{}H^1)`$ using $`H`$ and its derivatives, but no additional Greenโs functions, is $`I(H)`$ as given in (14). This is why we refer to it as the minimal term.
A strategy of doing the resummation calculations is then to consider the action
$$S=S_{YM}\mu ^2F_{min}+\mathrm{\Delta }F_{min}$$
(16)
where we consider $`\mathrm{\Delta }`$ to be of one higher order in a loop expansion compared to $`\mu ^2`$ and $`S_{YM}`$ is the usual action for the YM path integral. In other words, the loop expansion is organized by treating $`S_{YM}\mu ^2F_{min}`$ as the zeroth order term, while $`\mathrm{\Delta }F_{min}`$ contributes at one loop higher. In particular $`\mathrm{\Delta }`$ is a parameter which is taken to have a loop expansion, viz., $`\mathrm{\Delta }=\mathrm{\Delta }^{(1)}+\mathrm{\Delta }^{(2)}+\mathrm{}`$. Since the parameter $`\mu ^2`$ is still arbitrary, we can choose it to be the exact value of the pole of the full propagator. In other words, the pole of the propagator (for the transverse potentials) remains $`\mu ^2`$ as loop corrections are added. This requires choosing $`\mathrm{\Delta }^{(1)}`$ to cancel the one-loop shift of the pole, $`\mathrm{\Delta }^{(2)}`$ to cancel the two-loop shift of the pole, etc. $`\mathrm{\Delta }^{(1)},\mathrm{\Delta }^{(2)},`$ etc. are calculated as functions of the parameter $`\mu ^2`$. The condition $`\mu ^2=\mathrm{\Delta }`$ then becomes a nonlinear equation for $`\mu ^2`$; it is the gap equation given as
$$\mathrm{\Delta }(\mu )=\mathrm{\Delta }^{(1)}+\mathrm{\Delta }^{(2)}+\mathrm{}=\mu ^2$$
(17)
This determines $`\mu `$ to the order to which the calculation is performed. Thus in the end we also have $`\mu ^2=\mathrm{\Delta }`$ as desired. One can do similar resummation and gap equations wth any mass term, for example $`F`$ in place of $`F_{min}`$ in (16).
This procedure is, of course, what is done in any kind of resummation or gap equation approach to mass generation . The additional ingredient for us is that the Hamiltonian analysis suggests some specific forms of the mass term (14). The mass terms (14, 15) are not covariant, so we have to write covariantized versions of these before they can be used in a covariant resummation calculation. We shall now consider a procedure for covariantization, which is of interest in its own right.
3. Covariantization of the mass term $`\underset{ยฏ}{Generalprocedure}`$
There is one more problem we have to deal with in using $`I(H)=I(A,\overline{A})`$ in a resummed perturbation theory, namely, that it is not manifestly covariant. Again, the original theory is Lorentz invariant and adding and subtracting $`I`$ does not affect this. However when we take $`\mu ^2`$ and $`\mathrm{\Delta }`$ to be of different orders, we lose covariance order-by-order unless we use a covariantized version of $`I`$. In this section we outline a general method of covariantization which can be used for $`F`$, $`F_{min}`$. Our method may also be interesting in its own right.
The key expressions we have involve holomorphic and antiholomorphic derivatives and fields. We observe that $`=\frac{1}{2}n_o^a_a`$ and $`\overline{}=\frac{1}{2}\overline{n}_o^a_a`$, where $`n_o^a=(1,i,0)`$ and $`\overline{n}_o^a=(1,i,0)`$. Similarly for the gauge fields $`A,\overline{A}`$. An arbitrary Lorentz transformation of $`n_o^a`$ and $`\overline{n}_o^a`$ produces null 3-vectors $`n^a,\overline{n}^a`$ respectively, such that
$`n^an_a=g_{ab}n^an^b=0`$ (18)
$`\overline{n}^a\overline{n}_a=g_{ab}\overline{n}^a\overline{n}^b=0`$ (19)
$`n^a\overline{n}_a=g_{ab}n^a\overline{n}^b=2`$ (20)
where $`g_{ab}`$ is the Minkowski metric. We shall consider the signature (1,1,-1). This suggests the following covariantization procedure. Replace the holomorphic and antiholomorphic derivatives ($`,\overline{}`$) and gauge fields ($`A`$$`\overline{A}`$) in $`I(H)`$, expressed in terms of the potentials, by ($`\frac{1}{2}n`$, $`\frac{1}{2}\overline{n}`$) and ($`\frac{1}{2}nA`$, $`\frac{1}{2}\overline{n}A`$) respectively, and then integrate over Lorentz transformations. Thus the covariant analogue of a general term
$$S=๐td^2x(A,\overline{A},,\overline{})$$
(21)
would be
$$S_{cov}=๐\mu ๐td^2x(\frac{1}{2}nA,\frac{1}{2}\overline{n}A,\frac{1}{2}n,\frac{1}{2}\overline{n})$$
(22)
where $`d\mu `$ is the measure over Lorentz transformations.
A particular parametrization for $`n,\overline{n}`$ is given by
$`n_a`$ $`=`$ $`(\mathrm{cosh}\theta \mathrm{cos}\chi i\mathrm{sin}\chi ,\mathrm{cosh}\theta \mathrm{sin}\chi +i\mathrm{cos}\chi ,\mathrm{sinh}\theta )`$ (23)
$`\overline{n}_a`$ $`=`$ $`(\mathrm{cosh}\theta \mathrm{cos}\chi +i\mathrm{sin}\chi ,\mathrm{cosh}\theta \mathrm{sin}\chi i\mathrm{cos}\chi ,\mathrm{sinh}\theta )`$ (24)
In terms of this parametrization, $`d\mu =d(\mathrm{cosh}\theta )d\chi `$, where $`\mathrm{cosh}\theta (0,\mathrm{})`$ and $`\chi (0,2\pi )`$.
The problem with this procedure is the fact that the Lorentz group is noncompact and integration over Lorentz transformations leads to divergences. The degree of divergence depends on the number of $`n`$โs and $`\overline{n}`$โs in the integrand. In order then for the covariantization procedure to be meaningful one needs to regulate the integrals in a consistent way. As we show below, this can be done by replacing the integrals by traces of suitable $`(M\times M)`$-matrices. The integrals are then regained in a large $`M`$-limit. To define the regularization, notice first of all that there is no such problem in Euclidean three-dimensional space. Integration over Lorentz transformations is replaced by integration over rotation angles and is convergent. This has been used before in constructing covariant mass terms in Euclidean space . The Euclidean version of the null vectors $`n`$ is
$`n_i`$ $`=`$ $`(\mathrm{cos}\theta \mathrm{cos}\chi i\mathrm{sin}\chi ,\mathrm{cos}\theta \mathrm{sin}\chi +i\mathrm{cos}\chi ,\mathrm{sin}\theta )`$ (25)
$`\overline{n}_i`$ $`=`$ $`(\mathrm{cos}\theta \mathrm{cos}\chi +i\mathrm{sin}\chi ,\mathrm{cos}\theta \mathrm{sin}\chi i\mathrm{cos}\chi ,\mathrm{sin}\theta )`$ (26)
The measure of integration over the angles is $`d\mathrm{\Omega }=\mathrm{sin}\theta d\theta d\chi `$. The Euclidean vectors $`n,\overline{n}`$ obey the same properties (20), but with the Minkowski metric replaced by the Euclidean one. If this procedure is used for the minimal mass term $`F_{min}=(2\pi /e^2)I(H)`$, the resulting covariant mass term is precisely what was proposed some time ago in and used in . It is interesting that this mass term emerges in some minimal way from our Hamiltonian analysis.
The Euclidean analysis is adequate for diagrammatic calculations. However, conceptually, there is still something lacking. Hamiltonian analysis is all in Minkowski space and to tie in everything, it is important to define the covariantization directly in Minkowski space as well. In view of the Euclidean result, one way to define the regularization of the integration over the Lorentz transformations is then as follows. We do a Wick rotation of the integrands to Euclidean space, do the integrals there and then continue the final results back to Minkowski space. Alternatively, one can seek a definition of the regularized integrals in Minkowski space directly in such a way that the results agree with the Wick rotation of the Euclidean results. We now show how this can be done.
First we construct the operator analogues of the Minkowski null vectors $`n^a,\overline{n}^a`$. Let $`g`$ be a group element of $`SO(2,1)`$. $`g`$ can be written as $`g=e^{it^a\theta ^a}`$ where
$$t^a=(i\sigma _1,i\sigma _2,\sigma _3)$$
(27)
and $`\sigma _a`$, $`a=1,2,3`$, are the Pauli matrices. The matrices $`t^a`$ satisfy the commutation rules
$$[t^a,t^b]=2iฯต^{abc}g_{cd}t^d$$
(28)
We now introduce the operators $`a,a^{}`$, which are doublets under $`SO(2,1)`$. One can show that the generators of $`SO(2,1)`$ can be written as
$$J^a=\overline{a}\frac{t^a}{2}a$$
(29)
where $`\overline{a}=a^{}\sigma _3`$. The commutation rule for $`a,a^{}`$, compatible with $`SO(2,1)`$ invariance, is
$$[a_i,\overline{a}_j]=\delta _{ij},i,j=1,2$$
(30)
We now define the following operators
$`S^a`$ $`=`$ $`\overline{a}t^at^2\overline{a}^T`$ (31)
$`\overline{S}^a=(S^a)^{}`$ $`=`$ $`a^Tt^2t^aa`$ (32)
(the superscript $`T`$ indicates the transpose.) It is easy to show that both $`S`$ and $`\overline{S}`$ transform as vectors under $`SO(2,1)`$ transformations. Further they are null vectors,
$$S^aS_a=0,\overline{S}^a\overline{S}_a=0$$
(33)
and
$$S^a\overline{S}_a=2(Q^2Q)$$
(34)
where $`Q=_{i=1}^2\overline{a}_ia_i`$. $`Q`$ is invariant under $`SO(2,1)`$ transformations.
The commutation relation between $`S`$ and $`\overline{S}`$ is given by
$$[S^a,\overline{S}^b]=2g^{ab}(2Q+2)+8iฯต^{abc}g_{cd}J^d$$
(35)
In showing (33, 34, 35) the following properties of the $`t`$-matrices were used
$`(t^a)_{ij}(t_a)_{kl}`$ $`=`$ $`(2\delta _{il}\delta _{jk}\delta _{ij}\delta _{kl})`$ (36)
$`t^at^b`$ $`=`$ $`g^{ab}+iฯต^{abc}g_{cd}t^d`$ (37)
Finite dimensional representations of $`SO(2,1)`$ may be constructed in terms of Fock states built up using $`\overline{a}`$ acting on a vacuum state, with a fixed value of $`Q`$, say, $`M1`$. A basis of such states is given by $`|r,s=C^1\overline{a}_1^r\overline{a}_2^s|0`$ with $`r+s=M1`$ and $`C=\sqrt{r!s!}`$. There are $`M`$ such states and matrix elements of $`J^a`$ between these states will give the $`(M\times M)`$-matrix representation of $`SO(2,1)`$. We are interested in the action of $`S^a,\overline{S}^a`$ (or functions of these) on the states of $`|r,s`$ of this $`M`$-dimensional representation. In this case, we introduce the rescaled operators
$$\stackrel{~}{S}^a=\frac{S^a}{M},\overline{\stackrel{~}{S}}^a=\frac{\overline{S}^a}{M}$$
(38)
In the large $`M`$-limit, as $`M\mathrm{}`$, the operators $`\stackrel{~}{S},\overline{\stackrel{~}{S}}`$ commute,
$$[\stackrel{~}{S}^a,\overline{\stackrel{~}{S}}^b]=0$$
(39)
Further
$`\stackrel{~}{S}^a\stackrel{~}{S}_a=0,\overline{\stackrel{~}{S}}^a\overline{\stackrel{~}{S}}_a=0`$
$`\stackrel{~}{S}^a\overline{\stackrel{~}{S}}_a=2`$ (40)
These properties are just what we have for $`n,\overline{n}`$ and so we can identify $`\stackrel{~}{S},\stackrel{~}{\overline{S}}`$ with $`n,\overline{n}`$, in the large $`M`$-limit.
We are interested in operators $`F`$ made up of equal numbers of $`\stackrel{~}{S}`$ and $`\overline{\stackrel{~}{S}}`$โs. The trace of such an operator over states of fixed $`Q=M1`$ can be written as
$$\mathrm{Tr}F=\underset{r,s=0}{\overset{M1}{}}r,s|F|r,s$$
(41)
Since $`\stackrel{~}{S}`$โs and $`\overline{\stackrel{~}{S}}`$โs are vectors of $`SO(2,1)`$, their traces have to produce invariant tensors of $`SO(2,1)`$. In the large $`M`$-limit, replacing $`\stackrel{~}{S},\overline{\stackrel{~}{S}}`$ by $`n,\overline{n}`$, $`F`$ becomes a function of $`n,\overline{n}`$ and trace can be identified as integration. Further, noting that the trace of identity is $`M`$, we can define the regularized notion of integrals of products of $`n,\overline{n}`$ over the Lorentz group as
$$[d\mu F(n,\overline{n})]_{reg}=\frac{1}{M}\mathrm{Tr}F(\stackrel{~}{S},\overline{\stackrel{~}{S}})]_M\mathrm{}$$
(42)
As an example of this definition of regularized integrals, we shall evaluate the integrals of $`n^a\overline{n}^b`$ and $`n^an^b\overline{n}^c\overline{n}^d`$. According to our regularization prescription
$$[d\mu n^a\overline{n}^b]_{\mathrm{reg}}=\frac{1}{M^3}\mathrm{Tr}(S^a\overline{S}^b)]_M\mathrm{}$$
(43)
Using the definition of $`S^a,\overline{S}^b`$ in (32) and the properties (37) we find that
$$\left[๐\mu n^a\overline{n}^b\right]_{\mathrm{reg}}=\frac{2}{3}g^{ab}$$
(44)
The same result can be obtained more efficiently by using the fact that $`\mathrm{Tr}(S^a\overline{S}^b)`$ has to be proportional to the invariant tensor $`g^{ab}`$,
$$\frac{1}{M^3}\mathrm{Tr}(S^a\overline{S}^b)=xg^{ab}$$
(45)
The constant of proportionality $`x`$ is determined by multiplying both sides by $`g^{ab}`$ and using the property (34). Similarly we can evaluate
$`\left[{\displaystyle ๐\mu n^an^b\overline{n}^c\overline{n}^d}\right]_{\mathrm{reg}}`$ $`=`$ $`{\displaystyle \frac{1}{M^5}}\mathrm{Tr}(S^aS^b\overline{S}^c\overline{S}^d)]_M\mathrm{}`$ (46)
$`=`$ $`{\displaystyle \frac{4}{15}}g^{ab}g^{cd}+{\displaystyle \frac{4}{10}}(g^{ac}g^{bd}+g^{ad}g^{bc})`$ (47)
The Euclidean integrals corresponding to the above expressions can be calculated directly and one can verify that their Wick rotations agree with the above. In other words, we have the result
$$\left[\frac{1}{M}\mathrm{Tr}F(\stackrel{~}{S},\stackrel{~}{\overline{S}})\right]_M\mathrm{}=\mathrm{Wick}\mathrm{rotation}\mathrm{of}\left[\frac{d\mathrm{\Omega }}{4\pi }F(n,\overline{n})\right]_{Euclidean}$$
(48)
Given the above procedure of covariantization, we can write down the covariant version of the mass term (14). We generalize the derivatives and potentials appearing in $`I(H)`$ by defining $`=\frac{1}{2}\stackrel{~}{S},\overline{}=\frac{1}{2}\stackrel{~}{\overline{S}}`$ and $`A=\frac{1}{2}\stackrel{~}{S}A,\overline{A}=\frac{1}{2}\stackrel{~}{\overline{S}}A`$. The minimal covariant mass term may now be obtained as
$$F_{min}=\frac{1}{M}\mathrm{Tr}\{\frac{2\pi }{e^2}I(H)\}]_M\mathrm{}$$
(49)
A final remark on covariantization is that once we have done the integration over $`(n,\overline{n})`$, there will be terms in the action which are nonlocal in time. To go back to a Hamiltonian, one needs to remove this via the use of auxiliary fields, see in this regard.
$`\underset{ยฏ}{Covariantizedexpressions}`$
We now show how the covariantization procedure works specifically for the mass term. As we show in the appendix, the mass term $`F`$ in (15) can be written in terms of $`A,\overline{A}`$ and $`๐,\overline{๐}`$ with $`\overline{D}๐\overline{A}=0`$, eqs. (A10) to (A19). Using the above equation, or eq. (A13), to express $`๐`$, $`\overline{๐}`$ in terms of $`\overline{A},A`$ respectively we can write $`F`$ as <sup>2</sup><sup>2</sup>2$`F`$ may also be written in terms of the magnetic field $`B`$ as $`F=\frac{1}{8e^2}\left(\overline{D}^1B\right)^a\left(D^1B\right)^a`$
$$F=\frac{1}{2e^2}\left(A\underset{n=0}{\overset{\mathrm{}}{}}(1)^n\frac{1}{\overline{}}(\overline{A}\frac{1}{\overline{}})^n\overline{A}\right)^a\left(\overline{A}\underset{n=0}{\overset{\mathrm{}}{}}(1)^n\frac{1}{}(A\frac{1}{})^n\overline{}A\right)^a$$
(50)
Let us first consider the term quadratic in $`A`$โs
$$F^{(2)}=\frac{1}{2e^2}\left(A^a\overline{A}^aA^a\frac{1}{}\overline{}A^a\overline{A}^a\frac{1}{\overline{}}\overline{A}^a+\frac{1}{\overline{}}(\overline{A}^a)\frac{1}{}(\overline{}A^a)\right)$$
(51)
According to the covariantization procedure outlined in section 3, we get
$`F_{cov}^{(2)}`$ $`={\displaystyle ๐\mu F^{(2)}\left(A^a\frac{1}{2}nA^a,\overline{A}^a\frac{1}{2}\overline{n}A^a,\frac{1}{2}n,\overline{}\frac{1}{2}\overline{n}\right)}`$ (53)
$`={\displaystyle \frac{1}{8e^2}}{\displaystyle \frac{d^3k}{(2\pi )^3}A_\mu ^a(k)A_\nu ^a(k)๐\mu \left[n_\mu \overline{n}_\nu n_\mu n_\nu \frac{\overline{n}k}{nk}\overline{n}_\mu \overline{n}_\nu \frac{nk}{\overline{n}k}+\overline{n}_\mu n_\nu \right]}`$
The integrals over Lorentz transformations (regularized expressions) can be evaluated as described in section 3. We have
$`{\displaystyle ๐\mu n_\mu \overline{n}_\nu }`$ $`=`$ $`{\displaystyle \frac{2}{3}}g_{\mu \nu }\mu ,\nu =1,2,3`$ (54)
$`{\displaystyle ๐\mu n_\mu n_\nu \frac{\overline{n}k}{nk}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}g_{\mu \nu }+{\displaystyle \frac{k_\mu k_\nu }{k^2}}`$ (55)
Using (55) in (53) we get
$$F_{cov}^{(2)}=\frac{1}{4e^2}A_\mu ^a(k)\left(g_{\mu \nu }\frac{k_\mu k_\nu }{k^2}\right)A_\nu ^a(k)$$
(56)
We now consider the term in (A14) which is cubic in $`A`$โs.
$`F^{(3)}`$ $`={\displaystyle \frac{1}{2e^2}}{\displaystyle }f^{abc}([A^a{\displaystyle \frac{1}{}}(A^b{\displaystyle \frac{1}{}}\overline{}A^c)+\overline{A}^a{\displaystyle \frac{1}{\overline{}}}(\overline{A}^b{\displaystyle \frac{1}{\overline{}}}\overline{A}^c)]`$ (59)
$`[{\displaystyle \frac{1}{}}\overline{}A^a{\displaystyle \frac{1}{\overline{}}}(\overline{A}^b{\displaystyle \frac{1}{\overline{}}}\overline{A}^c)+{\displaystyle \frac{1}{\overline{}}}\overline{A}^a{\displaystyle \frac{1}{}}(A^b{\displaystyle \frac{1}{}}\overline{}A^c)])`$
$`F_{pure}^{(3)}+F_{mixed}^{(3)}`$
where $`F_{pure}^{(3)}`$ contains only holomorphic or only antiholomorphic components of $`A`$โs and $`F_{mixed}^{(3)}`$ contains both holomorphic and antiholomorphic components.
According to our covariantization procedure we get in momentum space,
$`F_{pure}^{(3)}`$ $`=`$ $`{\displaystyle \frac{i}{8e^2}}{\displaystyle }f^{abc}\delta ^{(3)}(p+q+k)A_\mu ^a(p)A_\nu ^b(q)A_\lambda ^c(k){\displaystyle }d\mu ({\displaystyle \frac{\overline{n}k}{npnk}}n_\mu n_\nu n_\lambda +\mathrm{c}.\mathrm{c}.)`$ (60)
$`F_{mixed}^{(3)}`$ $`=`$ $`{\displaystyle \frac{i}{8e^2}}{\displaystyle }f^{abc}\delta ^{(3)}(p+q+k)A_\mu ^a(p)A_\nu ^b(q)A_\lambda ^c(k){\displaystyle }d\mu ({\displaystyle \frac{\overline{n}p}{np\overline{n}k}}n_\mu n_\nu \overline{n}_\lambda +\mathrm{c}.\mathrm{c}.)`$ (61)
where โc.cโ denotes complex conjugation. After symmetrization over the momenta and integration over the Lorentz transformations we find
$$F_{pure}^{(3)}=\frac{i}{8e^2}f^{abc}\delta ^{(3)}(p+k+q)A_\mu ^a(p)A_\nu ^b(q)A_\lambda ^c(k)V_{\mu \nu \lambda }^{AN}(p,q,k)$$
(62)
where
$`V_{\mu \nu \lambda }^{AN}(p,q,(p+q))`$ $`=`$ $`{\displaystyle \frac{1}{p^2q^2(pq)^2}}[\{{\displaystyle \frac{pq}{p^2}}{\displaystyle \frac{q(q+p)}{(p+q)^2}}\}p_\mu p_\nu p_\lambda `$
$`+{\displaystyle \frac{p(p+q)}{(p+q)^2}}(q_\mu q_\nu p_\lambda +q_\lambda q_\nu p_\mu +q_\lambda q_\mu p_\nu )(qp)]`$
$`V_{\mu \nu \lambda }^{AN}`$ is proportional to the cubic vertex appearing in the expression of the magnetic mass proposed by Alexanian and Nair in .
The symmetrization over momenta and Lorentz integration is a lot more involved in the case of $`F_{mixed}^{(3)}`$ and it was done using Mathematica. We find that
$$F_{mixed}^{(3)}=\frac{i}{24e^2}\delta ^{(3)}(p+k+q)f^{abc}A_\mu ^a(p)A_\nu ^b(q)A_\lambda ^c(k)\left\{V_{\mu \nu \lambda }^{AN}(p,q,k)+L_{\mu \nu \lambda }(p,q,k)\right\}$$
(64)
where $`L_{\mu \nu \lambda }(p,q,k)`$ contains terms involving a log-dependence on the momenta.
Adding (62) and (64), we find that the total cubic order contribution of $`F_{cov}`$ can be written as
$`F_{cov}^{(3)}`$ $`={\displaystyle \frac{i}{12e^2}}{\displaystyle f^{abc}\delta ^{(3)}(p+k+q)A_\mu ^a(p)A_\nu ^b(q)A_\lambda ^c(k)V_{\mu \nu \lambda }^{AN}(p,q,k)}`$ (65)
$`{\displaystyle \frac{ฯต_{\mu \nu \lambda }}{8e^2}}{\displaystyle }\delta ^{(3)}(p+k+q)f^{abc}\{{\displaystyle \frac{2}{qk}}({\displaystyle \frac{X}{qkqk}}+{\displaystyle \frac{Y}{qk+qk}})\stackrel{~}{F}_\lambda ^a(p)\stackrel{~}{F}_\nu ^b(q)\stackrel{~}{F}_\mu ^c(k)`$
$`{\displaystyle \frac{2}{qk}}\left({\displaystyle \frac{X}{(qkqk)^2}}{\displaystyle \frac{Y}{(qk+qk)^2}}\right)\stackrel{~}{F}_\lambda ^a(p)_\nu \stackrel{~}{F}_\rho ^b(q)_\mu \stackrel{~}{F}_\rho ^c(k)`$
$`{\displaystyle \frac{4}{qk}}\left({\displaystyle \frac{X}{(qkqk)^2}}{\displaystyle \frac{Y}{(qk+qk)^2}}\right)\stackrel{~}{F}_\lambda ^a(p)_\rho \stackrel{~}{F}_\nu ^b(q)_\mu \stackrel{~}{F}_\rho ^c(k)`$
$`{\displaystyle \frac{4}{qk}}({\displaystyle \frac{X}{(qkqk)^3}}+{\displaystyle \frac{Y}{(qk+qk)^3}})\stackrel{~}{F}_\lambda ^a(p)_\rho _\mu \stackrel{~}{F}_\tau ^b(q)_\nu _\tau \stackrel{~}{F}_\rho ^c(k)\}`$
where $`X=\mathrm{ln}[(qk+qk)/2qk)],Y=\mathrm{ln}[(qkqk)/2qk)]`$ and $`\stackrel{~}{F}_\mu ^a=\frac{1}{2}ฯต_{\mu \nu \lambda }F_{\nu \lambda }^a`$.
The expression (65) is true up to cubic terms in $`A`$ although the log-terms were written in terms of $`\stackrel{~}{F}_\mu ^a`$ in order to make the gauge invariance more transparent.
We see that the covariantization of $`F`$ produces two series of terms: one series of terms which starts with a term quadratic in $`A`$โs and higher order terms necessary for gauge invariance, and a second series of terms involving the logarithms of momenta which starts with a term cubic in $`A`$โs. These two series of terms are separately gauge invariant. The non-log terms from (56) and (65) combine to give the expression for the magnetic mass term proposed in . Since this is essentially the covariantization of $`I(H)`$, we may conclude that the second series of log-terms results from the covariantization of just the WZ-term, the term cubic in $`H^1H`$, in $`I(H)`$. After all we have shown in the appendix, eq. (A19), that
$$F(A)=\frac{2\pi }{e^2}\left[I(H)\frac{i}{12\pi }ฯต^{\mu \nu \alpha }\mathrm{Tr}(H^1_\mu HH^1_\nu HH^1_\alpha H)\right]$$
(66)
4. Resummation and magnetic mass
As we have stated earlier, the minimal covariantized mass term in Euclidean space agrees with what was proposed in . The resummation of perturbation theory, to one-loop order with resummed propagators and vertices, was carried out in . To one-loop order, $`\mathrm{\Delta }`$ was obtained as $`\mathrm{\Delta }=\mathrm{\Delta }^{(1)}1.2(e^2c_A\mu /2\pi )`$ The resulting gap equation $`\mathrm{\Delta }^{(1)}=\mu ^2`$ gives a value for the mass gap as $`\mu 1.2(e^2c_A/2\pi )`$. Considering that we are starting from a perturbative end with resummation, this value is quite close to the value $`e^2c_A/2\pi `$ which we found in our Hamiltonian approach. In the light of all our discussion above, this is not so surprising because the mass term used in has emerged as the minimal one starting from our Hamiltonian analysis. Whether this mass term was anything special was a question raised by Jackiw and Pi in . As we have seen it is a minimal, but not unique, covariant generalization of the form which emerges in the Hamiltonian analysis. In the end, the main advantage of this term might in fact be the following. Generally nonlocal vertices with covariant Greenโs functions can mean that there are additional propagating degrees of freedom in the theory, which may be made manifest by checking unitarity via cutting rules or by making the Lagrangian local via auxiliary fields. (The Lagrangian then has time-derivatives of the auxiliary fields which means that they are actually propagating degrees of freedom.) For the minimal term, however, the auxiliary fields have a gauged WZW action and one can argue that it has no degrees of freedom modulo the holomorphic symmetry . This singles out the minimal term to some extent. Nevertheless, we are not too far from what other authors have used. Consider the nonminimal term $`F`$ given in (15). Noting that the field strength $`B=M^1\overline{}JM^{}=M\overline{J}M^1`$ and $`D^1=M(^1)M^1,\overline{D}^1=M^1(\overline{}^1)M^{}`$, we see that it is very similar to, although not exactly, $`F_{\mu \nu }(๐^2)F_{\mu \nu }`$, which is the form used by Jackiw and Pi in . One could also go further and investigate the gap equation which results from the use of the covariantized form of $`F`$ rather than $`F_{min}`$. The additional logarithmic terms in $`F`$ render the calculation significantly more complicated, although there is no reason to expect the results to be dramatically different.
Now we turn to the question: how do we use this in a calculation? From a purely (2+1)-dimensional point of view, we know that there is no parameter which controls the resummed loop expansion . The calculation of the numerical value of the gap in this way would be difficult, at best. Our Hamiltonian approach would be better suited to such questions. One can also use the (2+1)-dimensional theory to describe magnetic screening in a quark-gluon plasma in (3+1) dimensions. Notice that one needs some perturbative gauge-invariant way of incorporating magnetic screening for the high temperature calculations with the hard thermal loop resummations used for the quark-gluon plasma. More than specific numerical values, one needs a framework for such calculations and the present work bears on this issue. (The embedding of (2+1) results in the (3+1)-dimensional theory has been discussed in .) 5. Discussion A number of different concepts have been brought together in this work and it may be useful to summarize briefly what we have done. Based on our Hamiltonian analysis, one can show that there is a mass term of the form $`(\phi ^a\overline{}\phi ^a)`$ at the lowest nontrivial order in $`\phi ^a`$. There is no ambiguity to this order in $`\phi ^a`$. In generalizing from this, first of all, we need to write down an expression in terms of $`H=e^{t^a\phi ^a}`$ which reduces to $`(\phi ^a\overline{}\phi ^a)`$ at the lowest order. There are many such expressions. In the appendix, we outline the reasons why $`(\phi ^a\overline{}\phi ^a)`$ should be considered as the lowest order term of $`\mathrm{Tr}(H\overline{}H^1)`$. The argument then is to use this term, or some generalization of it, as a mass term to be used in a resummation procedure. Even at this stage, although some restrictions on the possible form of a mass term have been obtained, there are still many terms which have holomorphic invariance and agree with $`\mathrm{Tr}(H\overline{}H^1)`$ to the requisite order, $`F_{min}`$ in Eq.(14) and $`F`$ in Eq.(15) being two such expressions. $`F_{min}`$ is a minimal one in the sense of not requiring additional use of Greenโs functions and, for this reason, leads to simpler formulae upon covariantization.
Once we have chosen a specific mass term such as $`F_{min}`$, its use in an action formalism, rather than in a Hamiltonian analysis, will require that it be covariantized to maintain Lorentz covariance order by order. We have given a method of covariantization, both in Minkowski space and in the Wick rotated Euclidean case. Finally, we have given a discussion of the results of the resummation carried out with the minimal mass term $`F_{min}`$. APPENDIX We have written the mass term in (12) to the second order in $`\phi `$. We want to write an expression in terms of $`H`$ for which this is the quadratic expansion and show that the correct expression should be $`\mathrm{Tr}(H\overline{}H^1)`$ and not something like $`\mathrm{Tr}(H\overline{}H)`$.
Writing the kinetic energy $`T`$ as
$$T=\frac{e^2}{2}\frac{\delta ^2}{\delta A_i^a\delta A_i^a}$$
(A1)
we have
$`{\displaystyle \frac{e^2}{2}}{\displaystyle ๐\mu (H)e^{2c_AI}\mathrm{\Psi }^{}\left(\frac{\delta ^2}{\delta A_i^a\delta A_i^a}\mathrm{\Psi }\right)}`$ (A2)
$`={\displaystyle \frac{e^2}{2}}{\displaystyle ๐\mu (H)\mathrm{\Phi }^{}\left[\frac{\delta ^2\mathrm{\Phi }}{\delta A_i^a\delta A_i^a}+2c_A\frac{\delta I}{\delta A_i^a}\frac{\delta \mathrm{\Phi }}{\delta A_i^a}\left(c_A^2\frac{\delta I}{\delta A_i^a}\frac{\delta I}{\delta A_i^a}c_A\frac{\delta ^2I}{\delta A_i^a\delta A_i^a}\right)\mathrm{\Phi }\right]}`$ (A3)
where we have written $`\mathrm{\Psi }=e^{c_AI}\mathrm{\Phi }`$, absorbing the crucial WZW-part of the measure into the wavefunctions. In a similar way we have
$`{\displaystyle \frac{e^2}{2}}{\displaystyle ๐\mu (H)e^{2c_AI}\left(\frac{\delta ^2}{\delta A_i^a\delta A_i^a}\mathrm{\Psi }^{}\right)\mathrm{\Psi }}`$ (A4)
$`={\displaystyle \frac{e^2}{2}}{\displaystyle ๐\mu (H)\left[\frac{\delta ^2\mathrm{\Phi }^{}}{\delta A_i^a\delta A_i^a}+2c_A\frac{\delta I}{\delta A_i^a}\frac{\delta \mathrm{\Phi }^{}}{\delta A_i^a}\left(c_A^2\frac{\delta I}{\delta A_i^a}\frac{\delta I}{\delta A_i^a}c_A\frac{\delta ^2I}{\delta A_i^a\delta A_i^a}\right)\mathrm{\Phi }^{}\right]\mathrm{\Phi }}`$ (A5)
We now add these two equations and do a partial integration for $`\delta /\delta A_i^a`$. In doing so we have to use the full measure $`d\mu (H)e^{2c_AI}=[dAd\overline{A}]/(\mathrm{vol}๐ข)`$. This gives
$`{\displaystyle ๐\mu (H)\frac{\delta I}{\delta A_i^a}\frac{\delta (\mathrm{\Phi }^{}\mathrm{\Phi })}{\delta A_i^a}}`$ $`=`$ $`{\displaystyle ๐\mu (H)e^{2c_AI}e^{2c_AI}\frac{\delta I}{\delta A_i^a}\frac{\delta (\mathrm{\Phi }^{}\mathrm{\Phi })}{\delta A_i^a}}`$ (A6)
$`=`$ $`{\displaystyle ๐\mu (H)\left(\frac{\delta ^2I}{\delta A_i^a\delta A_i^a}+2c_A\frac{\delta I}{\delta A_i^a}\frac{\delta I}{\delta A_i^a}\right)\mathrm{\Phi }^{}\mathrm{\Phi }}`$ (A7)
Thus upon adding (A3) and (A5) and using (A7) we find
$$\mathrm{\Psi }|T|\mathrm{\Psi }=\frac{1}{2}\mathrm{\Phi }\left|\stackrel{~}{T}+\stackrel{~}{T}^{}\right|\mathrm{\Phi }+\frac{e^2c_A^2}{2}\mathrm{\Phi }\left|\frac{\delta I}{\delta A_i^a}\frac{\delta I}{\delta A_i^a}\right|\mathrm{\Phi }$$
(A8)
where the inner product in terms of $`\mathrm{\Phi }`$โs is now
$$1|2=๐\mu (H)\mathrm{\Phi }^{}\mathrm{\Phi }$$
(A9)
and $`\stackrel{~}{T}\mathrm{\Phi }=\frac{e^2}{2}\frac{\delta ^2\mathrm{\Phi }}{\delta A_i\delta A_i}`$. $`\stackrel{~}{T}^{}`$ denotes the adjoint of $`\stackrel{~}{T}`$ with just the Haar measure for integration as in (A9). Eq.(A8) displays the extra โmass termโ as
$$\frac{e^2c_A^2}{2}\frac{\delta I}{\delta A_i^a}\frac{\delta I}{\delta A_i^a}=\frac{e^2c_A^2}{2}\frac{\delta I}{\delta A^a}\frac{\delta I}{\delta \overline{A}^a}m^2F$$
(A10)
where $`m=e^2c_A/2\pi `$. In terms of the gauge potentials, the lowest order term of this expression, viz., the quadratic term, is the mass term (13) for $`A`$โs, the higher order terms being required for reasons of gauge invariance. This term can be simplified further as follows. Regarding $`I`$ as a function of $`A,\overline{A}`$, we can write its variation as
$$\delta I=\frac{1}{2\pi }(A๐)^a\delta \overline{A}^a+(\overline{A}\overline{๐})^a\delta A^a$$
(A11)
where $`๐`$, $`\overline{๐}`$ obey the equations
$`\overline{D}๐\overline{A}=0`$ (A12)
$`D\overline{๐}\overline{}A=0`$ (A13)
This shows that we may write
$$F=\frac{2\pi ^2}{e^2}\frac{\delta I}{\delta A^a}\frac{\delta I}{\delta \overline{A}^a}=\frac{1}{2e^2}(A๐)^a(\overline{A}\overline{๐})^a$$
(A14)
Taking the variation of (A14) and using (A11) we find
$$\frac{e^2}{\pi }\delta F=\delta I(A,\overline{A})\frac{1}{2\pi }(๐A)^a\delta \overline{๐}^a+(\overline{๐}\overline{A})^a\delta ๐^a$$
(A15)
Notice that the second term is just like the variation of $`I`$ as in (A11), except for the exchange $`๐A,\overline{๐}\overline{A}`$. In terms of the parametrization (1) of $`A,\overline{A}`$, we can solve (A13) to get
$`\overline{๐}=\overline{}MM^1=M\overline{}M^1`$ (A16)
$`๐=M^1M^{}=M^1M^{}`$ (A17)
The exchange $`๐A,\overline{๐}\overline{A}`$ thus corresponds to $`MM^1`$ or $`H=M^{}MH^1=M^1M^1`$. Equation (A15) can thus be written as
$$\frac{e^2}{\pi }\delta F=\delta I(H)+\delta I(H^1)$$
(A18)
This implies
$$F=\frac{\pi }{e^2}\left[I(H)+I(H^1)\right]=\frac{1}{e^2}\mathrm{Tr}(\overline{}HH^1)$$
(A19)
This brings us to the point of identifying the mass term which satisfies the requirements 1 and 2 listed in section 2, but not yet the requirement 3. The expression for $`F`$ as it is written in (A19) is not holomorphically invariant. This is because, eventhough $`I(H)`$ is invariant, $`I(H^1)`$ is not. (Notice that the inversion of $`D,\overline{D}`$ to obtain $`๐,\overline{๐}`$, or equivalently the solution (A17), requires fixing a โholomorphic frameโ. This is why the form of $`F`$ in (A19) is not holomorphically invariant.) A holomorphically invariant completion of $`F`$ is straightforward. Notice that $`F`$ in (A19) is proportional to the kinetic term of $`I(H)`$. Since $`I(H)`$ is invariant under $`HVH\overline{V}`$, we see that a minimal completion of $`F`$ we can use is
$$FF_{min}=\frac{2\pi }{e^2}I(H)$$
(A20)
The minimal mass term is then the WZW action.
Acknowledgements This work was supported in part by the National Science Foundation grants PHY-9970724 and PHY-9605216 and the PSC-CUNY-30 awards. CK thanks Lehman College of CUNY and Rockefeller University for hospitality facilitating the completion of this work.
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# 1. Introduction.
## 1. Introduction.
A number of works have been developped from the foundational paper \[Do96\] that exploit the idea of ampleness in the symplectic and contact category. The key idea has been to adapt the concept of โlinear systemโ to these cases. The techniques have provided a new insigth in symplectic topology, giving as byproduct new symplectic invariants \[Au99b, Do99\]. In the contact case, it has been possible to mimic the symplectic counterpart \[IMP99\]. The results contained in \[Pr00\] open the way for constructing contact invariants although it will be less direct because, contrary to the symplectic situation, we do not have canonical constructions (up to symplectic isotopy).
The aim of this paper is to put together the two constructions, in the symplectic and contact category to push-forward the progress in the study of symplectic submanifolds with contact border. This concept appears naturally when defining โcobordismsโ in the symplectic category.
We call sym-con category the category defined by symplectic manifolds with contact border. An object in this category is a set $`(M,\omega ,C,\theta )`$ such that $`(M,\omega )`$ is an open symplectic manifold with compactification $`\overline{M}=MC`$ and $`(C,\theta )`$ is a cooriented contact manifold whose structure is compatible with the symplectic one in the usual sense (see Subsection 2.1 for details). Along the paper the dimension on the symplectic manifold $`M`$ will be $`2n+2`$, except when an explicit mention is made. The hermitian line bundle $`L`$ whose curvature is $`i\omega `$ will be called prequantizable line bundle.
In this article we study the possibility of constructing submanifolds in this sym-con category with topological properties similar to divisors in complex projective geometry. We provide a complete topological characterization of these submanifolds which are approximately holomorphic in the sense of \[Do96, Au97, IMP99\]. The main result of this paper is
###### Theorem 1.1.
Let $`(M,\omega )`$ be a symplectic manifold of integer class with prequantizable bundle $`L`$ and with contact border $`(C,\theta )`$. Fix a rank $`r`$ complex vector bundle $`E`$ over $`M`$. For $`k`$ large enough, there exists a symplectic submanifold $`W`$ of $`M`$, which is Poincarรฉ dual of $`c_r(L^kE)`$, satisfying that $`\overline{W}C`$ is a contact submanifold of $`C`$. Moreover the inclusion $`i:\overline{W}\overline{M}`$, induces an isomorphism in relative homology groups through the natural morphism $`H_p(\overline{W},\overline{W}C)H_p(\overline{M},C)`$ for $`p<nr`$ and an epimorphism for $`p=nr`$.
First we do notice that Theorem 1.1 could follow by a more or less straightforward combination of ideas in \[Au97\] and \[IMP99\]. For this one might only to extend the contact submanifolds constructed in \[IMP99\] to a small neighborhood of $`C`$ in $`M`$. However, this kind of approach presents problems of difficult solution. We detail a little more this question, using the approximately holomorphic tools, in Subsection 2.3 ( cfr. Remark 2.13).
So we have chosen an alternative way to attack the problem. We will define directly global sections which solve the problem near the border. For this we need to revise the local theory developed in \[IMP99, Pr00\]. The solution goes through the use of approximation theory and a refined Jacksonโs theorem. Jacksonโs theorems \[Ch66\] provide boundings for the error made when we approximate a differentiable function by a polynomial of a given degree in terms of the derivatives of the function. This kind of results were used by S. Donaldson implicitly in the foundational work \[Do96\], when he approximated asymptotically holomorphic functions by polynomials. But now, we need a similar result for any function such that we only control the norm of the derivatives.
In Section 2 we will state the approximately holomorphic theory in the sym-con category, following the notations of \[Do99, Pr00\]. We reduce the proof of Theorem 1.1 to a transversality result in the border. In Section 4 we prove the relative Lefschetz hyperplane theorem as stated in Theorem 1.1 and, also we characterize the Chern classes of the constructed submanifolds.
We must stress that the topological results are new even in the integrable complex case and offer a new insight in the topological structure of the sym-con manifolds, showing again that the idea of Eliashberg of studying contact manifolds as the more natural border definition in the symplectic and kรคhler category is powerful and rich in consequences.
Acknowledments:
I am very grateful to S. Donaldson and D. Auroux by his kindness passing me their preprints \[Do99\] and \[Au99b\]. I want to thank to the members of the GESTA <sup>1</sup><sup>1</sup>1Geometrรญa simplรฉctica con tรฉcnicas algebraicas, CSIC-UC3M, 2000. seminar in Madrid their support and interest through the elaboration of this work. I want to thank especially to Vicente Muรฑoz by his careful reading of this paper and his useful suggestions about the topological results.
## 2. Definitions and results.
We state along this Section the basic notions in symplectic and contact topology needed in what follows. Also we state the main result in terms of the tools introduced and sketch the idea of the proof of Theorem 1.1.
### 2.1. Sym-con manifolds.
The symplectization $`S_D(C)`$ of a contact manifold $`(C,D)`$ is defined as
$$S_D(C)=\{\theta T^{}C:\text{Ker}\theta =D(\pi (\theta ))\},$$
where $`\pi :T^{}CC`$ is the standard projection. It is easy to check that this manifold has a canonical exact symplectic structure provided by the exterior differential of the Liouville $`1`$-form
$$\alpha (v_\theta )=\theta (\pi _{}(v)),v_\theta TS_D(C).$$
The symplectization $`S_D(C)`$ has structure of a $`^{}`$-principal bundle over $`C`$. We are particularly interested on the cooriented case (called exact case as well). The contact manifold is said to be cooriented if there exists a global $`1`$-form $`\theta `$ in $`C`$ satisfying that $`\text{Ker}\theta =D`$. In that case the form $`\theta `$ provides a section of $`S_D(C)`$ and this becomes a trivial bundle. Fixing a $`1`$-form $`\theta `$ we can identify canonically $`S_D(C)=C\times (\mathrm{},0)(0,\mathrm{})`$. In this paper we will only use the cooriented case and from now on we call symplectization to the connected component $`C\times (0,\mathrm{})`$ instead of the total set. We can give an explicit formula for the symplectic form in that manifold, we set up the following (canonical) isomorphism:
$`S_D(C)`$ $``$ $`C\times (0,\mathrm{})`$
$`\lambda \theta (x)`$ $``$ $`(\pi (\theta (x)),\lambda ).`$
Then we obtain
$$d\alpha =d\lambda \pi ^{}\theta +\lambda \pi ^{}d\theta .$$
The contact manifold $`C`$ can be embedded in the symplectization through the graph of $`\theta `$, namely as the contact hypersurface $`\widehat{C}_ฯต=\{(p,\lambda )C\times ^+:\lambda =ฯต\}`$. This embedding will be called the $`ฯต`$-embedding of $`C`$ in $`S_D(C)`$, denoted as $`i_ฯต`$. If there is not risk of confussion, we usually denote $`\widehat{C}_1`$ by $`\widehat{C}`$. Recall that through this family of embeddings the distribution $`D`$ defines a distribution $`\widehat{D}`$ of $`2`$-codimensional spaces in $`S_D(C)`$, it is obvious that $`\widehat{D}`$ is symplectic with respect to the canonical symplectic structure in the symplectization.
Recall that a symplectic manifold $`(M,\omega )`$ has a contact border $`C`$ when we can identify through a symplectomorphism a neighborhood $`V`$ of the border $`C`$ with one of the two standard models: $`C\times [a,b)`$ or $`C\times (a,b]`$, for some $`a,b^+`$, with $`a<b`$. In the first case we will say that the manifold has concave border and in the second one convex border. Moreover we can generalize the definition to include mixed cases. So in general a symplectic manifold has contact borders $`(C_1^1,C_1^2,\mathrm{},C_1^{cc},C_2^1,\mathrm{},C_2^{cv})`$, where each $`C_i^j`$ is a connected contact cooriented manifold, if we can decompose a neighborhood $`V`$ of the border into $`cc+cv`$ connected components $`V_1^i`$, $`V_2^j`$ ($`i=1,\mathrm{},cc`$ and $`j=1,\mathrm{}cv`$) such that each of the $`V_1^i`$ is symplectomorphic to the local concave model defined by $`C_1^i`$ and respectively with $`V_2^j`$ and the convex model.
An important observation is that convex and concave models are not equivalent and provide very different problems in the sym-con category (see i.e. the pseudo-holomorphic curves construction in \[El98\]).
###### Remark 2.1.
In the literature, definitions above are called sometimes โstrictly convex (or concave) contact bordersโ to distinguish them from a weaker notion defined by Eliashberg as follows. We will say that a symplectic manifold $`(M,\omega )`$ has โweakโ contact borders $`(C_1^1,C_1^2,\mathrm{},C_1^{cc},C_2^1,\mathrm{},C_2^{cv})`$, where each $`C_i^j`$ is a connected contact cooriented manifold, if we can decompose a neighborhood $`V`$ of the border into $`cc+cv`$ connected components $`V_1^i`$, $`V_2^j`$ ($`i=1,\mathrm{},cc`$ and $`j=1,\mathrm{}cv`$) such that each of the $`V_1^i`$ is diffeomorphic to the local concave model defined by $`C_1^i`$ (respectively with $`V_2^j`$ and the convex model). The diffeomorphism $`\varphi :VC\times [a,b)`$ must satisfy that $`i_a^{}\varphi _{}\omega `$ is non degenerated when restricted to the distribution $`D`$. (resp. in the convex model). All the theory developped in this article can be adapted with slight modifications to this more general case, obtaining submanifolds with โweak contact borderโ. We do not detail this along the article but the reader can translate all the proofs to that case.
As in the closed manifold case we can construct a complex line bundle, $`L`$, over a symplectic manifold $`(M,\omega )`$ whose curvature form is $`i\omega `$, provided an integrality condition is satisfied, namely $`[\omega /2\pi ]`$ has to be the lifting of an integer class. This bundle is usually called a prequantizable bundle, because of the geometric quantization setting. Moreover the precedent considerations assure that the bundle extends to the border defining a line bundle whose curvature form is $`id\alpha `$ (under the standard models identifications) in each connected component. We will denote by $`L`$ the prequantizable bundle in $`M`$ and also its extension to $`C`$.
###### Definition 2.2.
A sym-con manifold $`(M,\omega ,C,\theta )`$ is a symplectic manifold $`(M,\omega )`$ with compactification $`\overline{M}`$ satisfying that $`\overline{M}M=C`$ admits a contact structure $`\theta `$ which defines a contact border for $`M`$.
The following trivial result is the symplectic analogue of the connected sum theorem in topology.
###### Lemma 2.3.
Given two sym-con manifolds $`(M_1,\omega _1,C,\theta )`$ and $`(M_2,\omega _2,C,\theta )`$ with connected convex and concave borders respectively. Then, for a suitable nonzero constant $`\lambda `$ , there exists a closed symplectic manifold $`(\stackrel{~}{M},\omega )`$ and two symplectic embeddings $`\phi _1:(M_1,\omega _1)(M,\omega )`$ and $`\phi _2:(M_2,\lambda \omega _2)(M,\omega )`$ satisfying that $`\phi _1(M_1)\phi _2(M_2)=M`$.
The manifold $`M`$ is usually denoted as $`M_1_CM_2`$ and topologically is a connected sum along $`C`$.
Proof: We have only to use the standard models of the borders to glue the manifolds symplectically. Say that near the border the local model for $`M_1`$ is $`C\times (a_1,b_1]`$ and for $`M_2`$ is $`C\times [a_2,b_2)`$. If we find that $`(a_1,b_1][a_2,b_2)\mathrm{}`$ then we are finished. If not we substitute the symplectic form $`\omega _2`$ by $`\lambda \omega _2`$. This produces a change in the local model of $`M_2`$ which is now $`C\times [\lambda a_2,\lambda b_2)`$. Obviously a suitable choice of $`\lambda `$ reduces the problem to the precedent one. $`\mathrm{}`$
Recall from the proof that it is not very important that the contact forms chosen in the two borders coincide, if the distribution is the same. In fact, the symplectic connected sum along a contact border does not depend on this choice, because the symplectic structure of the symplectization does not depend on the choice of contact form.
We can always add a symplectic collar in the border of a sym-con manifold. This is the content of the following
###### Corollary 2.4.
Let $`(M,\omega ,C,\theta )`$ a sym-con manifold, then we can find a manifold $`(M^{},\omega ^{},C,\theta )`$ such that there exists a symplectic embedding of $`(M,\omega )`$ in $`(M^{},\omega ^{})`$ satisfying that the compactification of $`M`$ does not intersect the border $`C`$ of $`M^{}`$.
Proof: It is a direct application of the precedent Proposition choosing $`M_1=M`$ and $`M_2=C\times [1/2,3/2)`$ if the border of $`M`$ is convex (resp. $`M_2=C\times (1/2,3/2]`$ if the border is concave). $`\mathrm{}`$
###### Definition 2.5.
A contact hypersurface $`(C,\theta )`$ in a symplectic manifold $`(M,\omega )`$ is a hypersurface in $`M`$ supporting a $`1`$-form $`\theta `$ such that $`D=\text{Ker}\theta `$ is a contact distribution and $`d\theta _{|D}=\omega _{|D}`$.
If, using Corollary 2.4, we add a symplectic collar to a sym-con manifold $`(M,\omega ,C,\theta )`$ then, the submanifold $`C`$ is a contact hypersurface in the enlarged manifold $`M^{}`$. We will use this idea afterwards.
We define a compatible almost-complex structure $`J`$ in a sym-con manifold $`(M,\omega ,C,\theta )`$ as a compatible almost-complex structure in $`(M,\omega )`$ such that the restriction of $`J`$ to the contact border $`C`$ leaves invariant the distribution $`D`$. By using the local model it is obvious that in this case the restriction of $`J`$ to the distribution $`D`$ provides a compatible almost-complex structure in the symplectic bundle $`D`$. It is easy to check that the moduli space of such structures is contractible. For this we use the same arguments that in the symplectic and in the contact case.
As always, when we fix a compatible almost-complex structure, we automatically obtain a metric $`g`$ on the manifold $`(M,\omega )`$ as $`g(v,w)=\omega (v,Jw)`$. We refer to this metric as the symplectic metric. We define also the $`k`$-rescaled symplectic metric as $`g_k=kg`$.
### 2.2. Contact manifolds.
Now, we recall some basic ideas about contact geometry. We assume that $`(C,D)`$ is a cooriented contact manifold where we have fixed a contact form $`\theta `$. This contact form determines a vector field $`R`$ by the conditions:
$$i_R\theta =1,i_Rd\theta =0,$$
which is called the Reeb vector field. As in the symplectic case when we fix a compatible almost-complex structure $`J`$ we obtain a metric in the contact manifold as $`g(v,w)=\theta (v)\theta (w)+d\theta (v,Jw)`$, which is called the contact metric. The $`k`$-rescaled contact metric is defined as $`g_k=kg`$. We are abusing notation by using the same letter to denote the symplectic and contact metrics, but it is easy to check that in a sym-con manifold the restriction of the $`k`$-rescaled symplectic metric to the contact border coincides with the precedent definition, justifying our notation. However, an important change of behaviour appears in the contact case. Namely the $`k`$-rescaled symplectic metric is the symplectic metric associated to the form $`k\omega `$, but in the contact case the $`k`$-rescaled contact metric is not the contact metric associated to $`k\theta `$. This difference is fundamental to develop the theory and will reflect, in the contact case, the localization process which appears in Donaldsonโs theory. We formalize this idea with the following definitions.
###### Definition 2.6.
The maximum angle between two subspaces $`U,V\text{Gr}_{}(r,n)`$ is defined as
$$\mathrm{}_M(U,V)=\underset{uU}{\mathrm{max}}\underset{vV}{\mathrm{max}}\mathrm{}(u,v).$$
This angle defines a distance in the topological space $`\text{Gr}_{}(r,n)`$ (for details see \[MPS99\]).
###### Definition 2.7.
Let $`D_k`$ be a sequence of contact distributions in $`^{2n+1}`$. The sequence is called $`c`$-asymptotically flat in the set $`U^{2n+1}`$ if
$$\mathrm{}_M(D_k(0),D_k(x))ck^{1/2},\text{for all}xU.$$
The sequence is called asymptotically flat if there exist some $`c`$ for which it is $`c`$-asymptotically flat.
The standard contact structure in $`^{2n+1}`$ is defined as $`\theta _0=ds+_{j=1}^nx_jdy_j`$, where $`(x_j,y_j,s)^{2n+1}`$. The $`k`$-rescaled contact metric is the contact metric associated to $`\theta _{k^{1/2}}=k^{1/2}ds+_{j=1}^nx_jdy_j`$, which is obtained from $`\theta _0`$ scaling the coordinates by a factor $`k^{1/2}`$. So, it is clear that, at any small neighborhood of a given point, when we apply the set of metrics $`g_k`$ we obtain as a result, passing to a fixed Darboux trivialization, a sequence of contact forms $`\theta _{k^{1/2}}`$, by scaling with a factor $`k^{1/2}`$ in $`^{2n+1}`$, which is obviously asymptotically flat in any bounded set in $`^{2n+1}`$.
Given any asymptotically flat sequence of distributions $`D_k`$ in $`^{2n+1}=^n\times `$, satisfying that $`D_k(0)=^n\times \{0\}`$, there exists a canonical almost-complex structure in a neigborhood of the origin, for $`k`$ large enough. We only have to lift the complex structure defined in $`^n`$ to the distribution $`D_k`$ using the pull-back of the vertical projection (which is an isomorphism near the origin for $`k`$ large enough).
Finally if we have a contact hypersurface $`(C,\theta )`$ in a symplectic manifold $`(M,\omega )`$ we can choose a compatible almost-complex structure which makes the distribution $`D`$ $`J`$-invariant. In fact, in this case we can identify symplectically a neighborhood of $`C`$ with a neighborhood of the $`1`$-embedding of $`C`$ in the symplectization $`S_D(C)`$ and the almost-complex structure can be chosen to make the distribution $`\widehat{D}`$ $`J`$-invariant in this neighborhood (through the identification). This kind of almost complex structures will be called compatible with the hypersurface. Suppose that we have added a symplectic collar to a sym-con manifold. A compatible almost-complex structure $`J`$ in the sym-con manifold admits an extension to an almost complex structure $`\stackrel{~}{J}`$ in the enlarged manifold which is compatible with the contact hypersurface $`C`$.
### 2.3. Sequences of bounded sections.
We recall from \[Do99, Pr00\] the approximately holomorphic setting. We adapt it to our present work and ideas. A uniform constant, polynomial, etc. is a constant, polynomial, etc which does not depend on the chosen point of the sym-con manifold nor the integer $`k`$ appearing in the context.
Now, we introduce the notion of asymptotically holomorphic sections which is one of the key points. All the norms in the definitions to follow are defined with respect to the sequence of metrics $`g_k`$.
###### Definition 2.8 (\[Do99\]).
A sequence of sections $`s_k`$ of the hermitian bundles $`E_k`$ over the symplectic manifold $`(M,\omega )`$ has $`C^r`$-bounding $`c`$ at the point $`x`$ if it satisfies
$`|s_k(x)|`$ $`<`$ $`c,`$
$`|^js_k(x)|`$ $`<`$ $`c,j=1,\mathrm{},r,`$
$`|^{j1}\overline{}s_k(x)|`$ $`<`$ $`ck^{1/2},j=1,\mathrm{},r.`$
The sequence has uniform $`C^r`$-bounding $`c`$ if it satisfies these boundings at every point.
###### Definition 2.9 (\[Pr00\]).
A sequence of sections $`s_k`$ of the hermitian bundles $`E_k`$ over the contact manifold $`(C,\theta )`$ has mixed $`C^r`$-boundings $`(c_D,c_R)`$ at the point $`x`$ if it satisfies
$`|s_k(x)|`$ $`<`$ $`c_D,`$
$`|_D^js_k(x)|`$ $`<`$ $`c_D,j=1,\mathrm{},r,`$
$`|_R^js_k(x)|`$ $`<`$ $`c_R,j=1,\mathrm{},r,`$
$`|^{j1}\overline{}s_k(x)|`$ $`<`$ $`c_Rk^{1/2},j=1,\mathrm{},r.`$
The sequence has uniform mixed $`C^r`$-boundings $`(c_D,c_R)`$ if it satisfies these boundings at every point.
###### Definition 2.10.
A sequence of sections $`s_k`$ of the hermitian bundles $`E_k`$ over the sym-con manifold $`(M,\omega ,C,\theta )`$ has global $`C^r`$-boundings $`(c,c_D,c_R)`$ at a point $`xC`$ if $`s_k`$ restricted to $`M`$ has $`C^r`$-bounding $`c`$ and restricted to $`C`$ has uniform mixed $`C^r`$-boundings $`(c_D,c_R)`$.
As usual the $`C^r`$-openness is important in this kind of definitions. Namely, if we have sections $`s_k^1`$ and $`s_k^2`$ with global $`C^r`$-boundings $`(c^1,c_D^1,c_R^1)`$ and $`(c^2,c_D^2,c_R^2)`$ then $`s_k^1+s_k^2`$ has global $`C^r`$-bounds $`(c^1+c^2,c_D^1+c_D^2,c_R^1+c_R^2)`$. An analogous property is satisfied by the other types of boundings.
Definition 2.10 also applies to sequences of sections defined over a symplectic manifold $`M`$ which contains a contact hypersurface $`C`$, being the definition in this case the natural one.
The other key ingredient is the notion of transversality with estimates. We set up it in a general way following \[IMP99\].
###### Definition 2.11.
Let $`s`$ be a section of a complex vector bundle $`E`$ over the Riemannian manifold $`X`$ with distribution $`D`$, and $`\eta >0`$. The section $`s`$ is said to be $`\eta `$-transverse to 0 along $`D`$ at a point $`xX`$ if it is satisfied at least one the following conditions
1. $`|s(x)|<\eta `$,
2. the covariant derivative restricted to $`D`$, $`_Ds:D_xT_xXE_x`$, is surjective and has a right inverse of norm less than $`\eta ^1`$.
The section is $`\eta `$-transverse to 0 along $`D`$ in a set $`U`$, if it is $`\eta `$-transverse at all the points of $`U`$.
In the symplectic case $`D=TM`$ and in the contact case $`D`$ is the contact distribution. This definition is $`C^1`$-open in the sense that there exists a constant $`c_0`$, only depending in the dimensions, such that if $`s`$ is $`ฯต`$-transverse to 0 along $`D`$ and $`|\sigma s|<\alpha `$ then $`\sigma `$ is $`(ฯตc_0\alpha )`$-transverse to 0 along $`D`$. It is possible to precise a little more in the contact case. Namely, again there exists a constant $`c_0^{}`$ such that if $`s`$ is $`ฯต`$-transverse to 0 along $`D`$ and $`|\sigma s|`$ has mixed $`C^1`$-boundings $`(\alpha ,c_R)`$ then $`\sigma `$ is $`(ฯตc_0^{}\alpha )`$-transverse to 0 along $`D`$.
With these definitions at hand we reduce the proof of Theorem 1.1 to the following:
###### Proposition 2.12.
Let $`(M,\omega )`$ be a symplectic manifold of integer class with contact border $`(C,D)`$. Let $`U`$ a compact set in $`M`$ which does not intersect $`C`$. Fix a rank $`r`$ complex vector bundle $`E`$ over $`M`$. Fix a constant $`ฯต>0`$ and a compatible almost-complex structure in the sym-con manifold. Let $`s_k`$ be a sequence of sections with global $`C^3`$-boundings of the bundles $`EL^k`$. Then there exists a sequence of sections $`\sigma _k`$ with global $`C^3`$-boundings such that $`|s_k\sigma _k|_{C^1,U}<ฯต`$ and satisfying that $`\sigma _k`$ is $`\eta `$-transverse to 0 in $`M`$ and $`\eta `$-transverse to 0 along $`D`$ in $`C`$.
Observe that near the border we cannot control the $`C^0`$-norm of the perturbation.
Proof of the existence part of Theorem 1.1: Take a sequence of sections $`\sigma _k`$ given by Proposition 2.12. We only have to apply Lemma 5 of \[IMP99\] to the manifold $`M`$ and to the border $`C`$ respectively to obtain that the zero sets are symplectic and contact. Only notice that the asymptotically holomorphic sequences of that article correspond to our $`C^r`$ and mixed $`C^r`$-boundings. $`\mathrm{}`$
###### Remark 2.13.
A direct approach for proving Proposition 2.12 should be to define a mixed $`C^r`$-bounded sequence of sections in the border $`C`$ which be $`\eta `$-transverse to 0 provided by \[IMP99, Pr00\] and try to extend the sequence to the symplectic manifold. In fact, the boundings in the derivatives work to produce this extension and the holomorphicity condition gives us the derivatives of a given section in the normal direction. But making the computations in detail we find that we are able to extend the construction in an asymptotically holomorphic way only to a strip of $`g_1`$-radius $`O(k^{1/2})`$ from the border. This is not enough to multiply by a cut-off function and so to define the section all over $`M`$, because the global boundings are destroyed. We would need a strip of $`g_1`$-radius $`k^{1/3}`$, but the arrangement to get the boundings in this strip is not clear. In the next paragraphs we explain the method of proof that we use to overcome this difficulty.
### 2.4. Proof of Proposition 2.12.
We state from the results of \[Au97\] the following
###### Theorem 2.14 (Adaptation of Theorem 2 in \[Au97\]).
Let $`E`$ be a complex vector bundle of rank $`r`$ over a symplectic manifold $`(M,\omega )`$ of integer class (not necesarilly compact). Let $`J`$ be a compatible almost-complex structure. Fix a constant $`ฯต>0`$ and a compact set $`U`$ in $`M`$, and let $`s_k`$ a sequences of sections with $`C^r`$-bounding $`c`$ of the bundles $`EL^k`$.
Then there exists a uniform constant $`\eta >0`$ (depending only on $`ฯต`$ and $`c`$) and a sequence $`\sigma _k`$ of sections with $`C^r`$-bounding $`ฯต`$ such that $`s_k+\sigma _k`$ is $`\eta `$-trasnverse to 0 over $`U`$.
Proof: The only difference with respect to Aurouxโ result is that we do not impose the closedness of the manifold $`M`$. But Auroux techniques are purely local. So there is no reason to impose the closedness of the manifold $`M`$. The only important point is to guarantee the compactness condition and this is assured by restricting ourselves to a compact set $`UM`$. $`\mathrm{}`$
The existence of the border makes impossible to set up the $`1`$-parametric discussion of \[Au97\] as is shown in \[IMP99, Pr00\]. We want to reduce the proof of Proposition 2.12 to the following result
###### Theorem 2.15.
Let $`ฯต>0`$, $`\alpha >0`$. Given a cooriented contact manifold $`(C,\theta )`$ and given the 1-embedding of $`C`$ in the symplectization $`S_D(C)=C\times `$, fix a complex vector bundle $`E`$ over the symplectization. Then given a global $`(c,c_D,c_R)`$-bounded in $`C^r`$-norm sequence of sections $`s_k`$ of the bundles $`EL^k`$, there exists another sequence of sections $`\tau _k`$ with global $`(c^{},ฯต,c_R^{})`$ $`C^r`$-boundings satisfying, for $`k`$ large enough, that
1. $`\tau _k`$ is supported in $`C\times (1\alpha ,1+\alpha )`$.
2. The restriction to $`\widehat{C}`$ of $`s_k+\tau _k`$ is $`\eta `$-transverse to 0 along the distribution $`D`$ in $`\widehat{C}`$, for some uniform constant $`\eta >0`$.
We assume this result, which will be proved in Section 3 and then we prove:
Proof of Proposition 2.12: Fix a compatible almost-complex structure in the sym-con manifold. Enlarge, adding a symplectic collar, the sym-con manifold $`(M,\omega ,C,\theta )`$ to obtain a new symplectic manifold $`M^{}`$ where $`C`$ is a closed contact hypersurface. For $`\alpha >0`$ small enough we can identify symplectically a neighborhood $`V`$ of $`C`$ with the neighborhood $`C\times (1\alpha ,1+\alpha )`$. We can extend the almost-complex structure with one compatible with the hypersurface. Fix a sequence of sections $`s_k`$ with uniform $`C^r`$-bounding $`c`$ in $`(M^{},\omega ^{})`$, obviously $`s_k`$ has global $`C^r`$-bounds $`(c,c,c)`$ in the initial manifold $`M`$.
Then we apply Theorem 2.15 to $`VC\times (1\alpha ,1+\alpha )`$ perturbing the sequence $`s_k`$ to obtain a new sequence $`\sigma _k`$ which is $`\eta `$-transverse along the distribution $`D`$ on $`C`$. To finish we perform a perturbation $`\tau _k`$ of $`C^1`$-norm less than $`\frac{\eta }{2c_o}`$, where $`c_o`$ is the constant of $`C^1`$-openness, satisfying that $`\sigma _k+\tau _k`$ is $`\eta ^{}`$-transverse in the compact set $`MC\times [11/2\alpha ,1+1/2\alpha ]`$. Use the $`C^1`$-openness of the transversality of sections along the distribution $`D`$ in $`C`$ to assure that $`\sigma _k+\tau _k`$ is still $`\eta /2`$-transverse to 0 along $`D`$ in $`C`$. This finishes the proof. $`\mathrm{}`$
###### Remark 2.16.
Observe that the process followed in the proof is not symmetrical, i.e. we cannot perturb first the sequence to obtain symplecticity and later on to obtain contactness, because the perturbations needed to get contactness are not $`C^1`$ small and so they destroy the achieved simplecticity.
One of the most surprising points of the result is that we cannot assure $`C^0`$-closedness between the initial and the perturbed sections. But, curiously, Donaldsonโs techniques which are based in this phenomenom continue applying. For this we will need to control the behaviour of the sections in a certain sense which will be apparent along the proofs.
## 3. Achieving transversality in local neighborhoods.
Along this Section we are going to prove Theorem 2.15. We will assume all the local transversality results developed in \[Do99\] and \[Pr00\], but we need a further refinement to prove the result.
### 3.1. Approximately holomorphic models.
We will use the following Lemma to trivialize the sym-con manifold in the border. (As before we will enlarge a little the manifold to change the border into a contact hypersurface). We denote by $`C_0`$ the subspace of $`^{2n+2}`$ defined as
$$\{(0,y_0,x_1,y_1,\mathrm{},x_n,y_n):x_i,y_j\}.$$
Moreover we will identify $`C_0`$ with $`^n\times `$ in the natural way.
###### Lemma 3.1.
Given a closed contact manifold $`(C,\theta )`$ and a compatible almost-complex structure $`J`$, construct the $`1`$-embedding of $`C`$ into the symplectization $`S_D(C)C\times ^+`$, and denote it by $`\widehat{C}`$. Fix a point $`x\widehat{C}`$. There exists a uniform constant $`c>0`$ and a symplectic Darboux chart $`\phi :(B_g(x,c),\omega )(^{2n+2},\omega _0)`$ satisfying that: $`\phi (x)=0`$, $`\phi ^{}J_0(0)=J(x)`$, $`\phi _{}\widehat{D}(x)`$ is a complex subspace, $`\phi ^1(C_0)=\widehat{C}`$ and also
$$\frac{1}{2}g(v,w)(\phi _{})_yv,(\phi _{})_yw2g(v,w),yB_g(x,c),v,wT_yS_D(C).$$
This implies that $`|^r\phi |=O(1)`$ and $`|^r\phi ^1|=O(1)`$, for r=1,2,3. Also $`|\overline{}\phi (y)|c^{}d(x,y)`$, for a uniform constant $`c^{}`$.
Denote by $`\widehat{\phi }`$ the restriction of $`\phi `$ to $`\widehat{C}`$. The distribution $`\widehat{\phi }_{}D`$ of $`C_0^n\times `$ can be equipped with the canonical complex structure $`\widehat{J}_0`$ (obtained by vertical lifting) and then $`|\overline{}\widehat{\phi }(y)|c^{}d(x,y)`$, for all $`yB_g(x,c)\widehat{C}`$, where the operator $`\overline{}`$ is computed respect to $`J`$ and $`\widehat{J}_0`$.
Proof: We choose a symplectic Darboux chart at $`x`$, $`\phi :B_{g_k}(x,c)V^{2n+2}`$. The constant $`c`$ can be chosen in a uniform way because of the compactness of $`C`$. We need to assure also that the standard complex structure $`J_0`$ in $`\widehat{\phi }_{}D^{2n+1}`$ and $`\widehat{\phi }_{}J`$ coincide at $`\widehat{\phi }(x)=0`$. We only have to modify the Arnoldโs proof of the contact case. We first use the symplectic Darboux Theorem to obtain Darboux coordinates $`\phi (y)=(p_0,\mathrm{},p_n,q_0,\mathrm{},q_n)`$.
Following \[Ar80\] we can assure that the embedding of the contact manifold is locally given by the equation $`p_0=0`$. Notice that in general $`D_x=\widehat{\phi }_{}D(x)\{p_0=q_0=0\}`$. But we can choose a standard symplectic basis $`(e_1,\mathrm{},e_n,f_1,\mathrm{},f_n)`$ in $`D_x`$. Also we can choose a standard symplectic basis $`(e_0,f_0)`$ in $`D_x^{}`$, assuring that $`p_0(e_0)=0`$. The orthogonal operation is made with respect to the symplectic form in the symplectization. Now, we define the transformation:
$`\eta :^{2n+2}`$ $``$ $`^{2n+2}`$
$`{\displaystyle \frac{}{p_i}}`$ $``$ $`e_i`$
$`{\displaystyle \frac{}{q_i}}`$ $``$ $`f_i.`$
The map $`\eta `$ is symplectic and if we compose $`\eta \widehat{\phi }`$ we obtain that, in these new Darboux coordinates, denoted again by $`(p_0,q_0,\mathrm{},p_n,q_n)`$, $`C`$ is locally defined by the equation $`p_0=0`$ and also $`D_x`$ is complex, in fact $`D_x=\{p_0=q_0=0\}`$. Finally performing a symplectic transformation in $`D_x`$ we can assure that $`J_{|D}=(J_0)_{|D}`$. Observe that $`D_x^\omega `$ is also complex and then a $`Sp(2)`$ transformation there makes that $`J(x)=J_0`$.
So we have checked that $`\phi ^{}(J_0)(x)=J(x)`$ and $`\widehat{\phi }^{}(J_0)_{|D}(x)=J_{|D}(x)`$ at the point $`x`$. We cannot assure more because the two complex structures are related through a, in general non-vanishing, Nijenhuis type tensor at the origin. The last inequalities in the statement of the Lemma are assured by the fact that $`\phi `$ is a isometry at $`x`$ and by the compactness of $`C`$. Now following the discussion in Section 2 of \[Do96\] it is easy to verify that the boundings in the antiholomorphic parts are as given. $`\mathrm{}`$
After scaling, the precedent result appears as
###### Lemma 3.2.
Given a closed contact manifold $`(C,\theta )`$ and a compatible almost-complex structure $`J`$. Construct the $`1`$-embedding of $`C`$ into the symplectization $`S_D(C)C\times ^+`$, and denote it by $`\widehat{C}`$. Fix a point $`x\widehat{C}`$. Then there exists a uniform constant $`c>0`$ and a symplectic Darboux chart $`\phi _k:(B_{g_k}(x,c),k\omega )(^{2n+2},\omega _0)`$ satisfying that: $`\phi _k(x)=0`$, $`\phi _k^{}J_0(0)=J(x)`$, $`(\phi _k)_{}\widehat{D}(x)`$ is a complex subspace, $`\phi _k^1(C_0)=\widehat{C}`$ and also
$$\frac{1}{2}g_k(v,w)((\phi _k)_{})_yv,((\phi _k)_{})_yw2g_k(v,w),yB_g(x,c),v,wT_yS_D(C).$$
This implies that $`|^r\phi _k|=O(1)`$ and $`|^r\phi _k^1|_{g_k}=O(1)`$, for r=1,2,3. Also $`|\overline{}\phi _k(y)|_{g_k}k^{1/2}`$, for a uniform constant $`c^{}`$.
Denote by $`\widehat{\phi }_k`$ the restriction of $`\phi _k`$ to $`\widehat{C}`$. Then the distribution $`(\phi _k)_{}D`$ is a sequence of asymptotically flat contact distributions in $`^{2n+1}`$ that are equipped with the canonical complex structure $`\widehat{J}_0`$ (obtained by vertical lifting) and then $`|^r\overline{}\widehat{\phi }_k(y)|_{g_k}=O(k^{1/2})`$, for all $`yB_{g_k}(x,c)\widehat{C}`$ and $`r=0,1,2`$, where the operator is computed respect to $`J`$ and $`\widehat{J}_0`$.
Proof: It follows by composing the map $`\phi `$ obtained in Lemma 3.1 with the scaling map $`\lambda _k:^{n+1}^{n+1}`$ defined as $`\lambda _k(z)=k^{1/2}z`$. Then all the boundings are automatic. The only point is to assure that $`|^r\overline{}\phi _k(y)|_{g_k}=O(k^{1/2})`$. For $`r=0`$ it is a trivial consequence of Lemma 3.1. For $`r1`$ follows from $`|^r\phi _k|=O(k^{(r1)/2})`$. The same occurs with $`\overline{}\widehat{\phi }_k`$ and its derivatives. $`\mathrm{}`$
###### Definition 3.3.
A sequence of sections $`s_k`$ of hermitian bundles $`E_k`$ with connections has Gaussian decay in $`C^r`$-norm away from the point $`xM`$ if there exists a uniform polynomial $`P`$ and a uniform constant $`\lambda >0`$ such that for all $`yM`$, $`|s(y)|`$, $`|s(y)|_{g_k}`$, $`\mathrm{}`$, $`|^rs(y)|_{g_k}`$ are bounded by $`P(d_k(x,y))\mathrm{exp}(\lambda d_k(x,y))`$. Here $`d_k`$ is the distance associated to the metric $`g_k`$.
The following result is used to trivialize bundles in an approximately holomorphic way.
###### Lemma 3.4 (\[Do96, Au97\]).
Given any point $`xM`$, for $`k`$ large enough, there exist $`(c,c,c)`$-bounded sections in $`C^r`$-norm $`s_{k,x}^{\text{ref}}`$ of $`L^k`$ over $`M`$ satisfying the following bounds: $`|s_{k,x}^{\text{ref}}|>c_s`$ at every point of a ball of $`g_k`$-radius $`1`$ centered at $`x`$, for some uniform constant $`c_s>0`$; the sections $`s_{k,x}^{\text{ref}}`$ have Gaussian decay away from $`x`$ in $`C^r`$-norm.
### 3.2. Some results of approximation theory.
We give by completeness some basic ideas about the behaviour of the Tchebycheff polynomials for interpolating differentiable functions. Finally we prove an easy, but not standard, result.
In what follows we will study functions $`f:[1,1]`$ and our objective will be to approximate them by polynomials. We introduce the following
###### Definition 3.5.
The Tchebycheff polynomials $`T_n(x)`$ are defined inductively as follows
1. $`T_0(x)=1`$,
2. $`T_1(x)=x`$,
3. $`T_{n+1}(x)=2xT_n(x)T_{n1}(x)`$.
We define the Tchebycheff inner product of two functions $`f,g:[1,1]`$ as
$$f,g=\frac{2}{\pi }_1^1f\overline{g}\frac{dx}{\sqrt{1x^2}}.$$
Tchebycheff polynomials satisfy the following simple properties
###### Lemma 3.6.
1. The system of polynomials $`\frac{T_0}{\sqrt{2}},T_1,T_2,\mathrm{}`$ is an orthonormal system in the space of differentiable functions with respect to the Tchebycheff inner product.
2. $`T_n(x)=\mathrm{cos}(n\mathrm{arccos}x).`$
Proof: It is a simple computation. $`\mathrm{}`$
Using the precedent result we can compute the orthogonal projection of any given function to the orthonormal basis $`T_0/\sqrt{2}`$, $`T_1`$, etc. So the order $`n`$ Fourier expansion of a given function $`f`$ is
$$T_nf=\underset{j=0}{\overset{n}{}}A_jT_j,$$
where
$$A_j=\frac{2}{\pi }_1^1f(x)\overline{T_j}(x)\frac{dx}{\sqrt{1x^2}}.$$
The result we will use is the following technical Lemma, it is nothing but a slight, and not very precise, adaptation of a classical Jacksonโs theorem.
###### Lemma 3.7.
Given $`1<a<b<1`$ and given a $`C^2`$ function $`f:[1,1]`$ which satisfies that $`|f^{}(x)|<ฯต`$ and $`|f^{\prime \prime }(x)|<ฯต`$ for all $`x[a,b]`$ and $`f^{}(x)=0`$, $`f^{\prime \prime }(x)=0`$ otherwise. Then we have
1. $`|A_j|\frac{4ฯต}{\pi j^2}|\mathrm{arccos}b\mathrm{arccos}a|`$
2. $`|fT_nf|_{C^0}\frac{4ฯต}{\pi n}|\mathrm{arccos}b\mathrm{arccos}a|`$. Therefore $`T_nf`$ converges to $`f`$ in $`C^0`$-norm.
Proof: The second property follows from the first one by a simple computation summing the error (and checking that the Fourier expansion converges, which is direct from the Weirstrass $`M`$-test).
To check the first property, we compute it directly. We perform the change of variable $`x=\mathrm{cos}\theta `$ and denote $`g(\theta )=\overline{f}(cos\theta )`$, then we can write
(1)
$$A_j=\frac{2}{\pi }_0^\pi \mathrm{cos}(j\theta )g(\theta )๐\theta .$$
Integrating by parts,
$$A_j=\frac{2}{\pi }_0^\pi \frac{1}{j}\mathrm{sin}(j\theta )g^{}(\theta )๐\theta .$$
A new integration by parts leads us to
$$A_j=\frac{2}{\pi j^2}_0^\pi \mathrm{cos}(j\theta )g^{\prime \prime }(\theta )๐\theta .$$
Now checinkg that $`g^{\prime \prime }(\theta )=\overline{f}^{\prime \prime }(\mathrm{cos}\theta )\mathrm{sin}^2\theta \overline{f}^{}(\mathrm{cos}\theta )\mathrm{cos}\theta `$ we obtain that $`|g^{\prime \prime }(\theta )|2ฯต`$ and so
$$|A_j|\frac{2}{\pi j^2}2ฯต_{\mathrm{arccos}a}^{\mathrm{arccos}b}\mathrm{cos}(j\theta )๐\theta \frac{4ฯต}{\pi j^2}|\mathrm{arccos}b\mathrm{arccos}a|.$$
So we obtain the required expression. $`\mathrm{}`$
### 3.3. Local result.
The key point is as usual the local study. We prove in this Subsection the following
###### Proposition 3.8.
Let $`f_k:B\times [1,1]^m`$ be a sequence of functions where $`B`$ is the ball of radius $`1`$ in $`^n`$ and $`B\times [0,1]`$ is equipped with a sequence of contact forms $`\theta (k)`$ whose distributions are asymptotically flat. Let $`0<\delta <1/2`$ be a constant, $`\sigma =\delta (\mathrm{log}(\delta ^1))^p`$, where $`p`$ is an integer depending only on the dimensions. Assume that $`f_k`$ satisfies over $`B\times [1,1]`$ the following bounds
$`|f_k|1,|\overline{}_0f_k|\sigma ,|\overline{}_0f_k|\sigma ,`$
$`|f_k/s|<1,|f_k/s|<1,`$
for $`k`$ large enough, where $`\overline{}_0`$ is the $`(0,1)`$ operator defined in $`D(k)=\mathrm{ker}\theta (k)`$ by the complex structure $`J_0`$ and $`s`$ is the real coordinate. Then for $`k`$ large enough there exists a holomorphic polynomial $`t_k:^m`$ such that $`|t_k|<\delta `$ on the set $`[2k^{1/6},2k^{1/6}]\times \{0\}`$ and such that the function $`s_k(z_1,\mathrm{},z_{n+1})=f_k(z_1,\mathrm{},z_{n+1})t_k(z_{n+1})`$ is $`\sigma `$-transverse along the distribution $`D(k)`$ to zero on $`B(0,1/2)\times [1,1]^n\times =^{n+1}`$ for $`k`$ large enough. Moreover, the modulus of $`t_k`$ and of its first and second derivatives can be bounded above by a fixed real polynomial $`b_\delta `$ depending only on $`\delta `$.
This Proposition is a consequence of the local transversality results of the contact category which are stated in all generality in \[Pr00\] as
###### Proposition 3.9 (Proposition 4.4 in \[Pr00\]).
Let $`f_k:B\times [0,1]^m`$ be a sequence of functions where $`B`$ is the ball of radius $`1`$ in $`^n`$ and $`B\times [0,1]`$ is equipped with a sequence of contact forms $`\theta (k)`$ whose distributions are asymptotically flat. Let $`0<\delta _0<1/2`$ be a constant and let $`\sigma =\delta _0(\mathrm{log}(\delta _0^1))^p`$, where $`p`$ is a integer depending only on the dimensions. Assume that $`f_k`$ satisfies over $`B\times [0,1]`$ the following bounds
$$|f_k|1,|\overline{}_0f_k|\sigma ,|\overline{}_0f_k|\sigma ,$$
for $`k`$ large enough, where $`\overline{}_0`$ is the $`(0,1)`$ operator defined in $`D(k)=\mathrm{ker}\theta (k)`$ by vertical projection of the standard complex structure $`J_0`$. Then for $`k`$ large enough there exists a smooth curve $`w_k:[0,1]^m`$ such that $`|w_k|<\delta _0`$ and the function $`f_kw_k`$ is $`\sigma `$-transverse to zero on $`B(0,1/2)\times [0,1]`$. Moreover, if $`|f_k/s|<1`$ and $`|f_k/s|<1`$, we can choose $`w_k`$ such that $`|d^iw_k/ds^i|<\mathrm{\Phi }(\delta _0)`$, $`(i=1,2)`$; $`d^jw_k/ds^j(0)=0`$ and $`d^jw_k/ds^j(1)=0`$, for all $`j`$, where $`c`$ is a uniform constant and $`\mathrm{\Phi }:^+^+`$ is a function depending only on the dimensions.
Proof of Proposition 3.8: Our hypothesis coincide with the ones in Proposition 3.9. We choose $`\delta _0=\delta /2`$. So we obtain a function $`w_k:[1,1]^m`$, such that $`f_kw_k`$ is $`\sigma `$-transverse and satisfying also that $`|w_k|\delta /2`$. The idea is to approximate $`w_k`$ by a complex polynomial. First we extend $`w_k`$ to the whole real line as
$$\widehat{w}_k(t)=\{\begin{array}{cc}w_k(1)\hfill & \text{if}x1.\hfill \\ w_k(t)\hfill & \text{if}1x1.\hfill \\ w_k(1)\hfill & \text{if}x1.\hfill \end{array}$$
Now we scale the real coordinate constructing a new function $`h_k(x)=\widehat{w}_k(2k^{1/6}x)`$. Obviously we have the following boundings $`|h_k(x)|\delta `$, $`|\frac{d^jh_k}{ds^j}|2k^{1/6}\mathrm{\Phi }(\delta )`$ for $`j=1,2`$. Moreover $`|\frac{d^jh_k}{ds^j}|=0`$ if $`x[\frac{1}{2k^{1/6}},\frac{1}{2k^{1/6}}]`$.
Decompose $`h_k=(h_k^1,\mathrm{},h_k^m)`$. Then each of the components $`h_k^j`$ is in the hypothesis of Lemma 3.7, when restricted to the segment $`[1,1]`$. So we have that the associated Tchebycheff polynomial of degree $`d`$ satisfies
$$|h_k^jT_dh_k^j|_{C^0}\frac{8\mathrm{\Phi }(\delta )k^{1/6}}{\pi d}|\mathrm{arccos}(\frac{1}{2k^{1/6}})\mathrm{arccos}(\frac{1}{2k^{1/6}})|.$$
We substitute $`\pi /2|x||\mathrm{arccos}(x)|\pi /2+|x|`$. Summing up all the components we find
$$|h_kT_dh_k|_{C^0}\frac{8m\mathrm{\Phi }(\delta )}{\pi d},$$
Then increasing enough $`d`$ we can assure that
(2) $`|h_kT_dh_k|{\displaystyle \frac{\sigma }{2c_u}},`$
(3) $`|h_kT_dh_k|{\displaystyle \frac{\delta }{2}},`$
In fact, we need $`d=O(\mathrm{max}\{\sigma ^1\mathrm{\Phi }(\delta ),\delta ^1\})`$, where $`c_u`$ is the uniform constant of $`C^1`$-openness for the property of being transverse to 0 along the distribution $`D(k)`$. Define $`t_k(z)=T_dh_k(\frac{z}{2k^{1/6}})`$. So, we claim that, imposing (2) and (3), $`f_kt_k`$ is $`\sigma /2`$-transverse to 0 along $`D`$ in $`B\times [1,1]`$ as we wanted, and also that $`|t_k(z)|\delta `$ for all $`x[2k^{1/6},2k^{1/6}]\times \{0\}`$. To prove it, we extend to $`^n\times `$ the functions $`w_k`$ and $`t_k`$ as $`w_k(z_1,\mathrm{},z_n,s)=w_k(s)`$ and $`t_k(z_1,\mathrm{},z_n,s)=t_k(s)`$. Now it is easy to check that in $`B\times [1,1]`$ the function $`w_kt_k`$ has, for k large, mixed $`C^2`$-boundings $`(\frac{\sigma }{2c_u},c_R)`$, where $`c_R`$ is a constant depending only on $`\delta `$. Therefore, recalling that $`f_kw_k`$ is $`\sigma `$-transverse along $`D`$, we obtain that $`f_kt_k`$ is $`\sigma /2`$-transverse to $`D`$ in $`B\times [1,1]`$.
To finish we need to bound above the modulus of $`t_k`$, or equivalently $`T_dh_k`$, by a fixed polynomial. For this we need only to recall the first property of Lemma 3.7 which translates in our case
$$|\widehat{A}_j^l|\frac{4\mathrm{\Phi }(\delta )}{\pi j^2},$$
where $`\widehat{A}_j^l`$ is the $`A_j`$ component of the polynomial $`T_dh_k^l`$ once the rescaling $`2k^{1/6}`$ is introduced. It implies that the coefficient $`\widehat{A}_j`$ is bounded above by a function of $`\delta `$. So, for a fixed $`\delta `$ the degree $`d`$ is constant and the coefficients of the Tchebycheff aproximation are bounded above by a constant. Then it is obvious that there exists a fixed real polynomial bounding above the modulus of $`t_k`$ and of its derivatives. This finishes the proof. $`\mathrm{}`$
The following result has a more geometrical appearance.
###### Proposition 3.10.
Let $`C`$ be a cooriented contact manifold and let $`s_k`$ be a sequence of sections with global $`C^3`$-boundings $`(c,c_D,c_R)`$ of the bundles $`EL^k`$ over the symplectization $`S_D(C)`$. Then given a point $`x`$ in the $`1`$-embedding $`\widehat{C}`$ and $`\delta >0`$ there exists a sequence of sections $`\tau _{k,x}`$ of $`EL^k`$ and $`\sigma =\delta (\mathrm{log}(\delta ^1))^p`$ (for some integer $`p>0`$) satisfying that:
1. $`\tau _{k,x}`$ has global $`C^3`$-boundings for $`k`$ large (depending on $`\delta `$)
$`(c_uc_RP_\delta (d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2),c_uc_D\delta Q(d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2),`$
$`c_uc_RP_\delta (d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2))`$
at any point $`y`$,
2. $`(s_k+\tau _{k,x})_C`$ is $`\sigma `$-transverse to 0 along $`D`$ in $`B_{g_k}(x,\widehat{c})\widehat{C}`$
for $`k`$ large enough, where $`\lambda `$ and $`p`$ are constants depending only on the dimensions, $`P_\delta `$ is a uniform polynomial (depending on $`\delta `$), $`Q`$ is a uniform polynomial (not depending on $`\delta `$), $`\widehat{c}`$ and $`c_u`$ are uniform constants.
Proof: We choose the trivializations $`\phi `$ and $`\phi _k`$ defined by Lemmas 3.1 and 3.2. Also we fix a section $`s_{k,x}^{ref}`$ as defined in Lemma 3.4. Fix a unitary basis $`\{e_1(x),\mathrm{},e_r(x)\}`$ in $`E_x`$ and extend it by parallel transport along radial directions to a frame $`\{e_1,\mathrm{},e_r\}`$ in a neighborhood of $`x`$. It is easy to check that $`|^re_i|_{g_k}=O(k^{r/2})`$ and so the sequence of sections $`a_k^j=e_j`$ has $`c`$ bounding in $`C^r`$-norm, for a uniform $`c>0`$. Now we define the frame:
$$\sigma _j=e_js_{k,x}^{ref},$$
which is bounded in $`C^r`$-norm by construction. Moreover $`|\sigma _j|>c_s`$ for any $`yB_{g_k}(x,1)`$. Finally choosing a sufficiently small uniform $`\widehat{c}`$, we have that $`\sigma _1,\mathrm{},\sigma _r`$ is approximately unitary for any $`yB_{g_k}(x,\widehat{c})`$.
Now we construct an application $`\stackrel{~}{f}_k:B_{g_k}(x,\widehat{c})^r`$ imposing the condition
$$s_k(y)=\stackrel{~}{f}_k^1(y)\sigma _1(y)+\mathrm{}\stackrel{~}{f}_k^r(y)\sigma _r(y).$$
Using that $`\sigma =(\sigma _1,\mathrm{},\sigma _r)`$ is approximately unitary, namely, interpreted in each fiber as a linear application $`\sigma :^rE_y`$, $`\sigma `$ has an inverse with uniformly bounded norm, we find
(4)
$$|\stackrel{~}{f}_k|c_u,|^r\stackrel{~}{f}_k|c_u,|^{r1}\overline{}\stackrel{~}{f}_k|c_uk^{1/2},$$
for $`r=1,2,3`$. Finally we use the chart $`\phi _k`$ to define an application $`f_k=\stackrel{~}{f}_k\phi _k^1`$. Scaling the chart by an appropiate uniform constant we can assure that $`\phi _k(B_{g_k}(x,\widehat{c}/8))B(0,1/2)B(0,2)\phi _k(B_{g_k}(x,\widehat{c}))`$. This is possible, perhaps after shrinking uniformly $`\widehat{c}`$, because of the approximately isometry property of Lemma 3.2. From (4) and the boundings of Lemma 3.2 we obtain
(5)
$$|f_k|c_u,|^rf_k|c_u,|^{r1}\overline{}f_k|c_uk^{1/2},$$
Without loss of generality we suppose that $`f_k`$ satisfies the boundings required in Proposition 3.8 (in fact, we only have to multiply it by a non-zero uniform constant to assure this). Then the precedent Proposition applies, once $`k`$ is large enough, and we obtain a polynomial $`t_k`$ satisfying the conditions of Proposition 3.8. We extend the definition of $`t_k`$ to $`^{n+1}`$ as
$$t_k(z_1,\mathrm{},z_{n+1})=t_k(z_{n+1}).$$
Now we define $`\stackrel{~}{t}_k=t_k\phi _k`$. Recall that this is defined in a ball of $`g_k`$-radius $`O(k^{1/2})`$, which is the domain of $`\phi _k`$ (obviously, it has the same domain than $`\phi `$). Then, taking into account that $`s_{k,x}^{ref}`$ has support in a ball of $`g_k`$-radius $`O(k^{1/6})`$, define
$$\tau _{k,x}=\stackrel{~}{t_k}^1\sigma _1+\mathrm{}\stackrel{~}{t_k}^r\sigma _r.$$
Recall that $`s_k+\tau _{k,x}`$ and $`f_k+t_k`$ are related through uniform scaling constants and through the approximately unitary basis $`\sigma `$. So, by construction, the property $`2`$ of the statement is satisfied, except by a uniform multiplying factor which can be eliminated by increasing uniformly the integer $`p`$.
Recall that we can bound $`t_k`$ by a fixed polynomial $`b_\delta `$. Define $`\widehat{P}_\delta (r)=\mathrm{max}_{|z|=r}\{b_\delta (r)\}`$. We can find a fixed polynomial $`P_\delta (r)`$ satisfying that $`P_\delta (r)\widehat{P}_\delta (r)`$. Then we easily conclude that $`\tau _k`$ has global boundings
$`(c_ucP_\delta (d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2),c_uc_D\delta Q(d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2),`$
$`c_uc_RP_\delta (d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2)),`$
for any $`y\widehat{C}`$. The first and third boundings are trivial. For the second one we proceed as follows. The bounding of $`|\tau _{k,x}(y)|`$ follows form the condition that $`|t_k(y)|<\delta `$ for all the points of the set $`^n\times [2k^{1/6},2k^{1/6}]\times \{0\}`$, which implies that $`|\widehat{t}_k(y)|<c_u\delta `$ at any point $`y\widehat{C}B_{g_k}(x,k^{1/6})`$. For bounding the derivatives, we denote $`D_0`$ the pull-back through the map $`\widehat{\phi }_k`$ of the distribution $`^n\times \{0\}`$ . We easily bound
(6)
$$\mathrm{}_M(D(y),D_0(y))ck^{1/2}d_k(x,y),$$
where $`c>0`$ is certain uniform constant. By construction,
(7)
$$_{D_0}\widehat{t}_k=0.$$
And so using (6), (7) and the bounding polynomial $`P_\delta `$ we find
$$|_D\widehat{t}_k(y)|=ck^{1/2}d_k(x,y)P_\delta (d_k(x,y)).$$
We change the polynomial $`P_\delta (t)`$ by $`tP_\delta (t)`$ and so
$$_D\widehat{t}_k(y)=ck^{1/2}P_\delta (d_k(x,y)).$$
Therefore
$`|_D(\widehat{t}_k\sigma )|`$ $`=`$ $`|_D\widehat{t}_k\sigma +\widehat{t}_k_D\sigma |=`$
$``$ $`ck^{1/2}P_\delta (d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2)+`$
$`+`$ $`\delta Q(d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2),`$
which, for $`k`$ large enough, satisfies the required bounding because the first term is arbitrarily small and the polynomial $`Q`$ does not depend on $`\delta `$ as required. The boundings on $`|^r\tau _{k,x}|`$ are obtained in the same way. $`\mathrm{}`$
### 3.4. Globalization process.
As in \[Do96, IMP99\] the final point will be to construct a global perturbation of the sequence of sections from a sequence of localized perturbations added in a suitable way. Along this Subsection we adapt Donaldsonโs framework to our case. This development is given by
Proof of Theorem 2.15: Donaldsonโs globalization argument works with some slight variations. Choose a finite set of points $`S`$ satisfying the following conditions:
1. $`_{xS}B_{g_k}(x,\widehat{c})\widehat{C}`$.
2. There exist a partition $`S=_{jJ}S_j`$ verifying that $`d_{g_k}(x,y)>N`$ if $`x,yS_j`$. $`N`$ will be fixed along the proof.
3. The cardinal of $`J`$ is $`O(N^{2n+1})`$.
Recall that the starting sequence of sections has global $`C^3`$-boundings $`(c,c_D,c_R)`$. We proceed by steps perturbing at each $`S_j`$ at a time. Let us find a perturbation centred on each of the points of $`S_1`$ to achieve trasnversality at a neighborhood of $`S_1`$. Fix $`xS_1`$, use Proposition 3.10 with certain $`\delta =\delta _1>0`$ to be chosen. We find out a sequence of perturbations $`\tau _{k,x}`$ with global boundings
$`(c_uc_RP_\delta (d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2),c_uc_D\delta Q(d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2),`$
$`c_uc_RP_\delta (d_k(x,y))\mathrm{exp}(\lambda d_k(x,y)^2)).`$
We take $`\delta _1`$ to assure that the second bounding is uniformly less that $`ฯต/2`$ (Recall that $`ฯต`$ is the maximum first mixed $`C^3`$-bounding admitted). In fact, we can choose $`\delta _1c_pฯต`$, for a certain uniform $`c_p>0`$. This is possible since $`Q`$ does not depend on $`\delta `$! We have now a perturbation centred on each of the points of $`S_1`$ which solves the problem in the balls $`B_{g_k}(x,\widehat{c})`$. But the perturbations are not independent. This is the moment when the integer $`N`$ comes into play. Analyze a fixed $`xS_1`$. We can compute the maximum first mixed $`C^3`$-bounding of the perturbations (the boundings in the distribution directions) of the rest of the points of $`S_1`$ in the ball $`B_{g_k}(x,c)`$. This โbadโ perturbation is bounded by $`c_u\delta \mathrm{exp}(\lambda N^2)`$. Again, it is very important to assure that $`Q`$ does not depend on $`\delta `$ to find $`c_u`$ independent of $`\delta `$, otherwise the globalization process does not hold. To avoid the destruction of the achieved transversality a sufficient condition is so
(8)
$$c_u\delta _1\mathrm{exp}(\lambda N^2)\delta _1(\mathrm{log}(\delta _1^1))^p,$$
for a uniform constant $`c_u`$ not depending on $`\delta `$. In this first stage we may choose N to satisfy (8). So adding all the perturbations we find a sequence of sections $`\tau _k^1`$ which added to $`s_k`$ achieve $`\sigma _1`$-transversality in $`_{xS_1}B_{g_k}(x,\widehat{c})\widehat{C}`$. Moreover we find that the sequence $`\tau _k^1`$ has global $`C^3`$-boundings $`(c_1^{},ฯต/2,c_2^{})`$. We only know that $`c_1^{}`$ and $`c_2^{}`$ depend on $`\delta `$, but the important point is that โthey existโ. Now in the second stage we choose $`\delta _2`$ to assure that the final sequence of perturbations $`\tau _k^2`$ has boundings $`(c_2^{},\mathrm{min}\{ฯต/4,\sigma _1/2c_u\},c_2^{})`$. The second bounding is imposed to guarantee that the sequence has controled boundings in the distribution $`D`$ directions and also that do not destroy the achieved transversality in the $`\widehat{c}`$-neighborhood of $`S_1`$ ($`c_u`$ is the constant of $`C^1`$-openness of the transversality to 0 along $`D`$).
Repeating the process we find $`\tau _k=_{j=1}^q\tau _k^j`$ that has global $`C^3`$-boundings $`(c^{},ฯต,c_R^{})`$, which are independent of $`k`$ because $`q`$ is independent. Moreover $`s_k+\tau _k`$ is $`\sigma `$-transverse to 0 along $`D`$ all over $`\widehat{C}`$. Again, the constant $`\sigma >0`$ is uniform because the number of steps is independent of $`k`$.
Only one important question has to be checked. The expression (8) must hold in all the steps of the process. Namely we must assure
$$c_u\delta _j\mathrm{exp}(\lambda N^2)\delta _j(\mathrm{log}(\delta _j^1)^p.$$
But, the asymptotic analysis of the expresion $`(\mathrm{log}(\delta _j^1)^p`$ provides this condition if we choose $`N`$ large enough (for a proof of this fact see Section 2 in \[Do96\]). $`\mathrm{}`$
## 4. Topological considerations.
In this Section we characterize the topological properties of the constructed submanifolds.
### 4.1. Relative Lefschetz hyperplane theorem.
We prove now the second part of Theorem 1.1. The started point is a sym-con manifold $`(M,\omega ,C,\theta )`$ where we have found a sequence of sym-con submanifolds $`(W_k,\omega ,C_k,\theta )`$ obtained as zero sets of a sequence of sections $`s_k`$ of the bundles $`EL^k`$ with global boundings which are transverse to 0 in the symplectic manifold and in the contact border.
We take as a tool the functions $`f_k(p)=\mathrm{log}|s_k(p)|^2`$. Then we follow the Proof of Proposition 2 in Section 5.1 of \[Au97\] to conclude that the critical points of $`f_k`$ in $`M`$ have at least index $`nr+2`$, for $`k`$ large enough. In the same way following \[IMP99\] we conclude that the critical points of $`f_k`$ in the border $`C`$ have at least index $`nr+1`$ (again, for $`k`$ sufficiently large). So, being the border a closed manifold, this proves that the inclusion $`i:C_kC`$ induces isomorphism in homology groups $`H_j`$ (resp. homotopy groups) for $`jnr1`$ and surjection for $`j=nr`$. This is the content of the Lefschetz theorem in the contact case.
We are going to define the double copy $`M^d`$ of the manifold $`M`$ as the topological connected sum $`M_CM`$. We can arrange this topological operation, for each $`k`$, to assure the smoothness of the submanifold $`W_k^d=W_k_{C_k}W_k`$.
Now we perturb $`f_k`$ into a new function $`\widehat{f}_k`$ to assure that the natural extension to the double copy is smooth. For this we only need to assure that $`\frac{df_k}{n}(c)=0`$ for any $`cC`$ where $`n`$ is the normal direction to $`C`$ respect to the metric $`h_k`$. Use that in a small neighborhood $`V`$ of $`C`$ we can trivialize $`M`$ as $`C\times [0,ฯต)`$ assuring also that $`n=\frac{}{s}`$ being $`s`$ the real coordinate. Therefore we perturb $`f_k`$ in this small meighborhood as
$$\widehat{f}_k(c,s)=f_k(c,\beta (s)),$$
where $`\beta :[0,ฯต][0,ฯต]`$ is a smooth function satisfying
1. $`\beta (0)=0`$ and $`\beta (ฯต)=ฯต`$.
2. $`\beta ^{}(x)>0`$ for all $`x(0,ฯต)`$.
3. $`\frac{d^r\beta (0)}{ds^r}=0`$, for all $`r^{}`$.
4. $`\beta ^{}(ฯต)=1`$ and $`\frac{d^r\beta (ฯต)}{ds^r}=0`$ for $`r=2,3,\mathrm{}`$
It is easy to check that $`\widehat{f}_k`$ extends to a smooth function, again denoted, $`\widehat{f}_k`$ in $`M^d`$. Moreover the critical points of $`f_k`$ and $`\widehat{f}_k`$ coincide in $`M`$ because $`\beta `$ only performs a diffeomorphism outside the border. The indices do not change. In $`C`$ (interpreted as a submanifold in $`M^d`$) we obtain that the critical points of $`f_k`$ are now critical points of $`\widehat{f}_k`$ and the index of these critical points is at least $`nr+1`$.
Summarizing, the manifold $`W_k^d`$ is a smooth submanifold of $`M^d`$. The function $`\widehat{f}_k`$ has critical points of index at least $`nr+1`$ for $`k`$ large enough. This implies, by standard Morse theory, that the inclusion
$$i_d:W_k^dM^d$$
induces isomorphisms in homology and homotopy groups for dimension less than or equal to $`nr`$ and surjection for $`nr+1`$.
We denote the first and second copies of $`M`$ in $`M^d`$ by $`M^1`$ and $`M^2`$ respectively. The same for $`W_k`$ with copies $`W_k^1`$ and $`W_k^2`$. The natural diffeomorphism defined in $`M^d`$ interchanging the copies is denoted as $`e:M^dM^d`$, namely $`e(M^1)=M^2`$, $`e(M_2)=M_1`$ and $`e(C)=C`$.
Our objective is to prove that the natural morphism
$$i_j:H_j(\overline{W}_k,C_k)H_j(\overline{M},C)$$
is actually an isomorphism when $`jnr`$ (and an epimorphism for $`j=nr+1`$). There are several ways to prove this result we choose a constructive one which is a little longer than others because it clarifies a bit the topological ideas involved in the proof.
First let us prove that $`i_j`$ is epimorphism in the required cases. We choose $`\alpha ^1H_j(\overline{M},C)`$. Identify $`MM^1`$, then we define $`\alpha ^2=e_{}\alpha _1`$. Construct $`\alpha ^d=\alpha _1+\alpha _2`$ which is an element of $`H_j(M^d)`$. If $`jnr+1`$, then there exists $`\gamma ^dH_j(W_k^d)`$ such that $`\alpha ^d\gamma ^d=ฯต`$, for some $`ฯตH_{j+1}(M^d)`$.
After a small isotopic perturbation, we can suppose that all the elemental chains defining $`\gamma ^d`$ and $`ฯต`$ are trasnverse to $`C`$. We claim that we can find an element homologous to $`\gamma ^d`$ of the form
(9)
$$\gamma ^1+f+\gamma ^2f,$$
where $`\gamma ^iH_j(\overline{W}_k^i,C_k)`$, $`i=1,2`$ and $`f`$ is a chain in $`C`$. For this recall that given an elemental $`1`$-chain $`c:[0,1]M^d`$ transverse to $`C`$ we can define a $`1`$-chain $`c^1`$ in $`M^d`$ as follows. The chain intersects $`c`$ in points $`a_1,b_1,a_2,\mathrm{}`$ (suppose that $`c(0)M^1`$). Then we define $`c^1=c[0,a_1]+c[b_1,a_2]+\mathrm{}`$. The same hold for any $`j`$-chain transverse to $`C`$ using an adequate triangulation. In fact, the morphism $`cc^1`$ is the explicit way of the composition
$$H_j(W_k^d)H_j(W_k^d,\overline{W}_k^2)H_j(\overline{W}_k^1,C_k),$$
where the first morphism is the restriction and the second one is generated by excision of $`W_k^2`$. Then by the construction we find that $`(\alpha ^d)^1=\alpha ^1`$ and $`\alpha ^1\gamma ^1f=ฯต^1`$, for certain chain $`f`$ in $`C`$. This implies (9) and $`\alpha _1`$ and $`\gamma ^1`$ are homologous relative to the border $`C`$. So the morphism $`i_j`$ is surjective in the expected cases.
Now we study the injectivity. Choose $`\gamma ^1H_j(\overline{W}_k,C_k)`$ and suppose that there exists a $`(j+1)`$-chain $`ฯต^1`$ in $`\overline{M}`$ such that $`ฯต^1=\gamma ^1c`$, for some chain $`c`$ of $`C_k`$. The question is whether we are able to find a chain $`ฯต^1`$ in $`\overline{W}_k`$. The argument is analogous to the precedent one. We construct $`\gamma ^2=e_{}\gamma ^1`$ and therefore $`\gamma ^d=\gamma ^1+\gamma ^2`$ is an element of $`H_j(W_k^d)`$. In the same way we construct $`ฯต^d`$ satisfying $`ฯต^d=\gamma ^d`$. If we assume that $`jnr`$ then the Lefschetz hyperplane theorem in $`M^d`$ assures that there exists a $`(j+1)`$-chain $`\rho `$ in $`W_k^d`$ satisfying $`\rho =\gamma ^d`$. Now we construct $`\rho ^1`$, which is in $`\overline{W}_k`$, as in the precedent case. Finally, we obtain $`\rho ^1=\gamma ^1c`$, for some chain $`c`$ in $`C_k`$. $`\mathrm{}`$
### 4.2. Homology and Chern numbers of the submanifolds.
To finish we state the following straightforward result.
###### Proposition 4.1.
Given any sequence of sections $`s_k`$ with global $`C^3`$-boundings of bundles $`EL^k`$ which are transverse to zero, then the Chern classes of the symplectic zero sets $`Z(s_k)`$ are given by
$$c_l(TZ(s_k))=(1)^l\left(\begin{array}{c}r+l1\\ l\end{array}\right)(k\left[\frac{\omega }{2\pi }\right])^l+O(k^{l1}).$$
Proof: Denote $`Z(s_k)=W_k`$. The formula follows directly from the relation
$$i^{}c(TX)=i^{}c(EL^k)c(TW_k).$$
$`\mathrm{}`$
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# 1 Introduction
## 1 Introduction
Metrics of physically interesting backgrounds usually have large amount of global symmetry. One set of examples are black hole metrics with rotational symmetry, and another are symmetric spaces $`AdS_n\times S^n`$ supported by R-R antisymmetric tensor backgrounds. At the same time, string solutions which have known 2-d CFT interpretation, like gauged WZW models, have associated space-time metrics with very few or no global symmetries. It is of interest to look for new examples of conformal sigma models related to metrics on symmetric spaces.
Special symmetric spaces that were recently discussed in connection with AdS/CFT correspondence are $`T^{p,q}`$ spaces. These are cosets of the form $`T^{p,q}=[SU(2)\times SU(2)]/U(1)`$ with the integers $`p`$ and $`q`$ determining the embedding of the $`U(1)`$ subgroup. Their metric is
$$ds^2=\lambda _1^2(d\theta _1^2+\mathrm{sin}^2\theta _1d\varphi _1^2)+\lambda _2^2(d\theta _2^2+\mathrm{sin}^2\theta _2d\varphi _2^2)+\lambda ^2(d\psi +p\mathrm{cos}\theta _1d\varphi _1+q\mathrm{cos}\theta _2d\varphi _2)^2.$$
A particular case of $`p=q=1`$ relevant for discussions of AdS supergravity solutions preserves part of supersymmetry, and with $`\lambda _1^2=\lambda _2^2=1/6`$ and $`\lambda ^2=1/9`$ its metric is an Einstein space one.
Below we shall show that certain symmetric metrics on $`T^{p,q}`$ spaces can be interpreted as parts of NS-NS string backgrounds associated with a class of conformal coset sigma models proposed by Guadagnini, Martellini and Mintchev (GMM) . Though these metrics supported by NS-NS 2-form field are not Einstein ones (in contrast to the $`T^{1,1}`$ example studied in connection with AdS/CFT correspondence), they may still turn out to be of some interest.
The conformal sigma model with $`T^{p,q}`$ metric should be supplemented by another one to balance the central charge. One example of a critical $`D=10`$ string model has the metric of the form $`W_{4,2}\times T^{1,q}`$, where $`W_{4,2}=SO(2,2)/SO(2)=[SL(2,R)\times SL(2,R)]/U(1)`$. An Einstein representative in the class of metrics on $`W_{4,2}`$ was discussed in as a generalization of $`AdS_5`$.
In section 2 we shall review the GMM construction and its interpretation as a coset CFT . We shall also comment on its relation to a class of gauged WZW models as discussed in . In section 3 we shall consider a GMM model that leads to a $`T^{p,q}`$ metric. Section 4 is devoted to explicit check of conformal invariance of the corresponding sigma model at the one- and two-loop levels.
## 2 The Guadagnini-Martellini-Mintchev Model
The starting point is the WZW action
$$I(U;n)=\frac{n}{8\pi }\underset{M}{}d^2xTr(_\mu U^\mu U^1)+\frac{n}{12\pi }\underset{M}{}d^3yฯต^{ijk}Tr(U^1_iUU^1_jUU^1_kU),$$
(2.1)
where $`U`$ is an element of the group $`G`$ and $`n`$ is the level of the associated affine Kac-Moody algebra. The property of the WZW model that is used in the GMM construction is that under an arbitrary variation of the group element $`\delta U`$ the WZW action changes by
$$\delta I(U;n)=\frac{n}{4\pi }d^2xTr[U^1\delta U(\eta _{\mu \nu }ฯต_{\mu \nu })_\mu (U^1_\nu U)].$$
(2.2)
This variation can be written also as
$$\delta I(U;n)=\frac{n}{4\pi }d^2xTr[\delta UU^1(\eta _{\mu \nu }+ฯต_{\mu \nu })_\mu (_\nu UU^1)],$$
(2.3)
or as $`d^2zTr[U^1\delta U_z(U^1_{\overline{z}}U)]=d^2zTr[\delta UU^1_{\overline{z}}(_zUU^1)]`$. From these variations one can read off the currents associated with the symmetry $`U\mathrm{\Omega }(z)U\overline{\mathrm{\Omega }}^1(\overline{z})`$ .
Consider the variation of the WZW model under the following gauge transformation
$$UUR(\mathrm{\Omega }^1),$$
(2.4)
where $`R`$ is a representation of a subgroup $`HG`$ and $`\mathrm{\Omega }H`$. Under infinitesimal transformations $`\mathrm{\Omega }(x)=1+\omega (x)`$ the WZW action transforms as (2.2)
$$\delta I(U;n)=\frac{n}{4\pi }d^2Tr[R(\omega )^\mu (U^1_\mu Uฯต^{\mu \nu }U^1_\nu U)],$$
(2.5)
where we set $`R(\mathrm{\Omega }^1)=1R(\omega )+\mathrm{}`$. In order to cancel this โclassical anomalyโ GMM suggested to introduce another field $`V`$ belonging to a group $`G^{}`$ whose action has similar anomalous transformation property under $`H`$. It is assumed that the same $`H`$ is a subgroup of both $`G`$ and $`G^{}`$ so that the class of resulting coset models is rather special. Let $`VG^{}`$ and $`R^{}`$ be a representation of $`HG^{}`$ acting on $`V`$ according to
$$VR^{}(\mathrm{\Omega })V.$$
(2.6)
Using Eq. (2.3) we get for the variation of the WZW action $`I(V;m)`$ similar to (2.1)
$$\delta I(V;m)=\frac{m}{4\pi }d^2Tr[R^{}(\omega )^\mu (_\mu VV^1+ฯต_{\mu \nu }^\nu VV^1)].$$
(2.7)
One can then check that the model
$`I_{GMM}`$ $`=`$ $`I(U;n)+I(V;m)+I_{int}(U,V;k),`$
$`I_{int}(U,V;k)`$ $`=`$ $`{\displaystyle \frac{k}{2\pi }}{\displaystyle }d^2x[Tr(R_\alpha U^1_\mu U)Tr(R_\alpha ^{}^\mu VV^1)`$ (2.8)
$`+`$ $`ฯต^{\mu \nu }Tr(R_\alpha U^1_\mu U)Tr(R_\alpha ^{}_\nu VV^1)]`$
is gauge invariant for
$`n`$ $`=`$ $`kr^{},m=kr,`$
$`TrR_\alpha R_\beta `$ $`=`$ $`r\delta _{\alpha \beta },TrR_\alpha ^{}R_\beta ^{}=r^{}\delta _{\alpha \beta },`$ (2.9)
where, as in , the generators of the Lie algebras of $`G`$ and $`G^{}`$ are $`\{R_i\}=\{R_I,R_\alpha \}`$ and $`\{R_a^{}\}=\{R_A^{},R_\alpha ^{}\}`$, where $`R_\alpha `$ and $`R_\alpha ^{}`$ correspond to the Lie algebra of subgroup $`H`$. The one-loop finiteness of this model was checked in and finiteness at the two-loop level was checked in . The conformal field theory defined by this sigma model was discussed in ref. , which found the current algebra and the Virasoro algebra with a central charge value coinciding with that of the GKO construction for the coset $`(G\times G^{})/H`$.
Let us briefly review the conformal structure of the GMM model. The variation of the action (2) with respect to $`U`$ and $`V`$ yields the following equations of motion
$$_{\overline{z}}J_z^i=0,_zJ_{\overline{z}}^a=0,$$
(2.10)
where
$`J_z^i`$ $`=`$ $`(_zUU^1)^i+{\displaystyle \frac{1}{r^{}}}(UR_\alpha U^1)^iTr(R_\alpha ^{}_zVV^1),`$
$`J_{\overline{z}}^a`$ $`=`$ $`(V^1_{\overline{z}}V)^a+{\displaystyle \frac{1}{r}}(V^1R_\alpha ^{}V)^aTr(R_\alpha U^1_{\overline{z}}U).`$ (2.11)
The form of the equations of motion and currents suggests, by analogy with the WZW model, the existence of two copies of affine algebras . Introducing
$$K_z^a=(_zVV^1)^a,K_{\overline{z}}^i=(U^1_{\overline{z}}U)^i,$$
(2.12)
one can write the components of the classical energy-momentum tensor as
$`T_z`$ $`=`$ $`{\displaystyle \frac{1}{kr^{}}}J_z^iJ_z^i+{\displaystyle \frac{1}{kr}}K_z^AK_z^A,`$
$`T_{\overline{z}}`$ $`=`$ $`{\displaystyle \frac{1}{kr}}J_{\overline{z}}^aJ_{\overline{z}}^a+{\displaystyle \frac{1}{kr^{}}}K_{\overline{z}}^IK_{\overline{z}}^I.`$ (2.13)
The analysis of this bosonic model at the quantum level reveals that the central charge is
$$c_{GMM}=c(G,kr^{})+c(G^{},kr)c(H,2krr^{}),$$
(2.14)
with $`c(G,n)=n\mathrm{dim}G/[n+2c_V(G)]`$, where $`c_V(G)\delta _{ab}=f_{acd}f_{bcd}`$. The quantum energy-momentum tensor is of the same form as the classical one but with rescaled coefficients
$`T_z`$ $`=`$ $`{\displaystyle \frac{1}{kr^{}+2c_V(G)}}:J_z^iJ_z^i:+{\displaystyle \frac{1}{kr+2c_V(G^{})}}:K_z^AK_z^A:,`$
$`T_{\overline{z}}`$ $`=`$ $`{\displaystyle \frac{1}{kr+2c_V(G^{})}}:J_{\overline{z}}^aJ_{\overline{z}}^a:+{\displaystyle \frac{1}{kr^{}+2c_V(G)}}:K_{\overline{z}}^IK_{\overline{z}}^I:.`$ (2.15)
The expressions in the supersymmetric case are similar, with levels shifted ($`kr^{}+2c_V(G)kr^{}`$, etc) as in the (gauged) WZW model case (see, e.g., and refs. there).
Let us note also that the GMM model can be represented as a kind of generalized gauged WZW model which is free of anomalies and upon elimination of the 2-d gauge fields reduces to the GMM action. Introducing non-dynamical 2-d gauge fields $`A`$ and $`B`$ one may consider the action
$`\widehat{I}_{GMM}`$ $`=`$ $`I(U;n)+I(V;m)+I_{int}(U,V,A,B;k),`$
$`I_{int}(U,V;k)`$ $`=`$ $`{\displaystyle \frac{k}{4\pi }}{\displaystyle }d^2z[Tr(R_\alpha A_{\overline{z}})Tr(R_\alpha ^{}_zVV^1)Tr(R_\alpha ^{}B_z)Tr(R_\alpha U^1_{\overline{z}}U)`$ (2.16)
$`+`$ $`Tr(R_\alpha A_{\overline{z}})Tr(R_\alpha ^{}B_z)],`$
which is invariant under the following gauge transformations:
$`\delta U`$ $`=`$ $`U\omega ,\delta V=\omega V,`$
$`\delta B_i`$ $`=`$ $`_i\omega [B_i,\omega ],\delta A_i=_i\omega [A_i,\omega ].`$ (2.17)
Integrating out the gauge fields gives back the GMM action Eq.(2).<sup>2</sup><sup>2</sup>2Note that, in contrast to what happens in the usual gauged WZW models , integrating out the gauge fields gives trivial determinant, i.e. does not produce a non-constant dilaton coupling. In the standard diagonal vector gauged WZW model the gauge action is $`ghgh^1`$. The GMM model may be interpreted as a gauged WZW model defined on the product group $`G^{}\times G`$, with the gauged subgroup acting as $`(V,U)(hV,Uh^1)`$, i.e. it may be viewed as a non-anomalous โsumโ of right and left gauged WZW models.
## 3 $`T^{p,q}`$ and $`W_{4,2}`$ metrics from GMM model
Let us consider the GMM model for $`G=SU(2)`$, $`G^{}=SU(2)`$, and $`H=U(1)`$. The $`SU(2)`$ group elements are parametrized according to
$`U`$ $`=`$ $`\mathrm{exp}(i\varphi _1\sigma _3)\mathrm{exp}(i\theta _1\sigma _2)\mathrm{exp}(i\psi _1\sigma _3),`$
$`V`$ $`=`$ $`\mathrm{exp}(i\varphi _2\sigma _3)\mathrm{exp}(i\theta _2\sigma _2)\mathrm{exp}(i\psi _2\sigma _3).`$ (3.1)
The gauge action of the $`U(1)`$ subgroup is defined by
$$\psi _1\psi _1pฯต(z,\overline{z}),\varphi _2\varphi _2+qฯต(z,\overline{z}).$$
(3.2)
This corresponds to gauging the subgroup generated by $`i(q\sigma _3^Lp\sigma _3^R)`$. Consider the sum of the two WZW models on $`SU(2)`$ with levels $`k_1`$ and $`k_2`$ and the GMM interaction term (2) with coefficient $`k_3`$
$`I`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle }d^2x[k_1(_\mu \theta _1^\mu \theta _1+_\mu \varphi _1^\mu \varphi _1+_\mu \psi _1^\mu \psi _1+\mathrm{cos}(2\theta _1)_\mu \varphi _1_\nu \psi _1(\eta ^{\mu \nu }+ฯต^{\mu \nu }))`$ (3.3)
$`+`$ $`k_2\left(_\mu \theta _2^\mu \theta _2+_\mu \varphi _2^\mu \varphi _2+_\mu \psi _2^\mu \psi _2+\mathrm{cos}(2\theta _2)_\mu \varphi _2_\nu \psi _2(\eta ^{\mu \nu }+ฯต^{\mu \nu })\right)`$
$`+`$ $`k_3(\mathrm{cos}(2\theta _1)_\mu \varphi _1+_\mu \psi _1)(\mathrm{cos}(2\theta _2)_\nu \psi _2+_\nu \varphi _2)(\eta ^{\mu \nu }+ฯต^{\mu \nu })].`$
For the action to be invariant under (3.2) one needs to impose the following algebraic constraints:
$$k_1p=k_3q,k_2q=k_3p.$$
(3.4)
Multiplying these equations we get that
$$k_3=\sqrt{k_1k_2},p/q=\sqrt{k_2/k_1}.$$
(3.5)
Fixing the gauge as $`\varphi _2=0`$ one gets a background whose metric is of the (non-Einstein) $`T^{1,Q}`$ type
$$ds^2=k[d\theta _1^2+\mathrm{sin}^2\theta _1d\varphi _1^2+Q^2(d\theta _2^2+\mathrm{sin}^2\theta _2d\varphi _2^2)+(d\psi +\mathrm{cos}\theta _1d\varphi _1+Q\mathrm{cos}\theta _2d\varphi _2)^2],$$
(3.6)
where we have rescaled all variables by 1/2, renamed $`\psi _2\varphi _2,\psi _1\psi `$ and introduced
$$Q=p/q=\sqrt{k_2/k_1},k=k_1.$$
(3.7)
The background also includes the antisymmetric field
$$B_{\varphi _1\psi }=k\mathrm{cos}\theta _1,B_{\varphi _1\varphi _2}=kQ\mathrm{cos}\theta _1\mathrm{cos}\theta _2,B_{\varphi _2\psi }=kQ\mathrm{cos}\theta _2.$$
(3.8)
The coefficients in front of the different terms in the action are dictated by gauge invariance of the total action and can not be re-adjusted.
Fixing the gauge in the original variables as $`\psi _1=0`$ one ends up with a metric of the type $`T^{Q^1,1}`$. More generally, imposing $`\psi _1=\mathrm{\Lambda }\varphi _2`$ as gauge fixing condition is equivalent, at the level of the metric, to the rescaling $`\psi (Q+\mathrm{\Lambda })\psi `$. Undoing this rescaling takes the resulting background into that of $`T^{1,Q}`$ presented above.
The central charge of this model is (see Eq. (2.14))
$$c=\frac{3k_1}{k_1+2}+\frac{3k_2}{k_2+2}1=\frac{3k}{k+2}+\frac{3kQ^2}{kQ^2+2}1,$$
(3.9)
and reduces to 5 in the semiclassical limit $`(k\mathrm{})`$. In order to get a critical string background we need to add another model to compensate for the central charge deficit. One natural possibility is to consider a Lorentzian version of $`T^{p,q}`$. Namely, consider the GMM model for $`G=SL(2,R)`$, $`G^{}=SL(2,R)`$ and $`H=U(1)`$. The group elements are parametrized as
$`U`$ $`=`$ $`\mathrm{exp}(i\varphi _1\sigma _3)\mathrm{exp}(r_1\sigma _2)\mathrm{exp}(i\psi _1\sigma _3),`$
$`V`$ $`=`$ $`\mathrm{exp}(i\varphi _2\sigma _3)\mathrm{exp}(r_2\sigma _2)\mathrm{exp}(i\psi _2\sigma _3)`$ (3.10)
and by analogy with the $`SU(2)\times SU(2)`$ case we define the following action of the subgroup
$$\psi _1\psi _1pฯต(z,\overline{z}),\varphi _2\varphi _2+qฯต(z,\overline{z}).$$
(3.11)
Following the same steps as above we end up with the following background
$$ds^2=k[dr_1^2+\mathrm{sinh}^2r_1d\varphi _1^2+Q^2(dr_2^2+\mathrm{sinh}^2r_2d\varphi _2^2)$$
$$(dt+\mathrm{cosh}r_1d\varphi _1+Q\mathrm{cosh}r_2d\varphi _2)^2],$$
(3.12)
$$B_{\varphi _1t}=k\mathrm{cosh}r_1,B_{\varphi _1\varphi _2}=kQ\mathrm{cosh}r_1\mathrm{cosh}r_2,B_{\varphi _2t}=kQ\mathrm{cosh}r_2.$$
(3.13)
This metric (which may be viewed as a formal analytic continuation of the above $`T^{1,Q}`$ metric (3.5)) belongs to a class of noncompact versions of Stiefel manifold, and corresponds to $`W_{4,2}=SO(2,2)/SO(2)`$. The parameters $`k,Q`$ here are the same as above, so that the deficit of the central charge cancels just as in the $`SL(2,R)\times SU(2)`$ WZW model (to the leading approximation in the bosonic case, and exactly in the supersymmetric case).
One can check that the total $`d=10`$ background we constructed is not supersymmetric. This is in contrast to what happens in the case of $`W_{4,2}\times T^{1,1}`$ Freund-Rubin type solution of IIB supergravity supported by 5-form field , where the metrics on the cosets are chosen to be the Einstein ones, and 1/4 of supersymmetry is preserved.
## 4 Check of conformal invariance
It is easy to check that the one-loop conformal invariance equations $`R_{\mu \nu }\frac{1}{4}H_{\mu \lambda \rho }H_\nu ^{\lambda \rho }=0`$ are satisfied. The components of the Ricci tensor and the scalar curvature of the $`T^{1,Q}`$ sector are
$`R_{\theta _1\theta _1}`$ $`=`$ $`{\displaystyle \frac{1}{2}},R_{\varphi _1\varphi _1}={\displaystyle \frac{1}{2Q^2}}(Q^2+\mathrm{cos}^2\theta _1),R_{\varphi _1\psi }={\displaystyle \frac{Q^2+1}{2Q^2}}\mathrm{cos}\theta _1,`$
$`R_{\theta _2\theta _2}`$ $`=`$ $`{\displaystyle \frac{1}{2}},R_{\varphi _2\varphi _2}={\displaystyle \frac{1}{2}}(1+Q^2\mathrm{cos}^2\theta _2),R_{\varphi _2\psi }={\displaystyle \frac{Q^2+1}{2Q}}\mathrm{cos}\theta _2,`$
$`R_{\psi \psi }`$ $`=`$ $`{\displaystyle \frac{Q^2+1}{2Q^2}},R_{\varphi _1\varphi _2}={\displaystyle \frac{Q^2+1}{2Q}}\mathrm{cos}\theta _1\mathrm{cos}\theta _2,R={\displaystyle \frac{3}{2}}{\displaystyle \frac{Q^2+1}{kQ^2}},`$
and similar expressions are found for $`W_{4,2}`$. The total scalar curvature of is zero since $`R(W_{4,2})=R(T^{1,Q})=3(Q^2+1)/(2kQ^2)`$.
The two-loop $`\beta `$-function for the $`G_{\mu \nu }+B_{\mu \nu }`$ coupling of the bosonic sigma model is (assuming a specific scheme, see ):
$`\beta _{\mu \nu }`$ $`=`$ $`\alpha ^{}\widehat{R}_{\mu \nu }+{\displaystyle \frac{\alpha ^2}{2}}\left[\widehat{R}^{\alpha \beta \gamma }{}_{\nu }{}^{}\widehat{R}_{\mu \alpha \beta \gamma }^{}{\displaystyle \frac{1}{2}}\widehat{R}^{\beta \gamma \alpha }{}_{\nu }{}^{}\widehat{R}_{\mu \alpha \beta \gamma }^{}+{\displaystyle \frac{1}{2}}\widehat{R}_{\alpha \mu \nu \beta }(H^2)^{\alpha \beta }\right]+O(\alpha ^3),`$ (4.2)
where $`\widehat{R}_{\alpha \beta \gamma \delta }`$ is the Riemann tensor for the generalized connection $`\widehat{\mathrm{\Gamma }}^\lambda {}_{\mu \nu }{}^{}=\mathrm{\Gamma }^\lambda {}_{\mu \nu }{}^{}\frac{1}{2}H^\lambda _{\mu \nu }`$. In this scheme a parallelizable manifold having $`\widehat{R}_{\alpha \beta \gamma \delta }=0`$ (e.g. a group space) automatically satisfies the two-loop conformal invariance condition. For the background we are discussing the tensor $`\widehat{R}_{\alpha \beta \gamma \delta }`$ is non-vanishing; e.g., the generalized curvature of the $`T^{1,Q}`$ metric is
$$\widehat{R}_{\theta _2\varphi _2\theta _1\varphi _1}=kQ\mathrm{sin}\theta _1\mathrm{sin}\theta _2.$$
(4.3)
One can check, however, that the beta-function (4.2) still vanishes.<sup>3</sup><sup>3</sup>3Note again that the one-loop beta function equal to the generalized Ricci tensor $`\widehat{R}_{\mu \nu }`$ vanishes since $`g^{\theta _1\theta _2}=g^{\varphi _2\varphi _1}=g^{\theta _2\varphi _1}=g^{\theta _1\varphi _2}=0`$. Like target space backgrounds appearing in the case of gauged WZW models , these backgrounds, though not parallelizable, define conformal sigma models.
## Acknowledgments
We are grateful to K. Sfetsos for comments. LAPZ would like to acknowledge the Office of the Provost at the University of Michigan and the High Energy Physics Division of the Department of Energy for support. The work of AAT was supported in part by the DOE grant DOE/ER/01545, EC TMR grant ERBFMRX-CT96-0045, INTAS project 991590 and PPARC SPG grant PPA/G/S/1998/00613. He also acknowledges the hospitality of the Schrรถdinger Institute for Mathematical Physics in Vienna where this paper was completed.
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# 1 Introduction
## 1 Introduction
In this paper we focus on the particular off-shell (or the binding) effects in the heavy-light fermion systems, common to QED and QCD. Such a comparative study throws light on the off-shell nonperturbative effects of valence quarks, studied first by two of us for the double radiative decays of the $`K_L`$ and $`B_s`$ meson . Subsequently, this study has been continued within the specific bound state models, both for $`K_L2\gamma `$ and for $`\overline{B}_s^02\gamma `$ . In these papers it was explicitly demonstrated that operators that vanish by using the perturbative equations of motion gave nonzero contributions for processes involving bound quarks. One of the purposes of the present paper is to demonstrate similar effects for the bound leptons.
To be specific, we consider such off-shell effects for two-photon annihilation of the $`\mu ^+e^{}`$ atom, called muonium. The off-shell effects will be given in terms of the binding factor characterizing a given bound state. The role of this binding factor becomes more transparent in the case of the radiative decay of such a QED atom, where one deals with the simple Coulomb binding. This enables us to clearly demonstrate the off-shell effect in the QED case.
A careful study of these effects is motivated by the suitability of both lepton-changing transition $`\mu e\gamma \gamma `$, and $`\overline{B}_s^0\gamma \gamma `$ decay, to test the standard model (SM) and to infer on the physics beyond the standard model (BSM).
By selecting the heavy-light muonium system $`\mu ^+e^{}`$ (where $`m_\mu Mm_em`$), the bound-state calculation corresponds to that of the relativistic hydrogen. Thereby we distinguish between the Coulomb field responsible for the binding, and the radiation field participating in the flavour-changing transition at the pertinent high-energy scale. In this way the radiative disintegration of an atom becomes tractable by implementing the two-step treatment : โneglecting at first annihilation to compute the binding and then neglecting binding to compute annihilationโ. For the muonium atom at hand, the binding problem is analogous to a solved problem of the H-atom. In this way we avoid the relativistic bound state problem, which is a difficult subject, and we have no intention to contribute to it here.
This two-step method is known to work well for disintegration (annihilation) of the simplest QED atom, positronium. Generalization of this procedure to muonium means that the two-photon decay width of muonium is obtained by using
$$\mathrm{\Gamma }=\frac{|\psi (0)|^2|(\mu ^+e^{}\gamma \gamma )|^2}{64\pi Mm},$$
(1)
where $`|\psi (0)|^2`$ is the square of the bound-state wave function at the origin. After this factorization has been performed the rest of the problem reduces to the evaluation of the scattering-annihilation invariant amplitude $``$. In the case of positronium this expression will involve equal masses ($`M`$=$`m`$), and the invariant amplitude which for the positronium annihilation at rest has a textbook form
$$=\frac{\text{i}e^2}{2m^2}\overline{v}_s(p_2)\{ฯต/_2^{}ฯต/_1^{}k/_1+ฯต/_1^{}ฯต/_2^{}k/_2\}u_r(p_1).$$
(2)
Only the antisymmetric piece in the decomposition of the product of three gamma matrices above
$$\left\{\right\}\text{i}ฯต^{\mu \nu \alpha \beta }\gamma _5\gamma _\beta (k_1k_2)_\alpha (ฯต_1^{})_\mu (ฯต_2^{})_\nu ,$$
(3)
contributes to the spin singlet parapositronium two-photon annihilation. This selects ($`\mathit{ฯต}_1^{}\times \mathit{ฯต}_2^{}`$), a CP-odd configuration of the final two-photon state.
If parapositronium decay can serve as an initial benchmark in considering QED atom annihilation, then its QCD counterpart would be $`\pi ^0\gamma \gamma `$. However, the latter process shows some subtlety, known as the triangle anomaly. Interestingly enough, this quark atom double radiative decay can also be viewed as an off-shell effect, as explained in some detail in . It is the off-shellness in two-photon annihilation of atoms which we further explore in what follows.
The paper is organized as follows: In section 2 we we consider the quantum field treatment of the annihilation process $`\mu ^+e^{}\gamma \gamma `$ in arbitrary external field(s). In section 3 we relate the binding forces to the external fields of section 2. In section 4 we consider the analogous heavy-light QCD system, and in section 5 we give our conclusions.
## 2 Flavour-changing operators for $`\mu ^+e^{}\gamma \gamma `$
We treat the lepton flavour-changing process at hand analogously to the quark flavour change, accounted for by the electroweak theory. Thus, the double-radiative transition is triggered by two classes of one-particle-irreducible diagrams (Fig. 1a and Fig. 1b), related by the Ward identities.
After integrating out the heavy particles in the loops, these one-loop electroweak transitions can be combined into an effective Lagrangian ,
$$(e\mu )_\gamma =Bฯต^{\mu \nu \lambda \rho }F_{\mu \nu }(\overline{\mathrm{\Psi }}\text{i}\stackrel{}{D_\lambda }\gamma _\rho L\psi )+\text{h.c.}.$$
(4)
where the muon and the electron are described by quantum fields $`\mathrm{\Psi }=\psi _\mu `$ and $`\psi =\psi _e`$. Correspondingly, for $`\overline{B}_s^02\gamma `$, the involved fields are $`\psi _s=s`$ and $`\psi _b=b`$.
In our case, we do not need to specify the physics behind the lepton-flavour-violating transition in (4). For instance, the strength $`B`$ might contain some leptonic parameters, analogous to the Cabibbo-Kobayashi-Maskawa parameters $`\lambda _{\mathrm{CKM}}`$ in the quark sector.
Keeping in mind that the fermions in the bound states are not on-shell, we are not simplifying the result of the electroweak loop calculation by using the perturbative equation of motion. Thus the effective Lagrangian (4) obtained within perturbation theory splits into the on-shell magnetic transition operator $`_\sigma `$
$$_\sigma (1\gamma )=B_\sigma \overline{\mathrm{\Psi }}(M\sigma FL+m\sigma FR)\psi +\text{h.c.},$$
(5)
and an off-shell piece $`_F`$
$$_F=B_F\overline{\mathrm{\Psi }}[(\text{i}\stackrel{}{D}/M)\sigma FL+\sigma FR(\text{i}D/m)]\psi +\text{h.c.},$$
(6)
where $`\sigma F`$ denotes $`\sigma _{\mu \nu }F^{\mu \nu }`$, and $`L=(1\gamma _5)/2`$ and $`R=(1+\gamma _5)/2`$ denote left-hand and right-hand projectors. To lowest order in QED (or QCD) $`B_F=B_\sigma =B`$, but in general they are different due to different anomalous dimensions of the operators in (5) and (6). (The off-shell part $`_F`$ has zero anomalous dimension).
By decomposing the covariant derivative, $`\text{i}D/=\text{i}/eA/`$, in the off-shell operator (6), we separate the one-photon piece
$$_F(1\gamma )=B_F\overline{\mathrm{\Psi }}[(\text{i}\stackrel{}{/}M)\sigma FL+\sigma FR(\text{i}/m)]\psi +\text{h.c.},$$
(7)
from the two-photon piece
$$_F(2\gamma )=B_F\overline{\mathrm{\Psi }}[eA/\sigma FL+\sigma FR(eA/)]\psi +\text{h.c.}.$$
(8)
The amplitude for the two-photon diagram (Fig. 2) is given by
$$A_a=\text{i}\text{d}^4x_F(2\gamma )=A_a^L+A_a^R,$$
(9)
in an obvious notation.
The single-photon off-shell Lagrangian $`_F(1\gamma )`$ leads to the amplitude with the heavy particle in the propagator
$`A_b`$ $`=`$ $`\text{i}B_F{\displaystyle \text{d}^4x\text{d}^4y\overline{\mathrm{\Psi }}(y)\left[\text{i}eA/_2(y)\right]\text{i}S_F^{(\mu )}(yx)}`$
$`\times [(\text{i}\stackrel{}{/_x}M)\sigma F_1(x)L+\sigma F_1(x)R(\text{i}/_xm)]\psi (x),`$
and a similar amplitude with the light particle in the propagator
$`A_c`$ $`=`$ $`\text{i}B_F{\displaystyle }{\displaystyle }\text{d}^4x\text{d}^4y\overline{\mathrm{\Psi }}(x)[(\text{i}\stackrel{}{/_x}M)\sigma F_1(x)L+`$
$`\sigma F_1(x)R(\text{i}/_xm)]\times \text{i}S_F^{(e)}(xy)[\text{i}eA/_2(y)]\psi (y).`$
The subscripts 1 and 2 distinguish between the two photons. It is understood that a term with the $`12`$ subscript interchange should be added in order to make our result symmetric in the two photons.
Within the quantum field formalism, the sum of the equations (9), (LABEL:eq:lag1gDb) and (LABEL:eq:lag1gDc) describes the process $`\mu ^+e^{}\gamma \gamma `$, or $`\mu e\gamma \gamma `$.
Let us now be very general, and assume that both particles ($`e`$ and $`\mu `$) feel some kind of external field(s) represented by $`V_{(e)}`$ and $`V_{(\mu )}`$, and obey one-body Dirac equations
$$[\text{i}/V_{(i)}(x)m_{(i)}]\psi _{(i)}=0,$$
(12)
for $`i=e`$ or $`\mu `$ (in general $`V_{(i)}=\gamma _\alpha V_{(i)}^\alpha `$) , and accordingly the particle propagators $`S_F^{(i)}`$ satisfy:
$$[\text{i}/V_{(i)}(x)m_i]S_F^{(i)}(xy)=\delta ^{(4)}(xy).$$
(13)
Our photon fields enter via perturbative QED, switched on by the replacement $`_\mu D_\mu =_\mu +ieA_\mu `$ in (12). It should be emphasized that $`A_\mu (x)`$ represents the radiation field and does not include binding forces, which will in the next section be related to the external fields $`V_{(i)}`$.
Now, using relations (12) and (13) we obtain
$$A_b=A_a^L+\mathrm{\Delta }A_b,A_c=A_a^R+\mathrm{\Delta }A_c,$$
(14)
resulting in a partial cancellation when the amplitudes are summed
$$A_a+A_b+A_c=\mathrm{\Delta }A_b+\mathrm{\Delta }A_c.$$
(15)
This shows that the local off-diagonal fermion seagull transition of Fig. 2 cancels, even if the external fermions are off-shell. The left-over quantities $`\mathrm{\Delta }A_b`$ and $`\mathrm{\Delta }A_c`$ involve the integrals over the Coulomb potential and represent the net off-shell effect.
There are also amplitudes $`A_d`$ and $`A_e`$ which are counterparts of $`A_b`$ and $`A_c`$ when $`_F(1\gamma )`$ is replaced by $`_\sigma `$. The total contribution from our flavour-changing Lagrangian ($`_F`$ and $`_\sigma `$ parts) is then given by
$`A_d+\mathrm{\Delta }A_b`$ $`=`$ $`\text{i}{\displaystyle \text{d}^4x\text{d}^4y\overline{\mathrm{\Psi }}(y)\left[\text{i}eA/_2(y)\right]}`$ (16)
$`\times \text{i}S_F^{(\mu )}(yx)Q(x)\psi (x),`$
represented by Fig. 3a, and a similar one
$`A_e+\mathrm{\Delta }A_c`$ $`=`$ $`\text{i}{\displaystyle \text{d}^4x\text{d}^4y\overline{\mathrm{\Psi }}(x)Q(x)\text{i}S_F^{(e)}(xy)}`$ (17)
$`\times \left[\text{i}eA/_2(y)\right]\psi (y),`$
corresponding to Fig. 3b. The operator $`Q(x)`$ in these expressions reads
$`Q(x)=\left[B_\sigma M+B_FV_{(\mu )}(x)\right]\sigma F_1(x)L`$ (18)
$`+\sigma F_1(x)R\left[B_\sigma m+B_FV_{(e)}(x)\right].`$
The result given by Eqs. (16)โ(18) can also be understood in terms of the following field redefinition. Eq. (12) can be obtained from the Lagrangian
$$_D(\mathrm{\Psi },\psi )=\overline{\mathrm{\Psi }}[\text{i}D/V_{(\mu )}M]\mathrm{\Psi }+\overline{\psi }[\text{i}D/V_{(e)}m]\psi .$$
(19)
Now, by defining new fields
$$\mathrm{\Psi }^{}=\mathrm{\Psi }+B_F\sigma FL\psi ,\psi ^{}=\psi +B_F^{}\sigma FL\mathrm{\Psi },$$
(20)
we obtain
$$_D(\psi ,\mathrm{\Psi })+_F=_D(\psi ^{},\mathrm{\Psi }^{})+\mathrm{\Delta }_B,$$
(21)
which shows that $`_F`$ can be transformed away from the perturbative terms, but a relic of it,
$$\mathrm{\Delta }_B=B_F\overline{\mathrm{\Psi }}\left[V_{(\mu )}\sigma FL+\sigma FRV_{(e)}\right]\psi +\text{h.c.},$$
(22)
remains in the bound state dynamics . Thus, the off-shell effects are non-zero for bound external fermions. Combining $`\mathrm{\Delta }_B`$ and $`_\sigma `$, we obtain
$$\mathrm{\Delta }_B+_\sigma =\overline{\mathrm{\Psi }}Q\psi +\text{h.c.},$$
(23)
where $`Q`$ is given by (18). This shows the equivalence of this field redefinition procedure and the result given by Eqs. (16)โ(18).
This is how far we can push the problem within quantum field theory. Up to now we have made no approximations except for standard perturbation theory. In the next section we will adapt the results of this section to the relevant bound state effects.
## 3 Off-shellness in the muonium annihilation amplitude
As announced in the Introduction, we choose the simplest heavy-light QED atom, muonium. Naively, the product $`\overline{\mathrm{\Psi }}\psi `$ corresponds to the bound state of $`\mu ^+`$ and $`e^{}`$ (which might be true only in the asymptotically free case). However, relativistic bound state physics is a difficult subject, out of our scope. We will stick to the two-step procedure as explained in the Introduction. We perform the calculations in the muonium rest frame (CM frame of $`\mu ^+`$ and $`e^{}`$) where we put the external field(s) equal to a mutual Coulomb field, $`V_{(i)}\gamma _0V_C`$ (where $`V_C=e^2/4\pi r`$). In calculating the $`\mu ^+e^{}\gamma \gamma `$ amplitude in momentum space, we take for $`V_C`$ the average over solutions in the Coulomb potential, which is $`V_C=(m\alpha ^2/2)`$. In this way the muonium-decay invariant amplitude acquires the form which is a straightforward generalization of the positronium-decay invariant amplitude (2) in momentum space.
The amplitudes $`A_d+\mathrm{\Delta }A_b`$ from Eq. (16), together with $`A_e+\mathrm{\Delta }A_c`$ from (17), transformed to the momentum space take the form
$``$ $`=`$ $`{\displaystyle \frac{2eB_\sigma }{m}}\overline{v}_\mu (p_2)\{{\displaystyle \frac{m}{M}}k/_2ฯต/_2^{}\mathrm{P}\mathrm{P}ฯต/_2^{}k/_2+(12)\}u_e(p_1),`$
where $`v_\mu `$ and $`u_e`$ are muon and electron spinors, and $`ฯต_{1,2}^{}`$ are photon polarization vectors. The factor, incorporating the binding in the form of a four-vector $`U^\alpha =(\rho ,\mathrm{๐})`$,
$`\mathrm{P}(1xU/)k/_1ฯต/_1^{}L+xk/_1ฯต/_1^{}R(1U/),`$ (25)
accounts for the aforementioned factorization of a binding and a decay, and is represented by the shaded box of Fig. 3:
$$\left[M(1x\rho \gamma ^0)\sigma F_1L+m\sigma F_1R(1\rho \gamma ^0)\right].$$
(26)
Here we introduced abbreviations for two small constant parameters,
$$x\frac{m}{M},\rho \frac{B_FV_C}{mB_\sigma },$$
(27)
in terms of which the sought off-shell effect will be expressed. Note that in the effective interaction (26), the left-handed part corresponding to $`V_{(\mu )}`$ has gotten an extra suppression factor $`x=m/M`$ in front of the binding factor $`\rho `$, in agreement with the expectation that the heavy particle ($`\mu ^+`$) is approximately free, and the light particle ($`e^{}`$) is approximately the reduced particle, in analogy with the H-atom.
The annihilation amplitude (LABEL:5slashes) can now be evaluated explicitly. A tedious calculation, performed in the muonium rest frame with photons emitted along the $`z`$-axis, gives
$``$ $`=`$ $`2eB_\sigma M^2\sqrt{{\displaystyle \frac{2M}{m}}}[(1+x\rho )\mathit{ฯต}_2^{}\mathit{ฯต}_1^{}`$ (28)
$`+\text{i}(1+2x+x\rho )(\mathit{ฯต}_2^{}\times \mathit{ฯต}_1^{})\widehat{๐}_1+๐ช(\rho ^2,x^2)],`$
where we have kept only the leading terms in $`\rho `$ and $`x`$. In comparison to the expressions (2) and (3) for parapositronium, we notice that in addition to $`\mathit{ฯต}_2^{}\times \mathit{ฯต}_1^{}`$ there appears also $`\mathit{ฯต}_2^{}\mathit{ฯต}_1^{}`$, a CP-even two-photon configuration.
The explicit expression for $`\rho `$ depends on some assumptions. As explained previously, we use $`V_C=m\alpha ^2/2`$ which gives $`\rho =\alpha ^2/2`$ for $`B_\sigma =B_F=B`$, which is a good approximation in the leptonic case.
Eq.(1) finally gives
$$\mathrm{\Gamma }=\frac{2\alpha M^4}{m^2}|\psi (0)|^2|B_\sigma |^2\left(1+2x\rho \right).$$
(29)
Thus, for muonium, the sought off-shell contribution is only a tiny correction, $`2x\rho =\alpha ^2m/M2.610^7`$, to the magnetic moment dominated rate<sup>1</sup><sup>1</sup>1Note that it is not necessary to know the precise value of $`|\psi (0)|^2(m\alpha )^3/\pi `$, in order to know the relative off-shell contribution.. However, the corresponding off-shellness in a strongly bound QCD system should be significantly larger. We also take into account the $`B_F/B_\sigma `$ correction in (29), when considering the $`\overline{B}_s^0\gamma \gamma `$ decay below.
Before ending this section, we should also mention that the Lagrangian given by (18) and (23) can be used to calculate the amplitude for muonic hydrogen decaying to a photon and ordinary hydrogen, that is, the process $`\mu ^{}e^{}+\gamma `$ for both leptons bound to a proton. This is a leptonic version of the celebrated $`B`$-meson decay $`B_dK^{}\gamma `$.
As a toy model, one might consider a process โ$`\mu `$$``$$`e`$$`\gamma `$ in an external Coulomb field, with โ$`\mu `$โ and โ$`e`$โ rather close in mass such that the non-relativistic descriptions of the โleptonsโ might be used. The effective โ$`\mu `$$``$$`e`$$`\gamma `$ interaction is given in (23). If we assume that $`(Mm)`$ is of order $`\alpha m`$, we obtain off-shell effects of order $`\alpha ^2`$ due to $`_F`$, relative to the standard magnetic moment term $`_\sigma `$. Bigger mass differences gives bigger effects, until the non-relativistic approximation breaks down.
## 4 Off-shellness in $`\overline{B}_s^0\gamma \gamma `$
By the replacements $`\mu s`$ and $`eb`$, the expressions (4) to (8) apply to $`bs\gamma \gamma `$ induced $`\overline{B}_s^02\gamma `$ decay amplitude. Then one has to scale the operators $`_{F,\sigma }`$ defined at the $`M_W`$ scale, down to the $`B`$-meson scale. The coefficients $`B_F`$ of $`_F`$, and $`B_\sigma `$ of $`_\sigma `$, in Eqs. (6) and (5), both being equal to $`B`$ at the $`W`$ scale, may evolve differently down to the $`\mu =m_b`$ scale. This difference between $`B_F`$ and $`B_\sigma `$ is due to different anomalous dimensions of the respective operators. Within the SM one can write
$$B_{\sigma ,F}=\frac{4G_F}{\sqrt{2}}\lambda _{\mathrm{CKM}}\frac{e}{16\pi ^2}C_7^{\sigma ,F}.$$
(30)
The coefficient $`C_7^\sigma `$ has been studied by various authors . The coefficient $`C_7^F`$ was considered in , where at the $`b`$-quark scale we obtained
$$\frac{C_7^F}{C_7^\sigma }4/3(\mu =m_b).$$
(31)
Although the off-shell effect for $`B2\gamma `$ is expected to be suppressed by the ratio (binding energy)/$`m_b`$, it could still be numerically interesting.
### 4.1 Coulomb-type QCD model
The conventional procedure when evaluating the pseudoscalar meson decay amplitudes is to express them in terms of the meson decay constants, by using the PCAC relations
$`0|\overline{s}\gamma _\mu \gamma _5b|\overline{B}_s^0(P)`$ $`=`$ $`\text{i}f_BP_\mu ,`$ (32)
$`0|\overline{s}\gamma _5b|\overline{B}_s^0(P)`$ $`=`$ $`\text{i}f_BM_B.`$ (33)
These relations will be useful after reducing our general expression (LABEL:5slashes) containing the terms with products of up to five gamma matrices. After some calculation we arrive at the expression for the $`B_s`$ meson decay at rest, which is analogous to, and in fact confirms our previous relation (28) obtained in different way,
$`^B`$ $`=`$ $`\text{i}{\displaystyle \frac{e}{3}}B_\sigma f_BM^2{\displaystyle \frac{(1+x)^2}{x}}[(1+x\tau )\mathit{ฯต}_2^{}\mathit{ฯต}_1^{}+`$ (34)
$`+`$ $`\text{i}(1+2x+x\tau )(\mathit{ฯต}_2^{}\times \mathit{ฯต}_1^{})\widehat{๐}_1+๐ช(\tau ^2,x^2)].`$
Here, the parameter $`\tau `$ represents the off-shell effect in the QCD problem at hand, and will be more model dependent than its QED counterpart $`\rho `$. With the amplitude (34) we arrive at the total decay width
$$\mathrm{\Gamma }=\frac{\alpha M^5}{18m^2}f_B^2|B_\sigma |^2\left(1+2x\tau \right),$$
(35)
where by switching off $`\tau `$ we reproduce the result of Ref. .
In order to estimate the value of the off-shell contribution $`\tau `$, in this subsection we assume a QED-like QCD model with the Coulombic wave function $`\psi (r)\mathrm{exp}(mr\alpha _{\mathrm{eff}})`$. Thus we rely again on an exact solution corresponding to effective potential $`V(r)=4\alpha _{\mathrm{eff}}/(3r)`$, with effective coupling $`\alpha _{\mathrm{eff}}(r)=(4\pi b_0\mathrm{ln}(r\mathrm{\Lambda }_{\mathrm{pot}}))^1`$. Here $`b_0=(1/8\pi ^2)(11(2/3)N_f)`$. The mass scale $`\mathrm{\Lambda }_{\mathrm{pot}}`$ appropriate to the heavy-light quark $`\overline{Q}q`$ potential is related to the more familiar QCD scale parameter, e.g. $`\mathrm{\Lambda }_{\mathrm{pot}}=2.23\mathrm{\Lambda }_{\overline{\mathrm{MS}}}`$ (for $`N_f`$=3). Within this model, we obtain
$$\tau =\frac{2}{3}\alpha _{\mathrm{eff}}^2\frac{C_7^F}{C_7^\sigma }.$$
(36)
By matching the meson decay constant $`f_B`$ and the wave function at the origin
$$N_c\frac{|\psi _B(0)|^2}{M}=\left(\frac{f_B}{2}\right)^2;|\psi _B(0)|^2=\frac{(m\alpha _{\mathrm{eff}})^3}{\pi },$$
(37)
we obtain the value for the strong interaction fine structure strength $`\alpha _{\mathrm{eff}}`$ $``$1. Then, including (31) for the QCD case, the correction factor
$$x\tau \mathrm{\hspace{0.17em}0.1},$$
(38)
is much larger than $`x\rho `$ in the corresponding QED case. Correspondingly, one expects even more significant off-shell effects in light quark systems, in compliance with our previous results .
### 4.2 A constituent quark calculation
Now we adopt a variant of the approach in Refs. as an alternative to the Coulomb-type QCD model described above. One might use the PCAC relations (32)โ(33) together with a kinematical assumption for the $`\overline{s}`$-quark momentum, similar to those in Refs. . Assuming the bound $`\overline{s}`$ and $`b`$ quarks in $`\overline{B}_s^0`$ to be on their respective *effective* mass-shells (effective mass being current mass plus a constituent mass $`m_0`$ of order 200-300 MeV), the structure of the amplitude comes out essentially as in (34) with a relative off-shell contribution
$$x\stackrel{~}{\tau }=\frac{2m_0}{m_b}0.1,$$
(39)
of the same order as in (38). However, unlike (34), the off-shell effect is now only in the CP-odd term ($`\mathit{ฯต}_1^{}\times \mathit{ฯต}_2^{}`$), the square bracket in (34) being replaced by
$$\left[\mathit{ฯต}_2^{}\mathit{ฯต}_1^{}+\text{i}(1+2x+x\stackrel{~}{\tau })(\mathit{ฯต}_2^{}\times \mathit{ฯต}_1^{})\right].$$
(40)
This may be different in other approaches , showing the model dependence of the off-shell effect. For instance, potential-QCD models in general, besides a vector Coulomb potential, also contain a scalar potential.
### 4.3 A bound state quark model
For $`\overline{B}_s^02\gamma `$, we have previously applied a bound state model, where the potentials $`V_i`$ in (12) are replaced by a quark-meson interaction Lagrangian
$$_\mathrm{\Phi }(s,b)=G_B\overline{b}\gamma _5s\mathrm{\Phi }+\mathrm{h}.\mathrm{c}.,$$
(41)
where $`\mathrm{\Phi }`$ is the B-meson field. Then, the term $`_F`$ can be transformed away by means of the field redefinitions:
$$s^{}=s+B_F\sigma FLb,b^{}=b+B_F^{}\sigma FLs.$$
(42)
However, its effect reappears in a new bound-state interaction $`\mathrm{\Delta }_\mathrm{\Phi }`$,
$$_\mathrm{\Phi }(s,b)+_F=_\mathrm{\Phi }(s^{},b^{})+\mathrm{\Delta }_\mathrm{\Phi },$$
(43)
where, after using $`R\gamma _5=R`$ and $`L\gamma _5=L`$,
$$\mathrm{\Delta }_\mathrm{\Phi }=B_FG_B\left[\overline{b}^{}\sigma FLb^{}\overline{s}^{}\sigma FRs^{}\right]\mathrm{\Phi }+\mathrm{h}.\mathrm{c}..$$
(44)
Also in these cases , the net off-shell effects are found. Further calculations of $`B2\gamma `$ within bound state models of the type in (41) will be presented elsewhere.
## 5 Conclusions
We have demonstrated the appearance of the off-shell effects in the flavour-changing two-photon decay of muonium and its hadronic $`\overline{B}_s^0\gamma \gamma `$ counterpart. It is a quite significant 10 percent effect in the latter case, whereas in the leptonic case it is very small (of order 10<sup>-7</sup>), but clearly identifiable.
The present โatomicโ approach enables us to see in a new light the effect studied first for the $`K_L\gamma \gamma `$ amplitude in the chiral quark model , and subsequently in the bound-state model . The observation that off-shell effects can be clearly isolated from the rest in the heavy-light quark atoms was still plagued by the uncertainty in the QCD binding calculation . Here, in the Coulomb-type QCD model we are able to subsume the effect into an universal binding factor, in the same way as for the two-photon decay of muonium in the exactly solvable QED framework. As a result, we obtain the explicit expressions describing how the flavour-changing operators that vanish on-shell modify both the CP-even ($`\mathit{ฯต}_1^{}\mathit{ฯต}_2^{}`$), and CP-odd ($`\mathit{ฯต}_1^{}\times \mathit{ฯต}_2^{}`$) configuration of the final photons. In a constituent quark calculation we get a similar result for the off-shell effect. As a difference, in this case the off-shellness resides solely in the CP-odd part of the amplitude.
The main result of the present paper is a clear demonstration of the parallelism of the strict nonzero off-shell effects in the leptonic and quark heavy-light systems. Thus, we have established a solid ground for estimating the off-shell bound-state effects in the important $`B_dK^{}\gamma `$ decay, which will be presented elsewhere .
Acknowledgement. One of us (J.O.E.) thanks H. Pilkuhn for discussions related to this paper.
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# 1 Introduction
## 1 Introduction
In how many dimensions do we live? Could they be more than the four we are aware of? If so, why donโt we see the other dimensions? Is there a way to detect them?. While the possibility of extra-dimensions has been considered by physicists for long time, a compelling reason for their existence has arisen with string theory. It seems that a quantum theory of gravity requires that we live in more than four dimensions, probably in ten or eleven dimensions. The remaining (space-like) six or seven dimensions are hidden to us: observed particles do not propagate in them. The theory does not tell us yet why four and only four have been accessible to us. However, it predicts that this is only a low-energy effect: with increasing energy, particles which propagate in a higher dimensional space could be produced. What is the value of the needed high energy scale? could it be just close by, at reach of near future experiments?
Another scale which appears in our attempts to answer the previous questions is related to the extended nature of fundamental objects. It is the scale at which internal degrees of freedom are excited. In string theory this scale $`M_s`$ is related to the string tension and sets the mass of the first heavy oscillation mode. The point-like behavior of known particles as observed at present colliders allows to conclude that $`M_s`$ has to be higher than a few hundred GeV. However to answer the question of what energies should be reached before starting to probe this substructure of the โfundamental particlesโ, more precise determination of experimental lower bounds on $`M_s`$ and understanding the assumptions behind them is needed.
It is the aim of this review as to provide a short summary of the present status of research on extra-dimensions and string-like sub-structure of matter.
## 2 Hiding Extra-Dimensions
### 2.1 Compactification on Tori and Kaluza-Klein states
There is a simple and elegant way to hide the extra-dimensions: compactification. It is simple because it relies on an elementary observation. Suppose that the extra-dimensions form, at each point of our four-dimensional space, a $`D`$-dimensional torus of volume $`(2\pi )^DR_1R_2\mathrm{}R_D`$. The $`(4+D)`$-dimensional Poincare invariance is replaced by a four-dimensional one times the symmetry group of the $`D`$-dimensional space which contains translations along the $`D`$ extra directions. The $`(4+D)`$-dimensional momentum satisfies the mass-shell condition $`P_{(4+D)}^2=p_0^2p_1^2p_2^2p_3^2_ip_i^2=m_0^2`$ and looks from the four-dimensional point of view as a (squared) mass $`M_{KK}^2=p_0^2p_1^2p_2^2p_3^2=m_0^2+_ip_i^2`$. Assuming periodicity of the wave functions along each compact direction, one has $`p_i=n_i/R_i`$ which leads to:
$$M_{KK}^2M_\stackrel{}{n}^2=m_0^2+\frac{n_1^2}{R_1^2}+\frac{n_2^2}{R_2^2}+\mathrm{}+\frac{n_D^2}{R_D^2},$$
(1)
with $`m_0`$ the higher-dimensional mass and $`n_i`$ non-negative integers. The states with $`_in_i0`$ are called Kaluza-Klein (KK) states. It is clear that getting aware of the $`i`$th extra-dimension would require experiments that probe at least an energy of the order of $`min(1/R_i)`$ with sizable couplings of the KK states to four-dimensional matter.
Let us discuss further some properties of the KK states that will be useful for us below. We parametrise the โinternalโ $`D`$-dimensional box by $`y_i[\pi R_i,\pi R_i]`$, $`i=1,\mathrm{},D`$ while the four-dimensional Minkowski spacetime is spanned by the coordinates $`x^\mu `$, $`\mu =0,\mathrm{},3`$. It is useful to choose for the KK wave functions the basis:
$$\mathrm{\Phi }_{\stackrel{}{n},\stackrel{}{e}}^\alpha (x^\mu ,y_i)=\mathrm{\Phi }^\alpha (x^\mu )\underset{i}{}\left[(1e_i)\mathrm{cos}(\frac{n_iy_i}{R_i})+e_i\mathrm{sin}(\frac{n_iy_i}{R_i})\right],$$
(2)
where the vector $`\stackrel{}{n}=(n_1,n_2,\mathrm{},n_D)`$ gives the energy of the state following Eq. (1) while $`\stackrel{}{e}=(e_1,\mathrm{},e_D)`$ with $`e_i=0`$ or 1 corresponds to a choice of cosine or sine dependence in the coordinate $`y_i`$, respectively. The index $`\alpha `$ refers to other quantum numbers of $`\mathrm{\Phi }`$.
### 2.2 Orbifolds and localized states
The simplest example of the models we will be using for getting experimental bounds are obtained by gauging the $`Z_2`$ parity: $`y_iy_i\mathrm{mod}\mathrm{\hspace{0.17em}2}\pi R_i`$. This leads to compactification on segments of size $`\pi R_i`$. In general, the consistency of this โorbifoldโ projection implies that the $`Z_2`$ space parity should be associated with a $`Z_2`$ action on the internal quantum numbers $`\alpha `$ of $`\mathrm{\Phi }`$. As a result one has the following properties:
* Only states invariant under this $`Z_2`$ are kept while the others are projected out. There are two classes of states left in the theory: those for which $`\mathrm{\Phi }^{(even)}(x^\mu )`$ is even under the $`Z_2`$ action and $`e_i=0`$ and those for which $`\mathrm{\Phi }^{(odd)}(x^\mu )`$ is odd and $`e_i=1`$. It is important to notice that the latter are not present as light four-dimensional states i.e. they have $`_in_i0`$ and thus always correspond to higher KK states.
* At the boundaries $`y_i=0,\pi R`$ fixed by the $`Z_2`$ action, new states $`\mathrm{\Phi }^{(loc)}(x^\mu )`$, have to be included. These โtwistedโ states are localized at the fixed points. They can not propagate in the extra-dimension and thus have no KK excitations.
* The odd bulk states $`\mathrm{\Phi }^{(odd)}(x^\mu )`$ ($`e_i=1`$) have a wave function which vanishes (the $`\mathrm{sin}(\frac{n_iy_i}{R_i})`$ in Eq. (1 ) at the boundaries. Their coupling to localized states involves a derivative along $`y_i`$. For example three boson interactions of the form $`_i\varphi ^{(odd))}\varphi ^{(loc)}\varphi ^{(loc)}`$ can be non-vanishing.
* The even states, in contrast, can have non-derivative couplings to localized states. The gauge couplings for instance are given by:
$$g_n=\sqrt{2}\delta ^{|\stackrel{}{\frac{n}{R}}|^2/M_s^2}g$$
(3)
where $`\delta >1`$ is a model dependent number ($`\delta =4`$ in the case of $`Z_2`$). The $`\sqrt{2}`$ comes from the relative normalization of $`\mathrm{cos}(\frac{n_iy_i}{R_i})`$ wave function with respect to the zero mode while the exponential damping is a result of tree-level string computations that we do not present here.
The exchange of KK states gives rise to an effective four-fermion operator:
$$\overline{\psi }_1\psi _2\overline{\psi }_3\psi _4\underset{|\stackrel{}{n}|}{}\frac{g^2(|\stackrel{}{n}|)}{m_0^2+\frac{|\stackrel{}{n}|^2}{R^2}}.$$
(4)
The usual approximation of taking $`g^2(|\stackrel{}{n}|)`$ independent of $`|\stackrel{}{n}|`$ fails for more than one dimension because the sum $`_{n_i}\frac{1}{n_1^2+n_2^2+\mathrm{}}`$ becomes divergent. This divergence is regularized by the exponential damping of Eq. (3). For $`D>1`$ the result depends then on both parameters $`R`$ and $`M_s`$. For $`D=1`$ the sum simplifies for large radius MsR
>
10
>
subscript๐๐ ๐
10M_{s}R\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}}10 as the sum converges rapidely and gives $`\frac{\pi ^2}{3}g^2R^2\overline{\psi }_1\psi _2\overline{\psi }_3\psi _4`$ which depends only on $`R`$.
* Below we will be interested in string vacua where gauge degrees of freedom are localized on $`(3+d_{})+1`$-dimensional subspaces: $`(3+d_{})`$-branes. From the point of view of $`(3+d_{})+1`$-dimensions the gauge bosons behave as โuntwistedโ (not localized) particles. In contrast, there are two possible choices for light matter fields. In the first case, they arise from light modes of open strings with both ends on the $`(3+d_{})`$-branes, thus in their interactions they conserve momenta in the $`d_{}`$ directions. The second case are states that live on the intersection of the $`(3+d_{})`$-branes with some other branes that do not contain the $`d_{}`$ directions in their worldvolume. These states are localized in the $`d_{}`$-dimensional space and do not conserve the momenta in these directions. They have no KK excitations and behave as the $`Z_2`$ twisted (boundary) states of heterotic strings on orbifolds.<sup>2</sup><sup>2</sup>2In contrast to the heterotic case open strings do not lead to $`Z_N`$ twisted matter with $`N>2`$. The boundary states couple to all KK-modes of gauge fields as described by Eq. (3). These couplings violate obviously momentum conservation in the compact direction and make all massive KK excitations unstable.
Use of compactification is an elegant way to hide extra-dimensions because some of the quantum numbers and interactions of the elementary particles could be accounted to by the topological and geometrical properties of the internal space. For instance chirality, number of families in the standard model, gauge and supersymmetry breaking as well as as some selection rules in the interactions of light states could be reproduced through judicious choice of more complicated internal spaces.
### 2.3 Early motivation for large extra-dimensions
Attempts to construct a consistent theory for quantum gravity have lead only to one candidate: string theory. The only vacua of string theory free of any pathologies are supersymmetric. Not being observed in nature, supersymmetry should be broken.
In contrast to ordinary supergravity, where supersymmetry breaking can be introduced at an arbitrary scale, through for instance the gravitino, gaugini and other soft masses, in string theory this is not possible (perturbatively). The only way to break supersymmetry at a scale hierarchically smaller than the (heterotic) string scale is by introducing a large compactification radius whose size is set by the breaking scale. This has to be therefore of the order of a few TeV in order to protect the gauge hierarchy. An explicit proof exists for toroidal and fermionic constructions, although the result is believed to apply to all compactifications . This is one of the very few general predictions of perturbative (heterotic) string theory that leads to the spectacular prediction of the possible existence of extra dimensions accessible to future accelerators . The main theoretical problem is though that the heterotic string coupling becomes necessarily strong.
The strong coupling problem can be understood from the effective field theory point of view from the fact that at energies higher than the compactification scale, the KK excitations of gauge bosons and other Standard Model particles will start being produced and contribute to various physical amplitudes. Their multiplicity turns very rapidly the logarithmic evolution of gauge couplings into a power dependence , invalidating the perturbative description, as expected in a higher dimensional non-renormalizable gauge theory. A possible way to avoid this problem is to impose conditions which prevent the power corrections to low-energy couplings . For gauge couplings, this implies the vanishing of the corresponding $`\beta `$-functions, which is the case for instance when the KK modes are organized in multiplets of $`N=4`$ supersymmetry, containing for every massive spin-1 excitation, 2 Dirac fermions and 6 scalars. Examples of such models are provided by orbifolds with no $`N=2`$ sectors with respect to the large compact coordinate(s).
The simplest example of a one-dimensional orbifold is an interval of length $`\pi R`$, or equivalently $`S^1/Z_2`$ with $`Z_2`$ the coordinate inversion. The Hilbert space is composed of the untwisted sector, obtained by the $`Z_2`$-projection of the toroidal states, and of the twisted sector which is localized at the two end-points of the interval, fixed under the $`Z_2`$ transformations. This sector is chiral and can thus naturally contain quarks and leptons, while gauge fields propagate in the (5d) bulk.
Similar conditions should be imposed to Yukawaโs and in principle to higher (non-renormalizable) effective couplings in order to ensure a soft ultraviolet (UV) behavior above the compactification scale. We now know that the problem of strong coupling can be addressed using string S-dualities which invert the string coupling and relate a strongly coupled theory with a weakly coupled one. For instance, as we will discuss below, the strongly coupled heterotic theory with one large dimension is described by a weakly coupled type IIB theory with a tension at intermediate energies $`(Rl_H)^{1/2}10^{11}`$ GeV . Furthermore, non-abelian gauge interactions emerge from tensionless strings whose effective theory describes a higher-dimensional non-trivial infrared fixed point of the renormalization group . This theory incorporates all conditions to low-energy couplings that guarantee a smooth UV behavior above the compactification scale. In particular, one recovers that KK modes of gauge bosons form $`N=4`$ supermultiplets, while matter fields are localized in four dimensions. It is remarkable that the main features of these models were captured already in the context of the heterotic string despite its strong coupling .
In the case of two or more large dimensions, the strongly coupled heterotic string is described by a weakly coupled type IIA or type I/I theory . Moreover, the tension of the dual string becomes of the order or even lower than the compactification scale. In fact, as it will become clear in the following, the string tension becomes an arbitrary parameter . It can be anywhere below the Planck scale and as low as a few TeV . The main advantage of having the string tension at the TeV, besides its obvious experimental interest, is that it offers an automatic protection to the gauge hierarchy, alternative to low-energy supersymmetry or technicolor .
## 3 Low-scale Strings
In ten dimensions, superstring theory has two parameters: a mass (or length) scale $`M_s`$ ($`l_s=M_s^1`$), and a dimensionless string coupling $`g_s`$ given by the vacuum expectation value (VEV) of the dilaton field $`e^{<\varphi >}=g_s`$ on which we impose the weakly coupled condition $`g_s<1`$. Compactification to lower dimensions introduces other parameters describing for instance volumes and shapes of the internal space. The $`D`$-dimensional compactification volume $`V_D`$ will always be chosen to be bigger than unity in string units, $`V_Dl_s^D`$. This choice can always be done by appropriate T-duality transformations which inverts the compactification radius. To illustrate this duality let us consider a string vacuum with a $`d_{}`$-brane on which the standard model gauge bosons are localized. There are three type of strings:
* Closed strings have masses given by
$$M_{closed}^2=\underset{i=1}{\overset{d_{}}{}}\frac{n_i^2}{R_i^2}+\underset{j=1}{\overset{d_{}=9d_{}}{}}\frac{n_j^2}{R_i^2}+\underset{i=1}{\overset{d_{}}{}}\frac{m_i^2R_i^2}{l_s^4}+\underset{j=1}{\overset{d_{}=9d_{}}{}}\frac{m_j^2R_j^2}{l_s^4}+\frac{N}{l_s^2},$$
(5)
* open strings with both ends on the $`d_{}`$-brane with masses
$$M_{DD}^2=\underset{i=1}{\overset{d_{}}{}}\frac{n_i^2}{R_i^2}+\underset{j=1}{\overset{d_{}=9d_{}}{}}\frac{m_j^2R_j^2}{l_s^4}+\frac{N}{l_s^2},$$
(6)
* open strings with one ends on the $`d_{}`$-brane and another on a $`d_{}^{}`$-brane intersecting along $`d_{}d_{}^{}`$ dimensions, for which the mass formula reads
$$M_{DD^{}}^2=\underset{id_{}{\scriptscriptstyle d_{}^{}}}{}\frac{n_i^2}{R_i^2}+\underset{j9(d_{}{\scriptscriptstyle d_{}^{}})}{}\frac{m_i^2R_i^2}{l_s^4}+\frac{N}{l_s^2},$$
(7)
where $`n_i,m_i`$ and $`N`$ are integer numbers. Note that the later have neither KK excitations ($`p=\frac{m}{R}`$) nor winding modes ($`w=\frac{nR}{l_s^2}`$) along the directions $`(d_{}d_{}^{})(d_{}d_{}^{})`$ in which they are localized.
T-duality not only exchanges Kaluza-Klein (KK) momenta $`p=\frac{m}{R}`$ with string winding modes $`w=\frac{nR}{l_s^2}`$, but also rescales the string coupling:
$$R\frac{l_s^2}{R}g_sg_s\frac{l_s}{R},$$
(8)
so that the lower-dimensional coupling $`g_s\sqrt{l_s/R}`$ remains invariant. When $`R`$ is smaller than the string scale, the winding modes become very light, while T-duality trades them as KK momenta in terms of the dual radius $`\stackrel{~}{R}l_s^2/R`$. The enhancement of the string coupling is then due to their multiplicity which diverges in the limit $`R0`$ (or $`\stackrel{~}{R}\mathrm{}`$).
Upon compactification in $`D=4`$ dimensions, these parameters determine the values at the string scale of the four-dimensional (4d) Planck mass (or length) $`M_p`$ ($`l_p=M_p^1`$) and gauge coupling $`g_{YM}`$ that for phenomenological purposes should have the correct strength magnitude. For instance, generically the four-dimensional Planck mass can be expressed as:
$$M_{pl}^2f_{pl}\frac{(M_s^6V_6)}{g_s^2}M_s^2,$$
(9)
where $`V_6`$ is the six-dimensional internal volume felt by gravitational interactions while the four-dimensional gauge coupling can be written as
$$\frac{1}{g_{YM}^2}f_{YM}\frac{(M_s^dV_d)}{g_s^q},$$
(10)
where $`V_d`$ is the $`d`$-dimensional internal volume felt by gauge interactions, and the coefficients $`f_{pl}`$, $`f_{YM}`$ have been computed for known classical string vacua. In the lowest order approximation, they are moduli-independent $`๐ช(1)`$ constants <sup>3</sup><sup>3</sup>3 Below we will often simplify the discussion by taking $`f_{pl}=f_{YM}=1`$.
In the past, weakly coupled heterotic strings were providing the most promising framework for phenomenological applications. In this case, the standard model was considered as descending from the ten-dimensional $`E_8`$ gauge symmetry, and we have $`V_d=V_6`$, $`d=6`$ and $`q=2`$. Taking the ratio of the two equations, one finds $`\frac{M_s^2}{M_{pl}^2}=\frac{f_{YM}}{f_{pl}}g_{YM}^2g_{YM}^2`$. Requiring $`g_{YM}๐ช(1)`$, it was concluded that both the string scale $`M_s`$ and the compactification scale $`R^1V_6^{1/6}`$ had to lie just below the Planck scale, at energies $`10^{18}`$GeV far out of reach of any near future experiment .
The situation changed during recent years when it was discovered that string theory provides classical solutions (vacua) where gauge degrees of freedom live on subspaces i.e. $`d<D`$ along with the possibility of $`pq`$. For instance, while $`D=6`$ and $`p=2`$, $`(d,q)=(d,1)`$ in type I and $`(d,q)=(2,0)`$ in type II or weakly coupled heterotic strings with small instantons. In these cases, it is an easy exercise to check that both the string and compactification scales can be made arbitrarily low.
The possibility of decreasing the string scale offers new insights on the physics beyond the standard model. For instance, a string scale at energies as low as TeV, would in addition to the plethora of experimental signatures, provides a solution to the problem of gauge hierarchy alternative to supersymmetry or technicolor. The hierarchy in gauge symmetry versus fundamental (cut-off) scales is then nullified as the two are of the same order . Another possibility is an intermediate scale which then identifies the string scale with natural scales where some new physics is expected, as for instance the scale of supersymmetry breaking in a hidden sector, the Peccei-Quinn axion physics, the neutrino see-saw scale etc. For instance, in a generic brane configuration, there might be a non-supersymmetric brane (as an anti-brane) which is located far away from the supersymmetric brane on which the standard model fields are localized. In this case supersymmetry is broken on the far brane at $`M_s`$ and if communicated through gravity, the scale of supersymmetry breaking on our brane will be of order $`M_s^2/M_{pl}`$. Requiring the latter to be in the TeV range implies a string scale at intermediate energies.
We review below the different possible realizations of low scale string theories.
### 3.1 Type I/I string theory and D-branes
Type I/I is a ten-dimensional theory of closed and open unoriented strings. Closed strings describe gravity, while gauge interactions are described by open strings whose ends are confined to propagate on $`p`$-dimensional sub-spaces defined as D$`p`$-branes. The internal space has 6 compactified dimensions, $`p3`$ longitudinal and $`9p`$ transverse to the D$`p`$-brane.
The gauge and gravitational interactions appear at different order in string loops perturbation theory, leading to different powers of $`g_s`$ in the corresponding effective action:
$$S_I=d^{10}x\frac{1}{g_s^2l_s^8}+d^{p+1}x\frac{1}{g_sl_s^{p3}}F^2,$$
(11)
The $`1/g_s`$ factor in front of the gauge kinetic terms corresponds to the lowest order open string diagram represented by a disk.
Upon compactification in four dimensions, the Planck length and gauge couplings are given to leading order by
$$\frac{1}{l_P^2}=\frac{V_{}V_{}}{g_s^2l_s^8},\frac{1}{g_{YM}^2}=\frac{V_{}}{g_sl_s^{p3}},$$
(12)
where $`V_{}`$ ($`V_{}`$) denotes the compactification volume longitudinal (transverse) to the $`Dp`$-brane. From the second relation above, it follows that the requirements of weak coupling $`g_{YM}๐ช(1)`$, $`g_s<1`$ imply that the size of the longitudinal space must be of order of the string length ($`V_{}l_s^{p3}`$), while the transverse volume $`V_{}`$ remains unrestricted. Using the longitudinal volume in string units v
>
1
>
subscript๐ฃparallel-to1v_{\parallel}\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}}1, and assuming an isotropic transverse space of $`n=9p`$ compact dimensions of radius $`R_{}`$, we can rewrite these realtions as:
$$M_P^2=\frac{1}{g_{YM}^4v_{}}M_s^{2+n}R_{}^n,g_s=g_{YM}^2v_{}.$$
(13)
From the relations (13), it follows that the type I/I string scale can be chosen hierarchically smaller than the Planck mass at the expense of introducing extra large transverse dimensions that are felt only by the gravitationally interacting light states, while keeping the string coupling weak . The weakness of 4d gravity compared to gauge interactions (ratio $`M_W/M_P`$) is then attributed to the largeness of the transverse space $`R_{}/l_s`$.
An important property of these models is that gravity becomes $`(4+n)`$-dimensional with a strength comparable to those of gauge interactions at the string scale. The first relation of eq.(13) can be understood as a consequence of the $`(4+n)`$-dimensional Gauss law for gravity, with
$$G_N^{(4+n)}=g_{YM}^4l_s^{2+n}v_{}$$
(14)
the Newtonโs constant in $`4+n`$ dimensions.
Taking the type I string scale $`M_s`$ to be at 1 TeV, one finds a size for the transverse dimensions $`R_{}`$ varying from $`10^8`$ km, .1 mm (10<sup>-3</sup> eV), down to .1 fermi (10 MeV) for $`n=1,2`$, or 6 large dimensions, respectively. This shows that while $`d_{}=1`$ is excluded, $`d_{}2`$ are allowed by present experimental bounds on gravitational forces.
### 3.2 Type II theories
We proceed now with discussion of the relations (9) and (10) for the case of models derived from compactifications of Type II strings. For simplicity, we shall restrict ourselves to four-dimensional compactifications of type II on $`K3\times T^2`$, yielding $`N=4`$ supersymmetry. Calabi-Yau manifolds that lead to $`N=2`$ supersymmetry can be obtained by replacing $`T^2`$ by a โbaseโ two-sphere over which $`K3`$ varies while more interesting phenomenological models with $`N=1`$ supersymmetry can be obtained by a freely acting orbifold, although the most general $`N=1`$ compactifications would require F-theory on Calabi-Yau fourfolds.
In type IIA non-abelian gauge symmetries arise in six dimensions from D2-branes wrapped around non-trivial vanishing 2-cycles of a singular $`K3`$. The gauge kinetic terms are independent of the string coupling $`g_s`$ and the corresponding effective action is:
$$S_{IIA}=d^{10}x\frac{1}{g_s^2l_s^8}+d^6x\frac{1}{l_s^2}F^2.$$
(15)
Upon compactification on a two-torus $`T^2`$ of size $`V_{T^2}`$ to four dimensions, the gauge couplings are determined by $`V_{T^2}`$, while the Planck mass is also controlled by $`V_{K3}`$ and $`g_s`$:
$$\frac{1}{g_{YM}^2}=\frac{V_{T^2}}{l_s^2}\frac{1}{l_P^2}=\frac{V_{T_2}V_{K3}}{g_s^2l_s^8}=\frac{V_{K3}}{g_s^2l_s^6}\frac{1}{g_{YM}^2}.$$
(16)
Therefore the area of $`T^2`$ should be of order $`l_s^2`$, while both $`g_s`$ and $`V_{K3}`$ can be used to separate the Planck mass from the string scale :
$$M_s=M_Pg_{YM}\frac{g_sl_s^2}{\sqrt{V_{K3}}},$$
(17)
Taking $`M_sM_W`$, with $`M_W`$ the weak scale, the hierarchy between the electroweak and the Planck scales could be now obtained with a choice of string-size internal manifold and an ultra-weak coupling $`g_s=10^{14}`$ . As a result, gravity remains weak even at the string scale where the corresponding string interactions are suppressed by the tiny string coupling, or equivalently by the 4d Planck mass. The main observable effects in particle accelerators are the production of KK excitations along the two TeV dimensions of $`T^2`$ with gauge interactions.
In a way similar to the case of Type I/Iโ strings, one can instead produce a hierarchy of scales$`M_s/M_P`$ by keeping $`g_s`$ of order unity and allowing some of the $`K3`$ (transverse) directions to be large. This corresponds to $`V_{K3}/l_s^410^{28}`$, implying a fermi size for the four $`K3`$ compact dimensions. Alternatively, one could play with both parameters $`g_s`$ and $`V_{K3}`$.
An intersting possibility to mention is that it is possible to satisfy eq.(16) while taking one direction much bigger than the string scale and the other much smaller. For instance, in the case of a rectangular torus of radii $`r`$ and $`R`$, $`V_{T^2}=rRl_s^2`$ with $`rl_sR`$. This can be treated by performing a T-duality (8) along $`R`$ to type IIB: $`Rl_s^2/R`$ and $`g_s\stackrel{~}{g}_s=g_sl_s/R`$ with $`l_s=\stackrel{~}{l}_s`$. One thus obtains:
$$\frac{1}{g_{YM}^2}=\frac{r}{R}\frac{1}{l_P^2}=\frac{V_{T_2}V_{K3}}{\stackrel{~}{g}_{s}^{}{}_{}{}^{2}\stackrel{~}{l}_{s}^{}{}_{}{}^{8}}=\frac{R^2V_{K3}}{\stackrel{~}{g}_{s}^{}{}_{}{}^{2}\stackrel{~}{l}_{s}^{}{}_{}{}^{6}}\frac{1}{g_{YM}^2}.$$
(18)
which shows that the gauge couplings are now determined by the ratio of the two radii, or in general by the shape of $`T^2`$, while the Planck mass is controlled by its size.
Since $`T^2`$ is felt by gauge interactions, its size cannot be larger than $`๐ช(\mathrm{TeV}^1)`$ implying that in a scenario where $`R\stackrel{~}{l}_s`$, the type IIB string scale should be much larger than TeV. The condition of weakly coupled ten (and six) dimensional type II theory implies M~s
<
MPl/R
<
subscript~๐๐ subscript๐๐๐๐
{\tilde{M}_{s}}\mathrel{\lower 2.5pt\vbox{\hbox{$<$}\hbox{$\sim$}}}\sqrt{M_{Pl}/R}, so that the largest value for the string tension, when $`R1\mathrm{T}\mathrm{e}\mathrm{V}^1`$, is an intermediate scale $`10^{11}`$ GeV when the string coupling is of order unity. In the energy range between the KK scale $`1/R`$ and the type IIB string scale, one has an effective 6d theory without gravity at a non-trivial superconformal fixed point described by a tensionless string . This is because in type IIB gauge symmetries still arise non-perturbatively from vanishing 2-cycles of $`K3`$, but take the form of tensionless strings in 6 dimensions, given by D3-branes wrapped on the vanishing cycles. Only after further compactification does this theory reduce to a standard gauge theory, whose coupling involves the shape rather than the volume of the two-torus, as described above. Since the type IIB coupling is of order unity, gravity becomes strong at the type IIB string scale and the main experimental signals at TeV energies are similar to those of type IIA models with tiny string coupling i.e. production of KK excitations of gauge degrees of freedom.
### 3.3 Heterotic string and M-theory on $`S^1/Z_2`$$`\times `$โCalabi-Yau
As we have stated in the begining of this section, the weakly coupled perturbative heterotic string vacua predict that $`\frac{M_s^2}{M_{pl}^2}=\frac{f_{YM}}{f_{pl}}g_{YM}^2g_{YM}^2`$ leading to both the string and compactification scales in the energy ranges $`10^{18}`$GeV far out of reach of any near future experiment.
#### 3.3.1 M-theory on $`S^1/Z_2`$$`\times `$โCalabi-Yau
Let us first discuss the possibility of going to the strong coupling limit. The strong coupling limit of $`SO(32)`$ heterotic strings is described by type I strings and we have seen that they allow for arbitrarely low scales. The strong coupling dual of $`E_8\times E_8`$ heterotic strings is described by the eleven dimensional M-theory on an orbifold $`S^1/Z_2`$ of size $`\pi \rho `$ . Gauge fields and matter live on the two ten-dimensional boundaries while gravitons propagate in the eleven-dimensional bulk.
A four-dimensional theory can be obtained by a further compactification on a Calabi-Yau manifold. Following one may solve the equations of motion for such configuration as a perturbative expansion in the dimensionless parameter $`\rho M_{11}^3/V^{2/3}`$. At higher orders in this expansion, the factorization in a product $`S^1/Z_2\times CY`$ is lost. The volume of the Calabi-Yau space becomes a function of the coordinate parametrizing the $`S^1/Z_2`$ segment. More precisely, the volumes of $`CY`$ seen by the observable sector<sup>4</sup><sup>4</sup>4 We will use the subscripts $`o`$ for parameters of the observable sector and $`h`$ for those of the hidden sector. $`V_o`$ and the one on the hidden wall $`V_h`$ are given by:
$$V_oV(0)=V\left(1+\left(\frac{\pi }{2}\right)^{4/3}a_o\frac{\rho M_{11}^3}{V^{2/3}}\right)$$
(19)
and
$$V_hV(\pi \rho )=V\left(1+\left(\frac{\pi }{2}\right)^{4/3}a_h\frac{\rho M_{11}^3}{V^{2/3}}\right)$$
(20)
where now $`V`$ is the (constant) lowest order value for the volume of the Calabi-Yau manifold and $`a_{o,h}`$ are model-dependent constants . Roughly speaking $`a_{o,h}`$ count the proportion of instantons and five-branes on each wall. The coefficients $`a_o`$ and $`a_h`$ are given by:
$$a_{o,h}=_{CY}\omega \frac{tr(F_{o,h}F_{o,h})\frac{1}{2}tr(RR)}{8\pi ^2}$$
(21)
where $`\omega `$ is the Kahler two-form of the Calabi-Yau. The Newton constant is given by:
$$G_N=\frac{1}{16\pi ^2}\frac{1}{M_{11}^9\rho V},$$
(22)
with $`V`$ the average volume of the Calabi-Yau space on the eleven dimensional segment. The gauge couplings are given by:
$$\alpha _{o,h}=(4\pi )^{2/3}\frac{1}{f_{o,h}M_{11}^6V_{o,h}}.$$
(23)
where the constant $`f_o`$ ($`f_h`$) is a ratio of normalization of the traces of adjoint representation of $`G_o`$ ($`G_h`$) compare to $`E_8`$ case. In the absence of 5-branes, one obtains that $`a_o=a_h`$ and $`V=V`$ . Explicit computations show that $`a_o`$ can be either positive, zero or negative.
$``$ Case $`a_o>0`$ M11
>
1016
>
subscript๐11superscript1016M_{11}\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}}10^{16} GeV
Compactifications with standard embedding of the gauge connection fall in this category (see ). In these models there is an upper limit on the size of the $`S^1/Z_2`$ segment above which the hidden sector gauge coupling blows up. If the observable sector coupling constant is of order unity the corresponding lower bound on the M-theory scale $`M_{11}`$ is of order $`10^{16}`$ GeV.
$``$ Case $`a_o=a_h=0`$ M11
>
107
>
subscript๐11superscript107M_{11}\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}}10^{7} GeV
This can be obtained for example in symmetric embedding. In this case the only upper limit on $`\rho `$ is from experiments on modification of the Newtonian force at distances of ฯ
>
>
๐absent\rho\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}} mm. Using $`V=V_o`$ and $`\alpha _o1/10`$ one obtained a lower bound on limit $`M_{11}`$ of the order of $`4\times 10^7`$ GeV.
$``$ Case $`a_o<0`$ M11
>
>
subscript๐11absentM_{11}\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}} TeV with $`\rho ^1`$ TeV
The possibility of $`a_o<0`$ arises in the non-standard embedding in . In this scenario, as $`\rho `$ increases the volume of the internal space on the observable wall is fixed as to fit the desired value of $`\alpha _o`$ while the volume on the other end of the segment increases leading to smaller values of the corresponding coupling constant. Typically, $`V\frac{V_h}{2}V_o`$ for large values of the radius $`\rho `$. Given a value of $`M_{11}`$ both $`V_o`$ and $`\rho V`$ can be tuned to fit the value of $`\alpha _o`$ and $`M_{Pl}`$.
For an $`M`$-theory scale at TeV one finds that seven dimensions have to be anisotropically large: $`\rho ^120`$ eV while $`V^{1/6}2`$ GeV. In this case of non-standard embedding the hidden observer living on the other wall could see the new longitudinal dimensions at energies ( e.g. GeV) much before the observers on our wall (TeV). At energies of the order of $`GeV`$ the states in the bulk are not anymore the plane waves Kaluza-Klein states. Instead, one expects heavier modes localized on our side of the universe which decay to lighter massive modes localized near the other wall before the latter decay to hidden matter.
#### 3.3.2 Small instantons
Consider first the case of the weakly coupled $`SO(32)`$ heterotic string theory compactified on a $`K3`$ leading to $`N=1`$ supersymmetry in six dimensions. Witten argued that at the singularity, associated with a collapse of $`k`$ instantons at the same point in $`K3`$, a new $`Sp(k)`$ gauge symmetry appears. In addition massless hypermultiplets appear. They consist of $`(\mathrm{๐๐},\mathrm{๐}๐ค)`$ of the $`SO(32)\times Sp(k)`$ gauge group and a massless hypermultiplet in the antisymmetric representation of $`Sp(k)`$, which is a singlet of $`SO(32)`$. The six-dimensional gauge coupling of the small instanton sector at the heterotic side is given by $`g_{SI}^2=(2\pi )^3l_H^2`$. Further compactification to four dimensions, by using a fibration of $`K3`$ over a $`P^1`$ base, leads to a $`N=1`$ supersymmetric theory with a gauge coupling
$$\alpha _{Sp}=\frac{2\pi ^2l_H^2}{V_{P^1}},$$
(24)
where $`V_{P^1}`$ is the volume of the base.
The configuration where one identifies the standard model gauge group with the small instantons gauge sector will allow us to consider arbitrary low heterotic $`SO(32)`$ string scale.
There are dimensionless expansion parameters in the system that we require to be small. The first is the expansion parameter of the perturbative string description in ten dimensions $`\lambda _H^2/\left(2\pi \right)^5`$ :
$$\frac{\lambda _H^2}{\left(2\pi \right)^5}=\frac{2}{\pi ^4}\frac{l_p^2}{l_H^2}\frac{V_{K3}V_{P^1}}{\lambda _H^6},$$
(25)
which we require to be smaller than 1 in order for the heterotic string to be weakly coupled in space-time. The second parameter is $`\alpha _{Sp}`$ in (24), which we require to be smaller than 1 in order for the new gauge symmetry to be weakly coupled. These are satisfied by choosing: (i) $`K3`$ such that $`\frac{l_H^4}{V_{K3}}<1`$ so that the small instanton picture is valid (ii) $`V_{K3}V_{P^1}V_{K3}V_{P^1}`$ and $`\alpha _{Sp}\frac{l_H^2}{V_{P^1}}`$ small guarantee that $`\frac{l_H^6}{V_{K3}V_{P^1}}`$ is small too (iii) $`\frac{l_p^2}{l_H^2}`$ be small in order for $`\frac{\lambda _H^2}{\left(2\pi \right)^5}`$ to be small, namely a weakness of gravitational interactions is consistent with the weakly coupled description.
We can view the weakness of gravitational interactions as arising either from a large $`K3`$ volume or from a very small string coupling constant. For instance, taking $`\alpha _{Sp}1/10`$ as a rough estimate, the first possibility arises, with a choice:
$`\lambda _H1`$ and $`V_{K3}^{1/4}10,\mathrm{\hspace{0.17em}10}^3,\mathrm{\hspace{0.17em}10}^6l_H`$ for $`l_H^110^{16},\mathrm{\hspace{0.17em}10}^{11},\mathrm{\hspace{0.17em}10}^4`$ GeV respectively. The second possibility arises, with a choice:
$`V_{K3}^{1/4}\mathrm{few}l_H`$ and $`\lambda _H10^1,\mathrm{\hspace{0.17em}10}^6,\mathrm{\hspace{0.17em}10}^{13}`$, for $`l_H^1\mathrm{\hspace{0.17em}10}^{16},\mathrm{\hspace{0.17em}10}^{11},\mathrm{\hspace{0.17em}10}^4`$ GeV respectively.
If $`\lambda _H`$ is chosen to be very small, at energies below the string scale, the unbroken part of the $`SO(32)`$ symmetry is very weakly coupled and it is seen from the $`Sp(k)`$ side as a non-abelian โglobalโ symmetry. Such kinds of symmetries can be useful for phenomenological issues such as forbidding operators that could lead to proton decay or other exotic processes. On the other hand the gravitational interactions are still weak at the string scale. The main experimental signature would be the observation of effects due to the KaluzaโKlein modes of $`P^1`$. If one instead explains the weakness of gravitational interactions by a large $`K3`$ volume (as in type I scenarios) then at energies of order $`l_H^1`$ the $`SO(32)`$ symmetry coupling is of the same order as the one of $`Sp(k)`$ and cannot be viewed as a global symmetry. This is due to the sum of the contributions from the KaluzaโKlein states propagating in the $`K3`$. Moreover at the string scale the gravitational interactions are now of the same strength as the gauge ones.
One could instead shrink instantons at ADE singularities of $`K3`$ . The gauge groups are then products of the classical gauge groups $`_{i,j,k}SO(n_i)\times Sp(m_j)\times U(l_k)`$ arranged according to quiver (moose) diagrams related to the extended Dynkin diagrams of the ADE groups.
Consider now the case of $`E_8\times E_8`$ heterotic string compactified on a $`K3`$ fibration over a $`P^1`$ base, in the adiabatic limit. Denote by $`n_1,n_2`$ the instanton numbers of the two $`E_8`$ groups. We have to choose the gauge bundle with $`n_1+n_2=24`$. When we shrink some of the instantons to zero size we do not get a new gauge symmetry in six dimensions. Instead, we get massless tensor multiplets and hypermultiplets in six dimensions . The six-dimensional tensor multiplet contains a 2-form field $`B_{\mu \nu }`$ which is self-dual $`dB=dB`$. In the dual picture of M-theory compactified on $`S^1/Z_2`$, this process is viewed as placing M5-branes near one of the $`E_8`$ walls. There are tensionless strings that arise from membranes stretched between the M5-branes and the $`E_8`$ wall and couple to $`B`$. When we reduce on $`P^1`$ the tensor multiplets do not give rise to gauge fields but rather to matter multiplets. This is due to the fact that there are no 1-forms $`\omega `$ on $`P^1`$, which otherwise would enable us to decompose $`dB=F\omega `$ and obtain the gauge field strength $`F`$.
We can however obtain vectors fields in six dimensions and a large class of gauge groups and matter content by shrinking $`E_8`$ instantons at ADE singularities . For instance, if we shrink $`k`$ instantons at $`A_{n1}`$ singularity we get a gauge group $`_{i=2}^{n1}SU(i)\times SU(n)^{k2n+1}\times _{j=2}^{n1}SU(j)`$ with bi-fundamental matter. The six-dimensional gauge couplings of these gauge groups is determined by vacuum expectation values (vevโs) $`\varphi `$ of scalars in particular tensor multiplets . These scalars in six dimensions have dimension two and we can choose vevโs $`\varphi 1/l_H^2`$. Upon reduction on $`P^1`$ we can identically repeat the discussion in the previous section for the weakly coupled heterotic strings case . For the HoลavaโWitten compactifications an arbitrarily low scale can be obtained by taking all or some of the five dimensions transverse to the M5-brane large.
### 3.4 Relation type I/I and type II โ heterotic
The type I/I and type II models discussed above describe particular strongly coupled heterotic vacua with large dimensions . Let us first consider the heterotic string compactified on a 6d manifold with $`k`$ large dimensions of radius $`Rl_H`$ and $`6k`$ string-size dimensions. One can show that for $`k4`$ it has a perturbative type I description .
In ten dimensions, heterotic and type I theories are related by an S-duality:
$$\lambda _I=\frac{1}{\lambda _H}l_I=\lambda _H^{1/2}l_H,$$
(26)
which can be obtained for instance by comparing the heterotic case:
$$M_H=g_{YM}M_{pl}\lambda _H=g_{YM}\frac{\sqrt{V}}{l_H^3}.$$
(27)
with the case of 9-branes ($`p=9`$, $`V_{}=1`$, $`V_{}=V`$ in eq. (12)). Using from eq.(27) that $`\lambda _H(R/l_H)^{k/2}`$, one finds
$$\lambda _I\left(\frac{R}{l_H}\right)^{k/2}l_I\left(\frac{R}{l_H}\right)^{k/4}l_H.$$
(28)
It follows that the type I scale $`M_I`$ appears as a non-perturbative threshold in the heterotic string at energies much lower than $`M_H`$ . For $`k<4`$, it appears at intermediate energies $`R^1<M_I<M_H`$, for $`k=4`$, it becomes of the order of the compactification scale $`M_IR^1`$, while for $`k>4`$, it appears at lower energies $`M_I<R^1`$ . Moreover, since $`\lambda _I1`$, one would naively think that weakly coupled type I theory could describe the heterotic string with any number $`k1`$ of large dimensions. However, this is not true because there are always some dimensions smaller than the type I size ($`6k`$ for $`k<4`$ and 6 for $`k>4`$) and one has to perform T-dualities (8) in order to account for the multiplicity of light winding modes in the closed string sector, as we discussed in eq. (8). Note that open strings have no winding modes along longitudinal dimensions and no KK momenta along transverse directions. The T-dualities have two effects: (i) they transform the corresponding longitudinal directions to transverse ones by exchanging KK momenta with winding modes, and (ii) they increase the string coupling according to eq.(8) and therefore it is not clear that type I theory remains weakly coupled.
Indeed for $`k<4`$, after performing $`6k`$ T-dualities on the heterotic size dimensions, with respect to the type I scale, one obtains a type I theory with D($`3+k`$)-branes but strong coupling:
$$l_H\stackrel{~}{l}_H=\frac{l_I^2}{l_H}\left(\frac{R}{l_H}\right)^{k/2}l_H\lambda _I\stackrel{~}{\lambda }_I=\lambda _I\left(\frac{l_I}{l_H}\right)^{6k}\left(\frac{R}{l_H}\right)^{k(4k)/4}1.$$
(29)
For $`k4`$, we must perform T-dualities in all six internal directions.<sup>5</sup><sup>5</sup>5The case $`k=4`$ can be treated in the same way, since there are 4 dimensions that have type I string size and remain inert under T-duality. As a result, the type I theory has D3-branes with $`6k`$ transverse dimensions of radius $`\stackrel{~}{l}_H`$ given in eq.(29) and $`k`$ transverse dimensions of radius $`\stackrel{~}{R}=l_I^2/R(R/l_H)^{k/21}`$, while its coupling remains weak (of order unity):
$$\lambda _I\stackrel{~}{\lambda }_I=\lambda _I\left(\frac{l_I}{l_H}\right)^{6k}\left(\frac{l_I}{R}\right)^k1.$$
(30)
It follows that the type I theory with $`n`$ extra-large transverse dimensions offers a weakly coupled dual description for the heterotic string with $`k=4,5,6`$ large dimensions . $`k=4`$ is described by $`n=2`$, $`k=6`$ (for $`SO(32)`$ gauge group) is described by $`n=6`$, while for $`n=5`$ one finds a type I model with 5 large transverse dimensions and one extra-large. The case $`k=4`$ is particularly interesting: the heterotic string with 4 large dimensions, say at a TeV, is described by a perturbative type I theory with the string scale at the TeV and 2 transverse dimensions of millimeter size that are T-dual to the 2 heterotic string size coordinates. This is depicted in the following diagram, together with the case $`k=6`$, where we use heterotic length units $`l_H=1`$:
We will now show that the low-scale type II models describe some strongly coupled heterotic vacua and, in particular, the cases with $`k=1,2,3`$ large dimensions that have not a perturbative description in terms of type I theory . In 6 dimensions, the heterotic $`E_8\times E_8`$ superstring compactified on $`T^4`$ is S-dual to type IIA compactified on $`K3`$ :
$$\lambda _{6IIA}=\frac{1}{\lambda _{6H}}l_{IIA}=\lambda _{6H}l_H,$$
(33)
which can be obtained, for instance, by comparing eqs.(16) with (27), using $`\lambda _{6H}=\lambda _Hl_H^2/\sqrt{V_{T^4}}`$. However, in contrast to the case of heterotic โ type I/I duality, the compactification manifolds on the two sides are not the same and a more detailed analysis is needed to study the precise mapping of $`T^4`$ to $`K3`$, besides the general relations (33).
This can be done through M-theory and one finds that the different radii satisfy the following relations, in corresponding string units:
$$\frac{R_I}{l_{IIA}}=\frac{V_{T^4}^{1/2}}{l_H^2}\frac{R_1}{l_H}=\frac{V_{K3}^{1/2}}{l_{IIA}}^{}$$
(34)
and
$$\frac{R_i}{R_j}=\frac{\stackrel{~}{R}_i}{\stackrel{~}{R}_j}i,j=2,3,4,$$
(35)
which yields $`\stackrel{~}{R}_i=l_M^3/(R_jR_k)`$ with $`ijki`$ and $`l_M^3=\lambda _Hl_H^3`$. Here $`R_I`$ is defined as the radius of $`S^1/Z_2`$ appearing in $`K3`$ when it is โsquashedโ to the shape of $`S^1/Z_2(R_I)\times T^3(\stackrel{~}{R}_2,\stackrel{~}{R}_3,\stackrel{~}{R}_4)`$. This relation, together with eq.(34), gives the precise mapping between $`T^4`$ and $`K3`$, which completes the S-duality transformations (33). We recall that on the type II side, the four $`K3`$ directions corresponding to $`R_I`$ and $`\stackrel{~}{R}_i`$ are transverse to the 5-brane where gauge interactions are localized.
Using the above results, one can now study the possible perturbative type II descriptions of 4d heterotic compactifications on $`T^4(R_1,\mathrm{},R_4)\times T^2(R_5,R_6)`$ with a certain number $`k`$ of large dimensions of common size $`R`$ and string coupling $`\lambda _H(R/l_H)^{k/2}1`$. From eq.(33), the type II string tension appears as a non-perturbative threshold at energies of the order of the $`T^2`$ compactification scale, $`l_{II}\sqrt{R_5R_6}`$. Following the steps we used in the context of heterotic โ type I duality, after T-dualizing the radii which are smaller than the string size, one can easily show that the $`T^2`$ directions must be among the $`k`$ large dimensions in order to obtain a perturbative type II description.
It follows that for $`k=1`$ with, say, $`R_6Rl_H`$, the type II threshold appears at an intermediate scale $`l_{II}\sqrt{Rl_H}`$, together with all 4 directions of $`K3`$, while the second, heterotic size, direction of $`T^2`$ is T-dual (with respect to $`l_{II}`$) to $`R`$: $`\stackrel{~}{R}_5l_{II}^2/l_HR`$. Thus, one finds a type IIB description with two large longitudinal dimensions along the $`T^2`$ and string coupling of order unity, which is the example discussed in sections 2.3 and 3.2.
For $`k2`$, the type II scale becomes of the order of the compactification scale, $`l_{II}R`$. For $`k=2`$, all directions of $`K3\times T^2`$ have the type II size, while the type II string coupling is infinitesimally small, $`\lambda _{II}l_H/R`$, which is the example discussed in section 3.2.
For $`k=3`$, $`l_{II}R_{5,6}R`$, while the four (transverse) directions of $`K3`$ are extra large: $`R_I\stackrel{~}{R}_iR^{3/2}/l_H`$.
For $`k=4`$, the type II dual theory provides a perturbative description alternative to the type I with $`n=2`$ extra large transverse dimensions. For $`k=5`$, there is no perturbative type II description, while for $`k=6`$, the heterotic $`E_8\times E_8`$ theory is described by a weakly coupled type IIA with all scales of order $`R`$ apart one $`K3`$ direction ($`R_I`$) which is extra large. This is equivalent to type I with $`n=1`$ extra large transverse dimension.
## 4 Theoretical implications
We will now focus on some theoretical implications of the low scale string scenario. Unless explicitly stated otherwise, we will restrict ourselves to the context of type I strings.
### 4.1 U.V./ I.R. correspondence
In addition to the open strings decscribing the gauge degrees of freedom, consistency of string theory requires the presence of closed strings associated with gravitons and different kind of moduli fields $`m_a`$.
There are two types of extended objects: $`D`$-branes and orientifolds. The former are hypersurfaces on which open strings end while the latter are hypersurfaces located at fixed points when acting simultaneousely with a $`Z_2`$ parity on the transverse space and world-sheet coordinates.
Closed strings can be emitted by $`D`$-branes and orientifolds, the lowest order diagrams being discribed by a cylinderic topology. In this way D-branes and orientifolds appear as to lowest order classical point-like sources in the transverse space. For weak type-I string coupling this can be described by a lagrangian of the form
$$d^nx_{}\left[\frac{1}{g_s^2}(_x_{}m_a)^2+\frac{1}{g_s}\underset{s}{}f_s(m_a)\delta (x_{}x_{}^{}{}_{s}{}^{})\right],$$
(39)
where $`x_{}^{}{}_{s}{}^{}`$ is the location of the source $`s`$ ($`D`$-branes and orientifolds) while $`f_s(m_a)`$ encodes the coupling of this source to the moduli $`m_a`$. As a result while $`m_a`$ have constant values in the four-dimensional space, their expectation values will generically vary as a function of the transverse coordinates $`x_{}`$ of the $`n`$ directions with size $`R_{}`$ large compared to the string length $`l_s`$.
Solving the classical equation of motion for $`m_a`$ in (39) leads to contributions to the parameters (couplings) on the brane of the low energy effective action given by a sum of Greenโs functions of the form :
$$\frac{1}{V_{}}\underset{|p_{}|<M_s}{}\frac{1}{p_{}^2}F(\stackrel{}{p}_{}),$$
(40)
where $`V_{}=R_{}^{}{}_{}{}^{d_{}}`$ is the volume of the transverse space, $`\stackrel{}{p}_{}=(m_1/R_{}`$$`\mathrm{}`$ $`m_d_{}/R_{})`$ is the transverse momentum exchanged by the massless closed string, $`F(\stackrel{}{p}_{})`$ are the Fourier-transformed to momentum space of derivatives of $`f_s(m_a)`$. An explicit expression can be given in the simple case of toroidal compactification with vanishing antisymmetric tensor, where the global tadpole cancelation fixes the number of D-branes to be 32:
$$F(\stackrel{}{p}_{})\left(32\underset{i=1}{\overset{d_{}}{}}\frac{1+()^{m_i}}{2}2\underset{a=1}{\overset{16}{}}\mathrm{cos}(\stackrel{}{p}_{}\stackrel{}{x}_a)\right),$$
(41)
where $`\stackrel{}{p}_{}=(m_1/R_{}`$$`\mathrm{}`$ $`m_d_{}/R_{})`$, the orientifolds are located at the corners of the cell $`[0,\pi R_{}]^d_{}`$ and are responsible for the first term in (41), and $`\pm \stackrel{}{x}_a`$ are the transverse positions of the 32 D-branes (corresponding to Wilson lines of the T-dual picture) responsible of the second term.
In a compact space where flux lines can not escape to infinity, the Gauss-law implies that the total charge, thus global tadpoles, should vanish $`F(0)=0`$ while local tadpoles may not vanish $`F(\stackrel{}{p}_{})0`$ for $`\stackrel{}{p}0`$. In that case, obtained for generic positions of the D-branes, the tadpole contribution (40) leads to the following behavior in the large radius limit for the moduli $`m_a`$:
$$m_a(x_{}^{}{}_{s}{}^{})\{\begin{array}{cc}O(R_{}M_s)\hfill & \text{for }d_{}=1\hfill \\ O(\mathrm{ln}R_{}M_s)\hfill & \text{for }d_{}=2\hfill \\ O(1)\hfill & \text{for }d_{}>2\hfill \end{array},$$
(42)
which is dictated by the large-distance behavior of the two-point Green function in the $`d_{}`$-dimensional transverse space.
There are some important implications of these results:
* The tree-level exchange diagram of a closed string can also be seen as one-loop exchange of open strings. While from the former point of view, a long cylinder represents an infrared limit where one computes the effect of exchanging light closed strings at long distances, in the second point of view the same diagram is conformally mapped to an annulus describing the one-loop running in the ultraviolet limit of very heavy open strings streching between the two boundaries of the cylinder. Thus, from the brane gauge theory point of view, there are ultraviolet effects that are not cut-off by the string scale $`M_s`$ but instead by the winding mode scale $`R_{}M_s^2`$.
* In the case of one large dimension $`d_{}=1`$, the corrections are linear in $`R_{}`$. Such correction appears for instance for the dilaton field which sits in front of gauge kinetic terms, that drive the theory rapidly to a strong coupling singularity and, thus, forbid the size of the transverse space to become much larger than the string length. It is possible to avoid such large corrections if the tadpoles cancel locally. This happens when D-branes are equally distributed at the two fixed points of the orientifold.
* The case $`d_{}=2`$ is particularly attractive because it allows the effective couplings of the brane theory to depend logarithmically on the size of the transverse space, or equivalently on $`M_P`$, exactly as in the case of softly broken supersymmetry at $`M_s`$. Both higher derivative and higher string loop corrections to the bulk supergravity lagrangian are expected to be small for slowly (logarithmically) varying moduli. The classical equations of motion of the effective 2d supergravity in the transverse space are analogous to the renormalization group equations used to resum large corrections to the effective field theory parameters with appropriate boundary conditions.
It turns out that low-scale type II theories with infinitesimal string coupling share many common properties with type I when $`d_{}=2`$ . In fact, the limit of vanishing coupling does not exist due to subtleties related to the singular character of the compactification manifold and to the non perturbative origin of gauge symmetries. In general, there are corrections depending logarithmically on the string coupling, similarly to the case of type I strings with 2 transverse dimensions.
### 4.2 Unification
One of the main succes of low-energy supersymmetry is that the three gauge couplings of the Standard Model, when extrapolated at high energies assuming the particle content of its $`N=1`$ minimal supersymmetric extension (MSSM), meet at an energy scale $`M_{\mathrm{GUT}}2\times 10^{16}`$ GeV. This running is described at the the one-loop level by:
$$\frac{1}{g_a^2(\mu )}=\frac{1}{g^2}+\frac{b_a}{4\pi }\mathrm{ln}\frac{M_{\mathrm{GUT}}^2}{\mu ^2},$$
(43)
where $`\mu `$ is the energy scale and $`a`$ denotes the 3 gauge group factors of the Standard Model $`SU(3)\times SU(2)\times U(1)`$. Note that even in the absence of any $`GUT`$ group, if one requires keeping unification of all gauge couplings then the string relations we discussed in section 3 suggest that the gauge theories arise from the same kind of branes.
Decreasing the string scale below energies of order $`M_{GUT}`$ is expected to cut-off the runing of the couplings before they meet and thus spoils the unification. Is there a way to reconcile the apparent unification with a low string scale?
One possibility is to use power-law running that may accelerate unification in an energy region where the theory becomes higher dimensional . Within the effective field theory, the summation over the KK modes above the compactification scale and below some energy scale $`ER^1`$ yields:
$$\frac{1}{g_a^2(E)}=\frac{1}{g_a^2(R^1)}\frac{b_a^{SM}}{2\pi }\mathrm{ln}(ER)\frac{b_a^{KK}}{2\pi }\left\{2\left(ER1\right)\mathrm{ln}(ER)\right\},$$
(44)
where we considered one extra (longitudinal) dimension. The first logarithmic term corresponds to the usual 4d running controlled by the Standard Model beta-functions $`b_a^{SM}`$, while the next term is the contribution of the KK tower dominated by the power-like dependence $`(ER)`$ associated to the effective multiplicity of KK modes and controlled by the corresponding beta-functions $`b_a^{KK}`$.
Supersymmetric theories in higher dimensions have at least$`N=2`$ extended supersymmetry thus the KK excitations form supermultiplets of $`N=2`$. There are two kinds of such supermultiplets, the vector multiplets containing spin-1 field, a Dirac fermion and 2 real scalars in the adjoint representation and hypermultiplets containing an $`N=1`$ chiral multiplet and its mirror. As the gauge degrees of freedom are to be identified with bulk fields, their KK excitations will be part of $`N=2`$ vector multiplets. The higgs and matter fields, quarks and leptons, can on the other hand be chosen to be either localized without KK excitations or instead identified with bulk states with KK excitations forming $`N=2`$ hypermultiplets representations. Analysis of unification with the corresponding coefficients $`b_a^{KK}`$ has been performed in .
There are two remarks to be made on this approach: (i) the result is very sensitive (power-like) to the initial conditions and thus to string threshold corrections, in contrast to the usual unification based on logarithmic evolution, (ii) only the case of one extra-dimension appears to lead to power-like corrections in type I models.
In fact the one-loop corrected gauge couplings in $`N=1`$ orientifolds are given by the following expression :
$$\frac{1}{g_a^2(\mu )}=\frac{1}{g^2}+s_am+\frac{b_a}{4\pi }\mathrm{ln}\frac{M_I^2}{\mu ^2}\underset{i=1}{\overset{3}{}}\frac{b_{a,i}^{N=2}}{4\pi }\left\{\mathrm{ln}T_i+f(U_i)\right\},$$
(45)
where the first two terms in the r.h.s. correspond to the tree-level (disk) contribution and the remaining ones are the one-loop (genus-1) corrections. Here, we assumed that all gauge group factors correspond to the same type of D-branes, so that gauge couplings are the same to lowest order (given by $`g`$). $`m`$ denotes a combination of the twisted moduli, whose VEVs blow-up the orbifold singularities and allow the transition to smooth (Calabi-Yau) manifolds. However, in all known examples, these VEVs are fixed to $`m=0`$ from the vanishing of the D-terms of anomalous $`U(1)`$โs.
As expected, the one-loop corrections contain an infrared divergence, regulated by the low-energy scale $`\mu `$, that produces the usual 4d running controlled by the $`N=1`$ beta-functions $`b_a`$. The last sum displays the string threshold corrections that receive contributions only from $`N=2`$ sectors, controlled by the corresponding $`N=2`$ beta-functions $`b_{a,i}^{N=2}`$. They depend on the geometric moduli $`T_i`$ and $`U_i`$, parameterizing the size and complex structure of the three internal compactification planes. In the simplest case of a rectangular torus of radii $`R_1`$ and $`R_2`$, $`T=R_1R_2/l_s^2`$ and $`U=R_1/R_2`$. The function $`f(U)=\mathrm{ln}\left(\mathrm{Re}U|\eta (iU)|^4\right)`$ with $`\eta `$ the Dedekind-eta function; for large $`U`$, $`f(U)`$ grows linearly with $`U`$. Thus, from expression (45), it follows that when $`R_1R_2`$, there are logarithmic corrections (as explained for transverse directions to the brane for the previous section) $`\mathrm{ln}(R_1/l_s)`$, while when $`R_1>R_2`$, the corrections grow linearly as $`R_1/R_2`$. Note that in both cases, the corrections are proportional to the $`N=2`$ $`\beta `$-functions and there no power law corrections in the case of more than one large compact dimensions.
Obviously, unification based on logarithmic evolution requires the two (transverse) radii to be much larger than the string length, while power-low unification can happen either when there is one longitudinal dimension a bit larger than the string scale ($`R_1/R_2R_{}/l_s`$ keeping $`g_s<1`$), or when one transverse direction is bigger than the rest of the bulk.
The most advantageous possibility is to obtain large logarithmic thresholds depending on two large dimensions transverse to the brane ($`d_{}=2`$). One hopes that such logarithmic corrections may restore the โoldโ unification picture with a GUT scale given by the winding scale, which for millimeter-size dimensions has the correct order of magnitude . In this way, the running due to a large desert in energies is replaced by an effective running due to a โlarge desertโ in transverse distances from our world-brane. However, the logarithmic contributions are model dependent and at present there is no compelling explicit realization of this idea.
### 4.3 Supersymmetry breaking and scales hierarchy
When decreasing the string scale, the question of hierarchy of scales i.e. of why the Planck mass is much bigger than the weak scale, is translated into the question of why there are transverse dimensions much larger than the string scale, or why the string coupling is very small. For instance for a string scale in the TeV range, From eq.(13) in type I/I strings, the required hierarchy $`R_{}/l_I`$ varies from $`10^{15}`$ to $`10^5`$, when the number of extra dimensions in the bulk varies from $`n=2`$ to $`n=6`$, respectively, while in type II strings with no large dimensions, the required value of the coupling $`\lambda _{II}`$ is $`10^{14}`$.
There are two issues that one needs to address:
* We have seen in section 4.1 that although the string scale is very low, there might be large quantum corrections that arise, dependending on the size of the large dimensions transverse to the brane. This is as if the UV cutoff of the effective field theory on the brane is not the string scale but the winding scale $`R_{}M_I^2`$, dual to the large transverse dimensions and which can be much larger than the string scale. In particular such correction could spoil the nullification of gauge hierarchy that remain the main theoretical motivation of TeV scale strings.
* Another important issue is to understand the dynamical question on the origin of the hierarchy.
TeV scale strings offer a solution to the technical (at least) aspect of gauge hierarchy without the need of supersymmetry, provided there is no effective propagation of bulk fields in a single transverse dimension, or else closed string tadpoles should cancel locally. The case of $`d_{}=2`$ leads to a logarithmic dependence of the effective potential on $`R_{}/l_s`$ which allows the possible radiative generation of the hierarechy between $`R_{}`$ and $`l_s`$ as for no-scale models. Moreover, it is interesting to notice that the ultraviolet behavior of the theory is very similar with the one with soft supersymmetry breaking at $`M_sTeV`$. It is then natural to ask the question whether there is any motivation leftover for supersymmetry or not. This bring us to the problems of the stability of the new hierarchy and of the cosmological constant .
In fact, in a non-supersymmetric string theory, the bulk energy density behaves generically as $`\mathrm{\Lambda }_{\mathrm{bulk}}M_s^{4+n}`$, where $`n`$ is the number of transverse dimensions much larger than the string length. In the type I/I context, this induces a cosmological constant on our world-brane which is enhanced by the volume of the transverse space $`V_{}R_{}^n`$. When expressed in terms of the 4d parameters using the type I/I mass-relation (13), it is translated to a quadratically dependent contribution on the Planck mass:
$$\mathrm{\Lambda }_{\mathrm{brane}}M_I^{4+n}R_{}^nM_I^2M_P^2,$$
(46)
where we used $`s=I`$. This contribution is in fact the analogue of the quadratic divergent term Str$`^2`$ in softly broken supersymmetric theories, with $`M_I`$ playing the role of the supersymmetry breaking scale.
The brane energy density (46) is far above the (low) string scale $`M_I`$ and in general destabilizes the hierarchy that one tries to enforce. One way out is to resort to special models with broken supersymmetry and vanishing or exponentially small cosmological constant . Alternatively, one could conceive a different scenario, with supersymmetry broken primordially on our world-brane maximally, i.e. at the string scale which is of order of a few TeV. In this case the brane cosmological constant would be, by construction, $`๐ช(M_I^4)`$, while the bulk would only be affected by gravitationally suppressed radiative corrections and thus would be almost supersymmetric . In particular, one would expect the gravitino and other soft masses in the bulk to be extremely small $`O(M_I^2/M_P)`$. In this case, the cosmological constant induced in the bulk would be
$$\mathrm{\Lambda }_{\mathrm{bulk}}M_I^4/R_{}^nM_I^{6+n}/M_P^2,$$
(47)
i.e. of order (10 MeV)<sup>6</sup> for $`n=2`$ and $`M_I1`$ TeV. The scenario of brane supersymmetry breaking is also required in models with a string scale at intermediate energies $`10^{11}`$ GeV (or lower), discussed in the beginning of section 3. It can occur for instance on a brane distant from our world and is then mediated to us by gravitational (or gauge) interactions.
In the absence of gravity, brane supersymmetry breaking can occur in a non-BPS system of rotating or intersecting D-branes. Since brane rotations correspond to turning on background magnetic fields, they can be easily generalized in the presence of gravity, in the context of type I string theory . Stable non-BPS configurations of intersecting branes have been studied more recently, while their implementation in type I theory was achieved in Ref. .
The simplest examples are based on orientifold projections of type IIB, in which some of the orientifold 5-planes have opposite charge, requiring an open string sector living on anti-D5 branes in order to cancel the RR (Ramond-Ramond) charge. As a result, supersymmetry is broken on the intersection of D9 and anti-D5 branes that coincides with the world volume of the latter. The simplest construction of this type is a $`T^4/Z_2`$ orientifold with a flip of the $`\mathrm{\Omega }`$-projection (world-sheet parity) in the twisted orbifold sector. It turns out that several orientifold models, where tadpole conditions do not admit naive supersymmetric solutions, can be defined by introducing non-supersymmetric open sector containing anti-D-branes. A typical example of this type is the ordinary $`Z_2\times Z_2`$ orientifold with discrete torsion.
The resulting models are chiral, anomaly-free, with vanishing RR tadpoles and no tachyons in their spectrum . Supersymmetry is broken at the string scale on a collection of anti-D5 branes while, to lowest order, the closed string bulk and the other branes are supersymmetric. In higher orders, supersymmetry breaking is of course mediated to the remaining sectors, but is suppressed by the size of the transverse space or by the distance from the brane where supersymmetry breaking primarily occurred. The models contain in general uncancelled NS (Neveu-Schwarz) tadpoles reflecting the existence of a tree-level potential for the NS moduli, which is localized on the (non-supersymmetric) world volume of the anti-D5 branes.
As a result, this scenario implies the absence of supersymmetry on our world-brane but its presence in the bulk, a millimeter away! The bulk supergravity is needed to guarantee the stability of gauge hierarchy against large gravitational quantum radiative corrections.
### 4.4 Electroweak symmetry breaking in TeV-scale strings
The existence of non-supersymmetric type I string vacua allows us to address the question of gauge symmetry breaking. From the effective field theory point of view, one expects quadratic divergences in one-loop contribution to the masses of scalar fields. It is then imoportant to address the following questions: (i) which scale plays the role of the Ultraviolet cut-off (ii) could these one-loop corrections be used to to generate radiatively the electroweak symmetry breaking <sup>6</sup><sup>6</sup>6For an earlier attempt to generate a non-trivial minimum of the potential, see Ref. ., and explain the mild hierarchy between the weak and a string scale at a few TeVs.
A simple framework to address such issues is non-supersymmetric tachyon-free $`Z_2`$ orientifold of type IIB superstring compactified to four dimensions on $`T^4/Z_2\times T^2`$ . Cancellation of Ramond-Ramond charges requires the presence of 32 D9 and 32 anti-D5 (D$`\overline{5}`$) branes. The bulk (closed strings) as well as the D9 branes are $`N=2`$ supersymmetric while supersymmetry is broken on the world-volume of the D$`\overline{5}`$โs. It is possible to compute the effective potential involving the scalars of the D$`\overline{5}`$ branes, namely in this simple example the adjoints and bifundamentals of the $`USp(16)\times USp(16)`$ gauge group. The resulting potential has a non-trivial minimum which fixes the VEV of the Wilson line or, equivalently, the distance between the branes in the $`T`$-dual picture. Although the obtained VEV is of the order of the string scale, the potential provides a negative squared-mass term when expanded around the origin:
In the limit where the radii of the transverse space are large, $`R_{}\mathrm{}`$ and for arbitrary longitudinal radius $`R_{}`$, the result is:
$$\mu ^2(R_{})=\epsilon ^2(R_{})g^2M_s^2$$
(48)
with
$$\epsilon ^2(R_{})=\frac{1}{2\pi ^2}_0^{\mathrm{}}\frac{dl}{\left(2l\right)^{5/2}}\frac{\theta _2^4}{4\eta ^{12}}\left(il+\frac{1}{2}\right)R_{}^3\underset{n}{}n^2e^{2\pi n^2R_{}^2l}.$$
(49)
For the asymptotic value $`R_{}0`$ <sup>7</sup><sup>7</sup>7This limit corresponds, upon T-duality, to a large transverse dimension of radius $`1/R_{}`$., $`\epsilon (0)0.14`$, and the effective cutoff for the mass term at the origin is $`M_s`$, as can be seen from Eq. (48). At large $`R_{}`$, $`\mu ^2(R_{})`$ falls off as $`1/R_{}^2`$, which is the effective cutoff in the limit $`R_{}\mathrm{}`$, in agreement with field theory results in the presence of a compactified extra dimension <sup>8</sup><sup>8</sup>8Actually this effect is at the origin of thermal squared masses, $`T^2`$, in four-dimensional field theory at finite temperature, $`T`$, where the time coordinate is compactified on a circle of inverse radius $`1/R_{}T`$ and the Boltzmann suppression factor generates an effective cutoff at momenta $`pT`$.. In fact, in the limit $`R_{}\mathrm{}`$ an analytic approximation to $`\epsilon (R)`$ gives:
$$\epsilon (R_{})\frac{\epsilon _{\mathrm{}}}{M_sR_{}},\epsilon _{\mathrm{}}^2=\frac{3\zeta (5)}{4\pi ^4}0.008.$$
(50)
While the mass term (48) was computed for the Wilson line it also applies, by gauge invariance, to the charged massless fields which belong to the same representation. By orbifolding the previous example, the Wilson line is projected away from the spectrum and we are left with the charged massless fields with quartic tree-level terms and one-loop negative squared masses. By identifying them with the Higgs field we can achieve radiative electroweak symmetry breaking, and obtain the mild hierarchy between the weak and string scales in terms of a loop factor. More precisely, in the minimal case where there is only one such Higgs doublet $`h`$, the scalar potential would be:
$$V=\lambda (h^{}h)^2+\mu ^2(h^{}h),$$
(51)
where $`\lambda `$ arises at tree-level and is given by an appropriate truncation of a supersymmetric theory. This property remains valid in any model where the higgs field comes from an open string with both ends fixed on the same type of D-branes (untwisted state). Within the minimal spectrum of the Standard Model, $`\lambda =(g_2^2+g^2)/8`$, with $`g_2`$ and $`g^{}`$ the $`SU(2)`$ and $`U(1)_Y`$ gauge couplings, as in the MSSM. On the other hand, $`\mu ^2`$ is generated at one loop and can be estimated by Eqs. (48) and (49).
The potential (51) has a minimum at $`h=(0,v/\sqrt{2})`$, where $`v`$ is the VEV of the neutral component of the $`h`$ doublet, fixed by $`v^2=\mu ^2/\lambda `$. Using the relation of $`v`$ with the $`Z`$ gauge boson mass, $`M_Z^2=(g_2^2+g^2)v^2/4`$, and the fact that the quartic Higgs interaction is provided by the gauge couplings as in supersymmetric theories, one obtains for the Higgs mass a prediction which is the MSSM value for $`\mathrm{tan}\beta \mathrm{}`$ and $`m_A\mathrm{}`$:
$$M_h=M_Z.$$
(52)
Furthermore, one can compute $`M_h`$ in terms of the string scale $`M_s`$, as $`M_h^2=2\mu ^2=2\epsilon ^2g^2M_s^2`$, or equivalently
$$M_s=\frac{M_h}{\sqrt{2}g\epsilon }$$
(53)
The determination of the precise value of the string scale suffers from two ambiguities. The first is the value of the gauge coupling $`g`$ at $`M_s`$, which depends on the details of the model. A second ambiguity concerns the numerical coefficient $`\epsilon `$ which is in general model dependent. Varying $`R`$ from 0 to 5, that covers the whole range of values for a transverse dimension $`1<1/R_{}<\mathrm{}`$, as well as a reasonable range for a longitudinal dimension 1<R
<
51subscript๐
parallel-to
<
51<R_{\parallel}\mathrel{\lower 2.5pt\vbox{\hbox{$<$}\hbox{$\sim$}}}5, one obtains $`M_s15`$ TeV. In the $`R_{}1`$ (large longitudinal dimension) region our theory is effectively cutoff by $`1/R_{}`$ and the Higgs mass is then related to it by,
$$\frac{1}{R_{}}=\frac{M_h}{\sqrt{2}g\epsilon _{\mathrm{}}}.$$
(54)
Using now the value for $`\epsilon _{\mathrm{}}`$ in the present model, Eq. (50), we find 1/R
>
1
>
1subscript๐
parallel-to11/R_{\parallel}\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}}1 TeV.
The tree level Higgs mass has been shown to receive important radiative corrections from the top-quark sector. For present experimental values of the top-quark mass, the Higgs mass in Eqs. (52) and (53) is raised to values around 120 GeV . In addition there might be large string threshold corrections. To illustrate these issue consider the relevant part of the world brane action in the string frame in the simplest case:
$`_{\mathrm{brane}}`$ $`=`$ $`e^\varphi \left\{\omega ^2|DH|^2+{\displaystyle \frac{1+\mathrm{tan}^2\theta _W}{8}}\omega ^4(H^{}H)^2+{\displaystyle \frac{1}{4}}(F_{SU(2)}^2+\mathrm{cot}^2\theta _WF_Y^2)\right\}`$ (55)
$``$ $`\epsilon ^2M_s^2\omega ^4|H|^2,`$ (56)
where $`\varphi `$ is the string dilaton, $`\omega `$ the scale factor of the four-dimensional (world brane) metric, $`H`$ the Higgs scalar (in the string frame) and $`D`$ the gauge covariant derivative. The weak angle at the string scale $`\theta _W`$ must be correctly determined in the string model. Notice that the last term has no $`e^\varphi `$ dependence since it corresponds to a one loop correction. The bulk fields $`\varphi `$ and $`\omega `$ are evaluated in the transverse coordinates at the position of the brane. The physical couplings $`g_2`$, $`\lambda `$ and the mass $`\mu ^2`$ are given by
$$g_2=e^{\varphi /2},\lambda =\frac{1+\mathrm{tan}^2\theta _W}{8}e^\varphi ,\mu ^2=\epsilon ^2e^\varphi \omega ^2M_s^2,$$
(57)
while Eq. (52) remains unchanged and the relation (53) becomes
$$M_s=\frac{M_h}{\sqrt{2}\epsilon e^{\varphi /2}\omega }.$$
(58)
The lowest order result (53) corresponds to the (bare) value $`\omega =1`$.
As we discussed in section 4.1, when the bulk fields $`\varphi `$ and $`\omega `$ propagate in two large transverse dimensions, they acquire a logarithmic dependence on these coordinates due to distant sources. Since the value of $`\varphi `$ at the position of the world brane is fixed by the value of the gauge coupling in Eq. (57), the relation (52) for the Higgs mass is not affected, while Eq. (58) for the string scale is corrected by a renormalization of $`\omega `$ which takes the generic form:
$$\omega =1+b_\omega g_2^2\mathrm{ln}(R_{}M_s),$$
(59)
where $`b_\omega `$ is a numerical coefficient. This correction is similar to a usual renormalization factor in field theory, which here is due to an infrared running in the transverse space. Depending on the sign of $`b_\omega `$, it can enhance ($`b_\omega <0`$) or decrease ($`b_\omega >0`$) the value of the string scale by the factor $`1/\omega `$. This effect can be important since the involved logarithm is large, varying between 7 and 35, for $`R_{}`$ between 1 fm and 1 mm.
## 5 Scenario for studies of experimental constraints
In order to pursue further, we need to provide the quantum numbers and couplings of the relevant light states. In the scenario we consider:
* Gravitons <sup>9</sup><sup>9</sup>9 Along with gravitons, string models predict the presence of other very weakly coupled states as gravitinos, dilatons, moduli, Ramond-Ramond fieldsโฆ.These might alter the bounds obtained in Section 7. which describe fluctuations of the metric propagate in the whole 10- or 11-dimensional space.
* In all generality, gauge bosons propagate on a $`(3+d_{})`$-brane, with $`d_{}=0,\mathrm{},6`$. However, as we have seen in the previous sections, a freedom of choice for the values of the string and compactification scales requires that gravity and gauge degrees of freedom live in spaces with different dimensionalities. This means that $`d_{max}=5`$ or 6 for 10- or 11-dimensional theories, respectively. The value of $`d_{}`$ represents the number of dimensions felt by KK excitations of gauge bosons.
To simplify the discussion, we will mainly consider the case $`d_{}=1`$ where some of the gauge fields arise from a 4-brane. Since the couplings of the corresponding gauge groups are reduced by the size of the large dimension $`R_{}M_s`$ compared to the others, if $`SU(3)`$ has KK modes all three group factors must have. Otherwise it is difficult to reconcile the suppression of the strong coupling at the string scale with the observed reverse situation. As a result, there are 5 distinct cases that we denote $`(l,l,l)`$, $`(t,l,l)`$, $`(t,l,t)`$, $`(t,t,l)`$ and $`(t,t,t)`$, where the three positions in the brackets correspond to the 3 gauge group factors of the standard model $`SU(3)_c\times SU(2)_w\times U(1)_Y`$ and those with $`l`$ feel the extra-dimension, while those with $`t`$ (transverse) do not.
* The matter fermions, quarks and leptons, are localized on the intersection of a 3-brane with the $`(3+d_{})`$-brane and have no KK excitations along the $`d_{}`$ directions. Their coupling to KK modes of gauge bosons are given in Eq. 3. This is the main assumption in our analysis and limits derived in the next subsection depend on it. In a more general study it could be relaxed by assuming that only part of the fermions are localized. However, if all states are propagating in the bulk, then the KK excitations are stable and a discussion of the cosmology will be necessary in order to explain why they have not been seen as isotopes.
Letโs denote generically the localized states as $`T`$ while the bulk states with KK momentum $`n/R`$ by $`U_n`$, thus the only trilinear allowed couplings are $`g_nTTU_n`$ and $`gU_nU_mU_{n+m}`$ where $`g_n`$ is given by Eq. (3). Hence because matter fields are localized, their interactions do not preserve the momenta in the extra-dimension and single KK excitations can be produced. This means for example that QCD processes $`q\overline{q}G^{(n)}`$ with $`q`$ representing quarks and $`G^{(n)}`$ massive KK excitations of gluons are allowed. In contrast, processes such as $`GGG^{(n)}`$ are forbidden as gauge boson interactions conserve the internal momenta.
The possible localization of the Higgs scalars will be discussed in section 6.3, as well as the possible existence of supersymmetric partners although they do not lead to important modifications for most of the obtained bounds.
## 6 Extra-dimensions along the world brane: KK excitations of gauge bosons
The experimental signatures of extra-dimensions are of two types :
* Observation of resonances due to KK excitations. This needs a collider energy s
>
1/R
>
๐ 1subscript๐
parallel-to\sqrt{s}\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}}1/R_{\parallel} at LHC.
* Virtual exchange of the KK excitations which lead to measurable deviations in cross-sections compared to the standard model prediction.
The necessary data needed to evaluate the size of these contributions are: the coupling constants given in (3), the KK masses already given by (1), and the associated widths. The latter are given by decay rates into standard model fermions $`f`$:
$$\mathrm{\Gamma }\left(X_nf\overline{f}\right)=g_\alpha ^2\frac{M_\stackrel{}{n}}{12\pi }C_f(v_f^2+a_f^2)$$
(60)
and, in the case of supersymmetric brane there is an additional contribution from decays into the scalar superpartners
$$\mathrm{\Gamma }\left(X_n\stackrel{~}{f}_{(R,L)}\stackrel{~}{\overline{f}}_{(R,L)}\right)=g_\alpha ^2\frac{M_\stackrel{}{n}}{48\pi }C_f(v_f\pm a_f)^2,$$
(61)
with $`C_f=1`$ (3) for colour singlets (triplets) and $`v_f,a_f`$ stand for the standard model vector and axial couplings.<sup>10</sup><sup>10</sup>10Below we will present limits for the case where the standard model particles are the only accessible final states. The effect of superpatners is to enlarge the widths of KK excitations by a factor 3/2. These widths determine the size of corresponding resonance signals and will be important only when discussing on-shell production of KK excitations.
In the studies of virtual effects, our strategy for extracting exclusion bounds will depend on the total number of analysed events. If it is small then we will consider out of reach compactification scales which do not lead to prediction of at least 3 new events. In the case of large number of events, one estimates the deviation from the background fluctuation ($`\sqrt{N_T^{\mathrm{SM}}(s)}`$) by computing the ratio
$$\mathrm{\Delta }_T=\left|\frac{N_T(s)N_T^{\mathrm{SM}}(s)}{\sqrt{N_T^{\mathrm{SM}}(s)}}\right|$$
(62)
where $`N_T(s)`$ is the total number of events while $`N_T^{\mathrm{SM}}(s)`$ is the corresponding quantity expected from the standard model. These numbers are computed using the formula:
$$N_T=\sigma A๐t$$
(63)
where $`\sigma `$ is the relevant cross-section, $`๐t`$ is the integrated luminosity while $`A`$ is a suppresion factor taking into account the corresponding efficiency times acceptance factors.
In the next two subsections we derive limits for the case $`(l,l,l)`$ where all the gauge factors feel the large extra-dimension. We will return later to the other possibilities.
### 6.1 Production at $`e^+e^{}`$ colliders
Unless the machine energy happens to be very close to their mass KK excitation resonances will not be observed and the main expected effect will be modification of cross sections for the $`e^+e^{}\mu ^+\mu ^{}`$ process through exchange of virtual KK excitations of the photon and $`Z`$ boson. Assuming unpolarized electron-positron pairs $`e^+e^{}`$, the total cross section for the annihilation into lepton pairs $`l^+l^{}`$ is given by:
$$\sigma _T^0(s)=\frac{s}{12\pi }\underset{\alpha ,\beta =\gamma ,Z,KK}{}g_\alpha ^2(\sqrt{s})g_\beta ^2(\sqrt{s})\frac{(v_e^\alpha v_e^\beta +a_e^\alpha a_e^\beta )(v_l^\alpha v_l^\beta +a_l^\alpha a_l^\beta )}{(sm_\alpha ^2+i\mathrm{\Gamma }{}_{\alpha }{}^{}m_{\alpha }^{})(sm_\beta ^2i\mathrm{\Gamma }_\beta m_\beta )},$$
(64)
with $`\sqrt{s}`$ the centreโofโmass energy and the labels $`\alpha ,\beta `$ standing for the different neutral vector bosons $`\gamma `$, $`Z`$, and their KK excitations.
For energies below the mass of the first KK excitation, the main signature will be the observation of a deficit of events due mainly to interference terms. A precision estimate of this deficit requires inclusion of radiative corrections, and in particular the bremsstrahlung effects on the initial electron and positron . These are described by the convolution of (64) with radiator functions, which describe the probability of having a fractional energy loss, $`x`$, due to the initialโstate radiation:
$$\sigma _T(s)=_0^{x_{\mathrm{max}}}๐x\sigma _T^0(s^{})r_T(x),s^{}=s(1x)$$
(65)
In the above equation, $`x_{\mathrm{max}}`$ represents an experimental cut off for the energy of emitted soft photons in bremsstrahlung processes. The radiator function is given by :
$$r_T(x)=(1+X)yx^{y1}+H_T(x),$$
(66)
with:
$`X`$ $`=`$ $`{\displaystyle \frac{e^2(\sqrt{s})}{4\pi ^2}}\left[{\displaystyle \frac{\pi ^2}{3}}{\displaystyle \frac{1}{2}}+{\displaystyle \frac{3}{2}}\left(\mathrm{log}{\displaystyle \frac{s}{m_e^2}}1\right)\right]`$
$`y`$ $`=`$ $`{\displaystyle \frac{2e^2(\sqrt{s})}{4\pi ^2}}\left(\mathrm{log}{\displaystyle \frac{s}{m_e^2}}1\right)`$
$`H_T`$ $`=`$ $`{\displaystyle \frac{e^2(\sqrt{s})}{4\pi ^2}}\left[{\displaystyle \frac{1+(1x)^2}{x}}\left(\mathrm{log}{\displaystyle \frac{s}{m_e^2}}1\right)\right]{\displaystyle \frac{y}{x}},`$ (67)
where $`m_e`$ is the electron mass.
For an estimate we use $`\sqrt{s}=189`$ GeV for LEPII, 500 GeV for NLC-500 and 1 TeV for NLC-1000, together with the numerical values for the experimental cuts:
$`x_{\mathrm{max}}(\mathrm{LEPII})`$ $`=`$ $`0.77,`$
$`x_{\mathrm{max}}(\mathrm{NLC}500)`$ $`=`$ $`0.967,`$
$`x_{\mathrm{max}}(\mathrm{NLC}1000)`$ $`=`$ $`0.992,`$ (68)
coming from imposing the cut $`s^{}M_Z^2`$.
In the case of one extra dimension $`d_{}=1`$, the sum over KK modes in (64) is dominated by the lowest modes and converges rapidly. This implies: (i) the results do not depend on the value of the string scale $`M_s`$, (ii) it is possible to use equal couplings for all $`n>0`$ modes.
Fig. 1 shows the ratio $`\mathrm{\Delta }_T`$ for LEPII while Fig. 2 shows the expectations for future experiments at the NLC with centreโofโmass energies of 500 GeV and 1 TeV, NLC-500 and NLC-1000 and luminosities of 75 fb<sup>-1</sup> and 200 fb<sup>-1</sup>, respectively . These figures show that combining data from the four LEP experiments would lead to a corresponding bound of $``$ 1.9 TeV, while NLC-500 and NLC-1000 will allow us to probe sizes of the order of 8 TeV and 13 TeV.
### 6.2 Production at hadron colliders
At collider experiments, there are three different channels $`l^+l^{}`$, $`l^\pm \nu `$ and dijets where exchange of KK excitations of photon+$`Z`$, $`W^\pm `$ and gluons can produce observable deviations from the standard model expectations.
Letโs illustrate in details the first case with exchange of neutral bosons. KK excitations are produced in DrellโYan processes $`ppl^+l^{}X`$ at the LHC, or $`p\overline{p}l^+l^{}X`$ at the Tevatron, with $`l=e,\mu ,\tau `$ wich originate from the subprocess $`q\overline{q}l^+l^{}X`$ of centreโofโmass energy $`M`$.
The two colliding partons take a fraction
$$x_a=\frac{M}{\sqrt{s}}e^y\mathrm{and}x_b=\frac{M}{\sqrt{s}}e^y$$
(69)
of the momentum of the initial proton ($`a`$) and (anti)proton ($`b`$), with a probability described by the quark or antiquark distribution functions $`f_{q,\overline{q}}^{(a)}(x_a,M^2)`$ and $`f_{q,\overline{q}}^{(b)}(x_b,M^2)`$. The total cross section, due to the production is given by:
$$\sigma =\underset{q=\mathrm{quarks}}{}_0^\sqrt{s}๐M_{\mathrm{ln}(M/\sqrt{s})}^{\mathrm{ln}(\sqrt{s}/M)}๐yg_q(y,M)S_q(y,M),$$
(70)
where
$$g_q(y,M)=\frac{M}{18\pi }x_ax_b[f_q^{(a)}(x_a,M^2)f_{\overline{q}}^{(b)}(x_b,M^2)+f_{\overline{q}}^{(a)}(x_a,M^2)f_q^{(b)}(x_b,M^2)],$$
(71)
and
$$S_q(y,M)=\underset{\alpha ,\beta \gamma ,Z,KK}{}g_\alpha ^2(M)g_\beta ^2(M)\frac{(v_e^\alpha v_e^\beta +a_e^\alpha a_e^\beta )(v_l^\alpha v_l^\beta +a_l^\alpha a_l^\beta )}{(sm_\alpha ^2+i\mathrm{\Gamma }{}_{\alpha }{}^{}m_{\alpha }^{})(sm_\beta ^2i\mathrm{\Gamma }_\beta m_\beta )}.$$
(72)
At the Tevatron, the CDF collaboration has collected an integrated luminosity $`๐t=110\mathrm{pb}^1`$ during the 1992-95 running period. A lower bound on the size of compactification scale can be extracted from the absence of candidate events at $`e^+e^{}`$ invariant mass above 400 GeV. A similar analysis can be carried over for the case of run-II of the Tevatron with a centreโofโmass energy $`\sqrt{s}=2`$ TeV and integrated luminosity $`๐t=2fb^1`$. The expected number of events at these experiments are plotted in Fig. 3 while the bounds are summarized in table 1 (the factor $`A`$ in (63) has be taken to be 50 %) .
The most promising for probing TeV-scale extra-dimensions are the LHC future experiments at $`\sqrt{s}=14`$ TeV with an integrated luminosity $`๐t=100fb^1`$. Fig. 4 shows the expected deviation from the standard model predictions of the total number of events in the $`l^+l^{}`$, $`l^\pm \nu `$ due to KK excitations $`\gamma ^{(n)}+Z^{(n)}`$ and $`W_\pm ^{(n)}`$ respectively. The results were obtained by requiring for the dilepton final state one lepton to be in the central region, $`|\eta _l|`$ 1, the other one having a looser cut $`|\eta _l^{}|`$ 2.4. Moreover the lower bound on the transverse and invariant mass was chosen to be 400 GeV .
In the case of $`(l,l,l)`$ scenario, looking for an excess of dijet events due to KK excitations of gluons could be the most efficient channel to constrain the size of extra-dimensions. Fig. 5 shows the corresponding expected deviation $`\mathrm{\Delta }_T`$ as defined in (62). This analysis uses summation over all jets, top excluded, a rapidity cut, $`|\eta |`$ 0.5, on both jets and requirement on the invariant mass to be $`M_{jj^{}}`$ 2 TeV, which reduces the SM background and gives the optimal ratio $`S/\sqrt{B}`$ expecially for large masses .
In addition to these virtual effects, the LHC experiments allow the production on-shell of KK excitations. The discovery limits for these KK excitations are given in Table 1. An interesting observation is the case of excitations $`\gamma ^{(1)}+Z^{(1)}`$ where interferences lead to a โdeepโ just before the resonance as illustrated in Fig. 6
There are some ways to distinguish the corresponding signals from other possible origin of new physics, such as models with new gauge bosons. In the case of observation of resonances, one expects three resonances in the $`(l,l,l)`$ case and two in the $`(t,l,l)`$ and $`(t,l,t)`$ cases, located practically at the same mass value. This property is not shared by most of other new gauge boson models. Moreover, the heights and widths of the resonances are directly related to those of standard model gauge bosons in the corresponding channels. In the case of virtual effects, these are not reproduced by a tail of Bright-Wigner shape and a deep is expected just before the resonance of the photon+$`Z`$, due to the interference between the two. However, good statistics will be necessary.
### 6.3 High precision data low-energy bounds
Using the lagrangian describing interactions of the standard model states, it is possible to compute all physical observables in term of few input data. Then one can compare the predictions with experimental values.
Following we will use as input parameters, the Fermi constant $`G_F=1.166\times 10^5`$ GeV<sup>-2</sup>, the fine-structure constant $`\alpha =1/137.036`$ (or $`\alpha (M_Z)=1/128.933`$) and the mass of the $`Z`$ gauge-boson $`M_Z=91.1871`$ GeV. The observables given in Table 3 are then computed with the new lagrangian including the contribution of KK excitations. The effects of the latter will be computed as a leading order expansion in the small parameter
$$X=\underset{n=1}{\overset{\mathrm{}}{}}\frac{2}{n^2}\frac{m_Z^2}{M_c^2}=\frac{\pi ^2}{3}(m_ZR_{})^2,$$
(73)
as one expects $`m_Z1/R_{}`$.
Here we follow and summarize the bounds in the case where all fermions are localized. Other possibilities have been discussed in . The results depend on the choice of Higgs fields to be localized or bulk states. In the case where the Higgs scalar is localized, it does not conserve internal momentum and its vacuum expectation value could mix different KK excitations with massless gauge bosons. To include both possibilities of identification of Higgs scalar with localized or bulk states, we consider the Standard model with two Higgs doublets, $`H_i(i=1,2)`$, with $`v^2H_1^2+H_2^2`$ and $`v174`$ GeV, and introduce the following mixing angles:
$`\mathrm{tan}\beta `$ $`=`$ $`H_2/H_1`$ (74)
$`\mathrm{sin}^2\alpha `$ $`=`$ $`\epsilon ^{H_2}\mathrm{sin}^2\beta +\epsilon ^{H_1}\mathrm{cos}^2\beta `$ (75)
with the operator $`\epsilon `$ defined as $`\epsilon ^\varphi =1(0)`$ for the field $`\varphi `$ localized or not.
The relevant part of the lagrangian is then:
$$=^{neutral}+\underset{a=1}{\overset{2}{}}_a^{ch}$$
(76)
where the neutral current sector part takes the form:
$`^{neutral}`$ $`=`$ $`{\displaystyle \frac{1}{2}}m_Z^2ZZ+{\displaystyle \frac{1}{2}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}M_\stackrel{}{n}^2\left[Z^{(n)}Z^{(n)}+A^{(n)}A^{(n)}\right]`$ (77)
$`+`$ $`\sqrt{2}\mathrm{sin}^2\alpha m_Z^2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}ZZ^{(n)}`$
$``$ $`{\displaystyle \frac{e}{\mathrm{sin}\theta \mathrm{cos}\theta }}\left[Z_\mu +\sqrt{2}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}Z_{}^{(n)}{}_{\mu }{}^{}\right]\left[{\displaystyle \underset{\psi }{}}\overline{\psi }\gamma ^\mu \left(g_V^\psi +\gamma _5g_A^\psi \right)\psi \right]`$
$``$ $`e\left[A_\mu +\sqrt{2}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}A_\mu ^{(n)}\right]\left[{\displaystyle \underset{\psi }{}}Q_\psi \overline{\psi }\gamma ^\mu \psi \right],`$
while for the charged currents sector:
$`_a^{ch}`$ $`=`$ $`{\displaystyle \frac{1}{2}}m_W^2W_aW_a+{\displaystyle \frac{1}{2}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}M_\stackrel{}{n}^2W_a^{(n)}W_a^{(n)}`$ (78)
$`+`$ $`m_W^2\sqrt{2}\mathrm{sin}^2\alpha {\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}W_aW_a^{(n)}`$
$``$ $`g\left[W_{a}^{}{}_{\mu }{}^{}\sqrt{2}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}W_{a}^{(n)}{}_{\mu }{}^{}\right]\left[{\displaystyle \underset{\psi }{}}\overline{\psi }_L\gamma ^\mu {\displaystyle \frac{\sigma _a}{2}}\psi _L\right]`$
with $`m_W^2=g^2v^2/2`$, $`m_Z^2=(g^2+g^{\mathrm{\hspace{0.17em}2}})v^2/2`$, $`\theta `$ is the weak mixing angle defined by the usual relation $`e=g\mathrm{sin}\theta =g^{}\mathrm{cos}\theta `$ . For energies much below the electroweak scale the gauge bosons can be integrated out leading to effective four-fermion operators:
$`_{low}`$ $`=`$ $`{\displaystyle \frac{1}{2\left[1\mathrm{sin}^4\alpha X\right]m_Z^2}}{\displaystyle \frac{e^2}{s_\theta ^2c_\theta ^2}}\left[\left(1\mathrm{sin}^2\alpha X\right)^2X\right]\left[{\displaystyle \underset{\psi }{}}\overline{\psi }\gamma ^\mu \left(g_V^\psi +\gamma _5g_A^\psi \right)\psi \right]^2`$
$``$ $`eA^\mu \left[{\displaystyle \underset{\psi }{}}Q_\psi \overline{\psi }\gamma ^\mu \psi \right]`$
$``$ $`X{\displaystyle \frac{e^2}{2\left[1\mathrm{sin}^4\alpha X\right]m_Z^2}}\left[{\displaystyle \underset{\psi }{}}Q_\psi \overline{\psi }\gamma _\mu \psi \right]\left[{\displaystyle \underset{\psi }{}}Q_\psi \overline{\psi }\gamma ^\mu \psi \right]`$
$``$ $`{\displaystyle \frac{g^2}{2M_W^2}}\left\{\left[1\mathrm{sin}^2\alpha \mathrm{cos}^2\theta X\right]^2+\mathrm{cos}^2\theta X\right\}\left[{\displaystyle \underset{\psi }{}}\overline{\psi }_L\gamma _\mu {\displaystyle \frac{\sigma _a}{2}}\psi _L\right]\left[{\displaystyle \underset{\psi }{}}\overline{\psi }_L\gamma ^\mu {\displaystyle \frac{\sigma _a}{2}}\psi _L\right]`$
Using this lagrangian it is possible to extract prediction for the LEP (high-energy) observables:
$`M_W^2`$ $`=`$ $`\left(M_W^2\right)^{SM}\left[1{\displaystyle \frac{\mathrm{sin}^2\theta }{\mathrm{cos}2\theta }}(\mathrm{cos}2\alpha \mathrm{cos}^2\theta \mathrm{sin}^4\alpha \mathrm{sin}^2\theta +\mathrm{sin}^4\alpha \mathrm{cos}2\theta )X\right]`$
$`{\displaystyle \frac{\mathrm{\Gamma }_{\mathrm{}\mathrm{}}}{\mathrm{\Gamma }_{\mathrm{}\mathrm{}}^{SM}}}`$ $`=`$ $`\left[1(\mathrm{cos}2\alpha \mathrm{cos}^2\theta \mathrm{sin}^4\alpha \mathrm{sin}^2\theta 2\mathrm{sin}^2\alpha )X\right],`$
$`{\displaystyle \frac{\mathrm{\Gamma }_{had}}{\mathrm{\Gamma }_{had}^{SM}}}`$ $`=`$ $`\left[1(\mathrm{cos}2\alpha \mathrm{cos}^2\theta \mathrm{sin}^4\alpha \mathrm{sin}^2\theta 2\mathrm{sin}^2\alpha )X\right],`$ (80)
$`{\displaystyle \frac{A_{FB}^{\mathrm{}}}{A_{FB}^{\mathrm{},SM}}}`$ $`=`$ $`1,`$
and for the low energy observables:
$$Q_W=\left[1(\mathrm{cos}2\alpha \mathrm{cos}^2\theta \mathrm{sin}^4\alpha \mathrm{sin}^2\theta )X\right]Q_W^{SM}+16\delta Q_W,$$
(81)
where
$`\delta Q_W`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \frac{s_\theta ^2c_\theta ^2}{c_{2\theta }}}Z(\mathrm{cos}2\alpha \mathrm{cos}^2\theta \mathrm{sin}^4\alpha \mathrm{sin}^2\theta )X`$ (82)
$`+`$ $`X\{(2Z+N)[g_A^eg_V^u{\displaystyle \frac{1}{4}}\mathrm{sin}^2\alpha g_V^u\mathrm{sin}^2\alpha ({\displaystyle \frac{1}{4}}{\displaystyle \frac{2}{3}}\mathrm{sin}^2\theta )g_A^e]`$
$`+`$ $`(Z+2N)[g_A^eg_V^d{\displaystyle \frac{1}{4}}\mathrm{sin}^2\alpha g_V^d\mathrm{sin}^2\alpha ({\displaystyle \frac{1}{4}}+{\displaystyle \frac{1}{3}}\mathrm{sin}^2\theta )g_A^e]\}`$
The experiments are carried with Cesium atoms for which the number of protons and neutrons are $`Z=55`$ and $`N=78`$, while $`_q^{}\left|V_{uq^{}}\right|^2=1`$ does not receive corrections at the leading order. Performing a $`\chi ^2`$ fit, one finds for example that if the Higgs is assumed to be a bulk state ($`\alpha =0`$) like the gauge bosons, R1
>
3.5
>
superscript๐
13.5R^{-1}\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}}3.5 TeV. Inclusion of $`Q_W`$ measurement, which does not give a good agreement with the standard model itself, raises the bound to R1
>
3.9
>
superscript๐
13.9R^{-1}\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}}3.9 TeV . Different choices for localization of matter states and Higgs lead to slightly different bounds, lying in the 1 to 5 TeV range, and the analysis can be found in .
### 6.4 One extra dimension for other cases:
Except for the $`(l,l,l)`$ scenario, in all other cases there are no excitations of gluons and there no important limits from the dijets channels .
The KK excitations $`W_\pm ^{(n)}`$, $`\gamma ^{(n)}`$ and $`Z^{(n)}`$ are present and lead to the same limits in the $`(t,l,l)`$ case: 6 TeV for discovery and 15 TeV for the exclusion bounds.
In the $`(t,l,t)`$ case, only the $`SU(2)`$ factor feels the extra-dimension and the limits are set by KK excitations of $`W^\pm `$ and are again 6 TeV for discovery and 14 TeV for the exclusion bounds.
In the $`(t,t,l)`$ channel where only $`U(1)_Y`$ feels the extra-dimension the limits are weaker, the exclusion bound is in fact around 8 TeV, as can be seen in Fig. 7.
In addition to these simple possibilities, brane constructions lead often to cases where part of $`U(1)_Y`$ is $`t`$ and part is $`l`$, while $`SU(3)`$ and $`SU(2)`$ are either $`t`$ or $`l`$. If $`SU(3)`$ is $`l`$ then the bounds come from dijets, if instead $`SU(3)`$ is $`t`$ and $`SU(2)`$ is $`l`$ the limits could come from $`W^\pm `$ while if both are $`t`$ then it will be difficult to distinguish this case from a generic extra $`U(1)^{}`$. A good statistics would be needed to see the deviation in the tail of the resonance as being due to effects additional to those of a generic $`U(1)^{}`$ resonance.
### 6.5 More than one extra dimensions
The computation of virtual effects of KK excitations involves summing on effects of a priori infinite number of tree-level diagrams as terms of the form:
$$\underset{|\stackrel{}{n}|}{}\frac{g^2(|\stackrel{}{n}|)}{|\stackrel{}{n}|^2}$$
(83)
arising from interference between the exchange of the photon and $`Z`$-boson and their KK excitations, with $`g^2(|\stackrel{}{n}|)`$ the KK-mode couplings. In the case of one extra-dimension the sum in (83) converges rapidly and for $`RM_s๐ช(10)`$ the result is not sensitive to the value of $`M_s`$. This alowed us to discuss bounds on only one paprameter, the scale of compactification.
In the case of two or more dimensions, Eq. (83) is divergent and needs to be regularized using:
$$g(|\stackrel{}{n}|)ga_{(|\stackrel{}{n}|)}e^{\frac{c|\stackrel{}{n}|^2}{2R^2M_s^2}},$$
(84)
where $`c`$ is a constant and $`a_{(|\stackrel{}{n}|)}`$ takes into account the normalization of the gauge kinetic terms, as only the even combination couples to the boundary. For the case of two extra-dimensions $`a_{(0,0)}=1`$, $`a_{(0,p)}=a_{(q,0)}=\sqrt{2}`$ and $`a_{(q,p)}=2`$ with $`(p,q)`$ positive ($`>0`$) integers. The result will depend on both the compactification and string scales. Other features are that cross-sections are bigger and resonances are closer. The former property arises because the degeneracy of states within each mass level increases with the number of extra dimensions while the latter property implies that more resonances could be reached by a given hadronic machine.
## 7 Extra-dimensions transverse to the world brane: KK excitations of gravitons
The localization of (infinitely massive) branes in the $`(Dd)`$ dimensions breaks translation invariance along these directions. Thus, the corresponding momenta are not conserved: particles, as gravitons, could be absorbed or emitted from the brane into the $`(Dd)`$ dimensions. Non observation of the effects of such processes allow us to get bounds on the size of these transverse extra dimensions. In order to simplify the analysis, it is usually assumed that among the $`Dd`$ dimensions $`n`$ have very large common radius $`R_{}M_s^1`$, while the remaining $`Ddn`$ have sizes of the order of the string length.
### 7.1 Signals from missing energy experiments
During a collision of center of mass energy $`\sqrt{s}`$, there are $`(\sqrt{s}R_{})^n`$ KK excitations of gravitons with mass $`m_{KK}<\sqrt{s}<M_s`$, which can be emitted. Each of these states looks from the four-dimensional point of view as a massive, quasi-stable, extremely weakly coupled ($`s/M_{pl}^2`$ suppressed) particle that escapes from the detector. The total effect is a missing-energy cross section roughly of order:
$$\frac{(\sqrt{s}R_{})^n}{M_{pl}^2}\frac{1}{s}(\frac{\sqrt{s}}{M_s})^{n+2}$$
(85)
For illustration, the simplest process is the gluon annihilation into a graviton which escapes into the extra dimensions. The corresponding cross-section is given by (in the weak coupling limit) :
$$\sigma (E)\frac{E^n}{M_s^{n+2}}\frac{\mathrm{\Gamma }\left(12E^2/M_s^2\right)^2}{\mathrm{\Gamma }\left(1E^2/M_s^2\right)^4},$$
(86)
where $`E`$ is the center of mass energy and $`n`$ the number of extra large transverse dimensions. The above expression exhibits 3 kinematic regimes with different behavior. At high energies $`EM_s`$, it falls off exponentially due to the UV softness of strings. At energies of the order of the string scale, it exhibits a sequence of poles at the position of Regge resonances. Finally, at low energies $`EM_s`$, it falls off as a power $`\sigma (E)E^n/M_s^{n+2}`$, dictated by the effective higher dimensional gravity which requires the presence of the $`(4+n)`$-dimensional Newtonโs constant $`G_N^{(4+n)}l_s^{n+2}`$ from eq.(14).
Explicit computation of these effects leads to the bounds given in table 2 . The results require some remarks:
* The amplitude for emission of each of the KK gravitons is taken to be well approximated by the tree-level coupling of the massless graviton as derived from General Relativity. Eq. 3 suggests that this is likely to be a good approximation for $`R_{}M_s1`$.
* The cross-section depends on the size $`R_{}`$ of the transverse dimensions and allows to derive bounds on this physical scale. As it can be seen from Eq. (3), transforming these bounds to limits on $`M_s`$ there is an ambiguity on different factors involved, such as the string coupling. This is sometimes absorbed in the so called โfundamental quantum gravity scale $`M_{(4+n)}`$โ. Generically $`M_{(4+n)}`$ is bigger than $`M_s`$, and in some cases, as in type II strings or in heterotic strings with small instantons, it can be many orders of magnitude higher than $`M_s`$. It corresponds to the scale where the perturbative expansion of string theory seems to break down .
* There is a particular energy and angular distribution of the produced gravitons that arises from the distribution in mass of KK states given in Eq. (1). It might be a smoking gun for the extra-dimensional nature of such observable signal.
* For given value of $`M_s`$, the cross section for graviton emission decreases with the number of large transverse dimensions. The effects are more likely to be observed for the lowest values of $`M_s`$ and $`n`$.
* Finally, while the obtained bounds for $`R_{}^1`$ are smaller than those that could be checked in table-top experiments probing macroscopic gravity at small distances (see next subsection), one should keep in mind that larger radii are allowed if one relaxes the assumption of isotropy, by taking for instance two large dimensions with different radii.
In table 2, we have also included astrophysical and cosmological bounds. Astrophysical bounds arise from the requirement that the radiation of gravitons should not carry on too much of the gravitational binding energy released during core collapse of supernovae. In fact, the measurements of Kamiokande and IMB for SN1987A suggest that the main channel is neutrino fluxes.
The best cosmological bound is obtained from requiring that decay of bulk gravitons to photons do not generate a spike in the energy spectrum of the photon background measured by the COMPTEL instrument. Bulk gravitons are expected to be produced just before nucleosynthesis due to thermal radiation from the brane. The limits assume that the temperature was at most 1 MeV as nucleosynthesis begins, and become stronger if the temperature is increased.
### 7.2 Gravity modification and sub-millimeter forces
Besides the spectacular experimental predictions in particle accelerators, string theories with large volume compactifications and/or low string scale predict also possible modifications of gravitation in the sub-millimeter range, which can be tested in โtabletopโ experiments that measure gravity at short distances. There are two categories of such predictions:
(i) Deviations from the Newtonโs law $`1/r^2`$ behavior to $`1/r^{2+n}`$, for $`n`$ extra large transverse dimensions, which can be observable for $`n=2`$ dimensions of sub-millimeter size. This case is particularly attractive on theoretical grounds because of the logarithmic sensitivity of Standard Model couplings on the size of transverse space, but also for phenomenological reasons since the effects in particle colliders are maximally enhanced . Notice also the coincidence of this scale with the possible value of the cosmological constant in the universe that recent observations seem to support.
(ii) New scalar forces in the sub-millimeter range, motivated by the problem of supersymmetry breaking discussed in section 4.3, and mediated by light scalar fields $`\phi `$ with masses :
$$m_\phi \frac{m_{susy}^2}{M_P}10^410^2\mathrm{eV},$$
(87)
for a supersymmetry breaking scale $`m_{susy}110`$ TeV. These correspond to Compton wavelengths in the range of 1 mm to 10 $`\mu `$m. $`m_{susy}`$ can be either the KK scale $`1/R`$ if supersymmetry is broken by compactification , or the string scale if it is broken โmaximallyโ on our world-brane . A model independent scalar force is mediated by the radius modulus (in Planck units)
$$\phi \mathrm{ln}R,$$
(88)
with $`R`$ the radius of the longitudinal or transverse dimension(s), respectively. In the former case, the result (87) follows from the behavior of the vacuum energy density $`\mathrm{\Lambda }1/R^4`$ for large $`R`$ (up to logarithmic corrections). In the latter case, supersymmetry is broken primarily on the brane only, and thus its transmission to the bulk is gravitationally suppressed, leading to masses (87).
The coupling of these light scalars to nuclei can be computed since it arises dominantly through the radius dependence of $`\mathrm{\Lambda }_{\mathrm{QCD}}`$, or equivalently of the QCD gauge coupling. More precisely, the coupling $`\alpha _\varphi `$ of the radius modulus (88) relative to gravity is :
$$\alpha _\phi =\frac{1}{m_N}\frac{m_N}{\phi }=\frac{\mathrm{ln}\mathrm{\Lambda }_{\mathrm{QCD}}}{\mathrm{ln}R}=\frac{2\pi }{b_{\mathrm{QCD}}}\frac{}{\mathrm{ln}R}\alpha _{\mathrm{QCD}},$$
(89)
with $`m_N`$ the nucleon mass and $`b_{\mathrm{QCD}}`$ the one-loop QCD beta-function coefficient. In the case where supersymmetry is broken primordially on our world-brane at the string scale while it is almost unbroken the bulk, the force (3) is again comparable to gravity in theories with logarithmic sensitivity on the size of transverse space, i.e. when there is effective propagation of gravity in $`d_{}=2`$ transverse dimensions. The resulting forces can therefore be within reach of upcoming experiments .
In principle there can be other light moduli which couple with even larger strengths. For example the dilaton $`\varphi `$, whose VEV determines the (logarithm of the) string coupling constant, if it does not acquire large mass from some dynamical supersymmetric mechanism, can lead to a force of strength 2000 times bigger than gravity .
In fig. 8 we depict the actual information from previous, present and upcoming experiments . The vertical axis is the strength, $`\alpha ^2`$, of the force relative to gravity; the horizontal axis is the Compton wavelength of the exchanged particle; the upper scale shows the corresponding value of the supersymmetry breaking scale (large radius or string scale) in TeV. The solid lines indicate the present limits from the experiments indicated. The excluded regions lie above these solid lines. Measuring gravitational strength forces at such short distances is quite challenging. The most important background is the Van der Walls force which becomes equal to the gravitational force between two atoms when they are about 100 microns apart. Since the Van der Walls force falls off as the 7th power of the distance, it rapidly becomes negligible compared to gravity at distances exceeding 100 $`\mu `$m. The dashed thick line gives the expected sensitivity of the present and upcoming experiments, which will improve the actual limits by roughly two orders of magnitude and โat the very leastโ they will, for the first time, measure gravity to a precision of 1% at distances of $``$ 100 $`\mu `$m.
## 8 Dimension-eight operators and limits on the string scale
At low energies, the interaction of light (string) states is described by an effective field theory. Non-renormalizable dimension-six operators are due to the exchange of KK excitations of gauge bosons between localized states. If these are absent, then there are deviations to the standard model expectations from dimension-eight operators. There are two generic sources for such operators: exchange of virtual KK excitations of bulk fields (gravitons,โฆ) and form factors due to the extended nature of strings.
The exchange of virtual KK excitations of bulk gravitons is described in the effective field theory by an amplitude involving the sum $`\frac{1}{M_p^2}_n\frac{1}{s\frac{\stackrel{}{n}^2}{R_{}^2}}`$. For $`n>1`$, this sum diverges and one cannot compute it in field theory but only in a fundamental (string) theory. In analogy with the case of exchange of gauge bosons, one expects the string scale to act as a cut-off with the result:
$$Ag_s^2\frac{T_{\mu \nu }T^{\mu \nu }\frac{1}{1+d_{}}T_\mu ^\mu T_\nu ^\nu }{M_s^4}.$$
(90)
The approximation $`A=\mathrm{log}\frac{M_s^2}{s}`$ for $`d_{}=2`$ and $`A=\frac{2}{d_{}2}`$ for $`d_{}>2`$ is usually used for quantitative discussions. There are some reasons which might invalidate this approximation in general. In fact, the result is very much model dependent: in type I string models it reflects the ultraviolet behavior of open string one-loop diagrams which are model (compactification) dependent.
In order to understand better this issue, it is important to remind that in type I string models, gravitons and other bulk particles correspond to excitations of closed strings. Their tree-level exchange is described by a cylinder joining the initial $`|Bin>`$ and final $`|Bout>`$ closed strings lying on the brane. This cylinder can be be seen on the other hand as an open string with one of its end-points describing the closed (loop) string $`|Bin>`$, while the other end draws $`|Bout>`$. In other words, the cylinder can be seen as an annulus which is a one-loop diagram of open strings with boundaries $`|Bin>`$ and $`|Bout>`$. Note that usually the theory requires the presence of other weakly interacting closed strings besides gravitons.
More important is that when the gauge degrees of freedom arise from Dirichelet branes, it is expected that the dominant source of dimension-eight operators is not the exchange of KK states but instead the effects of massive open string oscillators . These give rise to contributions to tree-level scatterings that behave as $`g_ss/M_s^4`$. Thus, they are enhanced by a string-loop factor $`g_s^1`$ compared to the field theory estimate based on KK graviton exchanges. Although the precise value of $`g_s`$ requires a detail analysis of threshold corrections, a rough estimate can be obtained by taking $`g_s\alpha 1/25`$, implying an enhancement by one order of magnitude, and in any case a loop-factor as consequence of perturbation theory.
What is the simplest thing one could do in practice?. There are some processes for which there is only one allowed dimension-eight operator; an example is $`f\overline{f}\gamma \gamma `$. The coefficient of this operator can then be computed in terms of $`g_s`$ and $`M_s`$. As a result, in the only framework where computation of such operators is possible to carry out, one cannot rely on the effects of exchange of KK graviton excitations in order to derive bounds on extra-dimensions or the string scale. Instead, one can use the dimension-eight operator arising from stringy form-factors.
Under the assumption that the electrons arise as open strings on a $`D3`$-brane, and not as living on the intersections of different kind of branes, an estimate at the lowest order approximation of string form factor in type I was used in . For instance for $`e^+e^{}\gamma \gamma `$ one has:
$$\frac{d\sigma }{d\mathrm{cos}\theta }=\frac{d\sigma }{d\mathrm{cos}\theta }|_{SM}\left[1+\frac{\pi ^2}{12}\frac{ut}{M_S^4}+\mathrm{}\right]$$
(91)
while for Bhabha scattering, it was suggested that
$$\frac{d\sigma }{d\mathrm{cos}\theta }(e^{}e^+e^{}e^+)=\frac{d\sigma }{d\mathrm{cos}\theta }|_{SM}\left|\frac{\mathrm{\Gamma }(1\frac{s}{M_s^2})\mathrm{\Gamma }(1\frac{t}{M_s^2})}{\mathrm{\Gamma }(1\frac{s}{M_s^2}\frac{t}{M_s^2})}\right|^2,$$
(92)
where $`s`$ and $`t`$ are the Mandelstam kinematic variables. Using these estimates, present LEP data lead to limits on the string scale Ms
>
1
>
subscript๐๐ 1M_{s}\mathrel{\lower 2.5pt\vbox{\hbox{$>$}\hbox{$\sim$}}}1 TeV. This translates into a stronger bound on the size of transverse dimension than those obtained from missing energy experiments in the cases $`d_{}>2`$.
## 9 Conclusions
The theoretical possibility of a string scale lying at energies much lower than the four-dimensional Planck scale opens up a new insight on problems of physics beyond the standard model. Moreover it calls for two urgent investigations: one is to derive limits on the possible scales of new physics associated with compactification and string scales from present experiments, and the second is to understand possible signatures of this new physics at future experiments.
We have stressed that addressing these issues requires a well defined theoretical framework, for instance the choice of a vacuum of string theory. One of the issues which illustrates this necessity is for instance four-fermion operators which are due to exchanges of virtual KK excitation of the graviton. In addition to providing new bounds on the size of transverse dimensions to the brane, these effects were expected to lead to observable deviations in cross-sections with an angular dependence typical of the exchange of spin-two states. This would provide us with a spectacular signature of quantum gravitational effects. However such effects can only be analysed in a consistent theory of quantum gravity: string theory. Unfortunately, carrying such an analysis shows that in fact these higher dimensional operators are dominated by string form factors due to excitation of oscillation modes of the strings and thus one does not expect to measure effects due to virtual exchange of gravitons.
Understanding features of string vacua and building realistic string models will certainly shed some light on some other issues which were not covered by this review. We can cite for instance:
* Lowering the string scale, one increases the strength of higher (non-renormalizable) operators leading to the possibility of inducing exotic processes at experimentally excluded rates, as for proton decay and flavour changing processes. Although an explicit string realization of the scenario is necessary in order to have a satisfactory solution, at the effective field theory level many discrete or global symmetries can be displayed that forbid these operators.
* As we have stressed in section 3, string vacua with arbitrarely low string scale is a consequence of the existence of mechanisms ($`D`$-branes) for localizing gauge degrees of freedom. Is it also possible to localize gravitons? Starting with 5-dimensional gravity, it was shown in that there exist metrics, a slice of Anti-de-Sitter space where gravity is localized. The possible application for phenomenological purposes of such a scenario necessites then understanding the origin of the other (gauge and matter) states. For instance, if these are localized on a brane at the boundary of this space, then what is the nature of this brane and of the theory leaving on its world-volume? and what kind of modifications (or extensions if any) of the original proposal of are needed in order to have a consistent embedding in string theory? These issues are related to each other and they constitute a intensive subject of research at the present time.
## Acknowledgments
This work was partly supported by the EU under TMR contract ERBFMRX-CT96-0090. We would like to thank E. Accomando, Y. Oz and M. Quirรณs for enjoyable collaborations and A. Pomarol for discussions.
## References
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# An associative memory of Hodgkin-Huxley neuron networks with Willshaw-type synaptic couplings *footnote **footnote *E-print: cond-mat/0007198
## Acknowledgements
This work is partly supported by a Grant-in-Aid for Scientific Research from the Japanese Ministry of Education, Science and Culture.
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# 1 Introduction
## 1 Introduction
The early studies of the chiral Ward identities in QCD revealed that the vacuum energy density depends on the vacuum angle $`\theta `$ through the ratio $`\theta /N_f`$, where $`N_f`$ is the number of quarks with mass $`m_q\mathrm{\Lambda }`$. Shortly after, Witten and Di Vecchia and Veneziano showed that this structure occurs naturally, provided that there exist $`N_f`$ states in the theory such that one of them is the true vacuum, while others are local extrema; all are intertwined in the process of โthe $`\theta `$ evolution.โ Namely, in passage from $`\theta =0`$ to $`\theta =2\pi `$, from $`\theta =2\pi `$ to $`\theta =4\pi `$, and so on, the roles of the above states interchange: one of the local extrema becomes the global minimum and vice versa. This would imply, with necessity, that at $`\theta =k\pi `$ (where $`k`$ is an odd integer) there are two degenerate vacuum states. Such a group of intertwined states will be referred to as the โvacuum family.โ The crossover at $`\theta =\pi `$, $`3\pi `$, etc. is called the Dashen phenomenon .
This picture was confirmed by a detailed examination of effective chiral Lagrangians (for a recent update see ). For two and three light quarks with equal masses it was found that the vacuum family consists of two or three states respectively; one of them is a global minimum of the potential, while others are local extrema.<sup>1</sup><sup>1</sup>1We stress that the states from the vacuum family need not necessarily lie at the minima of the energy functional. As was shown by Smilga , at certain values of $`\theta `$ some may be maxima. Those which intersect at $`\theta =k\pi `$ ($`k`$ odd) are certainly the minima at least in the vicinity of $`\theta =k\pi `$. At $`\theta =\pi `$ the levels intersect. Thus, Crewtherโs dependence on $`\theta /N_f`$ emerges.
On the other hand, the examination of the effective chiral Lagrangian with the realistic values of the quark masses, $`m_d/m_u1.8,m_s/m_d20`$, yields a drastically different picture โ the vacuum family disappears (shrinks to one state); the crossover phenomenon at $`\theta =\pi `$ is gone as well.
This issue remained in a dormant state for some time. Recently arguments were given that the โquasivacuaโ (i.e. local minima of the energy functional), which together with the true vacuum form a vacuum family, is an indispensable feature of gluodynamics. The first argument in favor of this picture derives from supersymmetric gluodynamics, with supersymmetry softly broken by a gluino mass term. The same conclusion was reached in Ref. based on a D-brane construction in the limit of large $`N_c`$. In fact, one can see that in both approaches the number of states in the vacuum family scales as $`N_c`$. Finally, an additional argument may be found in a cusp structure which develops once one sums up subleading in $`1/N_c`$ terms in the effective $`\eta ^{}`$ Lagrangian. At $`N_c=\mathrm{}`$ the states from the vacuum family are stable, and so are the domain walls interpolating between them .
When $`N_c<\mathrm{}`$ the degeneracy and the vacuum stability is gone, strictly speaking. It is natural to ask what happens if one switches on the axion field. This generically leads to the formation of the axion domain walls. The axion domain wall presents an excellent set-up for studying the properties of the QCD vacuum under the $`\theta `$ evolution. Indeed, inside the axion wall, the axion field (which, in fact, coincides with an effective $`\theta `$) changes slowly from zero to $`2\pi `$. The characteristic length scale, determined by the inverse axion mass $`m_a^1`$, is huge in the units of QCD, $`\mathrm{\Lambda }^1`$. Therefore, by visualizing a set of spatial slices parallel to the axion wall, separated by distances $`\mathrm{\Lambda }^1`$, one obtains a chain of QCD laboratories with distinct values of $`\theta _{\mathrm{eff}}`$ slowly varying from one slice to another. In the middle of the wall $`\theta _{\mathrm{eff}}=\pi `$.
Intuitively, it seems clear that in the middle of the axion wall, the effective value of $`\theta _{\mathrm{eff}}=\pi `$. Thus, in the central part of the wall the hadronic sector is effectively in the regime with two degenerate vacua, which entails a stable gluonic wall as a core of the axion wall. In fact, we deal here with an axion wall โsandwich.โ Its core is the so-called D wall, see .
Below we will investigate this idea more thoroughly. We also address the question whether this phenomenon persists in the theory with light quarks, i.e., in real QCD. Certainly, in the limit $`N_c=\mathrm{}`$ the presence of quarks is unimportant, and the axion wall will continue to contain the D-wall core. As we lower the number of colors, however, below some critical number it is inevitable that the regime must change, the gluonic core must disappear as a result of the absence of the crossover. The parameter governing the change of the regimes is $`\mathrm{\Lambda }/N_c`$ as compared to the quark mass $`m_q`$. At $`m_q\mathrm{\Lambda }/N_c`$, even if one forces the axion field to form a wall, effectively it is screened by a dynamical phase whose origin can be traced to the $`\eta ^{}`$, so that in the central part of the axion wall the hadronic sector does not develop two degenerate vacua. The D walls cannot be accessed in this case via the axion wall.
A part of this paper is of a review character. We collect relevant assertions scattered in the literature. The main original results โ the occurrence of the D-wall core inside the axion wall in pure gluodynamics and in QCD with $`\mathrm{\Lambda }m_q\mathrm{\Lambda }/N_c`$ โ are presented in Secs. 4 โ 7.
Recently, the issue of hadronic components of the axion wall in the context of a potential with cusps was addressed in . However, the gluonic component of the axion walls was not studied. The $`\eta ^{}`$ component in the axion walls was considered in . As far as we understand, in actuality the $`\eta ^{}`$ component is totally unstable, and cannot be discussed in the static regime.
## 2 Invisible Axion and Axion Walls
In this section we briefly review the axion set-up, mainly with the purpose of setting the relevant notation.
The axion was originally introduced by Weinberg and Wilczek to solve the strong $`CP`$ problem which arises in QCD if physics at very short distances (say, of order the Planck scale) generates a non-vanishing $`\theta `$ term. In the original version the axion was coupled directly to the light $`u,d`$ and $`s`$ quarks.
Shortly after, it became clear that the original construction of Weinberg and Wilczek is not viable from the phenomenological standpoint and the axion mechanism was further developed: โinvisible axionsโ were introduced. The concrete version we will keep in mind is the KSVZ axion (although other versions can be considered too ). One introduces a complex scalar field $`\varphi `$ coupled to a hypothetical quark field $`Q`$ in the fundamental representation of the color SU(3), with no weak interactions,
$`\mathrm{\Delta }=\varphi \overline{Q}_RQ_L+\text{H.c.}.`$ (1)
The modulus of $`\varphi `$ is assumed to develop a large vacuum expectation value $`f/\sqrt{2}`$, while the argument of $`\varphi `$ becomes the axion field $`a`$, modulo normalization,
$`a(x)=f\alpha (x),\alpha (x)\text{Arg}\varphi (x),f\mathrm{\Lambda }.`$ (2)
Then the low-energy coupling of the axion to the gluon field is
$`\mathrm{\Delta }={\displaystyle \frac{1}{f}}a{\displaystyle \frac{g^2}{32\pi ^2}}G_{\mu \nu }^a\stackrel{~}{G}_{\mu \nu }^a,`$ (3)
so that the QCD Lagrangian depends on the combination $`\theta +\alpha (x)`$.
In general, one could introduce more than one fundamental field $`Q`$, or introduce them in a higher representation of the color group. Then, the axion-gluon coupling (3) acquires an integer multiplier $`N`$,
$`\mathrm{\Delta }^{}={\displaystyle \frac{1}{f}}aN{\displaystyle \frac{g^2}{32\pi ^2}}G_{\mu \nu }^a\stackrel{~}{G}_{\mu \nu }^a.`$ (4)
This $`N`$ is sometimes referred to as the axion index, not to be confused with $`๐ฉ`$ of extended supersymmetry, nor with $`N_c`$, the number of colors. The minimal axion corresponds to $`N=1`$. In the general case the QCD Lagrangian depends on the combination $`\theta +N\alpha (x)`$. The phenomenon of formation of the axion domain walls is being discussed in the literature for a long time . The character of the axion walls depends on $`N`$. For $`N=1`$ there is no physical vacuum degeneracy (except at $`\theta =\pi `$). Since the wall interpolates between the vacuum and its โ$`2\pi `$ copyโ it can be bounded by a closed axion string (see Ref. for a review). Thus, such a wall can have a finite longitudinal extent. This wall is classically unstable as it shrinks its size down by emitting axions. Moreover, the $`N=1`$ axion walls are, strictly speaking, unstable even if they have an infinite extent. They can decay quantum mechanically. The decay process is due to tunneling between the identical vacua separated by a barrier. In fact, a hole can be created in the wall โ a domain where the modulus of the field $`\varphi f/\sqrt{2}`$ vanishes, and its phase can be โunwind.โ This hole then expands to infinity removing the wall completely. Numerically this process is extremely suppressed due to the fact that $`f`$ is very large in the vacuum, and suppressing $`|\varphi |`$ to make a hole in the wall costs a lot of energy. The suppression factor for tunneling was estimated to be $`\mathrm{exp}\left\{(\mathrm{const}f^2m_a^2)\mathrm{ln}(f^2m_a^2)\right\}`$. Thus, the infinite-extent wall can be considered stable for all practical purposes.
If $`N2`$, there is a residual vacuum degeneracy of the $`Z_N`$ type; the walls connecting distinct vacua must have infinite area and must be perfectly topologically stable (they are cosmologically unacceptable, since they would over-close the Universe ).
Since we have little to add on the process of the wall formation in the early universe, for our purposes โ consideration of the walls in the static environment โ the distinction between $`N=1`$ and $`N2`$ is unimportant. For simplicity we will deal with the $`N=1`$ axions. All formulae are readily adjustable for $`N=2`$ and higher.
## 3 Two Scenarios (A Signature of the Hadronic Core)
The invisible axion is very light. Integrating out all other degrees of freedom and studying the low-energy axion effective Lagrangian must be a good approximation. The axion effective potential in QCD can be of two distinct types.
Assuming that for all values of $`\theta `$ the QCD vacuum is unique one arrives at the axion effective Lagrangian of the form
$`_a=f^2\left[{\displaystyle \frac{1}{2}}(_\mu \alpha )^2+m_a^2\left(\mathrm{cos}(\alpha +\theta )1\right)\right].`$ (5)
The axion potential does not have to be (and generically is not) a pure cosine; it may have higher harmonics. In the general case it is a smooth periodic function of $`\alpha +\theta `$, with the period $`2\pi `$. For illustration we presented the potential as a pure cosine. This does not change the overall picture in the qualitative aspect.
As we will see below, a smooth effective potential of the type (5) emerges even if the (hadronic) vacuum family is non-trivial, but the transition between the distinct hadronic vacua does not occur inside the axion wall. This is the case with very light quarks, $`m_q\mathrm{\Lambda }/N_c`$. In the opposite limit, one arrives at the axion potential with cusps, considered below.
In the theory (5) one finds the axion walls interpolating between the vacuum state at $`\alpha =\theta `$ and the same vacuum state at $`\alpha =\theta +2\pi `$,
$`\alpha (z)+\theta =4\mathrm{arctan}(e^{m_az}),`$ (6)
where the wall is assumed to lie in the $`xy`$ plane, so that the wall profile depends only on $`z`$. This is the most primitive โ$`2\pi `$ wall.โ
The tension of this wall is obviously of the order of
$`T_1f^2m_a.`$ (7)
Taking into account that $`f^2m_a^2\chi `$ where $`\chi `$ is the topological susceptibility of the QCD vacuum, we get
$`T_1\chi /m_a.`$ (8)
The inverse proportionality to $`m_a`$ is due to the fact that the transverse size of the axion wall is very large.
Let us now discuss the axion effective potential of the second type. In this case the potential has cusps, as is the case in pure gluodynamics, where the axion effective Lagrangian is of the form
$`_a={\displaystyle \frac{f^2}{2}}(_\mu \alpha )^2+\underset{\mathrm{}}{\mathrm{min}}\left\{N_c^2\mathrm{\Lambda }^4\mathrm{cos}{\displaystyle \frac{\alpha +2\pi \mathrm{}}{N_c}}\right\},`$ (9)
(for a more detailed discussion see below). Here the $`\theta `$ angle was absorbed in the definition of the axion field. The axion wall interpolates between $`\alpha =0`$ and $`\alpha =2\pi `$.
What is the origin of this cusp? The cusps reflect a restructuring in the hadronic sector. When one (adiabatically) interpolates in $`\alpha `$ from $`0`$ to $`2\pi `$ a gluonic order parameter, for instance $`G\stackrel{~}{G}`$, necessarily experiences a restructuring in the middle of the wall corresponding to the restructuring of heavy gluonic degrees of freedom. In other words, one jumps from the hadronic vacuum which initially (at $`\alpha =0`$) had $`G\stackrel{~}{G}=0`$ into the vacuum in which initially $`G\stackrel{~}{G}0`$. Upon arrival to $`\alpha =2\pi `$, we find $`G\stackrel{~}{G}=0`$ again. This implies that the central part of such an axion wall is dominated by a gluonic wall. Thus, the cusp at $`\alpha =\pi `$ generically indicates the formation of a hadronic core, the D wall in the case at hand.
Returning to the question of the tension we note that
$`\chi `$ $``$ $`\mathrm{\Lambda }^4N_c^0,m_a\mathrm{\Lambda }^2N_c^0f^1\text{in pure gluodynamics},`$
$`\chi `$ $``$ $`\mathrm{\Lambda }^3N_cm_q,m_a\mathrm{\Lambda }^{3/2}m_q^{1/2}N_c^{1/2}f^1\text{in QCD with light quarks},`$ (10)
which implies, in turn,
$`T_1\{\begin{array}{c}f\mathrm{\Lambda }^2N_c^0\text{in pure gluodynamics}\hfill \\ f\mathrm{\Lambda }^{3/2}m_q^{1/2}N_c^{1/2}\text{in QCD with light quarks}.\hfill \end{array}`$ (13)
Here $`m_q`$ is the light quark mass.
The presence of the large parameter $`f`$ in $`T_1`$ makes the axion halo the dominant contributor to the wall tension. The contribution of the hadronic component contains only hadronic parameters, although it may have a stronger dependence on $`N_c`$. Examining the cusp with an appropriately high resolution one would observe that it is smoothed on the hadronic scale, where the hadronic component of the axion wall โsandwichโ would become visible. The cusp carries a finite contribution to the wall tension which cannot be calculated in the low-energy approximation . To this end one needs to consider the hadronic core explicitly. The tension of the core $`T_{\mathrm{core}}\mathrm{\Lambda }^3N_c`$, while the tension of the axion halo $`T_{\mathrm{halo}}f\mathrm{\Lambda }^2`$ (in pure gluodynamics).
We pause here to make a comment on the literature. The consideration of the axion walls in conjunction with hadrons dates back to the work of Huang and Sikivie, see Ref. . This work treats the Weinberg-Wilczek $`N=2`$ axion in QCD with two light flavors, which is replaced by a chiral Lagrangian for the pions, to the leading order (quadratic in derivatives and linear in the light quark masses). It is well-known that in this theory the crossover phenomenon takes place at $`m_u=m_d`$. In the realistic situation, $`(m_dm_u)/(m_d+m_u)0.3`$ considered in Ref. , there is no crossover. The pions can be integrated over, leaving one with an effective Lagrangian for the axion of the type (5) (with $`\alpha 2\alpha `$). The potential is not pure cosine, higher harmonics occur too. The axion halo exhausts the wall, there is no hadronic core in this case.
At the same time, Huang and Sikivie (see Ref. ) found an explicit solution for the โ$`\pi ^0`$โ component of the wall. In fact, this is an illusion. The Huang-Sikivie (HS) solution refers to the bare $`\pi ^0`$ field. To find the physical $`\pi ^0`$ field one must diagonalize the mass matrix at every given value of $`\alpha `$ (the bare $`f\alpha `$ is the physical axion field up to small corrections $`f_\pi ^2/f^2`$ where $`f_\pi `$ stands for the pion decay constant). Once this is done, one observes that the physical pion field, which is a combination of the bare pion and $`f\alpha `$, is not excited in the HS solution. The equation (2.16) in the HS paper is exactly the condition of vanishing of the physical pion in the wall profile. This explains why the wall thickness in the HS work is of order $`m_a^1`$, with no traces of the $`m_\pi ^1`$ component. The crossover of the hadronic vacua at $`\alpha =\pi /2`$ (remember, this is $`N=2`$ model) could be recovered in the Huang-Sikivie analysis at $`m_u=m_d`$. However, the chiral pion Lagrangian predicts in the two-quark case the vanishing of the pion mass in the middle of the wall, for accidental reasons. This is explained in detail by A. Smilga, Ref. .
## 4 Vacuum Structure in Gluodynamics with Invisible Axion
First we will summarize arguments in favor of the existence of a nontrivial vacuum family in pure gluodynamics.
The first indication that the crossover phenomenon may exist in gluodynamics comes from supersymmetric Yang-Mills theory, with supersymmetry being broken by a gluino mass term. The same conclusion was reached in Ref. based on a D-brane construction in the limit of large $`N_c`$. In both approaches the number of states in the vacuum family is $`N_c`$.
The Lagrangian of softly broken supersymmetric gluodynamics is
$`L`$ $`=`$ $`{\displaystyle \frac{1}{g^2}}\left\{{\displaystyle \frac{1}{4}}G_{\mu \nu }^aG_{\mu \nu }^a+i\overline{\lambda }_{\dot{\alpha }}^aD^{\dot{\alpha }\alpha }\lambda _\alpha ^a\left(m\lambda _\alpha ^a\lambda ^{a\alpha }+\text{H.c.}\right)\right\}`$ (14)
$`+`$ $`\theta {\displaystyle \frac{1}{32\pi ^2}}G_{\mu \nu }^a\stackrel{~}{G}_{\mu \nu }^a,`$
where $`m`$ is the gluino mass which is assumed to be small, $`m\mathrm{\Lambda }`$.
There are $`N_c`$ distinct chirally asymmetric vacua, which (in the $`m=0`$ limit) are labeled by
$`\lambda ^2_{\mathrm{}}=N_c\mathrm{\Lambda }^3\mathrm{exp}\left(i{\displaystyle \frac{\theta +2\pi \mathrm{}}{N_c}}\right),\mathrm{}=0,1,\mathrm{},N_c1.`$ (15)
At $`m=0`$ there are stable domain walls interpolating between them . Setting $`m0`$ we eliminate the vacuum degeneracy. To first order in $`m`$ the vacuum energy density in this theory is
$`={\displaystyle \frac{m}{g^2}}\lambda ^2+\text{H.c.}=mN_c^2\mathrm{\Lambda }^3\mathrm{cos}{\displaystyle \frac{\theta +2\pi \mathrm{}}{N_c}}.`$ (16)
Degeneracy of the vacua is gone. As a result, all the metastable vacua will decay very quickly. Domain walls between them, will be moving toward infinity because of the finite energy gradient between two adjacent vacua. Eventually one ends up with a single true vacuum state in the whole space.
For each given value of $`\theta `$ the ground state energy is given by
$`(\theta )=\mathrm{min}_{\mathrm{}}\left\{mN_c^2\mathrm{\Lambda }^3\mathrm{cos}{\displaystyle \frac{\theta +2\pi \mathrm{}}{N_c}}\right\}.`$ (17)
At $`\theta =\pi `$, $`3\pi `$, โฆ, we observe the vacuum degeneracy and the crossover phenomenon. If there is no phase transition in $`m`$, this structure will survive, qualitatively, even at large $`m`$ when the gluinos disappear from the spectrum, and we recover pure gluodynamics.
Based on a D-brane construction Witten showed that in pure SU($`N_c`$) (non-supersymmetric) gluodynamics in the limit $`N_c\mathrm{}`$ a vacuum family does exist:<sup>2</sup><sup>2</sup>2This was shown in Ref. assuming that there is no phase transition in a certain parameter of the corresponding D-brane construction. In terms of gauge theory, this assumption amounts of saying that there is no phase transition as one interpolates to the strong coupling constant regime. Thus, the arguments of have the same disadvantage as those of SUSY gluodynamics where one had to assume the absence of the phase transition in the gluino mass. the theory has an infinite group of states (one is the true vacuum, others are non-degenerate metastable โvacuaโ) which are intertwined as $`\theta `$ changes by $`2\pi \times (\mathrm{integer})`$, with a crossover at $`\theta =\pi \times `$(odd integer). The energy density of the $`k`$-th state from the family is
$`_k(\theta )=N_c^2\mathrm{\Lambda }^4F\left({\displaystyle \frac{\theta +2\pi k}{N_c}}\right),`$ (18)
where $`F`$ is some $`2\pi `$-periodic function, and the truly stable vacuum for each $`\theta `$ is obtained by minimizing $`_k`$ with respect to $`k`$,
$`(\theta )=N_c^2\mathrm{\Lambda }^4\text{min}_kF\left({\displaystyle \frac{\theta +2\pi k}{N_c}}\right),`$ (19)
much in the same way as in Eq. (17).
At very large $`N_c`$ Eq. (19) takes the form
$`(\theta )=\mathrm{\Lambda }^4\mathrm{min}_k(\theta +2\pi k)^2+๐ช\left({\displaystyle \frac{1}{N_c}}\right).`$ (20)
The energy density $`(\theta )`$ has its absolute minimum at $`\theta =0`$. At $`N_c=\mathrm{}`$ the โvacuaโ belonging to the vacuum family are stable but non-degenerate. To see that the lifetime of the metastable โvacuumโ goes to infinity in the large $`N_c`$ limit one can consider the domain walls which separate these vacua . These walls are seen as wrapped D branes in the construction of , and they indeed resemble many properties of the QCD D branes on which a QCD string could end. We refer to them as D walls because of their striking similarity to D2 branes. The consideration of the D walls has been carried out and leads to the conclusion that the lifetimes of the quasivacua go to infinity as $`\mathrm{exp}(\text{const}N_c^4)`$.
Moreover, it was argued that the width of these wall scales as $`1/N_c`$ both, in SUSY and pure gluodynamics. To reconcile this observation with the fact that masses of the glueball mesons scale as $`N_c^0`$, we argued that there should exist heavy (glue) states with masses $`N_c`$ out of which the walls are built. The D-brane analysis , effective Lagrangian arguments and analysis of the wall junctions , support this interpretation. These heavy states resemble properties of the D0 branes. The analogy is striking, as the D0 branes make the D2 branes from the standpoint of the M(atrix) theory , so these QCD โzero-branesโ make the QCD D2 branes (i.e. domain walls).<sup>3</sup><sup>3</sup>3See also closely related discussions in Ref. . The distinct vacua from the vacuum family differ from each other by a restructuring of these heavy degrees of freedom. They are essentially decoupled from the glueballs in the large $`N_c`$ limit.
Now we switch on the axion
$`\mathrm{\Delta }={\displaystyle \frac{1}{2}}f^2(_\mu \alpha )(^\mu \alpha )+{\displaystyle \frac{\alpha }{32\pi ^2}}G_{\mu \nu }^a\stackrel{~}{G}_{\mu \nu }^a,`$ (21)
with the purpose of studying the axion walls. The potential energy $`(\theta )`$ in Eq. (19) or (20) is replaced by $`(\theta +\alpha )`$.
Since the hadronic sector exhibits a nontrivial vacuum family and the crossover<sup>4</sup><sup>4</sup>4For nonminimal axions, with $`N2`$, the crossover occurs at $`\alpha =k\pi /N`$. at $`\theta =\pi ,3\pi `$, etc., strictly speaking, it is impossible to integrate out completely the hadronic degrees of freedom in studying the axion walls. If we want to resolve the cusp, near the cusp we have to deal with the axion field plus those hadronic degrees of freedom which restructure. In the middle of the wall, at $`\alpha =\pi `$, it is mandatory to jump from one hadronic vacuum to another โ only then the energy of the overall field configuration will be minimized and the wall be stable. Thus, in gluodynamics the axion wall acquires a D-wall core by necessity.
One can still integrate out the heavy degrees of freedom everywhere except a narrow strip (of a hadronic size) near the middle of the wall. Assume for simplicity that there are two states in the hadronic family. Then the low-energy effective Lagrangian for the axion field takes the form (9). The domain wall profile will also exhibit a cusp in the second derivative. The wall solution takes the form
$`\alpha (z)=\{\begin{array}{c}8\mathrm{arctan}\left(e^{m_az}\mathrm{tan}\frac{\pi }{8}\right),\text{at }z<0\hfill \\ 2\pi +8\mathrm{arctan}\left(e^{m_az}\mathrm{tan}\frac{3\pi }{8}\right),\text{at }z>0,\hfill \end{array}`$ (24)
where the wall center is at $`z=0`$.
Examining this cusp with an appropriately high resolution one would observe that it is smoothed on the hadronic scale, where the hadronic component of the axion wall โsandwichโ would become visible. The cusp carries a finite contribution to the wall tension which cannot be calculated in the low-energy approximation but can be readily estimated, $`T_{\mathrm{core}}\mathrm{\Lambda }^3N_c`$.
Below we will examine this core manifestly in a toy solvable model. Before doing so, however, we want to elucidate the issue of the peculiar $`N_c`$ dependence (or, better to say, its absence), in Eq. (20).
## 5 Description in Terms of a Three-Index Field
The expression for the vacuum energy density (20) seems somewhat puzzling from the point of view of the gluon Lagrangian. Indeed, there are $`N_c^21`$ degrees of freedom in gluodynamics. Therefore, naively, one expects that the vacuum energy density in the large $`N_c`$ limit scales as $`N_c^2`$. However, the leading term in Eq. (20) scales as $`N_c^0`$. As a possible explanation, one could think of a colorless massless excitation which would give rise to the energy density (20). However, there are no physical massless states in gluodynamics.
The explanation to this apparent puzzle might come if one introduces a colorless composite three-index field which does not propagate any physical degrees of freedom . On the other hand, this field gives rise to precisely the vacuum energy (20). In a sense, this field is similar to the photon in (1+1)-dimensional QED, where a vector particle has no physical degrees of freedom, but it can create a constant electric field background which produces a nonzero energy.
The three-index field in gluodynamics is defined as follows:
$`{\displaystyle \frac{g^2}{32\pi ^2}}G_{\mu \nu }^a\stackrel{~}{G}_{\mu \nu }^a={\displaystyle \frac{\epsilon ^{\mu \nu \alpha \beta }H_{\mu \nu \alpha \beta }}{4!}}={\displaystyle \frac{\epsilon ^{\mu \nu \alpha \beta }_{[\mu }C_{\nu \alpha \beta ]}}{4!}},`$ (25)
where $`H_{\mu \nu \alpha \beta }`$ is the field strength for the potential $`C_{\mu \nu \alpha }`$, and the square brackets denote antisymmetrisation over all indices. Hence, the $`C_{\mu \nu \alpha }`$ field can be expressed through the gluon fields $`A_\mu ^a`$ as follows:
$`C_{\mu \nu \alpha }={\displaystyle \frac{1}{16\pi ^2}}(A_\mu ^a\overline{}_\nu A_\alpha ^aA_\nu ^a\overline{}_\mu A_\alpha ^aA_\alpha ^a\overline{}_\nu A_\mu ^a+2f_{abc}A_\mu ^aA_\nu ^bA_\alpha ^c).`$ (26)
Here $`f_{abc}`$ denote the structure constants of the corresponding gauge group. The derivative in this expression is defined as $`A\overline{}BA(B)(A)B`$. Note that the $`C_{\nu \alpha \beta }`$ field is not a gauge invariant quantity. If the gauge transformation parameter is denoted as $`\mathrm{\Lambda }^a`$, the three-index field transforms as
$`C_{\nu \alpha \beta }C_{\nu \alpha \beta }+_\nu \mathrm{\Lambda }_{\alpha \beta }_\alpha \mathrm{\Lambda }_{\nu \beta }_\beta \mathrm{\Lambda }_{\alpha \nu },`$ (27)
where $`\mathrm{\Lambda }_{\alpha \beta }A_\alpha ^a_\beta \mathrm{\Lambda }^aA_\beta ^a_\alpha \mathrm{\Lambda }^a`$. However, the expression for the field strength $`H_{\mu \nu \alpha \beta }`$ is gauge invariant.
At energies below $`\mathrm{\Lambda }`$, all massive glueballs decouple from the effective Lagrangian of gluodynamics. Thus, no physical excitations are left. However, there should exist a kinetic term for the $`C`$ field in the low-energy Lagrangian . This is related to the fact that the correlator of the vacuum topological susceptibility $`\chi `$ at zero momentum is non-zero in gluodynamics. Neglecting all higher derivative terms and also terms suppressed in the large $`N_c`$ limit one arrives at the effective Lagrangian for the $`C`$ field of the form
$`{\displaystyle \frac{1}{2\times 4!\chi }}H_{\mu \nu \alpha \beta }^2+\theta {\displaystyle \frac{\epsilon ^{\mu \nu \alpha \beta }H_{\mu \nu \alpha \beta }}{4!}}+๐ช({\displaystyle \frac{^2}{\mathrm{\Lambda }^2}},{\displaystyle \frac{1}{N_c^2}}).`$ (28)
The first term in this expression reproduces the proper correlation function for the topological susceptibility. The second contribution is just the $`\theta `$ term. Once this Lagrangian is set, it is easy to show that the classical equations of motion have a constant solution
$`H_{\mu \nu \alpha \beta }=\chi (\theta +2\pi k)\epsilon _{\mu \nu \alpha \beta },`$ (29)
which reproduces the correct large $`N_c`$ expression for the energy density (20). Note that this solution persists even if higher derivatives are included in (28). Moreover, since the $`H`$ field does not propagate the dynamical degrees of freedom, the large $`N_c`$ classical solution (29) is also exact quantum-mechanically.
In this approach, the multiple structure in (20) is related to the quantization of the topological charge . This provides an explanation for the expression (20) from the point of view of gluodynamics.
The three-index field $`C`$ can naturally couple to a D wall. The corresponding charge of the D wall is related to the instanton number in gluodynamics . Thus, the D walls are the sources of a constant โelectricโ field (29) which produces the vacuum energy density (20).
Let us now discuss the mixing of the three-index field with the axion, after the latter is switched on. At low energies, when all glueballs are decoupled, two new terms emerge in the effective Lagrangian,
$`{\displaystyle \frac{1}{2}}(_\mu a)^2+{\displaystyle \frac{a}{f}}{\displaystyle \frac{\epsilon ^{\mu \nu \alpha \beta }_\mu C_{\nu \alpha \beta }}{3!}}.`$ (30)
It is known that the pseudoscalar field in four-dimensions is dual to a two-index antisymmetric gauge field, $`B_{\mu \nu }`$ . That is to say, the axion Lagrangian (30) can be rewritten in terms of a two-index field. The topological charge density, to which the axion is coupled in (30), is rewritten in terms of a three-index field $`C_{\mu \nu \alpha }`$ (25). It is intriguing to understand what happens with these three- and two-index fields after they are coupled to each other (see also a related discussions in ).
We can rewrite (30) in the following equivalent form:
$`{\displaystyle \frac{1}{2}}\rho _\mu ^2+\rho _\mu ^\mu a+{\displaystyle \frac{a}{f}}{\displaystyle \frac{\epsilon ^{\mu \nu \alpha \beta }_\mu C_{\nu \alpha \beta }}{3!}}.`$ (31)
Here we have introduced an auxiliary field $`\rho _\mu `$. Equations (30) and (31) are equivalent โ to see this one integrates out $`\rho _\mu `$ and substitutes the result $`\rho _\mu =_\mu a`$ into (31).
On the other hand, we could first integrate over the axion field in (31). This gives rise to the following relation:
$`\rho _\mu ={\displaystyle \frac{1}{f}}\epsilon _{\mu \nu \alpha \beta }{\displaystyle \frac{C^{\nu \alpha \beta }+^{[\nu }B^{\alpha \beta ]}}{3!}},`$ (32)
where we have introduced an antisymmetric two-index field $`B_{\alpha \beta }`$. Using the relation (32), we find that (31) (or equivalently (30)) is proportional to
$`{\displaystyle \frac{1}{f^2}}\left(C_{\nu \alpha \beta }+_{[\nu }B_{\alpha \beta ]}\right)^2.`$ (33)
The sum in the parenthesis is gauge invariant. In fact, it is invariant under both, the Abelian transformations on the $`B`$ field, and the non-Abelian transformations of gluons. As we mentioned earlier, this latter transformation does not leave $`C`$ invariant. The invariance in (33) is restored, however, due to compensating transformations of the $`B`$ field .
At low energies, when all glueballs are decoupled, the expression (33) should be combined with the $`\theta `$ term and the gauge invariant kinetic term for $`C`$ given in (28). As a result, the expression (33) is nothing but the gauge invariant mass term for the three-index field which is a superposition of $`C`$ and $`B`$ fields. In other wards, a mixed state of the $`C`$ field and the $`B`$ field produces a state with the mass
$`m_a^2={\displaystyle \frac{\chi }{f^2}}.`$ (34)
This is the physical axion (similar results were first obtained in a different context in Ref. by studying correlation functions of the three-index field. This is equivalent to the effective Lagrangian approach adopted here).
Summarizing, we started from gluodynamics where the $`C`$ field had no physical components. The D walls were the sources of the $`C`$ field. After the axion (represented by $`B`$) is switched on, the $`C`$ field and the bare axion mix. The mixed three-index field becomes massive and propagates one massive physical degree of freedom, the physical axion.
The direct physical consequence of this phenomenon is that the three-form charge of a D wall in a theory with the axion is screened. As a result, there will be a stationary and stable wall in the theory โ a superposition of the axion and D wall in its core. In the next section we will explicitly find this domain wall โsandwichโ in a toy model.
## 6 An Illustrative Model
To quantitatively describe the axion walls with the D wall core one has to solve QCD, which is way beyond our possibilities. Our task is more modest. We would like to obtain a qualitative description of the axion wall sandwich which, with luck, can become semi-quantitative. To this end we want to develop toy models. An obvious requirement to any toy model is that it must qualitatively reproduce the basic features of the vacuum structure which we expect in QCD. In SUSY gluodynamics it was possible to write down a toy model with a $`๐_{N_c}`$ symmetry which โintegrates inโ the heavy degrees of freedom and allows one to investigate the BPS domain walls in the large $`N_c`$ limit (see also ). We will suggest a similar model in (non-supersymmetric) QCD, then switch on axions, and study the axion domain walls in a semi-realistic setting. In this model we will be able to find exact solutions for the D walls and the axion walls.
Here is our a simple toy model which has a proper vacuum structure. If an appropriate (complex) glue order parameter is denoted by $`\mathrm{\Phi }`$, the modulus and phase of this field describe the $`0^{++}`$ and $`0^+`$ channels of the theory, respectively. The toy model Lagrangian is
$``$ $`=`$ $`N_c^2(_\mu \mathrm{\Phi })^{}(_\mu \mathrm{\Phi })V(\mathrm{\Phi },\mathrm{\Phi }^{}),V=V_0+V_1,`$
$`V_0`$ $`=`$ $`N_c^2A^2\left|1\mathrm{\Phi }^{N_c}e^{i\theta }\right|^2,`$
$`V_1`$ $`=`$ $`\left\{{\displaystyle \frac{\chi N_c^2}{2}}\mathrm{\Phi }\left[1+{\displaystyle \frac{1}{N_c}}(1\mathrm{\Phi }^{N_c}e^{i\theta })\right]+{\displaystyle \frac{\chi N_c^2}{2}}\right\}+\text{H.c.}.`$ (35)
Here $`A`$ is a numerical constant of order one, and $`\chi `$ is the vacuum topological susceptibility in pure gluodynamics (note that $`\chi `$ is independent of $`N_c`$). The scale parameter $`\mathrm{\Lambda }`$ is set to unity.
This model has the vacuum family composed of $`N_c`$ states. Indeed, the minima of the energy are determined from the equations
$`{\displaystyle \frac{V}{\mathrm{\Phi }}}|_{\mathrm{vac}}={\displaystyle \frac{V}{\mathrm{\Phi }^{}}}|_{\mathrm{vac}}=0,`$ (36)
which have the following solutions:
$`\mathrm{\Phi }_{\mathrm{}\mathrm{vac}}=\mathrm{exp}\left(i{\displaystyle \frac{\theta +2\pi \mathrm{}}{N_c}}\right),\mathrm{}=0,1,\mathrm{},N_c1.`$ (37)
In the $`\mathrm{}`$-th minimum $`V_0`$ vanishes, while $`V_1`$ produces a non-vanishing vacuum energy density,
$`_{\mathrm{}}=\chi N_c^2\left\{1\mathrm{cos}\left({\displaystyle \frac{\theta +2\pi \mathrm{}}{N_c}}\right)\right\}.`$ (38)
For each given $`\theta `$ the genuine vacuum is found by minimization,
$`(\theta )=N_c^2\chi \text{min}_{\mathrm{}}\left\{1\mathrm{cos}\left({\displaystyle \frac{\theta +2\pi \mathrm{}}{N_c}}\right)\right\}.`$ (39)
The remaining $`N_c1`$ minima are quasivacua. Once the heavy field $`\mathrm{\Phi }`$ is integrated out, the vacuum energy is given by the expression (39); it has cusps at $`\theta =\pi ,3\pi `$ and so on. Needless to say that the potential (35) has no cusps.
We will first consider the model (35) without the axion field, at $`\theta =0`$, in the limit $`N_c=\mathrm{}`$. In this limit the false vacua from the vacuum family are stable.
The classical equation of motion defining the wall is
$`N_c^2\mathrm{\Phi }_{}^{}{}_{}{}^{\prime \prime }={\displaystyle \frac{V}{\mathrm{\Phi }}},`$ (40)
where primes denote differentiation with respect to $`z`$ (we look for a solution which depends on the $`z`$ coordinate only).
This is a differential equation of the second order. It is possible, however, to reduce it to a first order equation. Indeed, Eq. (40) has an obvious โintegral of motionโ (โenergyโ),
$`N_c^2\mathrm{\Phi }_{}^{}{}_{}{}^{}\mathrm{\Phi }^{}V=\text{Const}=0,`$ (41)
where the second equality follows from the boundary conditions. In the large $`N_c`$ limit one can parametrize the field $`\mathrm{\Phi }`$ as follows ($`\rho 1`$):
$`\mathrm{\Phi }1+{\displaystyle \frac{\rho }{N_c}}.`$ (42)
Taking the square root of Eq. (41), substituting Eq. (42) and neglecting the terms of the subleading order in $`1/N_c`$ we arrive at
$`\overline{\rho }^{}=iAN_c\left(1\mathrm{exp}\rho \right).`$ (43)
The phase on the right-hand side can be chosen arbitrarily. The choice in Eq. (43) is made in such a way as to make it compatible with the boundary conditions for the wall interpolating between $`\mathrm{\Phi }_{\mathrm{vac}}=1`$ and $`\mathrm{\Phi }_{\mathrm{vac}}=\mathrm{exp}(2\pi i/N_c)`$. This is precisely the expression that defines the domain walls in SUSY gluodynamics . It is not surprising that the same equation determines the D walls in non-SUSY gluodynamics โ the fermion-induced effects are not important for the D walls in the large $`N_c`$ limit.
The solution of this equation was obtained in . In the parametrization $`\rho =\sigma +i\tau `$ the solution takes the form:
$`\mathrm{cos}\tau =(\sigma +1)\mathrm{exp}(\sigma ),`$
$`{\displaystyle _{\sigma (0)}^{\sigma (z)}}[\mathrm{exp}(2t)(1+t)^2]^{1/2}๐t=AN_c|z|.`$ (44)
The real part of $`\rho `$ is a bell-shaped function with an extremum at zero; it vanishes at $`\pm \mathrm{}`$. The imaginary part of $`\rho `$, on the other hand, changes its value from $`0`$ to $`2\pi `$. This determines a D wall in the large $`N_c`$ gluodynamics. The width of the wall scales as $`1/N_c`$.
The solution presented above is exactly the same as in SUSY gluodynamics. This is not surprising since the ansatz (42) implies that $`V_1`$ does not affect the solution โ its impact is subleading in $`1/N_c`$, while $`V_0`$ is exactly the same as in the SUSY-gluodynamics-inspired model of Ref. . Moreover, for the same reason the domain wall junctions emerging in this model will be exactly the same as in the SUSY-gluodynamics-inspired model . Inclusion of $`V_1`$ in the subleading order makes the wall to decay.
Inclusion of the $`N=1`$ axion field amounts to the replacement
$$\theta \theta +\alpha $$
in Eq. (35), plus the axion kinetic term
$`_{\mathrm{kin}}=\left({\displaystyle \frac{f^2+2\mathrm{\Phi }^{}\mathrm{\Phi }}{2}}\right)(_\mu \alpha )^2+iN_c(_\mu \alpha )(\mathrm{\Phi }^{}_\mu \mathrm{\Phi }\mathrm{\Phi }_\mu \mathrm{\Phi }^{}).`$ (45)
The occurrence of the mixing between $`\alpha `$ and the phase of $`\mathrm{\Phi }`$ is necessary, as is readily seen from the softly broken SUSY gluodynamics. (To get the potential of the type (35) in this model, one must eliminate the $`G\stackrel{~}{G}`$ term by a chiral rotation. Then $`mm\mathrm{exp}((\theta +\alpha )/N_c)`$ and, additionally one gets $`_\mu \alpha \times `$ \[the gluino axial current\].) The term $`2\mathrm{\Phi }^{}\mathrm{\Phi }`$ in the brackets has to be included to reproduce the correct mass for the axion after the physical heavy state is integrated out. The presence of this term signals that QCD dynamics generates not only the potential for the axion but also modifies its kinetic term. On the other hand, since $`\mathrm{\Phi }^{}\mathrm{\Phi }\mathrm{\Lambda }^2`$ and, moreover, $`\mathrm{\Lambda }f`$, this term can be neglected for all practical purposes.
We are interested in the configuration with $`\alpha `$ interpolating between 0 and $`2\pi `$. The phase of $`\mathrm{\Phi }`$ will first adiabatically follow $`\alpha /N_c`$, then at $`\alpha \pi `$, when the phase of $`\mathrm{\Phi }`$ is close to $`\pi /N_c`$, it will very quickly jump by $`2\pi /N_c`$, and then it will continue to grow as $`\alpha /N_c`$, so that when $`\alpha `$ reaches $`2\pi `$ the phase of $`\mathrm{\Phi }`$ returns to zero. This jump is continuous, although it occurs at a scale much shorter than $`m_a^1`$. This imitates the D-wall core of the axion wall. One cannot avoid forming this core, since otherwise the interpolation would not connect degenerate states โ on one side of the wall we would have (hadronic) vacuum, on the other side an excited state.
In the large $`N_c`$ limit one can be somewhat more quantitative. Indeed, in this approximation the model admits the exact solutions. The gluonic core of the wall has the same form as before, Eq. (44), but the phase $`\tau `$ is now substituted by the superposition $`\tau (\alpha +\theta )`$ since the axion field is mixed with the phase of the $`\mathrm{\Phi }`$ field.
This very narrow core is surrounded by a diffused axion halo. The axion field is described in this halo by the solution to the Lagrangian (9). This takes the form:
$`\theta +\alpha (z)=2\pi +4N_c\mathrm{arctan}\left(e^{m_az}\mathrm{tan}{\displaystyle \frac{\pi }{4N_c}}\right),z>0,`$
$`\theta +\alpha (z)=4N_c\mathrm{arctan}\left(e^{m_az}\mathrm{tan}{\displaystyle \frac{\pi }{4N_c}}\right),z<0.`$ (46)
Thus, we find explicitly the stable axion wall with a D-wall core. Note that this is a usual โ$`2\pi `$โ wall as it separates two identical hadronic vacua. As we discussed in the introduction, this wall is harmless cosmologically. It will be produced bounded by global axion strings in the early universe. Bounded walls shrink very quickly by decaying into axions and hadrons.
## 7 QCD with Three Light Quarks and Axion
So far we discussed pure gluodynamics with the axion. Our final goal is to study QCD with $`N_f=3`$. There are two, physically distinct regimes to be considered in this case. In real QCD
$`m_u,m_dm_s{\displaystyle \frac{\mathrm{\Lambda }}{N_c}},m_u,m_d,m_s\mathrm{\Lambda }.`$ (47)
In this regime the consideration of the chiral Lagrangians , does not exhibit the vacuum family. We will comment on why the light quarks screen the vacuum family of the glue sector, so that the axion domain wall provides no access to it. In the limit (47) the effects due to the D walls will be marginal.
On the other hand, in the genuinely large $`N_c`$ limit
$`{\displaystyle \frac{\mathrm{\Lambda }}{N_c}}m_u,m_dm_s\mathrm{\Lambda },`$ (48)
physics is rather similar to that of pure gluodynamics. The light quarks are too heavy to screen the vacuum family of the glue sector.
In what follows we study the axion walls and their hadronic components in the limits (47) and (48), separately.
### 7.1 One Light Quark
To warm up, let us start from the theory with one light quark. In the limit of large $`N_c`$ this introduces a light meson, โ$`\eta ^{}`$โ. An appropriate effective Lagrangian can be obtained by combining the vacuum energy density of gluodynamics with what remains from the Witten-Di Vecchia-Veneziano Lagrangian at $`N_f=1`$,
$``$ $`=`$ $`{\displaystyle \frac{F^2}{2}}(_\mu \beta )^2V(\beta ),`$
$`V`$ $`=`$ $`m_q\mathrm{\Lambda }^3N_c\mathrm{cos}\beta +\underset{\mathrm{}}{\mathrm{min}}\left\{N_c^2\mathrm{\Lambda }^4\mathrm{cos}{\displaystyle \frac{\beta +\theta +2\pi \mathrm{}}{N_c}}\right\}.`$ (49)
Here $`\beta `$ is the phase of $`U\overline{q}_Lq_R`$, while $`F^2\mathrm{\Lambda }^2N_c`$ is the โ$`\eta ^{}`$โ coupling constant squared. The product $`F\beta `$ is the โ$`\eta ^{}`$โ field. The first term in $`V`$ corresponds to the quark mass term, $`U`$ \+ h.c. (see Eq. (7) in Wittenโs paper ). At $`N_c=\mathrm{}`$ the second term in $`V`$ becomes $`(\beta +\theta )^2`$. It corresponds to $`(i\text{ln det}U+\theta )^2`$ in Eq. (11) in . The subleading in $`1/N_c`$ terms sum up into a $`2\pi `$ periodic function of the cosine type, with the cusps. It is unimportant that we used cosine in Eq. (49). Any $`2\pi `$ periodic function of this type would lead to the same conclusions. The second term in Eq. (49) differs from the vacuum energy density in gluodynamics by the replacement $`\theta \beta +\theta `$.
If $`m_q\mathrm{\Lambda }/N_c`$, the first term in $`V`$ is a small perturbation; therefore, in the vacuum, $`\beta +\theta =2\pi k`$, and, hence, the $`\theta `$ dependence of the vacuum energy is
$`_{\mathrm{vac}}(\theta )=m_q\mathrm{\Lambda }^3N_c\mathrm{cos}\theta .`$ (50)
It is smooth, $`2\pi `$ periodic and proportional to $`m_q`$ as it should be on general grounds in the theory with one light quark.
The condition $`m_q\mathrm{\Lambda }/N_c`$ precludes us from sending $`N_c\mathrm{}`$. The would be โ$`2\pi `$โ wall in the variable $`\beta `$ is expected to be unstable. This is due to the fact that at $`N_c3`$ the absolute value of the quark condensate $`\overline{\psi }\psi `$ is not โharderโ than the phase of the condensate $`\beta `$, and the barrier preventing the creation of holes in the โ$`2\pi `$โ wall is practically absent.
If one closes oneโs eyes on this instability one can estimate that the tension of the โ$`\eta ^{}`$โ wall is proportional to $`\mathrm{\Lambda }^3N_c^{1/2}`$, with a small correction $`m_q\mathrm{\Lambda }^2N_c^{3/2}`$ from the quark mass term. The tension of the D-wall core is, as previously, $`\mathrm{\Lambda }^3N_c`$.
In the opposite limit
$`m_q{\displaystyle \frac{\mathrm{\Lambda }}{N_c}},\text{but }m_q\text{ still }\mathrm{\Lambda },`$ (51)
the situation is trickier. Now the first term in $`V`$ is dominant, while the second is a small perturbation. There are $`N_c`$ distinct vacua in the theory,
$`\beta _{\mathrm{}}={\displaystyle \frac{2\mathrm{\Lambda }}{m_qN_c}}(\theta +2\pi \mathrm{}).`$ (52)
Then the $`\theta `$ dependence of the vacuum energy density is
$`_{\mathrm{vac}}(\theta )=\mathrm{\Lambda }^4\underset{\mathrm{}}{\mathrm{min}}(\theta +2\pi \mathrm{})^2,`$ (53)
this is similar to that in the theory without light quarks (i.e., the same as in gluodynamics). The โ$`\eta ^{}`$โ wall is stable at $`N_c\mathrm{}`$, with a D-wall core in its center. The $`\eta ^{}`$ wall is a โ$`2\pi `$โ wall.
From this standpoint, the quark with the mass (51) is already heavy, although the โ$`\eta ^{}`$โ is still light on the scale of $`\mathrm{\Lambda }`$,
$$M_\eta ^{}m_q^{1/2}\mathrm{\Lambda }^{1/2}\mathrm{\Lambda }.$$
So far the axion was switched off. What changes if one includes it in the theory?
The Lagrangian now becomes
$``$ $`=`$ $`{\displaystyle \frac{F^2}{2}}(_\mu \beta )^2+{\displaystyle \frac{f^2}{2}}(_\mu \alpha )^2V(\beta ,\alpha ),`$
$`V`$ $`=`$ $`m_q\mathrm{\Lambda }^3N_c\mathrm{cos}\beta +\underset{\mathrm{}}{\mathrm{min}}\left\{N_c^2\mathrm{\Lambda }^4\mathrm{cos}{\displaystyle \frac{\beta +\alpha +2\pi \mathrm{}}{N_c}}\right\},`$ (54)
where the $`\theta `$ angle is absorbed in the definition of the axion field.
The bare โ$`\eta ^{}`$โ mixes with the bare axion. It is easy to see that in the limit $`m_q\mathrm{\Lambda }/N_c`$ the physical โ$`\eta ^{}`$โ is proportional to $`\beta +\alpha `$, rather than to $`\beta `$. Therefore, even if we force the axion wall to develop, (i.e. $`\alpha `$ to evolve from $`0`$ to $`2\pi `$) the โ$`\eta ^{}`$โ wall need not develop. It is energetically expedient to have $`\beta +\alpha =0`$. Thus, the effect of the axion field on the hadronic sector is totally screened by a dynamical phase $`\beta `$ coming from the quark condensate. In other words, the axion wall with the lowest tension corresponds to the frozen physical โ$`\eta ^{}`$โ,
$$\beta +\alpha =0.$$
There is no hadronic core. The tension of this wall is determined from the term $`m_q\mathrm{\Lambda }^3N_c`$.
\[If one wishes, one could add an (unstable) โ$`\eta ^{}`$โ wall to the axion wall. Then the โ$`\eta ^{}`$โ wall, with the D-wall core will appear in the middle of the axion wall, but they are basically unrelated. This will be a secondary phenomenon, and the D wall core will be, in fact, the core of the โ$`\eta ^{}`$โ wall rather than the axion wall.\]
If the quark mass is such that (51) applies, then the axion field $`\alpha `$ cannot be screened, since we cannot freeze $`\beta +\alpha `$ everywhere in the axion wall profile at zero โ at $`m_q\mathrm{\Lambda }/N_c`$, $`\beta `$ is proportional to the physical โ$`\eta ^{}`$โ and is much heavier than the axion field. Thus, in this case the axion wall will be described by the Lagrangian (9) and will have a D-wall core. One may also add, on top of it, the โ$`\eta ^{}`$โ wall. This will cost $`m_q^{1/2}\mathrm{\Lambda }^{5/2}N_c`$ in the wall tension โ still much less than $`\mathrm{\Lambda }^3N_c`$ of the D-wall core of the axion wall.
The limit (51) is unrealistic. Moreover, in this limit the D walls taken in isolation, without the axion walls, are stable by themselves, although they interpolate between nondegenerate states .
### 7.2 Three Light Quarks
Let us turn to the case of three light flavors. The physical picture is quite similar to that of the one-flavor case, see Sec. 7.1.
We assume the mass matrix $``$ in the meson Lagrangian to be diagonal. Therefore, we will look for a diagonal $`U(3)`$ meson matrix which minimizes the potential,
$`U=\mathrm{diag}(e^{i\varphi _1},e^{i\varphi _2},e^{i\varphi _3}).`$ (55)
The potential takes the form
$`V={\displaystyle \underset{i}{}}m_i\mathrm{\Lambda }^3N_c\mathrm{cos}\varphi _i+\underset{\mathrm{}}{\mathrm{min}}\left\{N_c^2\mathrm{\Lambda }^4\mathrm{cos}{\displaystyle \frac{_i\varphi _i+\theta +2\pi \mathrm{}}{N_c}}\right\}.`$ (56)
As before, we will consider two limiting cases, (47) and (48).
Let us switch off the axion field first. In the limit of genuinely light quarks, Eq. (47), when the second term in the potential (56) is dominant, the solutions for $`\varphi `$โs were found in . They satisfy the relation $`\varphi _30`$ and $`\varphi _1+\varphi _2=\theta `$. The corresponding expression for the vacuum energy density is
$`_{\mathrm{vac}}(\theta )=N_c\mathrm{\Lambda }^3\sqrt{m_u^2+m_d^2+2m_um_d\mathrm{cos}\theta }.`$ (57)
As in Sec. 7.1, we deal here with a smooth single-valued function of $`\theta `$. The inclusion of the axion replaces $`\theta \theta +\alpha \alpha `$. The physical $`\eta ^{}`$ field is given by the sum $`_i\varphi _i+\alpha `$. It is energetically favorable to freeze this state. Thus, the situation is identical to that in the one-flavor case: even if the axion wall is forced to develop, the physical $`\eta ^{}`$ wall (which is now the $`_i\varphi _i+\alpha `$ wall) does not have to occur. The $`\eta ^{}`$ wall is a gateway to the D wall. In the theory at hand the vacuum angle is screened in the axion wall, and there is no D-wall core.
If, nonetheless, the $`\eta ^{}`$ wall is formed due to some cosmological initial conditions, it will have a D-wall core (albeit the $`\eta ^{}`$ wall is unstable in the limit at hand and cannot be considered in the static approximation). The would-be $`\eta ^{}`$ wall is independent of the axion wall; its effect on the axion wall formation is rather irrelevant.
In addition to this, a โ$`2\pi `$โ wall could develop built of nonsinglet mesons, at certain values of the quark masses. There is nothing new we could add to this issue which is decoupled from the issue of the vacuum family in the glue sector and D walls.
We now pass to the opposite limit (48), when the first term in the potential (56) is dominant. As in Sec. 7.1, there are $`N_c`$ distinct vacua with the energy given by (53). It is straightforward to show that the potential for the axion in this case is of the form (9), with the cusps which signal the presence of the D-wall core. This is similar to what happens in gluodynamics. One cannot avoid having an $`\eta ^{}`$ wall in the middle of the axion wall, which entails a D wall too. The D walls separate the degenerate vacua. Since they โliveโ in the middle of the axion wall, they are perfectly stable.
(In addition, there can be โ$`2\pi `$โ walls in either of $`\varphi `$โs or their linear combinations. However, these latter are unstable and do not appear in the physical spectrum of the theory.)
## 8 Conclusions
Summarizing, we have found that the presence of the axion field and the axion wall makes the D wall perfectly stable in gluodynamics at finite $`N_c`$. The D wall develops as a core of the axion wall. It is unavoidable.
In QCD with light quarks the axion wall may or may not generate the D-wall core. Everything depends on the interplay between the quark masses, $`\mathrm{\Lambda }`$ and $`N_c`$. In the realistic case of genuinely light quarks, see Eq. (47), the phase associated with the axion field in the wall profile is screened by a dynamical phase (which can be traced back to the presence of $`\eta ^{}`$). The $`\eta ^{}`$ is not excited, and neither is the D wall. There is no D-wall core in the axion wall.
If $`N_c`$ is increased so that Eq. (48) holds the picture changes essentially to that one deals with in gluodynamics: the $`\eta ^{}`$ wall is excited, opening the access to the D wall. The D-wall core develops in the central part of the axion wall. Unfortunately, this limit is unrealistic.
Acknowledgments
The authors are grateful to B. Bajc, G. Dvali, R. Pisarski, A. Smilga, and especially A. Zhitnitsky for useful discussions. We thank P. Sikivie for useful correspondence. The work of G.G. was supported by the grant NSF PHY-94-23002. The work of M.S. was supported by DOE under the grant number DE-FG02-94ER408.
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# Surface states in nearly modulated systems
## I Introduction
The interaction of a bulk system with a wall may give rise to a large variety surface phenomena, associated with the thermodynamic behavior of the surface layer adjacent to the wall. For example in ferromagnetic systems, when the interaction with the wall is such that it enhances local order it may happen that a surface transition takes place at temperatures above the critical temperature of the bulk. In such a transition the layers close to the wall become ordered although the bulk remains disordered. Depending on the nature of the interactions within the bulk and the interactions between the bulk and the wall, the system may exhibit phenomena such as wetting, critical wetting, prewetting and other surface phase transitions. These phenomena have been extensively studied, both theoretically and experimentally in recent years (for a review see ).
A study of the global phase diagram for surface critical phenomena in ferromagnetic and other homogeneously ordered systems has been carried out by Nakanishi and Fisher . In this study, a Landau phenomenological approach has been applied and the phase diagram has been analyzed in the space of temperature, surface enhanced interactions, and bulk and surface ordering fields. For example it has been found that for finite positive surface field and no surface enhanced interactions, and in the limit of vanishingly small negative bulk field, the system exhibits a wetting transition as the temperature is varied below the bulk ordering temperature. At low temperatures the surface field induces a local order in a layer of finite thickness $`l`$ near the wall. However, at temperatures just below the bulk ordering temperature, the thickness surface layer is infinite, yielding a $`\mathrm{"}`$wet$`\mathrm{"}`$ state. The two regimes are separated by a first order transition in which the thickness of the layer undergoes a discontinuous jump. This is known as the wetting transition.
More recently surface phenomena in modulated systems have been considered. These systems are characterized by a periodic spatial variation of the order parameter in the bulk. Examples are magnetic spirals, cholesteric liquid crystals, amphiphilic systems, diblock copolymers and many others. In many cases the modulated phase is driven by a gradient-squared term with negative coefficient in the Landau free energy. The system is then stabilized by terms quadratic in the second derivative. Studies of surface phenomena in such systems suggest that surface phase diagrams are rather rich, exhibiting novel surface states and complicated surface structures . However the possible global phase diagrams of these systems have not been fully explored.
Systems exhibiting a Lifshitz point may be considered as intermediate between ferromagnetic and modulated . In the Landau free energy of such systems, the coefficient of the gradient-squared term vanishes, making the quadratic term in the second derivatives the leading order interaction term. Surface phase diagrams of these systems have not been explored so far and it would be of interest to study them in some detail.
In this paper we study the surface states and the surface phase diagram corresponding to a model of a Lifshitz point within the Landau approach. The phase diagram is studied in the space of temperature, bulk and surface fields. It is found that unlike the ferromagnetic case, these systems do not exhibit a wet phase in which the thickness of the surface layer diverges. It rather exhibits a transition from one surface state to another, as the temperature is varied, where $`\mathrm{๐๐๐กโ}`$ surface states have a finite thickness.
We also consider the surface phase diagram of a ferromagnetic system which is characterized by higher order interaction terms. Specifically we consider a Landau free energy which includes terms quadratic in the gradient and in the second derivatives of the order parameter, both with positive coefficient. As is well known, the quadratic term in the second derivatives does not affect the bulk phase diagram as long as the sign of its coefficient is positive. However we find, rather surprisingly, that although this term does not introduce any competing with the gradient squared term, it affects the surface diagram in a profound way. In particular, we find that in addition to the usual wet and non-wet states which exist in the model of Nakanishi and Fisher, the model exhibits a second non-wet state with a distinct structure of the order parameter near the surface. Numerical studies yield the global phase diagram of the model.
The paper is organized as follows: in Section II we review the model of Nakanishi and Fisher, and present analytic expressions for the location of the wetting and the critical prewetting points. Results of a numerical study of the surface phase diagram corresponding to the model with a Lifshitz point are presented in Section III. The surface states and the surface phase diagram of the generalized ferromagnetic model are discussed in Section IV. Finally a short summary is given in Section V.
## II Ferromagnetic Model
In this section we consider the surface phase diagram of a ferromagnetic system in the space of temperature, and bulk and surface ordering fields. The phase diagram exhibits wetting, prewetting and critical prewetting transitions. The Landau phenomenological model of Nakanishi and Fisher is reviewed, and analytic expressions for the wetting and the critical prewetting points are given. In this model the ferromagnetic interaction is simply introduced by a gradient-squared term with positive coefficient. Extensions of this model to other ferromagnetic systems with higher order ferromagnetic interactions, and to systems exhibiting Lifshitz points will be discussed in the following sections.
Let $`\varphi (x)`$ be the scalar order parameter which corresponds to the ferromagnetic order. The wall is taken to be in the $`yz`$ plane, and the order parameter is assumed to depend only on the coordinate $`x`$ perpendicular to the wall. The Landau free energy is given by
$$F=_0^L๐x(h\varphi +\frac{1}{2}r\varphi ^2+\frac{1}{4}\varphi ^4+\frac{1}{2}(\varphi ^{})^2)h_s\varphi _s$$
(1)
where $`\varphi _s=\varphi (0)`$ denotes the value of the order parameter at the wall and $`\varphi ^{}=d\varphi /dx`$. The system is assumed to be of length $`L`$ in the $`x`$ direction. In calculating the surface free energy we will take the limit $`L\mathrm{}`$. We have scaled the order parameter, the energy and the unit of length to simplify the coefficients, and so the bulk field $`h`$, the temperature $`r`$, and the surface field $`h_s`$ are rescaled variables.
The $`(r,h)`$ phase diagram of this model for non-vanishing surface field $`h_s>0`$ is given schematically in Figure 1 . The order parameter away from the wall is not affected by the surface field. For a negative bulk field, $`h<0`$, it approaches a negative value characteristic of the bulk. On the other hand the surface field enhances the order within a layer of thickness $`l`$. The thickness of this layer undergoes a discontinuous change along the prewetting transition line in the Figure. For $`h=0`$ this becomes the first order wetting transition, $`WT`$. The line ends at some critical point $`CP`$ known as the critical prewetting point. The low temperature surface state, existing to the left of the line is the prewet state, $`PW`$. It is characterized by a surface layer with a finite width. The state to the right of the line is the wet state, $`W`$, in which the width of the surface layer diverges in the limit of vanishing bulk field. In the following we analyze the Landau free energy (1) and obtain analytic expressions for the wetting $`WT`$ and the critical prewetting $`CP`$ points.
The Euler-Lagrange equation corresponding to the free energy 1 is
$$\varphi ^{\prime \prime }+hr\varphi \varphi ^3=0$$
(2)
with the boundary condition at $`x=0`$
$$h_s=\varphi _s^{}$$
(3)
We are interested in calculating the order parameter profile and free energy for negative bulk field $`h<0`$ and positive surface field $`h_s>0`$. We thus expect that for large $`x`$, the order parameter approaches the bulk value $`\varphi _B`$ where $`\varphi _B>0`$ satisfies
$$h+r\varphi _B+\varphi _B^3=0$$
(4)
Multiplying Eq. (2) by $`\varphi ^{}`$ this equation may be integrated to yield
$$\frac{1}{2}r\varphi ^2+\frac{1}{4}\varphi ^4h\varphi \frac{1}{2}(\varphi ^{})^2=C$$
(5)
where $`C`$ is a constant. This constant may be evaluated by noting that at large $`x`$ the order parameter asymptotically approaches $`\varphi _B`$. Thus
$$C=\frac{1}{2}r\varphi _B^2+\frac{1}{4}\varphi _B^4+h\varphi _B$$
(6)
Using this result, the first integral of the Euler equation (2) becomes
$$\frac{d\varphi }{dx}=|\varphi +\varphi _B|\sqrt{\frac{1}{2}(\varphi \varphi _B)^2\frac{h}{\varphi _B}}$$
(7)
where the $`()`$ sign in the right hand side is taken since for the choice of the bulk and surface fields in this problem the order parameter is expected to decrease with $`x`$.
In order to locate the wetting point $`WT`$ we take the limit $`h0^{}`$ in Eq. (7)
$$\frac{d\varphi }{dx}=\frac{1}{\sqrt{2}}|\varphi ^2\varphi _B^2|$$
(8)
In order to evaluate the surface free energy, $`F_s`$, associated with the local surface order we note that the free energy density of the bulk state is given by $`C`$. Thus $`F_s=FCL`$. Using (1), (4) and (6) one obtains
$$F_s=FCL=_0^L๐x(\varphi ^{})^2h_s\varphi _s$$
(9)
or
$$F_s=_{\varphi _s}^{\varphi _B}๐\varphi \frac{d\varphi }{dx}h_s\varphi _s$$
(10)
We proceed by evaluating the order parameter profile obtained from Eq. (8). Two distinct types of profiles are found: $`\varphi _1(x)`$ for negative and large $`r`$ and $`\varphi _2(x)`$ for negative and small $`r`$, close to the bulk critical point. These profiles are schematically given in Figure 2. For large $`r`$, the surface field does not affect the local surface order in a substantial way and thus the surface order parameter $`\varphi _{s1}`$ remains close to the bulk value, satisfying $`\varphi _B<\varphi _{s1}<\varphi _B`$. Integrating (8) one finds the surface free energy for this type of solution
$$F_{s1}=\frac{\sqrt{2}}{3}(\varphi _B^3+\varphi _{s1}^3)$$
(11)
where the surface order parameter, $`\varphi _{s1}`$, is determined by the boundary equation
$$h_s=\frac{1}{\sqrt{2}}(\varphi _B^2\varphi _{s1}^2)$$
(12)
On the other hand for small $`r`$ the local order is highly susceptible to the local ordering field and one obtains an order parameter profile $`\varphi _2(x)`$ which at the surface is considerably different from the bulk value, satisfying $`\varphi _{s2}>\varphi _B`$. Integrating (8) for this solution one obtains the surface free energy
$$F_{s2}=\sqrt{2}\varphi _B^3\frac{\sqrt{2}}{3}\varphi _{s2}^3$$
(13)
with the surface order parameter satisfying
$$h_s=\frac{1}{\sqrt{2}}(\varphi _{s2}^2\varphi _B^2)$$
(14)
At the wetting transition the two types of solutions have the same free energy. To find the transition point we define $`y_1=\varphi _{s1}/\varphi _B`$, $`y_2=\varphi _{s2}/\varphi _B`$. At the coexistence point one has
$$y_1^3+y_2^3=2$$
(15)
In addition, the boundary condition equations (12) and (14) impose the following relation between $`y_1`$ and $`y_2`$ :
$$y_1^2+y_2^2=2$$
(16)
To solve Eqs. (15) and (16) we use the substitutions $`y_1^2=1u`$ and $`y_2^2=1+u`$ where $`u=h_s\sqrt{2}/\varphi _B^2`$. Equation (15) is then readily solved yielding $`u^2=\sqrt{12}3`$. The wetting transition thus takes place at
$$h_s=\frac{r}{\sqrt{2}}\sqrt{\sqrt{12}3}$$
(17)
To locate the critical prewetting $`CP`$ point we consider the boundary equation (3). Combining it with the expression for the order parameter derivative (7) it may be written as
$$G(\varphi _s)\varphi _s^4+2r\varphi _s^24h\varphi _s+(\varphi _B^42h\varphi _B2h_s^2)=0$$
(18)
This equation determines the surface order parameter $`\varphi _s`$ for given $`r,h`$ and $`h_s`$. At the critical prewetting point the two solutions of this equation, which correspond to the two coexisting states on the prewetting line become identical. The conditions for this to take place are $`G/\varphi _s=^2G/\varphi _s^2=0`$. These equations together with (18) yield the critical prewetting point
$`r`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{3}}}h_s`$ (19)
$`h`$ $`=`$ $`2({\displaystyle \frac{2}{27}})^{3/4}h_s^{3/2}`$ (20)
It is of interest to explore the general validity of this global phase diagram by considering Landau free energies with different non-linear terms. To this end we studied the phase diagram of a Landau model with piecewise parabolic potential
$$F=_0^L๐x(h\varphi +f(\varphi )+\frac{1}{2}(\varphi ^{})^2)h_s\varphi _s$$
(21)
where
$$f(\varphi )=\{\begin{array}{cc}\frac{1}{2}a^2(\varphi \varphi _0)^2\hfill & \varphi 0\hfill \\ \frac{1}{2}a^2(\varphi +\varphi _0)^2\hfill & \varphi <0\hfill \end{array}$$
(22)
and the parameters $`a`$ and $`\varphi _0`$ are dependent on $`r`$. The analysis presented above for the Nakanishi-Fisher model may be extended to study the phase diagram of the Landau free energy (21). It is found that the $`(r,h)`$ phase diagram of the two models exhibit the same qualitative features. The wetting transition takes place at
$$h_s=\frac{1}{2}a\varphi _0$$
(23)
while the critical prewetting point is found to be located at
$`h_s`$ $`=`$ $`2a\varphi _0`$ (24)
$`h`$ $`=`$ $`a^2\varphi _0`$ (25)
## III Lifshitz Point Model
In this section we study the surface phase diagram corresponding to a model of a Lifshitz point in the presence of a surface ordering field. We consider the Landau free energy
$`F`$ $`=h_s\varphi _s`$ (26)
$`+`$ $`{\displaystyle _0^L}๐x(h\varphi +\frac{1}{2}r\varphi ^2+\frac{1}{4}\varphi ^4+\frac{1}{2}v(\varphi ^{})^2+\frac{1}{2}(\varphi ^{\prime \prime })^2)`$ (27)
with $`v=0`$. This model for $`v>0`$ will be considered in the next section. The Euler-Lagrange equation corresponding to this free energy is
$$\varphi ^{\prime \prime \prime \prime }v\varphi ^{\prime \prime }h+r\varphi +\varphi ^3=0$$
(28)
with the boundary equations at
$$v\varphi _s^{}+\varphi _s^{\prime \prime \prime }h_s=0,\varphi _s^{\prime \prime }=0.$$
(29)
We have integrated numerically Eq. (28) with the boundary conditions (29) for $`v=0`$, corresponding to the case of a Lifshitz point. We find that unlike the ferromagnetic case, the model does $`\mathrm{๐๐๐ก}`$ exhibit a wet phase. It rather exhibits two distinct phases (a prewet state, $`PW`$, and a state, $`S`$, with surface enhanced order) both characterized by surface states with a finite width. Here, in analogy with the phase diagram of the Nakanishi-Fisher model we keep referring to the low temperature state as the prewet phase, although the phase diagram does not exhibit a wet state at all. The resulting $`(r,h)`$ phase diagram for $`h_s=0.1`$ is given in Fig. 3. The diagram displays a first order transition line separating the two surface phases $`PW`$ and $`S`$. The line terminates at a surface critical point $`SC`$. This line intersects the $`h=0`$ axis at the point $`PS`$.
Representative order parameter profiles in the two non-wet phases are given in Fig. 4 for small bulk field $`h`$. At low temperatures, $`r1`$, the surface field introduces only a weak local order near the surface, and the order parameter decays monotonically to its bulk value as one moves away from the wall. This is very similar to the low temperature phase of the ferromagnetic case. However at higher temperatures, just below the bulk critical point, the order parameter becomes highly susceptible to the local surface field, the surface order parameter is much larger than the bulk value, and it decays in a non-monotonic way to the bulk value away from the wall. The width of the surface layer remains finite even in the limit $`h0^{}`$. This is in a sharp contrast with the ferromagnetic case where the width diverges in this limit, leading to a wet state.
## IV Extended Ferromagnetic Model
In this section we consider the extended ferromagnetic model (26) with $`v=1`$. We restrict this study to negative bulk fields in the limit $`h0^{}`$ and evaluate the $`(r,h_s)`$ phase diagram.
For small surface fields the model is found to yield similar surface phenomena as the model of Nakanishi and Fisher. It exhibits a wet phase, $`W`$, at temperatures below the bulk critical point and a prewet state, $`PW`$ at low temperatures. The two states are separated by a first order wetting transition.
However the phase diagram becomes rather different for large $`h_s`$. Here, in addition to the wet state existing at high temperatures, one finds $`\mathrm{๐ก๐ค๐}`$ distinct surface phases at lower temperatures: a phase with a surface enhanced order, $`S`$, and a prewet phase, $`PW`$. The two phases are separated from each other by a first order transition. The resulting $`(r,h_s)`$ phase diagram is given in Fig. 5. We also display some characteristic order parameter profiles of the three phases. Fig. 6 gives the profiles at a point on the $`PWS`$ coexistence line, while the profiles at a point on the $`PWW`$ line are given in Fig. 7.
## V Summary
Using a general Landau model, we have studied the surface phase diagrams that result from the effect of a wall bounding a semi-infinite sample which exhibits homogeneous bulk phases. The model is applicable to a wide variety of systems including magnetic materials and cholesteric liquid crystals.
Choosing coefficients to simplify the model to the ferromagnetic model studied by Nakanishi and Fisher, we obtained analytic expressions for the temperature and bulk field co-ordinates of the wetting transition point and the critical prewetting point as functions of the surface field. We also demonstrated that the general surface phase diagram is not highly sensitive to the precise form of the non-linear terms.
In contrast, we found that a system at the Lifshitz point is similar to the case of modulated bulk phases where a wetting layer does not form. Instead, a non-wet surface state forms which decays non-monotonically. The wetting transition is replaced by a transition between the two types of non-wet states and the critical prewetting point becomes a surface critical point.
In the extended ferromagnetic model we examined only the case of vanishing bulk field and found that all three types of surface layers develop if the surface field is not too weak. As temperature is reduced from the bulk critical point, a wetting transition occurs, followed at even lower temperatures by a transition from a highly deviated to a weakly deviated non-wet layer. Unfortunately, we are not aware of any experimental observations of such a transition so far. This is, however, not surprising because it is a subtle change that has not been expressly looked for.
###### Acknowledgements.
We thank Michael Schick for helpful comments. This research was supported by the Natural Sciences and Engineering Research Council of Canada, by the Meyerhoff Foundation, and by the National Science Foundation under Science and Technology Center ALCOM Grant No. DMR 89-20147.
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# I Introduction
## I Introduction
In the past years important progress has been made in the field of heavy baryons. Most of the ground state charmed baryons have been found experimentally while among the bottomed baryons only $`\mathrm{\Lambda }_b`$ is established . The lowest lying orbitally excited states of $`\mathrm{\Lambda }_c`$ have been observed by ARGUS , E687 and CLEO collaborations in the decay channel $`\mathrm{\Lambda }_c\pi \pi `$. The decay width of $`\mathrm{\Lambda }_{c1}`$ with $`J^P=\frac{1}{2}^{}`$ is $`3.6_{1.3}^{+2.0}`$ MeV . For the state $`\mathrm{\Lambda }_{c1}`$ with $`J^P=\frac{3}{2}^{}`$ only an upper limit of $`1.9`$ MeV is set . Preliminary evidence of excited baryon with charm and strange quarks in the decay channel $`\mathrm{\Xi }^+\pi \pi `$ was reported by CLEO collaboration . Its width is less than 2.4 MeV.
Theoretically the heavy quark effective theory (HQET) provides a consistent framework to study baryons containing one heavy quark in terms of $`1/m_Q`$ expansion with $`m_Q`$ the heavy quark mass. Heavy baryon mass $`m_B`$ can be expanded as $`m_B=m_Q+\overline{\mathrm{\Lambda }}+๐ช(1/m_Q)`$ where $`\overline{\mathrm{\Lambda }}`$ is the heavy baryon binding energy in the leading order. Corrections at higher orders of the heavy quark expansion can be included consistently. However in order to extract $`\overline{\mathrm{\Lambda }}`$ we have to turn to other nonperturbative methods such as lattice gauge theory, QCD sum rules (QSR) etc for guidance. In this work we will use the latter method to calculate the masses, or equivalently, the binding energies of the p-wave orbitally excited heavy baryons in the leading order. The spectrum of ground state heavy baryons have been studied with HQET using QSR in Refs. . Recently the binding energy of the lowest two states of orbitally excited charmed baryons $`\mathrm{\Lambda }_{c1},\mathrm{\Lambda }_{c1}^{}`$ has been calculated . However, the interpolating currents creating all the p-wave excited states have not been given. In this work we construct the interpolating currents for the fourteen p-wave excited heavy baryons in the framework of heavy quark effective theory (HQET) and present a complete calculation of the spectrum of the p-wave excited spin 1/2 doublet heavy baryons at the leading order in the 1/$`m_Q`$ expansion. Our calculation confirms earlier observation that the gluon condensates are of opposite sign to the leading perturbative term .
Excited heavy baryons are natural labs to test theoretical frameworks like HQET and explore the strong interaction dynamics which simplifies in the limit of $`m_Q\mathrm{}`$. Analyses of various decays can also be used to extract some basic parameters of standard model. There are many theoretical papers in the recent years. The strong decays of the excited heavy baryons were studied within the framework of heavy baryon chiral perturbation theory , various versions of quark model , and light cone QCD sum rules . The electromagnetic decays were analyzed using a bound state picture in , quark models in and light cone QCD sum rules . Our construction of proper interpolating currents and calculation of leading order binding energy will faciliate the future study of pionic, electromagnetic and semileptonic decays of these excited states within the framework of QSR.
## II Interpolating currents
For a heavy baryon composed of a heavy quark Q and light freedom degrees, i.e., a light diquark system (qq), the spin-parity $`j^P`$ of the light diquark system is conserved in the $`m_Q\mathrm{}`$ limit. Given $`j^P`$, one has a degenerate heavy baryon spin doublet with $`J^P=(j\pm 1/2)^P`$. The heavy quark symmetry structure of heavy baryons is completely determined by the spin- parity $`j^P`$ of the light diquark system.
A systematic classification of heavy baryon states by constituent approach has been presented . For p-wave excited heavy baryons, there are two independent orbital angular momenta $`l_k`$ and $`l_K`$ corresponding to the two independent momenta k and K which we take to be the relative momenta k=$`\frac{1}{2}(p_1p_2)`$ and K=$`\frac{1}{2}(p_1+p_22p_3)`$ where $`p_1`$ and $`p_2`$ are the light quark momenta and $`p_3`$ the heavy quark momentum. The choice (k, K) basis has two advantages. First, with such a choice the physical meaning of $`l_k`$ and $`l_K`$ is transparent: the k-orbital angular momentum $`l_k`$ describes relative motion of the two light quarks, and the K-orbital angular momentum $`l_K`$ describes orbital motion of the center of mass of the two light quarks relative to the heavy quark. Second, the (k, K) basis allows one to classify the diquark states in terms of SU(2$`N_f`$)$``$O(3) representations where $`N_f`$ is the number of light flavors. We assume $`N_f`$=2 in this paper and generization to the $`N_f`$=3 case is straightforward.
According to the analysis in ref. , the p-wave excitation with $`l_k`$=0 and $`l_K`$=1 belongs to the representation 10 $`3_K`$ of SU(4)$``$ O(3). Under the $`SU(2)_{spin}SU(2)_{flavor}`$ the 10 decomposes into $`11`$ and $`33`$. The spin 0 and 1 pieces of the 10 couple with $`l_K`$=1 to give $`j^P=1^{}`$ state with flavor anti-symmetric ( $`\mathrm{\Lambda }`$-type) and $`j^P=0^{},1^{},2^{}`$ states with flavor symmetric ($`\mathrm{\Sigma }`$-type), respectively. The total angular momentum j of a diquark with definite parity P couples with the spin of the heavy quark finally to give the p-wave heavy baryon with spin-parity $`J^P`$ states which are listed in Table 1. Similar analyses apply to the p-wave excitations with $`l_k`$=1 and $`l_K`$=0 and results are listed in Table 2.
Thus we have total fourteen p-wave heavy baryon states with negative parity of which seven states are $`\mathrm{\Lambda }`$-type and the others $`\mathrm{\Sigma }`$-type, corresponding to $`[q_1q_2]=q^T\tau _Aq`$ with $`q^T=(q_1^T,q_2^T)`$ and $`\{q_1q_2\}=q^T\tau _iq`$ (i=1,2,3) (for the definition of $`\tau _B`$ , B=1,2,3,A, see below), respectively. We denote them by $`B_{Qpj}`$ with B=$`\mathrm{\Lambda },\mathrm{\Sigma }`$, Q=b,c, p=k,K and j=0,1,2.
An important step to carry out QCD sum rule analysis of Green functions is to construct appropriate interpolating currents which create corresponding heavy baryon states. For the above fourteen p-wave states, we propose to use
$$\overline{j}_{\rho _1\mathrm{}\rho _J}^{B,p,j,J}j_{\rho _1\mathrm{}\rho _J}^{B,p,j,J}\gamma ^0$$
(1)
as such interpolating currents. Here
$$j_{\rho _1\mathrm{}\rho _J}^{B,p,j,J}(x)=ฯต^{abc}(q_a^T(x)\tau _B(a+b\text{/}v)\varphi _p^{\mu _1\mathrm{}\mu _j}Cq_b(x))\mathrm{\Gamma }_{\mu _1\mathrm{}\mu _j;\rho _1\mathrm{}\rho _J}^Jh_{v,c}(x),$$
(2)
where
$$\varphi _p^{\mu _1\mathrm{}\mu _j}=\varphi ^{\mu _1\mathrm{}\mu _j;\nu }(v)D_\nu ^p,D_\nu ^p=\{\begin{array}{cc}\frac{}{x^\nu }igA_\nu (x)\hfill & \text{for p=k}\hfill \\ \frac{}{y^\nu }igA_\nu (y)\hfill & \text{for p=K}\hfill \end{array}$$
(3)
with $`x`$ and $`y`$ the relative coordinates between light quarks and between the center of mass of light quark system and the heavy quark respectively. $`D_\mu (x)`$ operates on a light quark field q and $`D_\mu (y)`$ on the effective heavy quark field $`h_v`$ (see Table 3 for details).
$$\mathrm{\Gamma }_{\mu _1\mathrm{}\mu _j;\rho _1\mathrm{}\rho _J}^J=\{\begin{array}{cc}\mathrm{\Gamma }_{\mu _1\mathrm{}\mu _j;\rho _1\mathrm{}\rho _j}^{j+1/2}\hfill & \text{for J=j+}\frac{1}{2}\hfill \\ \mathrm{\Gamma }_{\mu _1\mathrm{}\mu _j;\rho _1\mathrm{}\rho _{j1}}^{j1/2}\hfill & \text{for J=j-}\frac{1}{2}\hfill \end{array}$$
(4)
consists of Dirac $`\gamma `$ matrices and the covariant derivative, and $`\tau _B`$ (B=1,2,3,A) are defined by
$$\tau _1=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}0\hfill & \hfill 1\\ 1\hfill & \hfill 0\end{array}\right),\tau _2=\left(\begin{array}{cc}1\hfill & \hfill 0\\ 0\hfill & \hfill 0\end{array}\right),\tau _3=\left(\begin{array}{cc}0\hfill & \hfill 0\\ 0\hfill & \hfill 1\end{array}\right),\tau _A=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}0\hfill & \hfill 1\\ 1\hfill & \hfill 0\end{array}\right).$$
(5)
The matrices $`\tau _B`$ describe the flavor structures of the diquark inside a heavy baryon and satisfy
$$tr(\tau _B\tau _B^{^{}}^{})=\delta _{BB^{^{}}},B,B^{^{}}=1,2,3,A.$$
(6)
The explicit expressions of $`\varphi _p^{\mu _1\mathrm{}\mu _j}`$ and $`\mathrm{\Gamma }_{\mu _1\mathrm{}\mu _j;\rho _1\mathrm{}\rho _J}^J`$ for the p-wave states are listed in Table 3. Let $`B,p,j,J>`$ be a p-wave excited heavy baryon state with quantum numbers j, J and definite flavor type B and orbit angular momentum type p in the $`m_Q\mathrm{}`$ limit. Because we limit ourselves only to p-wave excited states which all have negative parity in this work, we omit the parity index. We have
$$<0j_{\rho _1\mathrm{}\rho _J}^{B,p,j,J}(0)B^{^{}},p^{^{}},j^{^{}},J^{^{}}>=\delta _{BB^{^{}}}\delta _{pp^{^{}}}\delta _{jj^{^{}}}\delta _{JJ^{^{}}}f_{j,J}u_{\rho _1\mathrm{}\rho _J}.$$
(7)
In order to verify eq.(7) an easy way is to choose the gauge $`A_\mu (x_0)=0`$ without loss of generality. In the gauge $`D_\mu `$(x) is reduced to $`\frac{}{x^\mu }`$ and the Bethe-Salpeter(BS) wave function of a p-wave excited heavy baryon is defined by
$`\chi _{B,p,j,J}^{\alpha \beta \gamma ;ii^{}}(x_1,x_2,x_3)`$ $`=`$ $`<0T(q_\alpha ^i(x_1)q_\beta ^i^{}(x_2)Q_\gamma (x_3))B,p,j,J>`$ (8)
$`=`$ $`e^{iPY}\chi _{B,p,j,J}^{\alpha \beta \gamma ;ii^{}}(x,y)`$ (9)
$`Y`$ $`=`$ $`x_1+x_2+x_3,x=(x_1x_2),y=(x_1+x_22x_3)/3`$ (10)
with $`\alpha ,\beta ,\gamma `$ being Dirac indices and P the momentum of baryon. Here and hereafter colour indices are suppressed for the sake of simplicity. As shown in ref. , in the $`m_Q\mathrm{}`$ limit, the BS wave function can be written as
$$\chi _{B,p,j,J}^{\alpha \beta \gamma ;ii^{}}(x,y)=\tau _B^{ii^{}}C\overline{\varphi }_{p\alpha \beta }^{\mu _1\mathrm{}\mu _j}(v,x,y)(1+\text{/}v)f(x,y)\mathrm{\Psi }_{\mu _1\mathrm{}\mu _j}^{J,\gamma },$$
(11)
where f(x,y)=$`f(x_t^2,y_t^2,x_l,y_l)`$ is a Lorentz scalar function of $`z_t^2`$ and $`z_l`$ (z=x,y), $`z_l=zv`$, $`z_t=zz_lv`$, and $`\mathrm{\Psi }_{\mu _1,\mathrm{},\mu _j}^J`$ is given by
$`\mathrm{\Psi }^{\frac{1}{2}}`$ $`=`$ $`u,`$ (12)
$`\mathrm{\Psi }_{\mu _1}^{\frac{1}{2}}`$ $`=`$ $`\gamma _{t\mu _1}\gamma _5u,`$ (13)
$`\mathrm{\Psi }_{\mu _1}^{\frac{3}{2}}`$ $`=`$ $`u_{\mu _1},`$ (14)
$`\mathrm{\Psi }_{\mu _1\mu _2}^{\frac{3}{2}}`$ $`=`$ $`\gamma _5\gamma _{t\{\mu _1}u_{\mu _2\}_0},`$ (15)
$`\mathrm{\Psi }_{\mu _1\mu _2}^{\frac{5}{2}}`$ $`=`$ $`u_{\mu _1\mu _2},`$ (16)
where the notation $`\{\mu _1\mu _2\}_0`$ implies symmetrization and tracelessness, $`\gamma _t^\mu =\gamma ^\mu v^\mu \text{/}v`$ with $`v^\mu `$ is the velocity of the heavy baryon, u and $`u_{\mu _1\mathrm{}\mu _j}`$ are the usual Dirac spinor and the Rarita-Schwinger spinor respectively. The latter satisfies
$$\gamma ^{\mu _i}u_{\mu _1\mathrm{}\mu _i\mathrm{}\mu _j}=0,v^{\mu _i}u_{\mu _1\mathrm{}\mu _i\mathrm{}\mu _j}=0$$
(17)
and are the symmetric and traceless. Therefore, from eqs. (2) and (9), we have
$`<0j_{\rho _1\mathrm{}\rho _J;\gamma }^{B,p,j,J}(x_0)B^{^{}},p^{^{}},j^{^{}},J^{^{}}>`$ $`=`$ $`\tau _B^{ii^{}}(a+b\text{/}v)\varphi _{p\alpha \beta }^{\mu _1\mathrm{}\mu _j}C(\mathrm{\Gamma }_{\mu _1\mathrm{}\mu _j;\rho _1\mathrm{}\rho _J}^J)^{\gamma \lambda }`$ (19)
$`\chi _{B^{^{}}p^{^{}},j^{^{}},J^{^{}}}^{\beta \alpha \lambda ;i^{}i}(x_0+{\displaystyle \frac{3y}{2}}+{\displaystyle \frac{x}{2}},x_0+{\displaystyle \frac{3y}{2}}{\displaystyle \frac{x}{2}},x_0)_{x=y=0}`$
$`=`$ $`tr(\tau _B\tau _B^{^{}}^{})tr(\varphi _p^{\mu _1\mathrm{}\mu _j}\overline{\varphi }_p^{^{}}^{\nu _1\mathrm{}\nu _j})(a+b)f`$ (21)
$`(\mathrm{\Gamma }_{\mu _1\mathrm{}\mu _j;\rho _1\mathrm{}\rho _J}^J\mathrm{\Psi }_{\nu _1\mathrm{}\nu _j^{^{}}}^J^{^{}})^\gamma _{x=y=0}e^{i\overline{\mathrm{\Lambda }}vx_0}.`$
Using
$$\frac{^nf(x_t^2,y_t^2,x_l,y_l)}{z_t^{\mu _1}\mathrm{}z_t^{\mu _n}}_{x_t=y_t=0}=0forn=odd,$$
(22)
and
$$\frac{^2f(x_t^2,y_t^2,x_l,y_l)}{z_t^\mu z_t^{}_{}{}^{}\nu }_{x_t=y_t=0}=\delta _{z_tz_t^{^{}}}g^{\mu \nu }2\frac{^2f}{z_t^2}_{z_t=0}$$
(23)
with z, $`z^{^{}}`$=x, y, one has
$`tr(\varphi _p^{\mu _1\mathrm{}\mu _j}\overline{\varphi }_p^{^{}}^{\nu _1\mathrm{}\nu _j^{^{}}})f`$ $`=`$ $`tr(\varphi ^{\mu _1\mathrm{}\mu _j;\mu }\overline{\varphi }^{\nu _1\mathrm{}\nu _j^{^{}};\mu })\delta _{pp^{^{}}}2{\displaystyle \frac{^2f}{z_t^2}}_{z_t=0}`$ (24)
$`=`$ $`\delta _{jj^{^{}}}\delta _{pp^{^{}}}G^{\mu _1\mathrm{}\mu _j;\nu _1\mathrm{}\nu _j}2{\displaystyle \frac{^2f}{z_t^2}}_{z_t=0},`$ (25)
where
$`G`$ $`=`$ $`1forj=0,`$ (26)
$`G^{\mu \nu }`$ $`=`$ $`g_t^{\mu \nu }g^{\mu \nu }v^\mu v^\nu forj=1,`$ (27)
$`G^{\mu _1\mu _2;\nu _1\nu _2}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(g_t^{\mu _1\nu _1}g_t^{\mu _2\nu _2}+g_t^{\mu _1\nu _2}g_t^{\mu _2\nu _1}{\displaystyle \frac{2}{3}}g_t^{\mu _1\mu _2}g_t^{\nu _1\nu _2})forj=2.`$ (28)
By using eqs.(10, 16) and the explicit expressions for $`\mathrm{\Gamma }_{\mu _1\mathrm{}\mu _j;\rho _1\mathrm{}\rho _J}^J`$ given in Table 3, it is now straightforward to derive
$$G^{\mu _1\mathrm{}\mu _j;\nu _1\mathrm{}\nu _j}\mathrm{\Gamma }_{\mu _1\mathrm{}\mu _j;\rho _1\mathrm{}\rho _J}^J\mathrm{\Psi }_{\nu _1\mathrm{}\nu _j}^J^{^{}}=\delta _{JJ^{^{}}}N_{J,j}u_{\rho _1\mathrm{}\rho _j},$$
(29)
where $`N_{J,j}`$ is a number dependent of J and j. Combining eqs.(6),(12),(15),and (17), one arrives at eq.(7). If we normalize the current $`j_{\rho _1\mathrm{}\rho _j}^{B,p,j,J}`$ appropriately, the baryonic โdecay constantโ $`f_{j,J}`$ can be written as $`f_{j,J}`$=$`N_Jf_j`$
where $`f_j`$ only depends on the diquark spin j and has the same value for the two states in the same doublet.
Similarly, using the same method in ref. , we can verify
$$<0T(j_{\rho _1\mathrm{}\rho _j}^{B,p,j,J}(x)\overline{j}_{\rho _1^{^{}}\mathrm{}\rho _j^{^{}}}^{B^{^{}},p^{^{}},j^{^{}},J^{^{}}}(0))0>\delta _{BB^{^{}}}\delta _{pp^{^{}}}\delta _{jj^{^{}}}\delta _{JJ^{^{}}}.$$
(30)
Eqs.(7) and (18) imply that two currents with different B,p,j,J never mix in the $`m_Q\mathrm{}`$ limit. Therefore, eq.(1) are the appropriate interpolating currents for p-wave excited heavy baryons. We would like to point out that for higher (e.g., D-wave) excited states to construct interpolating currents with such properties are possible but not easy due to the presence of many different orbital states with given total orbital angular momentum of diquark.
It is well-known that the choice of interpolating currents is not unique. For example, the following interpolating currents in Table IV have also the above mentioned properties.
## III The mass sum rules
Since the sum rule for $`\mathrm{\Lambda }_{QK1}`$ is already presented in , we consider the sum rules for the states $`\mathrm{\Sigma }_{QK0},\mathrm{\Sigma }_{QK1},\mathrm{\Sigma }_{Qk1},\mathrm{\Lambda }_{Qk0},\mathrm{\Lambda }_{Qk1}`$. To be specific, we use the interpolating currents listed in tables 3 and 4 in our calculation :
$$j_{\mathrm{\Sigma }_{QK0}}(x)=ฯต^{abc}[q_a^T\tau _BC\gamma _t^\mu q_b]\gamma _{t\mu }\stackrel{}{\text{/}D_t}h_c(x)$$
(31)
$$j_{\mathrm{\Sigma }_{QK1}}(x)=ฯต^{abc}ฯต_{\mu \nu \rho \sigma }v^\rho [q_a^T\tau _BC\gamma _t^\nu q_b]\gamma _t^\mu \gamma _t^\sigma \stackrel{}{\text{/}D_t}\gamma _5h_c(x),$$
(32)
$$j_{\mathrm{\Sigma }_{Qk1}}(x)=ฯต^{abc}[q_a^T\tau _BC\gamma _5\stackrel{}{D_{t\mu }}q_b]\gamma _t^\mu \gamma _5h_c(x),$$
(33)
$$j_{\mathrm{\Lambda }_{Qk0}}(x)=ฯต^{abc}[q_a^T\tau _BC\gamma _t^\mu \stackrel{}{D_{t\mu }}q_b]h_c(x)$$
(34)
$$j_{\mathrm{\Lambda }_{Qk1}}(x)=ฯต^{abc}ฯต_{\mu \nu \rho \sigma }v^\rho [q_a^T\tau _BC\gamma _t^\nu \stackrel{}{D_t^\sigma }q_b]\gamma _t^\mu \gamma _5h_c(x),$$
(35)
where $`a`$, $`b`$, $`c`$ is the color index, $`T`$ denotes the transpose, $`C`$ is the charge conjugate matrix, $`\gamma _t^\mu `$ is defined as above. Considering the result in the ref. that the best stability of the sum rule for the current with a derivative is obtained for a=1 and b=0, we have taken a=1 and b=0 in eqs. (19-23) for the sake of simplicity. We also need
$$\overline{j}_{\mathrm{\Sigma }_{QK0}}(x)=ฯต^{abc}\overline{h}_c\stackrel{}{\text{/}D_t}\gamma _{t\mu }[\overline{q}_b\gamma _t^\mu \tau _B^{}C\overline{q}_a^T]$$
(36)
$$\overline{j}_{\mathrm{\Sigma }_{QK1}}(x)=ฯต^{abc}ฯต_{\mu \nu \rho \sigma }v^\rho \overline{h}_c\gamma _5\stackrel{}{\text{/}D_t}\gamma _t^\sigma \gamma _t^\mu [\overline{q}_b\gamma _t^\nu \tau _B^{}C\overline{q}_a^T],$$
(37)
$$\overline{j}_{\mathrm{\Sigma }_{Qk1}}(x)=ฯต^{abc}\overline{h}_c\gamma _t^\mu \gamma _5[\overline{q}_b\stackrel{}{D_{t\mu }}\gamma _5\tau _B^{}C\overline{q}_a^T],$$
(38)
$$\overline{j}_{\mathrm{\Lambda }_{Qk0}}(x)=ฯต^{abc}\overline{h}_c[\overline{q}_b\stackrel{}{D_{t\mu }}\gamma _t^\mu \tau _B^{}C\overline{q}_a^T]$$
(39)
$$\overline{j}_{\mathrm{\Lambda }_{Qk1}}(x)=ฯต^{abc}ฯต_{\mu \nu \rho \sigma }v^\rho \overline{h}_c\gamma _t^\mu \gamma _5[\overline{q}_b\stackrel{}{D_t^\sigma }\gamma _t^\nu \tau _B^{}C\overline{q}_a^T],$$
(40)
The overlap amplitudes of the interpolating currents with the heavy baryons are defined as follows.
$$0|j_{\mathrm{\Sigma }_{QK1}}|\mathrm{\Sigma }_{QK1}=f_{\mathrm{\Sigma }_{QK1}}u_{\mathrm{\Sigma }_{QK1}}.$$
(41)
Similar definitions hold for other states.
In order to extract the binding energy of the p-wave heavy baryons at the leading order in the $`1/m_Q`$ expansion, we consider the correlation function
$$ie^{iqx}0|T\{j_i(x),\overline{j}_i(0)\}|0๐x=\frac{1+\text{/}v}{2}\mathrm{\Pi }_i(\omega ),$$
(42)
with $`\omega =qv`$.
The dispersion relation for $`\mathrm{\Pi }(\omega )`$ reads
$$\mathrm{\Pi }(\omega )=\frac{1}{\pi }\frac{\text{Im}\mathrm{\Pi }(s)}{s\omega iฯต}๐s,$$
(43)
where $`\text{Im}\mathrm{\Pi }(s)`$ is the spectral density in the limit $`m_Q\mathrm{}`$.
At the phenomenological side we use
$$\text{Im}\mathrm{\Pi }(s)=f^2\delta (s\mathrm{\Lambda })+\text{Im}\mathrm{\Pi }^{\text{Pert}}(s)\theta (s\omega _c),$$
(44)
where we approximate the continuum or more higher states contribution above $`m_Q+\omega _c`$ with the perturbative contribution at the quark gluon level. We invoke Borel transformation with the variable $`\omega `$ to (43) to suppress the continuum contribution further. Finally we have
$$f^2e^{\frac{\mathrm{\Lambda }}{T}}=_0^{\omega _c}\text{Im}\mathrm{\Pi }(s)e^{\frac{s}{T}}๐s.$$
(45)
At the quark level the spectral density reads
$$\text{Im}\mathrm{\Pi }_{\mathrm{\Sigma }_{QK0}}(s)=\frac{11s^7}{140\pi ^3}\frac{\alpha _sG^2s^3}{96\pi ^2},$$
(46)
$$\text{Im}\mathrm{\Pi }_{\mathrm{\Sigma }_{QK1}}(s)=\frac{11s^7}{35\pi ^3}\frac{\alpha _sG^2s^3}{24\pi ^2},$$
(47)
$$\text{Im}\mathrm{\Pi }_{\mathrm{\Sigma }_{Qk1}}(s)=\frac{s^7}{112\pi ^3}+\frac{3\alpha _sG^2s^3}{128\pi ^2}\frac{\alpha _sG^2s^3}{32\pi ^2},$$
(48)
$$\text{Im}\mathrm{\Pi }_{\mathrm{\Lambda }_{Qk0}}(s)=\frac{\tau ^7}{560\pi ^3}\frac{7\alpha _sG^2\tau ^3}{384\pi ^2},$$
(49)
$$\text{Im}\mathrm{\Pi }_{\mathrm{\Lambda }_{Qk1}}(s)=\frac{3s^7}{140\pi ^3}+\frac{\alpha _sG^2s^3}{96\pi ^2}\frac{\alpha _sG^2s^3}{32\pi ^2},$$
(50)
with $`\frac{\alpha _s}{\pi }G^2=0.012`$GeV<sup>4</sup>, where the first term of the gluon condensate in each spectral density results from the diagram with one gluon cut attached on each light quark propagator, while the second piece arises from the diagrams with one gluon cut attached on the vertex. An interesting feature of (46)-(50) is that the gluon condensate is of the opposite sign as the leading perturbative term, in contrast with the ground state baryon mass sum rules. This may be interpreted as some kind of gluon excitation since we are considering p-wave baryons. In the present case the gluon in the covariant derivative also contributes to various condensates.
To obtain the numerical results for the leading order binding energy $`\mathrm{\Lambda }`$, the following formulae from the dispersion relation and quark-hardon duality is used
$`\mathrm{\Lambda }={\displaystyle \frac{\frac{1}{\pi }_0^{\omega _c}se^{s/\tau }\text{Im}\mathrm{\Pi }^{\text{pert}}(s)๐s\frac{d}{d1/\tau }\widehat{B}_\tau ^\omega \mathrm{\Pi }^{\text{cond}}(\omega )}{\frac{1}{\pi }_0^{\omega _c}e^{s/\tau }\text{Im}\mathrm{\Pi }^{\text{pert}}(s)๐s+\widehat{B}_\tau ^\omega \mathrm{\Pi }^{\text{cond}}(\omega )}},`$ (51)
where the operator $`\widehat{B}`$ denotes Borel transformation and $`\mathrm{\Pi }^{\text{cond}}(\omega )`$ denotes the condensate contribution to $`\mathrm{\Pi }`$ ($`\omega `$) in (43).
With the suitable choice of $`\tau `$ and $`\omega `$, the heavy baryon binding energy $`\mathrm{\Lambda }`$ is determined. All the numerical results are presented in Fig. 1. It is easy to find that the sum rules for states $`\mathrm{\Sigma }_{QK0}`$, $`\mathrm{\Sigma }_{QK1}`$, $`\mathrm{\Sigma }_{Qk1}`$, and $`\mathrm{\Lambda }_{Qk1}`$ are stable in the variable region 0.2 GeV to 0.8 GeV. To find the most suitable threshold $`\omega _c`$, we have tried several choices: $`\omega _c=1.4,1.6`$ and 1.8 GeV etc for each current. The final results are given at $`\omega =1.6`$ GeV. In these sum rules the gluon condensate contributions are $`1030\%`$ of the perturbative term in the Borel variable region from 0.3 GeV to 0.7 GeV. The lowest lying resonances dominate. As a by-product, the decay constants of these states are obtained. All the obtained binding energy $`\mathrm{\Lambda }_i`$ and the decay constant $`f_i`$ are collected in Table V, where the variation of $`f_i`$ comes from variation of Borel variable $`\tau `$.
Finally, some words on the current $`j_{\mathrm{\Lambda }_{Qk0}}`$ should be said. In contrast with the numerical results for the currents above, gluon condensate dominate the sum rule for the current $`j_{\mathrm{\Lambda }_{Qk0}}`$ in the region with Borel variable larger than zero, so we do not give its numerical results here.
With the renormalization-group and scheme invariant pole mass for the heavy quarks $`m_c=(1.31.4)`$ GeV and $`m_b=(4.64.8)`$GeV, we obtain the spectrum of the p-wave excited spin 1/2 doublet baryon states.
## IV Discussions
In summary we have constructed the proper interpolating currents suitable for QCD sum rule approach for the orbitally excited heavy baryons in the framework of heavy quark effective theory. These currents are orthogonal to each other in the leading order of HQET and explore different excited states (some of them have the same quantum numbers). The mixing of these currents for the same quantum numbers occur at the order of $`1/m_Q`$. We want to emphasize that only in the leading order of HQET can we construct interpolating currents with such good properties. We obtain the leading order mass sum rules for the orbitally excited states with $`J\frac{3}{2}`$ in HQET. We find the gluon condensates have opposite sign to the leading perturbative terms which may indicate the orbital excitation of the gluon fields inside the excited heavy baryons. All sum rules are stable with reasonable variations of the Borel parameter and the continuum threshold. We extract the leading order binding energy and the overlapping amplitudes, which may be used to analyze the semileptonic decays of these states. The spectrum and level spacing from our approach is consistent with that from quark model prediction . Typically $`\mathrm{\Lambda }_{QK0}`$ lies 300 MeV higher than $`\mathrm{\Lambda }_Q`$ while all other excited states with $`J\frac{3}{2}`$ lie approximately 500 MeV higher than $`\mathrm{\Lambda }_Q`$. However the $`1/m_Q`$ correction may be significant for the excited charmed baryons. Note that the magnitudes of the binding energy we obtained are very close to the charm quark pole mass. Due to the mixing of these interpolating currents the calculation of $`1/m_Q`$ correction is difficult and lies out of the scope of present paper.
## Acknowledgment
We would like to thank Y.-B. Dai for discussions. C.-S. Huang and S.-L. Zhu were partly supported by National Natural Science Foundation of China.
Figure Captions
FIG 1. (a) Variation of the binding energy of $`\mathrm{\Sigma }_{QK0}`$ with the threshold $`\omega _c`$ and the Borel parameter $`T`$. From top to bottom the curves correspond to $`\omega _c=1.8,1.6,1.4`$ GeV. (b) The case for $`\mathrm{\Sigma }_{QK1}`$. (c) For $`\mathrm{\Sigma }_{Qk1}`$. (d) For $`\mathrm{\Lambda }_{Qk1}`$.
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# New Permanent Estimators via Non-Commutative Determinants
### 1. Introduction
#### (1.1) Permanent and determinant
Let $`A=(a_{ij})`$ be an $`n\times n`$ real matrix and let $`S_n`$ denote the symmetric group of all permutations $`\sigma `$ of the set $`\{1,\mathrm{},n\}`$. The number
$$\mathrm{per}A=\underset{\sigma S_n}{}\underset{i=1}{\overset{n}{}}a_{i\sigma (i)}$$
is called the permanent of $`A`$. We will be interested in the case when $`A`$ is non-negative: $`a_{ij}0`$ for $`i,j=1,\mathrm{},n`$.
To compute or to approximate the permanent efficiently is one of the most intriguing problems, see, for example, \[Jerrum and Sinclair 89\], \[Karmarkar et al. 93\], Chapter 18 of \[Papadimitriou 94\], \[Linial et al. 98\], \[Barvinok 97\] and \[Barvinok 99\].
On the other hand, the determinant
$$detA=\underset{\sigma S_n}{}(\mathrm{sgn}\sigma )\underset{i=1}{\overset{n}{}}a_{i\sigma (i)}$$
can be computed using $`O(n^3)`$ arithmetic operations (even when $`A`$ is a matrix over a commutative ring), see, for example, Sections 11.1 and 15.1 of \[Papadimitriou 94\].
Hence it seems natural to try to use determinants to approximate the permanent.
#### (1.2) Permanent estimators
The following approach is due to Godsil and Gutman and independently to Girko (see, for example, Chapter 8 of \[Lovรกsz and Plummer 86\] and Section 3 of Chapter 2 of \[Girko 90\]. Let us choose a probability distribution $`\mu `$ on $``$ with the properties that
$$๐ผx=_{}x๐\mu (x)=0\text{and}๐ผx^2=_{}x^2๐\mu (x)=1.$$
Let us sample $`n^2`$ numbers $`u_{ij}:i,j=1,\mathrm{},n`$ independently and at random from $`\mu `$. Let $`B=(b_{ij})`$ be the matrix defined by
$$b_{ij}=u_{ij}\sqrt{a_{ij}}$$
and let
$$\alpha =(detB)^2.$$
Then $`\alpha `$ is a random variable and it turns out that $`๐ผ\alpha =\mathrm{per}A`$. Hence, in principle, $`\mathrm{per}A`$ can be approximated by averaging sufficiently many determinants. It turns out that by extending the ground field, one can ensure a better concentration of $`\alpha `$ around its expectation and hence a better computational complexity of the approximation.
In \[Karmarkar et al. 93\] it was shown that if one allows $`u_{ij}`$ to be complex numbers (we must define then $`\alpha =|detB|^2`$), one can make the variance of $`\alpha `$ smaller. More precisely, the variance of $`\alpha `$ for the distribution $`\mu `$ that chooses the cubic roots of unity with the probability $`1/3`$ each is exponentially smaller in the worst case than that for $`\mu `$ that chooses $`1`$ and $`1`$ with the probability $`1/2`$ each. In \[Barvinok 99\], it was shown that if $`\mu `$ is a Gaussian distribution in $``$ then with high probability a random value of $`\alpha `$ approximates its expectation within a $`c^n`$ factor for $`c0.28`$; similar behavior is observed when $`\mu `$ is a complex Gaussian distribution, but in the complex case the constant $`c`$ gets better: $`c0.56`$. Moreover, if $`\mu `$ is a quaternionic Gaussian distribution (in which case $`\alpha `$ should be the Study determinant of $`B`$, that is the determinant of the complexification of $`B`$, see, for example, \[Aslaksen 96\]), the constant $`c`$ gets even better: $`c0.76`$.
This suggests that it may be of interest to construct more determinant-type estimators, as they could provide still better concentration properties of $`\alpha `$.
Let us summarize some useful properties of the estimator. The estimator $`\alpha =\alpha (u_{ij}):i,j=1,\mathrm{},n`$ is a function of $`n^2`$ independent and identically distributed random variables $`u_{ij}`$, such that:
(1.2.1) For each choice of $`u_{ij}`$, the value of $`\alpha (u_{ij})`$ can be computed using a polynomial in $`n`$ number of arithmetic operations; (1.2.2) The expected value of $`\alpha `$ is $`\mathrm{per}A`$; (1.2.3) For any choice of $`(u_{ij})`$, the value of $`\alpha (u_{ij})`$ is a non-negative real number; (1.2.4) Let us fix all $`u_{ij}`$ except those in one row $`i_0`$ (resp. in one column $`j_0`$). Then $`\alpha `$ is a quadratic form in $`\{u_{i_0j}:j=1,\mathrm{},n\}`$ (resp. in $`\{u_{ij_0}:i=1,\mathrm{},n\}`$).
In this paper, for every associative finite-dimensional algebra $`๐`$ we construct an estimator with the properties (1.2.1)โ(1.2.4).
#### (1.3) Non-commutative determinants
Exploring analogues of determinants over non-commutative rings and algebras is a very old topic, see, for example, \[Aslaksen 96\] for a survey and \[Gelfand and Retakh 97\] for new developments. Interestingly, most important non-commutative determinants, such as the Dieudonnรฉ determinant, quasideterminants of Gelfand and Retakh and the Moore determinant of a Hermitian quaternionic matrix turn out to be computationally efficient. However, with the notable exception of the Moore determinant, they are not close enough to the monomial expansion of the commutative determinant to produce a permanent estimator. On the other hand, the most straightforward version due to Cayley
$$\mathrm{Cdet}A=\underset{\sigma S_n}{}(\mathrm{sgn}\sigma )a_{1\sigma (1)}\mathrm{}a_{n\sigma (n)}$$
for an $`n\times n`$ matrix $`A=(a_{ij})`$ with the entries $`a_{ij}`$ in an associative algebra $`๐`$ would have suited our purpose perfectly well had there been any reason to believe that this expression can be efficiently (in polynomial in $`n`$ time) computed, see also Section 5.2.
The ambiguity that prevents the straightforward extension of the determinant to non-commutative algebras is that there is no natural choice for the order of the factors in the product $`_{i=1}^na_{i\sigma (i)}`$. We resolve this ambiguity by taking the average of the products in all possible $`n!`$ orders. Hence for an $`n\times n`$ matrix $`A=(a_{ij})`$ with the entries in an associative algebra $`๐`$ over a field $`๐ฝ`$ of characteristic 0, we write
$$\mathrm{sdet}A=\frac{1}{n!}\underset{(\sigma ,\tau )S_n\times S_n}{}(\mathrm{sgn}\sigma )(\mathrm{sgn}\tau )a_{\sigma (1)\tau (1)}\mathrm{}a_{\sigma (n)\tau (n)}$$
(โsdetโ stands for the โsymmetrized determinantโ). It is easy to see that if $`๐`$ is commutative, we get the standard determinant. We prove that for any fixed finite-dimensional algebra $`๐`$, the value of $`\mathrm{sdet}A`$ for an $`n\times n`$ matrix over $`๐`$ can be computed in a polynomial in $`n`$ time. More precisely, if the dimension of $`๐`$ as an $`๐ฝ`$-vector space is $`r`$, $`\mathrm{sdet}A`$ can be computed in $`O(n^{r+3})`$ time.
The paper is organized as follows. In Section 2, we discuss mixed discriminants, which are crucial for our proof in Section 3 of the polynomial time computability of the symmetrized determinant. In Section 4, for every finite-dimensional associative algebra $`๐`$ over $``$ endowed with a scalar product and an unbiased probability distribution $`\mu `$, we construct a permanent estimator which satisfies (1.2.1)โ(1.2.4). In Section 4, we conjecture that if $`๐=\mathrm{Mat}(d,)`$ is the algebra of $`d\times d`$ matrices endowed with the standard scalar product and Gaussian probability measure, then the algorithm approximates the permanent of an $`n\times n`$ matrix within a $`O(\gamma _d^n)`$ factor, where $`lim_{d+\mathrm{}}\gamma _d=1`$. We also provide some intuitive argument supporting the conjecture.
### 2. Preliminaries: Mixed Discriminants
###### Definition (2.1) Definition
Let $`A_1,\mathrm{},A_n`$ be $`n\times n`$ matrices over a field $`๐ฝ`$ of characteristic 0. We write $`A_k=(a_{ij}^k)`$, where $`a_{ij}^k๐ฝ`$ for $`i,j=1,\mathrm{},n`$ and $`k=1,\mathrm{},n`$ ($`k`$ is the index, not the power). Let $`t_1,\mathrm{},t_n๐ฝ`$ be variables. The expression $`det\left(t_1A_1+\mathrm{}+t_nA_n\right)`$ is a homogeneous polynomial in $`t_1,\mathrm{},t_n`$ of degree $`n`$ and its normalized coefficient
$$D(A_1,\mathrm{},A_n)=\frac{1}{n!}\frac{^n}{t_1\mathrm{}t_n}det\left(t_1A_1+\mathrm{}+t_nA_n\right)$$
is called the mixed discriminant of $`A_1,\mathrm{},A_n`$. In terms of the entries $`(a_{ij}^k)`$ of the matrices $`A_1,\mathrm{},A_n`$, the mixed discriminant can be written as
$$D(A_1,\mathrm{},A_n)=\frac{1}{n!}\underset{(\sigma ,\tau )S_n\times S_n}{}(\mathrm{sgn}\sigma )(\mathrm{sgn}\tau )\underset{k=1}{\overset{n}{}}a_{\sigma (k)\tau (k)}^k.$$
$`\mathrm{2.1.1}`$
Mixed discriminants are symmetric, that is,
$$D(A_1,\mathrm{},A_n)=D(A_{\varphi (1)},\mathrm{},A_{\varphi (n)})$$
$`2.2`$
for any permutation $`\varphi :\{1,\mathrm{},n\}\{1,\mathrm{},n\}`$. For various properties of mixed discriminants, see, for example, Section 5.2 of \[Bapat and Raghavan 97\].
We are particularly interested in the situation when the number of different matrices among $`A_1,\mathrm{},A_n`$ is small. The following result is Lemma 9.3 from \[Barvinok 97\]. For the sake of completeness, we present its proof here.
###### (2.3) Lemma
Let $`k_1,\mathrm{},k_r`$ be non-negative integers such that $`k_1+\mathrm{}+k_r=n`$ and let $`A_1,\mathrm{},A_r`$ be $`n\times n`$ matrices. Then
$$\begin{array}{cc}& D(\underset{k_1\text{ copies}}{\underset{}{A_1,\mathrm{},A_1}},\mathrm{},\underset{k_r\text{ copies}}{\underset{}{A_r,\mathrm{},A_r}})\hfill \\ \hfill =& \frac{{\displaystyle \frac{(1)^n}{n!}}{\displaystyle }}{0m_1k_1}\hfill \\ \hfill \mathrm{}\\ \hfill 0m_rk_r(1)^{m_1+\mathrm{}+m_r}\left(\genfrac{}{}{0pt}{}{k_1}{m_1}\right)\mathrm{}\left(\genfrac{}{}{0pt}{}{k_r}{m_r}\right)det\left(m_1A_1+\mathrm{}+m_rA_r\right).\end{array}$$
###### Demonstration Proof
For a subset $`\omega \{1,\mathrm{},n\}`$, let
$$t_i(\omega )=\{\begin{array}{cc}1\hfill & \text{if }i\omega \hfill \\ 0\hfill & \text{if }i\omega \hfill \end{array}$$
and let $`๐ฅ_\omega =(t_1(\omega ),\mathrm{},t_n(\omega ))`$ be the indicator of $`\omega `$. One can observe that if $`p`$ is a homogeneous polynomial of degree $`n>0`$ in $`n`$ variables $`t_1,\mathrm{},t_n`$, then
$$\frac{^n}{t_1\mathrm{}t_n}p=(1)^n\underset{\omega \{1,\mathrm{},n\}}{}(1)^{|\omega |}p(๐ฅ_\omega ).$$
Indeed, it suffices to check the identity for monomials $`t_1^{\alpha _1}\mathrm{}t_n^{\alpha _n}`$. If some $`\alpha _i=0`$ then the right hand side is 0 since the terms corresponding to $`\omega \{i\}`$ and $`\omega \{i\}`$ annihilate each other. For the monomial $`t_1\mathrm{}t_n`$ the right hand side is 1 since the only non-zero term is for $`\omega =\{1,\mathrm{},n\}`$.
Given $`n\times n`$ matrices $`A_1,\mathrm{},A_n`$, let us apply the above identity to
$$p(t_1,\mathrm{},t_n)=det(t_1A_1+\mathrm{}+t_nA_n).$$
Suppose that the set $`\{A_1,\mathrm{},A_n\}`$ consists of $`k_1`$ copies of $`A_1`$, $`\mathrm{}`$, $`k_r`$ copies of $`A_r`$, where $`A_1,\mathrm{},A_r`$ are distinct, and let $`S_i=\{j:A_j`$ is a copy of $`A_i\}`$ for $`i=1,\mathrm{},r`$. Then $`|S_i|=k_i`$, $`S_1\mathrm{}S_r`$ is a partition of the set $`\{1,\mathrm{},n\}`$ and
$$p(๐ฅ_\omega )=det(m_1A_1+\mathrm{}+m_rA_r),\text{where}m_i=|\omega S_i|.$$
Moreover, for given $`m_1,\mathrm{},m_r`$, there are exactly $`\left({\displaystyle \genfrac{}{}{0pt}{}{k_1}{m_1}}\right)\mathrm{}\left({\displaystyle \genfrac{}{}{0pt}{}{k_r}{m_r}}\right)`$ subsets $`\omega `$ with $`m_i=|\omega S_i|`$, since for each $`i=1,\mathrm{},r`$, we have to choose $`m_i`$ elements of $`\omega `$ from $`S_i`$ for all $`i=1,\mathrm{},r`$ independently. The proof now follows. โ
###### (2.4) Corollary
Suppose that $`r`$ is fixed. Given $`n\times n`$ matrices $`A_1,\mathrm{},A_r`$, computing
$$D(\underset{k_1\text{ copies}}{\underset{}{A_1,\mathrm{},A_1}},\mathrm{},\underset{k_r\text{ copies}}{\underset{}{A_r,\mathrm{},A_r}})$$
using the formula of Lemma 2.3, takes $`O(n^{r+3})`$ arithmetic operations.
###### Demonstration Proof
The number of summands does not exceed $`(n+1)^r`$ (a better estimate is $`(n/r+1)^r`$) and the determinant of an $`n\times n`$ matrix can be computed using $`O(n^3)`$ arithmetic operations. โ
### 3. Symmetrized Determinant of a Matrix over an Algebra
Let $`๐`$ be an associative algebra over $`๐ฝ`$, where $`๐ฝ`$ is a field of characteristic 0. Hence $`๐`$ is a vector space over $`๐ฝ`$ with an addition โ+โ and associative (but not necessarily commutative) multiplication $``$. For example, one can choose $`๐`$ to be the algebra $`\mathrm{Mat}(d,๐ฝ)`$ of all $`d\times d`$ matrices over $`๐ฝ`$. We will assume that as a vector space, $`๐`$ is finite-dimensional, $`dim_๐ฝ๐<\mathrm{}`$.
###### Definition (3.1) Definition
Let $`A=(a_{ij})`$, $`a_{ij}๐`$ be an $`n\times n`$ matrix over $`๐`$. We call
$$\mathrm{sdet}A=\frac{1}{n!}\underset{(\sigma ,\tau )S_n\times S_n}{}(\mathrm{sgn}\sigma )(\mathrm{sgn}\tau )a_{\sigma (1)\tau (1)}a_{\sigma (2)\tau (2)}\mathrm{}a_{\sigma (n)\tau (n)}$$
the symmetrized determinant of $`A`$. In other words, $`\mathrm{sdet}A`$ is obtained by taking a diagonal of $`A`$ (that is, picking one entry from each row and column of $`A`$), multiplying the entries on the diagonal in all possible orders, taking the average of the resulting $`n!`$ products and adding that average with the appropriate sign found by the same rule as for the usual commutative determinant. Hence $`\mathrm{sdet}A๐`$. We denote by $`\mathrm{Mat}(n,๐)`$ the set of $`n\times n`$ matrices $`A=(a_{ij})`$ with $`a_{ij}๐`$.
###### Remark Remark
If $`๐`$ is commutative, the expressions
$$\frac{1}{n!}\underset{(\sigma ,\tau )S_n\times S_n}{}(\mathrm{sgn}\sigma )(\mathrm{sgn}\tau )a_{\sigma (1)\tau (1)}\mathrm{}a_{\sigma (n)\tau (n)}$$
and
$$\underset{\sigma S_n}{}(\mathrm{sgn}\sigma )a_{1\sigma (1)}\mathrm{}a_{n\sigma (n)}$$
coincide but if $`๐`$ is not commutative, they may differ.
###### (3.2) Theorem
Let $`e_1,\mathrm{},e_r`$ span $`๐`$ as an $`๐ฝ`$-vector space. Let $`A=(a_{ij})`$ be an $`n\times n`$ matrix over $`๐`$, so
$$A=A_1e_1+\mathrm{}+A_re_r,$$
where $`A_1,\mathrm{},A_r`$ are $`n\times n`$ matrices with the entries in $`๐ฝ`$.
For an $`r`$-tuple $`k_1,\mathrm{},k_r`$ of non-negative integers such that $`k_1+\mathrm{}+k_r=n`$, let $`\mathrm{\Phi }(k_1,\mathrm{},k_r)`$ be the set of all maps $`\varphi :\{1,\mathrm{},n\}\{1,\mathrm{},r\}`$ such that $`|\varphi ^1(1)|=k_1,\mathrm{},|\varphi ^1(r)|=k_r`$. Let us define elements $`u(k_1,\mathrm{},k_r)๐`$ by
$$u(k_1,\mathrm{},k_r)=\underset{\varphi \mathrm{\Phi }(k_1,\mathrm{},k_r)}{}e_{\varphi (1)}e_{\varphi (2)}\mathrm{}e_{\varphi (n)}.$$
Then
$$\frac{\mathrm{sdet}A=}{k_1,\mathrm{},k_r0k_1+\mathrm{}+k_r=nD(\underset{k_1\text{ copies}}{\underset{}{A_1,\mathrm{},A_1}},\mathrm{},\underset{k_r\text{ copies}}{\underset{}{A_r,\mathrm{},A_r}})u(k_1,\mathrm{},k_r).}$$
###### Demonstration Proof
Let $`A_k=(a_{ij}^k)`$, where $`a_{ij}^k๐ฝ`$ for $`i,j=1,\mathrm{},n`$ and $`k=1,\mathrm{},r`$. Hence $`a_{ij}=_{k=1}^ra_{ij}^ke_k`$.
By Definition 3.1,
$$\begin{array}{cc}\hfill \mathrm{sdet}A& =\frac{1}{n!}\underset{(\sigma ,\tau )S_n\times S_n}{}(\mathrm{sgn}\sigma )(\mathrm{sgn}\tau )a_{\sigma (1)\tau (1)}a_{\sigma (2)\tau (2)}\mathrm{}a_{\sigma (n)\tau (n)}\hfill \\ & =\frac{1}{n!}\underset{(\sigma ,\tau )S_n\times S_n}{}(\mathrm{sgn}\sigma )(\mathrm{sgn}\tau )\left(\underset{k=1}{\overset{r}{}}a_{\sigma (1)\tau (1)}^ke_k\right)\mathrm{}\left(\underset{k=1}{\overset{r}{}}a_{\sigma (n)\tau (n)}^ke_k\right)\hfill \end{array}$$
Let $`\mathrm{\Phi }`$ be the set of all maps $`\varphi :\{1,\mathrm{},n\}\{1,\mathrm{},r\}`$. Then
$$\left(\underset{k=1}{\overset{r}{}}a_{\sigma (1)\tau (1)}^ke_k\right)\mathrm{}\left(\underset{k=1}{\overset{r}{}}a_{\sigma (n)\tau (n)}^ke_k\right)=\underset{\varphi \mathrm{\Phi }}{}a_{\sigma (1)\tau (1)}^{\varphi (1)}\mathrm{}a_{\sigma (n)\tau (n)}^{\varphi (n)}e_{\varphi (1)}\mathrm{}e_{\varphi (n)}.$$
Hence
$$\begin{array}{cc}\hfill \mathrm{sdet}A& =\frac{1}{n!}\underset{(\sigma ,\tau )S_n\times S_n}{}(\mathrm{sgn}\sigma )(\mathrm{sgn}\tau )\underset{\varphi \mathrm{\Phi }}{}a_{\sigma (1)\tau (1)}^{\varphi (1)}\mathrm{}a_{\sigma (n)\tau (n)}^{\varphi (n)}e_{\varphi (1)}\mathrm{}e_{\varphi (n)}\hfill \\ & =\underset{\varphi \mathrm{\Phi }}{}\frac{1}{n!}\underset{(\sigma ,\tau )S_n\times S_n}{}(\mathrm{sgn}\sigma )(\mathrm{sgn}\tau )a_{\sigma (1)\tau (1)}^{\varphi (1)}\mathrm{}a_{\sigma (n)\tau (n)}^{\varphi (n)}e_{\varphi (1)}\mathrm{}e_{\varphi (n)}\hfill \\ & =\underset{\varphi \mathrm{\Phi }}{}D(A_{\varphi (1)},\mathrm{},A_{\varphi (n)})e_{\varphi (1)}\mathrm{}e_{\varphi (n)}.\hfill \end{array}$$
Now, set $`\mathrm{\Phi }`$ is a disjoint union of the sets $`\mathrm{\Phi }(k_1,\mathrm{},k_r)`$ and by the symmetry of the mixed discriminant (see (2.2)), for any $`\varphi \mathrm{\Phi }(k_1,\mathrm{},k_r)`$ we have
$$D(A_{\varphi (1)},\mathrm{}A_{\varphi (n)})=D(\underset{k_1\text{ copies}}{\underset{}{A_1,\mathrm{},A_1}},\mathrm{},\underset{k_r\text{ copies}}{\underset{}{A_r,\mathrm{},A_r}}).$$
Summarizing, we get
$$\frac{\mathrm{sdet}A=}{k_1,\mathrm{},k_r0k_1+\mathrm{}+k_r=nD(\underset{k_1\text{ copies}}{\underset{}{A_1,\mathrm{},A_1}},\mathrm{},\underset{k_r\text{ copies}}{\underset{}{A_r,\mathrm{},A_r}})_{\varphi \mathrm{\Phi }(k_1,\mathrm{},k_r)}e_{\varphi (1)}\mathrm{}e_{\varphi (n)}}$$
and the proof follows. โ
Next, we present an algorithm for computing the symmetrized determinant of a matrix over $`๐`$. We assume that there is a basis $`e_1,\mathrm{},e_r`$ of $`๐`$ as a vector space and that the entries $`a_{ij}`$ of $`A\mathrm{Mat}(n,๐)`$ are given by their coefficients in the basis: $`a_{ij}=a_{ij}^1e_1+\mathrm{}+a_{ij}^re_r`$. The multiplication in $`๐`$ is described by the structural constants $`\{\beta _{ij}^k\}`$ that are the scalars from $`๐ฝ`$ such that
$$e_ie_j=\underset{k=1}{\overset{r}{}}\beta _{ij}^ke_k.$$
$`(3.3)`$
We need a simple Lemma.
###### (3.4) Lemma
Let $`u(k_1,\mathrm{},k_r)๐`$ be the elements defined in Theorem 3.2. Let $`I=\{i:k_i>0\}`$. Then
$$u(k_1,\mathrm{},k_r)=\underset{iI}{}u(k_1,\mathrm{},k_{i1},k_i1,k_{i+1},\mathrm{},k_r)e_i.$$
###### Demonstration Proof
For $`\varphi \mathrm{\Phi }(k_1,\mathrm{},k_r)`$ we have
$$e_{\varphi (1)}\mathrm{}e_{\varphi (n)}=\left(e_{\varphi (1)}\mathrm{}e_{\varphi (n1)}\right)e_{\varphi (n)},\text{where}\varphi (n)I.$$
If $`\varphi (n)=i`$ then the restriction $`\varphi ^{}:\{1,\mathrm{},n1\}\{1,\mathrm{},r\}`$ belongs to the set $`\mathrm{\Phi }(k_1,\mathrm{},k_{i1},k_i1,k_{i+1},\mathrm{},k_r)`$. Vice versa, every $`\varphi ^{}\mathrm{\Phi }(k_1,\mathrm{},k_{i1},k_i1,k_{i+1},\mathrm{},k_r)`$ extends to $`\varphi \mathrm{\Phi }(k_1,\mathrm{},k_r)`$ by letting $`\varphi (n)=i`$. The proof now follows. โ
## (3.5) Algorithm for computing $`\mathrm{sdet}A`$ for $`A\mathrm{Mat}(n,๐)`$
Input: An algebra $`๐`$ given by the structural constants $`\{\beta _{ij}^k\}`$ in some $`๐ฝ`$-basis $`e_1,\mathrm{},e_r`$ of $`๐`$ and an $`n\times n`$ matrix $`A\mathrm{Mat}(n,๐)`$ given by $`n\times n`$ matrices $`A_1,\mathrm{},A_r\mathrm{Mat}(n,๐ฝ)`$ such that $`A=A_1e_1+\mathrm{}+A_re_r`$. Output: The element $`\mathrm{sdet}A๐`$ given by its coefficients in the basis $`e_1,\mathrm{},e_r`$. Algorithm: First, for all $`r`$-tuples of non-negative integers $`k_1,\mathrm{},k_r`$ such that $`k_1+\mathrm{}+k_r=n`$, using the identity of Lemma 2.3, we compute the mixed discriminant
$$D(\underset{k_1\text{ copies}}{\underset{}{A_1,\mathrm{},A_1}},\mathrm{},\underset{k_r\text{ copies}}{\underset{}{A_r,\mathrm{},A_r}}).$$
Now, using Lemma 3.4 recursively, we compute $`u(k_1,\mathrm{},k_r)`$. We start with
$$u(0,\mathrm{},0,\underset{i\text{-th position}}{1,}0,\mathrm{},0)=e_i$$
and applying Lemma 3.4 and (3.3), successively compute the expansions of $`u(k_1,\mathrm{},k_r)`$ with $`k_1+\mathrm{}+k_r=1,\mathrm{},n`$ in the basis $`e_1,\mathrm{},e_r`$. Finally, we use Theorem 3.2 to compute $`\mathrm{sdet}A`$.
An important observation is that if $`dim_๐ฝ๐=r`$ is fixed, the algorithm has polynomial time complexity.
###### (3.6) Theorem
For a fixed $`r`$, given an $`n\times n`$ matrix $`A\mathrm{Mat}(๐,n)`$, Algorithm 3.5 computes $`\mathrm{sdet}A๐`$ using $`O(n^{r+3})`$ arithmetic operations.
###### Demonstration Proof
Theorem 3.2 and Lemma 3.4 imply that the algorithm indeed returns the correct value. The number of all $`r`$-tuples of non-negative integers $`k_1,\mathrm{},k_r`$ such that $`k_1+\mathrm{}+k_rn`$ is $`\left(\genfrac{}{}{0pt}{}{n+r}{r}\right)`$, which is a polynomial in $`n`$ of degree $`r`$. The complexity bound follows from this and Corollary 2.4. โ
### 4. Permanent Estimators
Let us fix an $``$-algebra $`๐`$. We assume that as a real vector space, $`๐`$ is finite-dimensional, so as a vector space $`๐`$ is isomorphic to $`^m`$ for some $`m`$. Suppose that there is a scalar product $`,:๐\times ๐`$. In other words, for every two elements $`a,b๐`$, a real number $`a,b`$ is defined, such that $`a,b=b,a`$; $`\alpha a+\beta b,c=\alpha a,c+\beta b,c`$ for $`a,b,c๐`$ and $`\alpha ,\beta `$ and $`a,a0`$ for all $`a๐`$. For example, if $`๐=\mathrm{Mat}(d,)`$ is a matrix algebra, one may choose $`a,b=\mathrm{Tr}(ab^t)`$. Generally, we donโt assume any relation between the multiplication in $`๐`$ and the scalar product. We also allow the form $`,`$ to be degenerate, that is, we allow $`a,a=0`$ for some non-zero $`a`$. As usual, we define $`a^2=a,a`$.
Suppose further, that there is a Borel probability measure $`\mu `$ on $`๐`$ with the properties:
$$๐ผx=_๐x๐\mu =0$$
$`4.1`$
and for any (non-commutative) polynomial
$$p(x_1,\mathrm{},x_n)=\underset{1i_1,\mathrm{},i_nn}{}\gamma _{i_1,\mathrm{},i_n}x_{i_1}\mathrm{}x_{i_n},\text{where}\gamma _{i_1,\mathrm{},i_n}$$
we have
$$๐ผp(x_1,\mathrm{},x_n),p(x_1,\mathrm{},x_n)<+\mathrm{},$$
$`4.2`$
provided $`x_1,\mathrm{},x_n๐`$ are chosen independently and at random.
###### (4.3) Theorem
Let $`๐`$ be an $``$-algebra with a scalar product $`,`$ and a probability measure $`\mu `$ satisfying (4.1)โ(4.2). Let us define a constant $`c(n,\mu )0`$ as follows:
$$c(n,\mu )=๐ผZ^2,\text{where}Z=\frac{1}{n!}\underset{\sigma S_n}{}Y_{\sigma (1)}\mathrm{}Y_{\sigma (n)}$$
and $`Y_1,\mathrm{},Y_n`$ are sampled independently and at random from $`๐`$.
For a given real non-negative matrix $`A=(a_{ij})`$, let us define a random $`n\times n`$ matrix $`B\mathrm{Mat}(n,๐)`$, $`B=(b_{ij})`$ as follows:
$$b_{ij}=\sqrt{a_{ij}}X_{ij},$$
where $`X_{ij}`$ are sampled independently and at random from $`๐`$. Then
$$๐ผ\mathrm{sdet}B^2=c(n,\mu )\mathrm{per}A.$$
###### Demonstration Proof
By Definition 3.1,
$$\mathrm{sdet}B=\frac{1}{n!}\underset{(\sigma ,\tau )S_n\times S_n}{}(\mathrm{sgn}\sigma )(\mathrm{sgn}\tau )\left(\underset{i=1}{\overset{n}{}}a_{\sigma (i)\tau (i)}\right)^{1/2}X_{\sigma (1)\tau (1)}\mathrm{}X_{\sigma (n)\tau (n)}.$$
Hence $`\mathrm{sdet}(B)^2`$ can be written as the sum of the terms
$$\begin{array}{cc}& \left(\frac{1}{n!}\right)^2(\mathrm{sgn}\sigma _1)(\mathrm{sgn}\tau _1)(\mathrm{sgn}\sigma _2)(\mathrm{sgn}\tau _2)\left(\underset{i=1}{\overset{n}{}}a_{\sigma _1(i)\tau _1(i)}\right)^{1/2}\left(\underset{i=1}{\overset{n}{}}a_{\sigma _2(i)\tau _2(i)}\right)^{1/2}\times \hfill \\ & X_{\sigma _1(1)\tau _1(1)}\mathrm{}X_{\sigma _1(n)\tau _1(n)},X_{\sigma _2(1)\tau _2(1)}\mathrm{}X_{\sigma _2(n)\tau _2(n)}\hfill \end{array}$$
$`\mathrm{4.3.1}`$
for all 4-tuples $`(\sigma _1,\sigma _2,\tau _1,\tau _2)S_n\times S_n\times S_n\times S_n`$.
Suppose that the sets of indices
$$\{(\sigma _1(i),\tau _1(i)):i=1,\mathrm{},n\}\text{and}\{(\sigma _2(i),\tau _2(i)):i=1,\mathrm{},n\}$$
coincide. This is the case if and only if there is a permutation $`\pi S_n`$ such that $`\sigma _2(i)=\sigma _1(\pi (i))`$ and $`\tau _2(i)=\tau _1(\pi (i))`$ for $`i=1,\mathrm{},n`$, in which case the term (4.3.1) can be written as
$$\begin{array}{cc}& \left(\frac{1}{n!}\right)^2\underset{i=1}{\overset{n}{}}a_{\sigma _1(i)\tau _1(i)}\times \hfill \\ & X_{\sigma _1(1)\tau _1(1)}\mathrm{}X_{\sigma _1(n)\tau _1(n)},X_{\sigma _1(\pi (1))\tau _1(\pi (1))}\mathrm{}X_{\sigma _1(\pi (n))\tau _1(\pi (n))}.\hfill \end{array}$$
Let us fix $`\sigma _1,\tau _1S_n`$ and let $`\pi `$ range over $`S_n`$. Then the expected value of the corresponding sum of monomials is
$$\frac{c(n,\mu )}{n!}\underset{i=1}{\overset{n}{}}a_{\sigma _1(i)\tau _1(i)}.$$
If the sets of indices
$$\{(\sigma _1(i),\tau _1(i)):i=1,\mathrm{},n\}\text{and}\{(\sigma _2(i),\tau _2(i)):i=1,\mathrm{},n\}$$
in (4.3.1) do not coincide, then there is a term $`X_{ij}`$, which is in the right hand side of the scalar product, but not in the left hand side. The conditional expectation with respect to $`X_{ij}`$ is 0 because of (4.1) and the linearity of expectation. Hence the expectation of the corresponding term is 0. Summarizing, the expected value of $`\mathrm{sdet}B^2`$ is
$$\underset{(\sigma _1,\tau _1)S_n\times S_n}{}\frac{c(n,\mu )}{n!}\underset{i=1}{\overset{n}{}}a_{\sigma _1(i)\tau _1(i)}=c(n,\mu )\mathrm{per}A.$$
Algorithm 3.5 and Theorem 3.6 ensure the property (1.2.1) of the estimator. Theorem 4.3 implies (1.2.3) and (1.2.2) (up to a constant $`c(n,\mu )`$; for sufficiently generic measure and scalar product the constant is strictly positive). One can see that (1.2.4) is satisfied as well.
### 5. A Series of Estimators Conjectured to be Asymptotically Exact
Let us fix a positive integer $`d`$ and let $`๐=\mathrm{Mat}(d,)`$ be the algebra of real $`d\times d`$ matrices. We introduce the scalar product $`,`$ on $`๐`$ by letting
$$a,b=\mathrm{Tr}(ab^t).$$
Let $`\mu `$ be the standard Gaussian measure on $`๐`$ with the density
$$\psi (a)=(2\pi )^{d^2/2}e^{a^2/2}.$$
Thus to sample a random matrix $`a๐`$, we sample each of its $`d^2`$ entries independently from the standard normal distribution.
The construction of Section 4 gives us a permanent estimator. Although we donโt know the value of $`c(n,\mu )`$, we donโt really need it, since we can approximate it by applying the same algorithm to the identity matrix.
Hence, for each positive integer $`d`$, we obtain a permanent estimator.
#### (5.1) The $`d`$-th estimator
Input: A non-negative $`n\times n`$ real matrix $`A=(a_{ij})`$. Output: A non-negative number $`\alpha `$ approximating $`\mathrm{per}A`$. Algorithm: Sample $`n^2`$ matrices $`u_{ij}`$ of size $`d\times d`$ from the standard Gaussian distribution in $`\mathrm{Mat}(d,)`$. Define $`n\times n`$ matrices $`B=(b_{ij})`$, $`E=(e_{ij})`$ with $`b_{ij},e_{ij}\mathrm{Mat}(d,)`$ for $`i,j=1,\mathrm{},n`$ as follows:
$$b_{ij}=u_{ij}\sqrt{a_{ij}}\text{and}e_{ij}=\{\begin{array}{cc}u_{ii}\hfill & \text{if }i=j\hfill \\ 0\hfill & \text{if }ij.\hfill \end{array}$$
Apply Algorithm 3.5 to compute $`d\times d`$ matrices $`\mathrm{sdet}B`$ and $`\mathrm{sdet}E`$. Compute
$$\alpha =\mathrm{sdet}B^2/\mathrm{sdet}E^2.$$
Output $`\alpha `$.
We conjecture that the output $`\alpha `$ approximates $`\mathrm{per}A`$ within an exponential factor $`\gamma _d^n`$ and that $`\gamma _d`$ approaches 1 as $`d`$ grows. More precisely, we conjecture that there exist a sequence $`\{\gamma _d\}`$ of non-negative real numbers such that $`lim_{d+\mathrm{}}\gamma _d=1`$ and a sequence of functions $`\{f_d(n,ฯต)\}`$ such that for any $`ฯต>0`$ and any $`d`$ we have $`lim_{n+\mathrm{}}f_d(n,ฯต)=0`$; so that for any $`n\times n`$ non-negative matrix $`A`$ and any $`ฯต>0`$, the output $`\alpha `$ of the $`d`$-th estimator (5.1) satisfies:
$$\left\{(\gamma _dฯต)^n\mathrm{per}A\alpha (\gamma _d+ฯต)^n\mathrm{per}A\right\}1f_d(n,ฯต).$$
Note, that the complexity of the $`d`$-th algorithm is $`O(n^{d^2+3})`$. We discuss some plausible reasons why the conjecture might be true.
#### (5.2) Why there might be sharp concentration
From Theorem 4.3 and Chebyshevโs inequality, one deduces that the value of $`c^1(n,\mu )\mathrm{sdet}B^2`$ is unlikely to overestimate $`\mathrm{per}A`$:
$$\left\{c^1(n,\mu )\mathrm{sdet}B^2K\mathrm{per}A\right\}1/K$$
for every $`K>0`$. Hence the main problem is to prove that $`c^1(n,\mu )\mathrm{sdet}B^2`$ is unlikely to underestimate $`\mathrm{per}A`$ as well.
Suppose that in Algorithm 5.1, instead of the symmetrized determinant of $`B`$, we take the Cayley determinant $`\mathrm{Cdet}`$ (see Section 1.3). One can prove that
$$๐ผ\mathrm{Cdet}B^2=d^n\mathrm{per}A.$$
Moreover, the method of \[Barvinok 99\] carries over and one can prove that for any $`1>ฯต>0`$
$$\left\{d^n\mathrm{Cdet}B^2(ฯต๐ _d)^n\mathrm{per}A\right\}\frac{8}{n\mathrm{ln}^2ฯต},$$
where constant $`๐ _d`$ is defined as follows (see \[Barvinok 99\]): let $`\xi _1,\mathrm{},\xi _d`$ be independent random variables having the standard Gaussian density $`(2\pi )^{1/2}e^{x^2/2}`$. Then
$$๐ _d=\mathrm{exp}\left\{๐ผ\mathrm{ln}\left(\frac{\xi _1^2+\mathrm{}+\xi _d^2}{d}\right)\right\}.$$
We have $`lim_{d+\mathrm{}}๐ _d=1`$ and, in fact, $`๐ _d=1+O(1/d)`$.
The symmetrized determinant $`\mathrm{sdet}B`$ can be considered as the average of the $`n!`$ Cayley determinants of the matrices obtained from $`B`$ by permuting rows in all possible ways. It seems quite plausible to the author that the concentration for $`\mathrm{sdet}B^2`$ should be at least as sharp as for $`\mathrm{Cdet}B^2`$.
### Acknowledgment
I am grateful to Rishi Raj for many helpful discussions.
### References
\[Aslaksen 96\] H. Aslaksen, Quaternionic determinants, The Mathematical
Intelligencer, 18(1996), 57โ65. \[Bapat and Raghavan 97\] R.B. Bapat and T.E.S. Raghavan, Nonnegative Matrices
and Applications, Encyclopedia of Mathematics and its Applications, 64,
Cambridge Univ. Press, Cambridge, 1997. \[Barvinok 97\] A. Barvinok, Computing mixed discriminants, mixed volumes, and
permanents, Discrete $`\&`$ Computational Geometry, 18 (1997), 205โ237. \[Barvinok 99\] A. Barvinok, Polynomial time algorithms to approximate permanents
and mixed discriminants within a simply exponential factor,
Random Structures $`\&`$ Algorithms, 14(1999), no. 1, 29โ61. \[Gelfand and Retakh 97\], I. Gelfand and V. Retakh, Quasideterminants. I.
Selecta Mathematica (N.S.), 3(1997), 517โ546. \[Girko 90\] V.L. Girko, Theory of Random Determinants, Mathematics and
its Applications, 45, Kluwer, Dordrecht, 1990. \[Jerrum and Sinclair 89\] M. Jerrum and A. Sinclair, Approximating the permanent,
SIAM Journal on Computing, 18 (1989), 1149โ1178. \[Karmarkar et al. 93\] N. Karmarkar, R. Karp, R. Lipton, L. Lovรกsz and M. Luby,
A Monte Carlo algorithm for estimating the permanent, SIAM Journal
on Computing, 22(1993), 284โ293. \[Linial et al. 98\] N. Linial, A. Samorodnitsky and A. Wigderson, A deterministic
strongly polynomial algorithm for matrix scaling and approximate permanents,
Proc. 30 ACM Symp. on Theory of Computing, ACM, New York, 1998, 644โ652;
revised version is in Combinatorica, to appear. \[Lovรกsz and Plummer 86\] L. Lovรกsz and M.D. Plummer, Matching Theory,
North - Holland, Amsterdam - New York and Akadรฉmiai Kiadรณ, Budapest, 1986. \[Papadimitriou 94\] C.H. Papadimitriou, Computational Complexity,
Addison-Wesley, Reading, Mass., 1994.
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# Theorems on gravitational time delay and related issues
## 1 Introduction
Gravitational time delay effects in general relativity have been considered by many authors. Although general relativity makes unambiguous predictions for, e.g., the time of reception of signals sent by a space probe orbiting nearly behind the sunโand these predictions have been observationally verified โit appears remarkably difficult to characterize these effects in a meaningful way in terms of the โtime delayโ of a light ray relative to the time required in Minkowski spacetime. The reason for this difficulty is that, in general, there is no natural way to choose a flat background for a curved spacetime, and, thus, no meaningful way to compare the propagation of a light ray in a curved spacetime with that of a โcorrespondingโ light ray in Minkowski spacetime .
Recently, a general result on gravitational time delay was obtained in . The authors of considered linearized perturbations
$$h_{ab}=g_{ab}\eta _{ab}$$
(1)
of Minkowski spacetime that satisfy the linearized version of the the null energy condition. (The null energy condition states that
$$R_{ab}k^ak^b0$$
(2)
for all null $`k^a`$.) It was further required that no incoming gravitational radiation be present. It was then shown that in the Lorentz gauge,
$$_b[h^{ab}\frac{1}{2}\eta ^{ab}h]=0$$
(3)
the metric perturbation satisfies
$$h_{ab}k^ak^b0$$
(4)
for all $`k^a`$ that are null with respect to the Minkowski background, i.e., $`\eta _{ab}k^ak^b=0`$. Eq.(4) can be interpreted as saying that the light cones of the perturbed metric contract relative to the flat background, i.e., the propagation of light is โslowerโ in the perturbed spacetime.
However, the above result is highly gauge dependent, i.e., it depends in a crucial way on how one chooses to compare the perturbed spacetime with the background Minkowski spacetime. The choice of a different manner of comparison corresponds to changing $`h_{ab}`$ via a gauge transformation
$$h_{ab}h_{ab}+_a\xi _b+_b\xi _a$$
(5)
The following is an explicit example of a smooth, pure gauge $`h_{ab}`$ that โopens outโ the light cones everywhere and also goes to zero as $`1/r`$ at spatial and null infinity: In spherical polar coordinates in Minkowski spacetime, let
$$\xi _a=\frac{r_a}{2+g(r)}$$
(6)
where $`r^a`$ is the radially outward pointing vector with $`r^ar_a=r^2`$ (i.e., $`r_a=r(dr)_a`$) and $`g`$ is any smooth function such that $`g(r)=r`$ for $`r1`$, $`g(r)=r^2`$ for $`0r1/2`$, and $`g(r)0`$, $`0g^{}(r)<2`$ for all $`r`$. Then, we have
$`h_{ab}`$ $`=`$ $`2_{(a}\xi _{b)}`$ (7)
$`=`$ $`{\displaystyle \frac{2g^{}(r)}{[2+g(r)]^2}}(dr)_ar_b{\displaystyle \frac{2}{2+g(r)}}_{(a}r_{b)}`$
$`=`$ $`{\displaystyle \frac{2rg^{}(r)}{[2+g(r)]^2}}(dr)_a(dr)_b{\displaystyle \frac{2}{2+g(r)}}q_{ab}`$
where $`q_{ab}`$ is the Euclidean metric on the $`t=\mathrm{constant}`$ hypersurfaces. Since $`g(r)=r`$ for $`r1`$, we see that the orthonormal frame components of $`h_{ab}`$ are $`O(1/r)`$ as $`r\mathrm{}`$ (independently of $`t`$). For any null vector $`k^a`$, we have
$`h_{ab}k^ak^b`$ $`=`$ $`{\displaystyle \frac{2rg^{}(r)}{[2+g(r)]^2}}({\displaystyle \frac{\stackrel{}{k}\stackrel{}{x}}{r}})^2{\displaystyle \frac{2}{2+g(r)}}|\stackrel{}{k}|^2`$ (8)
$`<`$ $`0`$
i.e., this pure gauge $`h_{ab}`$ opens out the light cones everywhere. By adding a suitable multiple of this pure gauge perturbation to the perturbation considered in , we can reverse the conclusions of in any compact region of spacetime.
Indeed, a theorem of Penrose proves that it is impossible to identify Schwarzschild spacetime with Minkowski spacetime so that the null infinities of the two spacetimes coincide and the light cones of the Schwarzschild metric lie within the lightcones of the Minkowski metric. (This does not contradict the results of because the Lorentz gauge is ill behaved at null infinity .) From the point of view taken in , Penroseโs result might be interpreted as an โanti-time-delayโ theorem, but it would seem more reasonable to interpret both Penroseโs theorem and the results of as having more to do with the manner in which the identification of the curved and flat spacetimes are made than with gravitational time delay.
As pointed out by Olum , in the case of a spacetime that is Minkowskian outside of a world tube (see Fig. 2 of ), an unambiguous comparison with Minkowski spacetime can be done in the Minkowskian region, so the notion of โtime delayโ is well defined in this context. It was shown in that in such a spacetime, if the null energy condition (2) and null generic condition (see eq.(9) below) hold within the non-flat region, then a โtime advanceโ cannot occur. However, if the dominant energy condition holds, it is impossible to have a spacetime (other than Minkowski spacetime) that is Minkowskian outside of a worldtube, since the ADM mass of such a spacetime would vanish, in contradiction with the positive mass theorem. In , an alternative characterization of โtime delayโ also was proposed. This characterization does not require a comparison with Minkowski spacetime, and a time delay theorem was proven for this definition.
In this paper, we will prove two theorems related to โtime delayโ that also do not require a comparison with Minkowski spacetime. Both theorems apply to spacetimes that satisfy the null energy condition (2) as well as the null generic condition. (The null generic condition is the statement that each null geodesic contains a point at which
$$k_{[a}R_{b]cd[e}k_{f]}k^ck^d0$$
(9)
where $`k^a`$ denotes the tangent to the geodesic.) It appears likely that our assumption that the null generic condition holds could be significantly weakened by use of the null splitting theorems of , but we shall not consider this issue further here.
Our first theorem states that in a null geodesically complete spacetime satisfying the null energy condition and the null generic condition, given any compact set $`K`$, there exists another compact set $`K^{}`$ satisfying the following property: If $`p`$ and $`q`$ are any two events lying outside of $`K^{}`$ such that $`qJ^+(p)I^+(p)`$, then any causal curve, $`\gamma `$, connecting $`p`$ with $`q`$ (which necessarily must be a null geodesic) cannot enter $`K`$ (see Fig. 1). The relationship of this result to โtime delayโ is as follows: If it were possible to arrange the spacetime geometry in a compact region $`K`$ so as to produce a โtime advanceโ, then one might expect a โfastest null geodesicโ $`\gamma `$ to take advantage of this by entering $`K`$. Thus, the theorem suggests that โtime advanceโ is not possible, although it is difficult to make a strong argument for this interpretation, since the theorem gives little control over the size of the region $`K^{}`$. Some additional applications of this theorem will be given in section 2.
In section 3, we present our second theorem. In this theorem, we restrict attention to spacetimes satisfying the null energy condition and null generic condition to which a timelike conformal boundary can be attached, such that the conformally completed spacetime, $`\overline{M}`$, satisfies strong causality together with the property that for all $`p,q\overline{M}`$, the set $`J^+(p)J^{}(q)\overline{M}`$ is compact. The prototype spacetimes satisfying these properties are asymptotically anti-de Sitter spacetimes, although anti-de Sitter spacetime itself would not be in this class on account of its failure to satisfy the null generic condition. For the spacetimes satisfying the hypotheses of this theorem, we prove that any โfastest null geodesicโ in $`\overline{M}`$ connecting two points $`p,q`$ in the conformal boundary, $`\dot{M}`$, must lie entirely within $`\dot{M}`$. Now, in the case of anti-de Sitter spacetime itself, it turns out that if the points $`p,q\dot{M}`$ are the past and future endpoints in $`\overline{M}`$ of a null geodesic in $`M`$, then there also exists a null geodesic in $`\dot{M}`$ connecting $`p`$ and $`q`$, but no โfasterโ null geodesic exists, i.e., $`q`$ lies on the boundary of the future of $`p`$ in $`\overline{M}`$. In other words, in anti-de Sitter spacetime, in a โraceโ to get from $`p\dot{M}`$ to a point in $`\dot{M}`$ antipodal to $`p`$, there is a โtieโ between null geodesics passing through $`M`$ and null geodesics lying in $`\dot{M}`$. Our theorem proves that in a generically perturbed anti-de Sitter spacetime, this โtieโ is always broken in favor of geodesics lying within the boundary. Thus, our theorem can be interpreted as saying that in generically perturbed anti-de Sitter spacetime, there is always a โtime delayโ relative to anti-de Sitter spacetime itself. A similar result under somewhat different hypotheses has previously been obtained by Woolgar .
Our notation and conventions throughout this paper follow those of . All spacetimes considered in this paper will be assumed to be connected, smooth, time oriented, and paracompact. No assumption will be made about the dimensionality of spacetime, i.e., our results hold in any spacetime dimension.
## 2 Avoidance of Compact Sets by Sufficiently Long โFastest Null Geodesicsโ
In this section, we will prove the following theorem<sup>1</sup><sup>1</sup>1Recall that a null line is an inextendible, achronal null geodesic. G. Galloway (private communication) has pointed out to us that the conclusions of Theorem 1 remain valid if the hypothesis of Theorem 1 is replaced by the condition that $`(M,g_{ab})`$ fails to contain a null line. Since the present hypotheses of Theorem 1 (i.e., null geodesic completeness, the null energy condition, and the null generic condition) preclude the existence of a null line, Gallowayโs modification of Theorem 1 is a stronger result than our version. Gallowayโs proof of his version of Theorem 1 provides a direct construction of a null line when the conclusion of Theorem 1 fails, thereby bypassing Lemma 1 (whose proof makes explicit use of the null energy condition). and then discuss some applications of it.
###### Theorem 1
Let $`(M,g_{ab})`$ be a null geodesically complete spacetime satisfying the null energy condition (2) and the null generic condition (see eq.(9)). Then given any compact region $`KM`$, there exists another compact region $`K^{}`$ containing K such that if $`q,pK^{}`$ and $`qJ^+(p)I^+(p)`$, then any causal curve $`\gamma `$ connecting $`p`$ to $`q`$ cannot intersect the region $`K`$.
The proof of this theorem, will be based upon a lemma that we shall state and prove below. Before doing so we introduce some notation and recall some facts about conjugate points. Since $`M`$ is time oriented, we may choose a continuous, nowhere vanishing, future-directed timelike vector field $`t^a`$. We define
$$๐ฎ=\{(p,k^a)|pM,k^aV_p,k^ak_a=0,k^at_a=1\}$$
(10)
where $`V_p`$ denotes the tangent space at $`p`$. Thus, $`๐ฎ`$ consists of the points in the tangent bundle of $`M`$ where the tangent vector is a future directed null vector that is normalized with respect to $`t^a`$. We shall denote points of $`๐ฎ`$ by $`\mathrm{\Lambda }`$. Associated with any $`\mathrm{\Lambda }=(p,k^a)๐ฎ`$ is the null geodesic $`\gamma _\mathrm{\Lambda }`$ which starts at $`p`$ with tangent $`k^a`$; we take the affine parameter, $`\lambda `$, of $`p`$ along $`\gamma _\mathrm{\Lambda }`$ to be $`0`$, i.e., $`\gamma _\mathrm{\Lambda }(0)=p`$.
Recall that points $`p,q`$ along a geodesic $`\gamma `$ are said to be conjugate if there exists a Jacobi field which vanishes at both $`p`$ and $`q`$. Equivalently (see, e.g., or ), if we define the matrix $`A_{}^{\mu }{}_{\nu }{}^{}(\lambda )`$ at affine parameter $`\lambda `$ along $`\gamma `$ by
$$\frac{d^2A_{}^{\mu }{}_{\nu }{}^{}}{d^2\lambda }=\underset{\alpha ,\beta ,\sigma }{}R_{\alpha \beta \sigma }^{}{}_{}{}^{\mu }k^\alpha k^\sigma A_{}^{\beta }{}_{\nu }{}^{}$$
(11)
with initial conditions $`A_{}^{\mu }{}_{\nu }{}^{}|_p=0`$ and $`(dA_{}^{\mu }{}_{\nu }{}^{}/d\lambda )|_p=\delta _{}^{\mu }{}_{\nu }{}^{}`$, then $`q`$ will be conjugate to $`p`$ if and only if $`detA=0`$ at $`q`$. We define
$$G(\lambda )=\sqrt{detA(\lambda )}$$
(12)
Since $`A_{}^{\mu }{}_{\nu }{}^{}`$ is a solution to the linear ordinary differential equation (11), it follows that $`A_{}^{\mu }{}_{\nu }{}^{}`$ and hence $`detA`$ vary smoothly with $`(\mathrm{\Lambda },\lambda )`$. Consequently, $`G`$ varies smoothly with $`(\mathrm{\Lambda },\lambda )`$ except possibly at points where $`G=0`$. Finally, we recall that in terms of $`G`$, the Raychaudhuri equation yields (see, e.g., )
$$G^{\prime \prime }/G=\frac{1}{2}[\sigma _{ab}\sigma ^{ab}+R_{ab}k^ak^b]$$
(13)
where $`\sigma _{ab}`$ denotes the shear of the congruence of null geodesics emanating from $`p`$.
###### Lemma 1
Let $`(M,g_{ab})`$ satisfy the null energy condition (but not necessarily be null geodesically complete nor satisfy the null generic condition). Let $`\mathrm{\Lambda }_0=(p_0,k_0^a)๐ฎ`$ be such that the null geodesic $`\gamma _{\mathrm{\Lambda }_0}`$ possesses a conjugate point to $`p_0`$, which, for definiteness, we assume occurs at a positive value of $`\lambda `$, i.e., to the future of $`p_0`$. Then there exists an open neighborhood $`O๐ฎ`$ of $`\mathrm{\Lambda }_0`$ such that for all $`\mathrm{\Lambda }=(p,k^a)O`$, the null geodesic $`\gamma _\mathrm{\Lambda }`$ will possess a conjugate point to the future of $`p`$. Furthermore, if we define the map $`h:OM`$ by $`\mathrm{\Lambda }=(p,k^a)h(p)`$, where $`h(p)`$ is the first conjugate point to the future of $`p`$ along $`\gamma _\mathrm{\Lambda }`$, then h is continuous at $`\mathrm{\Lambda }_0`$.
Proof of Lemma 1: Let $`q_0`$ denote the first conjugate point to $`p_0`$ along $`\gamma _{\mathrm{\Lambda }_0}`$ in the future direction, i.e., the conjugate point to $`p_0`$ lying at the smallest positive value of affine parameter. Let $`\lambda _0>0`$ denote the affine parameter value of $`q_0`$. Since the exponential map is defined on an open subset of the tangent bundle, it follows that there is an open neighborhood $`\stackrel{~}{O}๐ฎ`$ of $`\mathrm{\Lambda }_0`$ and an $`ฯต>0`$ such that all null geodesics determined by initial data in $`\stackrel{~}{O}`$ extend at least to affine parameter $`\lambda _0+ฯต`$. We wish to show that given any open neighborhood $`UM`$ of $`q_0`$, there exists an open neighborhood $`O\stackrel{~}{O}`$ of $`\mathrm{\Lambda }_0`$ such that for all $`\mathrm{\Lambda }O`$, the function $`G`$ on $`\gamma _\mathrm{\Lambda }`$ defined by eq.(12) above will vanish for the first time at a point lying in $`U`$. By doing so, we will establish the existence of a conjugate point to $`p`$ on $`\gamma _\mathrm{\Lambda }`$ and prove the continuity of the map $`h`$.
Define the map $`H:\stackrel{~}{O}\times [0,\lambda _0+ฯต]M`$ by $`(\mathrm{\Lambda },\lambda )\gamma _\mathrm{\Lambda }(\lambda )`$. Then $`H`$ is continuous. Therefore, given an open neighborhood $`UM`$ of $`q_0`$, there exists an open neighborhood $`O^{}\stackrel{~}{O}`$ of $`\mathrm{\Lambda }_0`$ and a $`\delta >0`$ (with $`\delta <ฯต`$) such that $`H(\mathrm{\Lambda },\lambda )U`$ whenever $`\mathrm{\Lambda }O^{}`$ and $`|\lambda \lambda _0|<\delta `$. Therefore, the lemma will be proven if we can find an open neighborhood $`OO^{}`$ of $`\mathrm{\Lambda }_0`$, such that for all $`\mathrm{\Lambda }O`$, the first positive value of $`\lambda `$ at which the function $`G(\mathrm{\Lambda },\lambda )`$ vanishes lies within $`\delta `$ of $`\lambda _0`$.
By hypothesis, $`G(\mathrm{\Lambda }_0,\lambda _0)=0`$ and $`G(\mathrm{\Lambda }_0,\lambda )>0`$ for all $`0<\lambda <\lambda _0`$. It follows immediately from eq.(13) and the null energy condition that $`G^{\prime \prime }(\mathrm{\Lambda }_0,\lambda )0`$ for all $`0<\lambda <\lambda _0`$. By the mean value theorem applied to $`G`$, there must exist $`\lambda _1(0,\lambda _0)`$ such that $`G^{}(\mathrm{\Lambda }_0,\lambda _1)=C`$ for some $`C>0`$. Since $`G^{\prime \prime }0`$, it follows that $`G^{}(\mathrm{\Lambda }_0,\lambda )C`$ for all $`\lambda [\lambda _1,\lambda _0)`$. By choosing $`\lambda _1`$ to be sufficiently near $`\lambda _0`$, we may assume without loss of generality that $`\lambda _0\lambda _1<\delta `$ and
$$\frac{G(\mathrm{\Lambda }_0,\lambda _1)}{|G^{}(\mathrm{\Lambda }_0,\lambda _1)|}<\delta $$
(14)
since $`G(\mathrm{\Lambda }_0,\lambda _1)0`$ as $`\lambda _1\lambda _0`$ but $`|G^{}(\mathrm{\Lambda }_0,\lambda _1)|`$ remains bounded below by $`C`$.
From the continuous dependence of $`G`$ and its derivatives on $`\mathrm{\Lambda }`$, it follows that there exists an open neighborhood $`OO^{}`$ of $`\mathrm{\Lambda }_0`$, such that for all $`\mathrm{\Lambda }O`$, we have (i) $`G(\mathrm{\Lambda },\lambda )>0`$ for all $`0<\lambda <\lambda _1`$, (ii) $`G^{}(\mathrm{\Lambda },\lambda _1)<0`$, and (iii) $`G(\mathrm{\Lambda },\lambda _1)/|G^{}(\mathrm{\Lambda },\lambda _1)|<\delta `$. Since $`G^{\prime \prime }<0`$ by eq.(13), it follows that for all $`\mathrm{\Lambda }O`$, $`G(\mathrm{\Lambda },\lambda )`$ must achieve its first zero between $`\lambda _1`$ and $`\lambda _1+\delta `$. Since $`\lambda _0\delta <\lambda _1<\lambda _0`$, this implies that $`G(\mathrm{\Lambda },\lambda )`$ must achieve its first zero within $`\delta `$ of $`\lambda _0`$, as we desired to show. $`\mathrm{}`$
Proof of Theorem 1: Since $`M`$ is assumed to be paracompact, we may introduce a Riemannian metric $`q_{ab}`$ on $`M`$ (see, e.g., Appendix 2 of ). By multiplying $`q_{ab}`$ by a conformal factor if necessary, we may assume without loss of generality that $`q_{ab}`$ is complete (see Thm. 17 of ). Choose a point $`xM`$ and let $`r:M\mathrm{I}\mathrm{R}`$ denote the geodesic distance from $`x`$ in the metric $`q_{ab}`$. Then $`r`$ is a continuous function on $`M`$ and for all $`R>0`$, the set $`B_R=\{pM|r(p)R\}`$ is compact (see Thm. 15 of ).
Since $`M`$ is null geodesically complete and satisfies the null energy condition and null generic condition, it follows that every null geodesic in $`M`$ contains a pair of conjugate points . As discussed above, associated with each $`\mathrm{\Lambda }๐ฎ`$ is a null geodesic $`\gamma _\mathrm{\Lambda }`$ determined by the initial conditions $`\mathrm{\Lambda }`$. Define $`f:๐ฎ\mathrm{I}\mathrm{R}`$ by
$`f(\mathrm{\Lambda })`$ $`=`$ $`\{infR|B_R\text{ contains a connected segment of }\gamma _\mathrm{\Lambda }\text{ that}`$ (15)
includes the initial point determined by $`\mathrm{\Lambda }`$ together
$`\text{with a pair of conjugate points of }\gamma _\mathrm{\Lambda }\}`$
We claim that $`f`$ is an upper-semicontinuous function. To prove this, we must show that given any $`\mathrm{\Lambda }_1๐ฎ`$ and given any $`ฯต>0`$, there exists an open neighborhood, $`O_1`$, of $`\mathrm{\Lambda }_1`$ such that for all $`\mathrm{\Lambda }O_1`$ we have $`f(\mathrm{\Lambda })f(\mathrm{\Lambda }_1)+ฯต`$. Let $`p,q`$ be conjugate points along $`\gamma _{\mathrm{\Lambda }_1}`$ such that a connected segment of $`\gamma _\mathrm{\Lambda }`$ containing $`p`$, $`q`$, together with the initial point lies in $`B_R`$ with $`R=f(\mathrm{\Lambda }_1)+ฯต/3`$. Without loss of generality, we may assume that $`q`$ is the first conjugate point to $`p`$ encountered along $`\gamma _{\mathrm{\Lambda }_1}`$ starting at $`p`$. Let $`\mathrm{\Lambda }_0=(p,k^a)`$ denote the initial data for $`\gamma _{\mathrm{\Lambda }_1}`$ viewed as a geodesic starting at $`p`$ (with its tangent re-scaled, if necessary, so as to meet the normalization condition of (10)). With $`\gamma _{\mathrm{\Lambda }_1}`$ viewed in this manner, let $`\lambda _0`$ denote the affine parameter of $`q`$. By the proof of Lemma 1 above, given any $`\delta >0`$, we can find an open neighborhood, $`O_0๐ฎ`$, of $`\mathrm{\Lambda }_0`$ such that the null geodesic starting at any $`(s,l^a)O_0`$, will have a conjugate point to $`s`$ within affine parameter $`\lambda _0+\delta `$ of $`s`$. Choose $`\delta `$ to be sufficiently small that the segment of $`\gamma _{\mathrm{\Lambda }_1}`$ between $`\lambda _0`$ and $`\lambda _0+\delta `$ lies within the ball of radius $`f(\mathrm{\Lambda }_1)+2ฯต/3`$. By the continuity of the exponential map, without loss of generality we may then assume that $`O_0`$ is sufficiently small that for all $`(s,l^a)O_0`$, the entire null geodesic segment starting at $`s`$ and ending at affine parameter $`\lambda _0+\delta `$ will lie in a ball of radius $`f(\mathrm{\Lambda }_1)+ฯต`$. Finally, appealing again to the continuity of the exponential map, we may choose $`O_1`$ to be such that (i) for all $`\mathrm{\Lambda }O_1`$, the segment of $`\gamma _\mathrm{\Lambda }`$ between affine parameter $`0`$ and $`\lambda _1`$ lies in the ball of radius $`f(\mathrm{\Lambda }_1)+ฯต`$, where $`\lambda _1`$ denotes the affine parameter at which $`\gamma _{\mathrm{\Lambda }_1}(\lambda _1)=p`$, and (ii) the initial data for the geodesic $`\gamma _\mathrm{\Lambda }`$ at affine parameter $`\lambda _1`$ corresponds to a point in $`O_0`$. It then follows that for all $`\mathrm{\Lambda }O_1`$, a connected segment of $`\gamma _\mathrm{\Lambda }`$ containing the initial point together with a pair of conjugate points will be contained within the ball of radius $`f(\mathrm{\Lambda }_1)+ฯต`$. Consequently $`f(\mathrm{\Lambda })f(\mathrm{\Lambda }_1)+ฯต`$.
Let $`KM`$ be compact. Let $`๐ฎ_K=\{(p,k^a)๐ฎ|pK\}`$. Then $`๐ฎ_K`$ is compact. Therefore, since $`f`$ is upper-semicontinuous, it must achieve a maximum, $`\alpha `$, on $`๐ฎ_K`$. Let $`K^{}=B_\alpha `$. Suppose that $`q,pK^{}`$ and $`qJ^+(p)I^+(p)`$. Let $`\gamma `$ be a causal curve with past endpoint $`p`$ and future endpoint $`q`$. Then $`\gamma `$ must be a null geodesic that does not contain any pair of conjugate points lying between $`p`$ and $`q`$ (see, e.g., , ). However, if $`\gamma `$ intersects $`K`$, then by the above argument, it necessarily contains a pair of conjugate points lying in $`K^{}`$ and, hence, lying between $`p`$ and $`q`$. Consequently, $`\gamma `$ cannot intersect $`K`$ $`\mathrm{}`$.
As already indicated in the Introduction, Theorem 1 contains some suggestion of a general โtime delayโ phenomena in general relativity, since if it were possible to produce a โtime advanceโ in a compact region $`K`$, then one might expect a โfastest null geodesicโ, $`\gamma `$, to take advantage of this by entering $`K`$. However, since $`K^{}`$ could be far larger than $`K`$, it is difficult to make a strong argument for this kind of interpretation of the theorem.
It should be noted that in the case of asymptotically flat spacetimes, Theorem 1 expresses a key aspect of the argument found in the Penrose-Sorkin-Woolgar positive mass theorem. In an asymptotically flat spacetime, consider a sequence of points $`p_n,q_n`$ with $`q_nJ^+(p_n)I^+(p_n)`$ such that both $`\{p_n\}`$ and $`\{q_n\}`$ approach infinity as $`n\mathrm{}`$. Then Theorem 1 implies that given any compact set $`K`$ of the spacetime, for sufficiently large $`n`$ the corresponding sequence of causal curves $`\{\gamma _n\}`$ cannot enter $`K`$, i.e., for sufficiently large $`n`$, the entire curve $`\gamma _n`$ must lie arbitrarily near infinity. The Penrose-Sorkin-Woolgar theorem is obtained by showing that this behavior is incompatible with a negative value of the mass of the spacetime.
Theorem 1 also contains some implications not directly related to โtime delayโ. The following Corollary<sup>2</sup><sup>2</sup>2In accordance with footnote 1, the conclusions of Corollary 1 continue to hold if the hypotheses that $`(M,g_{ab})`$ is null geodesically complete and satisfies the null energy condition and the null generic condition is replaced by the hypothesis that $`(M,g_{ab})`$ fails to contain a null line. establishes the absence of โparticle horizonsโ in a class of cosmological models.
###### Corollary 1
Let $`(M,g_{ab})`$ have the properties stated in the theorem, i.e., suppose that $`(M,g_{ab})`$ is null geodesically complete and satisfies the null energy condition and the null generic condition. Suppose, in addition, that $`(M,g_{ab})`$ is globally hyperbolic, with a compact Cauchy surface $`\mathrm{\Sigma }`$. Then there exist Cauchy surfaces $`\mathrm{\Sigma }_1`$ and $`\mathrm{\Sigma }_2`$ (with $`\mathrm{\Sigma }_2I^+(\mathrm{\Sigma }_1`$)) such that if $`qI^+(\mathrm{\Sigma }_2)`$, then $`\mathrm{\Sigma }_1I^{}(q)`$.
Proof: Since $`(M,g_{ab})`$ is globally hyperbolic, there exists a continuous โglobal time functionโ, $`T:M\mathrm{I}\mathrm{R}`$, such that each surface of constant $`T`$ is a Cauchy surface (see, e.g., ). Let $`K=\mathrm{\Sigma }`$, and let $`K^{}`$ be as in Theorem 1. Let $`T_1`$ and $`T_2`$ denote, respectively, the minmum and maximum values of $`T`$ on $`K^{}`$. Let $`\mathrm{\Sigma }_1`$ be any Cauchy surface with $`T<T_1`$ and let $`\mathrm{\Sigma }_2`$ denote the Cauchy surface $`T=T_2`$. Let $`qI^+(\mathrm{\Sigma }_2)`$, $`p\mathrm{\Sigma }_1`$ and suppose that $`p\dot{I}^{}(q)`$. Since $`(M,g_{ab})`$ is globally hyperbolic, $`J^{}(q)`$ is closed (see, e.g., ), so $`pJ^{}(q)I^{}(q)`$, and thus there is a causal curve connecting $`p`$ to $`q`$. It follows from Theorem 1 that this causal curve does not intersect $`\mathrm{\Sigma }`$. However, this contradicts the fact that $`\mathrm{\Sigma }`$ is a Cauchy surface. Consequently, there cannot exist a $`p\mathrm{\Sigma }_1`$ and such that $`p\dot{I}^{}(q)`$, i.e., $`\dot{I}^{}(q)\mathrm{\Sigma }_1=\mathrm{}`$. However, $`I^{}(q)`$ is open, and since $`\dot{I}^{}(q)\mathrm{\Sigma }_1=\mathrm{}`$, the complement of $`I^{}(q)`$ in $`\mathrm{\Sigma }_1`$ also is open. Since we have $`I^{}(q)\mathrm{\Sigma }_1\mathrm{}`$, and $`\mathrm{\Sigma }_1`$ is connected (since $`M`$ is assumed to be connected), this implies that $`\mathrm{\Sigma }_1I^{}(q)`$, as we desired to show. $`\mathrm{}`$
It should be noted that de Sitter spacetime satisfies all the hypotheses of our Corollary except the null generic condition. It is not difficult to verify that for any event $`q`$ in de Sitter spacetime, $`I^{}(q)`$ does not contain any Cauchy surface, i.e., de Sitter spacetime also fails to satisfy the conclusion of our Corollaryโalthough it โjust barelyโ fails in the sense that the past of an observer arbitrarily far in the future will come arbitrarily close to containing a Cauchy surface. However, our Corollary shows that if we slightly perturb de Sitter spacetime so that the null generic condition is satisfied, then at sufficiently late times, any observer will be able to โview the entire universeโ.
## 3 Time Delay in Spacetimes with a Timelike Conformal Boundary
In this section, we shall prove a general theorem that has a direct interpretation as showing that there is a โtime delayโ in asymptotically anti-de Sitter spacetimes relative to anti-de Sitter spacetime itself. A similar result in the particular context of asymptotically anti-de Sitter spacetimes has been previously obtained by Woolgar , who extended the arguments of to the asymptotically anti-de Sitter case.
The general context of our theorem is one in which the physical spacetime of interest, $`(M,g_{ab})`$, can be conformally embedded in a spacetime $`(\stackrel{~}{M},\stackrel{~}{g}_{ab})`$, in such a way that the boundary, $`\dot{M}`$, of $`M`$ in $`\stackrel{~}{M}`$ is a timelike hypersurface. We write $`\overline{M}=M\dot{M}`$. Unless otherwise stated, in this section all futures and pasts are understood as being taken with respect to $`\overline{M}`$, so, for example,
$`J^+(p)`$ $``$ $`\{q\overline{M}|\text{there exists a causal curve in }\overline{M}`$ (16)
connecting $`p`$ to $`q\}`$
For $`p\dot{M}`$, we also shall be interested in considering the events in $`\dot{M}`$ that can be reached by causal curves starting at $`p`$ that lie entirely in $`M`$ except for their endpoints. For $`p\dot{M}`$, we define
$`A(p)`$ $`=`$ $`\{r\dot{M}|\text{there exists a future directed causal curve }\lambda \text{ starting}`$ (17)
from $`p`$ and ending at $`r`$ satisfying $`\lambda prM\}`$
We denote the boundary of $`A(p)`$ in $`\dot{M}`$ by $`\dot{A}(p)`$.
###### Theorem 2
Suppose $`(M,g_{ab})`$ can be conformally embedded in a spacetime $`(\stackrel{~}{M},\stackrel{~}{g}_{ab})`$, so that in $`M`$ we have $`\stackrel{~}{g}_{ab}=\mathrm{\Omega }^2g_{ab}`$ and on $`\dot{M}`$ we have $`\mathrm{\Omega }=0`$, where $`\mathrm{\Omega }`$ is smooth on $`\stackrel{~}{M}`$. Suppose $`(M,g_{ab})`$ satisfies the following conditions: (1) $`(M,g_{ab})`$ satisfies the null energy condition<sup>3</sup><sup>3</sup>3The null energy condition could be replaced here by the weaker, averaged condition appearing in a theorem of Borde . and the null generic condition. (2) $`\overline{M}`$ is strongly causal. (3) For any $`p,q\overline{M}`$, $`J^+(p)J^{}(q)`$ is compact. (4) $`\dot{M}`$ is a timelike hypersurface in $`\stackrel{~}{M}`$. Let $`p\dot{M}`$. Then, for any $`q\dot{A}(p)`$, we have $`qJ^+(p)I^+(p)`$. Furthermore, any causal curve in $`\overline{M}`$ connecting $`p`$ to $`q`$ must lie entirely in $`\dot{M}`$ and, hence, must be a null geodesic in the spacetime $`(\dot{M},\stackrel{~}{g}_{ab})`$.
Proof: First, we claim that $`A(p)`$ is open in $`\dot{M}`$. Let $`rA(p)`$. Then there exists a causal curve $`\lambda `$ connecting $`p`$ to $`r`$ whichโapart from its endpointsโlies in $`M`$. If $`\lambda `$ were not a null geodesic, we could deform it to a timelike curve in $`M`$ with the endpoints $`p`$ and $`r`$ fixed. However, if $`\lambda `$ is a null geodesic, then since $`\mathrm{\Omega }=0`$ at its past and future endpoints on $`\dot{M}`$, $`\lambda M`$ is a complete null geodesic in $`(M,g_{ab})`$ (see eq.(D.6) of ). Since $`(M,g_{ab})`$ satisfies the null energy condition and null generic condition, $`\lambda `$ must contain a pair of conjugate points. Therefore, in this case, $`\lambda `$ also can be deformed to be a timelike curve in $`M`$ with the endpoints $`p`$ and $`r`$ fixed. Thus $`rI^+(p)`$ and it follows that we can find a neighborhood of $`r`$ in $`\dot{M}`$ which is in $`A(p)`$, as we desired to show.
Now let $`q\dot{A}(p)`$. Clearly, $`qI^+(p)`$, since otherwise an open neighborhood of $`q`$ would lie in $`A(p)`$. To show that $`qJ^+(p)`$, let $`\{q_n\}`$ be a sequence of points in $`A(p)`$ which converges to $`q`$. For each $`q_n`$, let $`\lambda _n`$ be a causal curve connecting $`p`$ to $`q_n`$ which lies in $`M`$ apart from its endpoints. Since $`q`$ is a limit point of $`\{\lambda _n\}`$, we may apply the โlimit curveโ lemma (see, e.g., , ) to $`\stackrel{~}{M}p`$. It follows that in $`\stackrel{~}{M}`$, there exists a past directed causal limit curve $`\lambda `$ through $`q`$ which either is past inextendible or has a past endpoint at $`p`$. Let $`q^{}I^+(q)\dot{M}`$. (Such a $`q^{}`$ exists because $`\dot{M}`$ is timelike.) Then each $`\lambda _n`$ lies in $`J^+(p)J^{}(q^{})`$, which is compact, and hence is closed as a subset of $`\stackrel{~}{M}`$. Consequently, since $`\lambda `$ is a limit curve of the sequence $`\{\lambda _n\}`$, we have $`\lambda J^+(p)J^{}(q^{})`$. However, since $`J^+(p)J^{}(q^{})`$ is compact and $`\overline{M}`$ is strongly causal, $`\lambda `$ cannot be past inextendible (see, e.g., lemma 8.2.1 of ). Thus, $`\lambda `$ must have a past endpoint at $`p`$. Consequently, we have $`qJ^+(p)`$, as we desired to show.
Finally, for $`q\dot{A}(p)`$, let $`\stackrel{~}{\lambda }`$ be any causal curve in $`\overline{M}`$ connecting $`p`$ with $`q`$. Suppose there exists a point $`r\stackrel{~}{\lambda }M`$. Then there must exist an open segment of $`\stackrel{~}{\lambda }`$ contained in $`M`$ with endpoints on $`\dot{M}`$. By the same arguments as in the first paragraph of this proof, we can deform this segment of $`\stackrel{~}{\lambda }`$ to a timelike curve in $`M`$, keeping its endpoints fixed. We may then further deform $`\stackrel{~}{\lambda }`$ to a timelike curve in $`M`$ connecting $`p`$ with $`q`$. However, this contradicts the fact that $`q\dot{A}(p)`$. Thus, we have $`\stackrel{~}{\lambda }M=\mathrm{}`$, so $`\stackrel{~}{\lambda }`$ must lie entirely in $`\dot{M}`$. Since $`(\dot{M},\stackrel{~}{g}_{ab})`$ is a spacetime in its own right, and since $`qJ^+(p)I^+(p)`$ \[with $`J^+(p)`$ and $`I^+(p)`$ now defined with respect to the spacetime $`(\dot{M},\stackrel{~}{g}_{ab})`$\] it follows that $`\stackrel{~}{\lambda }`$ must be a null geodesic with respect to $`\stackrel{~}{g}_{ab}`$. $`\mathrm{}`$
It should be noted that anti-de Sitter spacetime satisfies all of the hypotheses of Theorem 2 except for the null generic condition. It also should be noted that anti-de Sitter spacetime fails to satisfy part of the conclusion of Theorem 2: $`n`$-dimensional anti-de Sitter spacetime is conformal to the region $`0r<\frac{1}{2}\pi `$ of the Einstein static universe
$$ds^2=dt^2+dr^2+\mathrm{sin}^2rd\mathrm{\Omega }^2$$
(18)
Thus, $`\dot{M}`$ is comprised by the $`(n2)`$-sphere $`r=\frac{1}{2}\pi `$. For $`q\dot{A}(p)`$ with $`p`$ and $`q`$ at antipodal points of this sphere, then in addition to null geodesics in $`\dot{M}`$ that connect $`p`$ with $`q`$, there also exist null geodesics in $`M`$ that connect $`p`$ with $`q`$ , in contradiction with the last sentence of Theorem 2. However, Theorem 2 implies that if we perturb anti-de Sitter spacetime in such a way that the geometry of $`\dot{M}`$ is not changed and in such a way that all of the hypotheses of Theorem 2 hold (including the null generic condition), then $`p`$ and $`q`$ no longer can be joined by a causal curve that enters $`M`$. Since the boundary geometry has not changed, we have a well defined, fixed โreference frameโ with respect to which we can compare the causal properties of asymptotically anti-de Sitter spacetimes with that of anti-de Sitter spacetime itself. Thus, as already indicated in the Introduction, Theorem 2 may be interpreted as implying that the propagation of light through an asymptotically anti-de Sitter spacetime will always be โdelayedโ relative to propagation through anti-de Sitter spacetime itself.
Acknowledgements
This research was supported in part by NSF grant PHY 95-14726 to the University of Chicago.
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# I Introduction
## I Introduction
Recently, the Boomerang<sup></sup> has observed that there exits a vivid peak structure in the power spectrum of Cosmic Microwave Background Radiation (CMBR) anisotropy. The first acoustics peak appears at location of Legendre multipole $`l_D=196\pm 6`$, then they obtained their conclusion that the universe is almost Euclidean flat, i.e., the total density is near critical, $`\mathrm{\Omega }_T=\mathrm{\Omega }_m+\mathrm{\Omega }_\mathrm{\Lambda }`$ $`1.00\pm 0.12`$, which is a most important cosmological parameter concerned by us. People often uses a widely cited formula $`l_D200/\sqrt{\mathrm{\Omega }_T}`$ to estimate the cosmic total density if one knows the first peak location<sup></sup>. However, Weinberg shows that this formula is not even a crude approximation in the greatest current interest region<sup></sup>. He says that this formula should be $`l_D\mathrm{\Omega }_T^{1.58}`$ near the favorite point $`(\mathrm{\Omega }_m,\mathrm{\Omega }_\mathrm{\Lambda })`$ $`=(0.3,0.7)`$. Weinbergโs work start a precedent of how to analysis the complicated phenomena of the acoustics peaks in CMBR in a simple way. It is a significant for us how to hold the physical essential by using as possible as fewer calculations. Then this puts forward an important question, i.e., we must be careful to analysis the relation between the first peak location and the cosmological parameters $`p_i`$, such as the matter density $`\mathrm{\Omega }_m`$ (which includes both of the baryon density $`\mathrm{\Omega }_b`$ and the cold dark matter density $`\mathrm{\Omega }_d`$), radiation density $`\mathrm{\Omega }_\gamma `$, the vacuum energy density (e.g., cosmological constant) $`\mathrm{\Omega }_\mathrm{\Lambda }`$, and the redshift $`z_r`$ of the recombination epoch. We also concern of how much value is the proportional coefficient in Weinbergโs formula.
In this paper we shall consider a neighbor analysis based on Efstathiou-Bondโs formula to calculate the position of the first peak. This analysis is more precious and will give a reappearance of the Weinbergโs phenomenon<sup></sup>, i.e., the acoustics peak provides a more stringent constraint on $`\mathrm{\Omega }_T`$ than an usual expected case.
## II The position of the first peak
The calculation of the first peak location is very complicated if we use the relevant sets of the pertubative evolution equations in the cosmology<sup></sup>. Efstathiou and Bond have obtained a good experiential formula for the first peak location<sup></sup>, we can rewrite it as the following in a more clear way with pertinent variable dependent,
$$l_D(p_i)=C_{eb}A(p_i)|\mathrm{\Omega }|_k^{1/2}\text{Sinn}[|\mathrm{\Omega }|_k^{1/2}_1^{z_r}B(w,p_i)๐w],$$
$`(1)`$
where the function โSinnโ, which origins from the angular diameter distance to the last scattering surface, means that if $`\mathrm{\Omega }_k>0`$, Sinn$`[f]=\mathrm{sinh}[f]`$; if $`\mathrm{\Omega }_k<0`$, Sinn$`[f]=\mathrm{sin}[f]`$; if $`\mathrm{\Omega }_k0`$, Sinn$`[f]f`$. Here $`\mathrm{\Omega }_k=1\mathrm{\Omega }_m\mathrm{\Omega }_\mathrm{\Lambda }`$ is the curvature term density. The function $`A(p_i)`$ origins from the sound horizon of the photon-baryon fluid before the recombination,
$$A(p_i)=\frac{3\pi }{4}\sqrt{\frac{\omega _b\mathrm{\Omega }_m}{\omega _\gamma }}\left(\mathrm{ln}\frac{\sqrt{\mathrm{\Omega }_m(4\omega _\gamma z_r+3\omega _b)}+\sqrt{3\omega _b(\omega _\gamma h^2z_r+\mathrm{\Omega }_m)}}{\sqrt{\omega _\gamma z_r}(\sqrt{4\mathrm{\Omega }_m}+\sqrt{3\omega _bh^2})}\right)^1,$$
$`(2)`$
and the function $`B(p_i)`$ is relative with the cosmic comformal expansion ratio,
$$B(w,p_i)=(\mathrm{\Omega }_\mathrm{\Lambda }+(1\mathrm{\Omega }_m\mathrm{\Omega }_\mathrm{\Lambda })w^2+\mathrm{\Omega }_mw^3+\omega _\gamma h^2w^4)^{1/2}.$$
$`(3)`$
Hereafter we use only the parameters $`\omega _\gamma =\mathrm{\Omega }_\gamma h^2`$ and $`\omega _b=\mathrm{\Omega }_bh^2`$ rather than $`\mathrm{\Omega }_\gamma `$ and $`\mathrm{\Omega }_b`$ due to former higher accuracy. We know $`\omega _\gamma =`$ $`4.31\times 10^5`$ exactly<sup></sup> from the background temperature $`2.73^oK`$, and the error of $`\mathrm{\Omega }_\gamma `$ comes mainly from the Hubble constant $`100h`$ km$``$sec$`{}_{}{}^{1}`$Mpc<sup>-1</sup>. We know $`\omega _b`$ more accurately than $`\mathrm{\Omega }_b`$ from the Big Bang Nucleosynthesis. So that we must consider the $`l_D`$ error originated from an uncertainty of the Hubble constant $`h`$, which appears in Eqs.(2-3). An important coefficient $`C_{eb}`$ appears in the formula of $`l_D`$ expressed by us. I call it as the Efstathiou-Bond coefficient. Its origination is the projection from the three-dimensional temperature power spectrum to a two-dimensional angular power spectrum, its value is taken as $`C_{eb0}=0.746`$ by Efstathiou and Bond. In order to adapt to the need of the future more accurate calculation or modification, we take it as $`C_{eb}=cC_{eb0}`$ and $`c`$ is a constant to be established. If $`c`$ is$`1`$ it is corresponding to the above Efstathiou-Bond value.
## III Neighbor analysis
Considering various achievements come from the different fields of the Cosmology, we choose a favorite point for various cosmological parameters $`p_i`$, which is $`\mathrm{\Omega }_{m0}0.3`$, $`\mathrm{\Omega }_{\mathrm{\Lambda }0}0.7`$, $`\omega `$$`{}_{b0}{}^{}0.02`$, $`h_00.7`$, $`z_{r0}1100`$. In the neighbor of any points, the $`l_D`$ can be expressed approximately as
$$l_D=l_D(p_{i0})(\frac{p_i}{p_{i0}})^{I_i},$$
$`(4)`$
the power indexes can be calculated by
$$I_i=\frac{l_D}{p_i}|_{p_{i0}}\frac{p_{i0}}{l_D(p_{i0})}.$$
$`(5)`$
In the neighbor of the favorite point, relation between the first peak location and the cosmological parameters is, in according to a direct numerical calculation of Eqs.(1-5) by Mathematica,
$$l_D=l_{D0}(\frac{C_{eb}}{C_{eb0}})(\frac{z_r}{z_{r0}})^{0.670}(\frac{h}{h_0})^{0.487}(\frac{\omega _b}{\omega _{b0}})^{0.059}(\frac{\mathrm{\Omega }_m}{\mathrm{\Omega }_{m0}})^{0.576}(\frac{\mathrm{\Omega }_\mathrm{\Lambda }}{\mathrm{\Omega }_{\mathrm{\Lambda }0}})^{1.004},$$
$`(6)`$
where $`l_{D0}=213`$. If we want to express it in terms of the parameter $`\mathrm{\Omega }_T`$, we have
$$l_D(\frac{\mathrm{\Omega }_T}{\mathrm{\Omega }_{T0}})^{1.43}(\frac{\mathrm{\Omega }_m}{\mathrm{\Omega }_{m0}})^{0.147}(\frac{\mathrm{\Omega }_T}{\mathrm{\Omega }_{T0}})^{1.92}(\frac{\mathrm{\Omega }_\mathrm{\Lambda }}{\mathrm{\Omega }_{\mathrm{\Lambda }0}})^{0.343}.$$
$`(7)`$
We see that in the point $`(\mathrm{\Omega }_m,\mathrm{\Omega }_\mathrm{\Lambda })=(0.3,0.7)`$, this power index is different from Weinbergโs result. The main reason is that the function $`A(p_i)`$ is still dependent on $`\mathrm{\Omega }_m`$. Anyhow, the Weinbergโs conclusion, i.e., a more stringent constraint on $`\mathrm{\Omega }_T`$ will be provided by the acoustics peak position, is correct, which can be seen from a large index absolute value about $`\mathrm{\Omega }_T`$. If we only want to change $`\mathrm{\Omega }_T`$ alone, the first formula in Eq.(7) means to fix $`\mathrm{\Omega }_m`$ and to vary $`\mathrm{\Omega }_\mathrm{\Lambda }`$, the second formula means to fix $`\mathrm{\Omega }_\mathrm{\Lambda }`$ and to vary $`\mathrm{\Omega }_m`$.
However, the index varies quite a bit for other points, and rather complicated for all parameters. The most important parameters are $`\mathrm{\Omega }_m`$, and $`\mathrm{\Omega }_\mathrm{\Lambda }`$, therefore we fix the three parameters $`z_r`$, $`h`$ and $`\omega _b`$ at first. We choose our greatest current interest region as $`0.2<`$$`\mathrm{\Omega }_m<0.4`$ and $`0.6<`$$`\mathrm{\Omega }_\mathrm{\Lambda }<0.8`$. In this region we can obtain a good fitting by a simple formulas, which accuracy is higher than $`0.5`$ percent (notice that out of this region the error immediately becomes large!),
$$l_D=c[71.4+(14859275\mathrm{\Omega }_m+30646\mathrm{\Omega }_m^251076\mathrm{\Omega }_m^3+33844\mathrm{\Omega }_m^4)(10.86\mathrm{\Omega }_\mathrm{\Lambda })],$$
$`(8)`$
As a comparison, the accuracy of Eq.(6) is only $`1`$ percent in a small region of $`0.25<`$$`\mathrm{\Omega }_m<0.35`$ and $`0.65<`$$`\mathrm{\Omega }_\mathrm{\Lambda }<0.75`$. Another important observation constraint on the cosmological parameters comes from the cosmic deceleration parameter $`q_0`$, which can be expressed<sup></sup> as $`q_0=0.8\mathrm{\Omega }_m0.6\mathrm{\Omega }_\mathrm{\Lambda }=0.2\pm 0.1`$ for the SNIa with redshift $`z0.4`$. A contour graph about $`l_D`$ is drawn in the figure.1.
## IV Weinbergโs phenomenon in contour graph
This figure has the following feature. Near the favorite point $`P1`$, the $`l_{D\text{ }}`$contour (a straight line in fact) is not parallel with the $`\mathrm{\Omega }_T`$ contour, we can see a clear cross between the two lines near this point. When $`\mathrm{\Omega }_T`$ approach $`1.07`$ or $`l_D`$ approach less than $`190c`$, the both lines begin to parallel. In this case the $`l_D`$ is alone dependent on $`\mathrm{\Omega }_T`$. Only in this case we can express $`l_D\mathrm{\Omega }_T^{I_T}`$, but it has not already been a flat universe. The point $`P2`$ is the cross point of $`\mathrm{\Omega }_T=1`$ and $`q_0=0.20`$. The point $`P3`$ is a cross point of $`l_D=200c`$ and $`q_0=0.20`$, which has value about $`\mathrm{\Omega }_T=1.03`$, i.e., if the formula (1) is correct (specially for Efstathiou-Bond coefficient) to calculate the first peak position, then the recent result of the first peak squints towards a closed universe! (In this case $`\mathrm{\Omega }_T`$ is nearly independent on $`q_0`$.) If we hope to obtain a flat universe, then we may choose the point $`P4=(0.36,0.64)`$, which has $`l_D=208c`$ and $`q_0=0.10`$ at edge of observation values. It is notable that such as point can exist for flat universe. The character of this point, as comparing with current favor value, owns higher hubble constant, lower acceleration parameter, more right-side first peak (i.e., a little large $`l_D`$), higher cold dark mater density, lower vacuum energy density, which is still flat universe. From this figure we can see if the accuracy of $`l_D`$ is risen, how huge progress should be made for establishment of $`\mathrm{\Omega }_T`$ value. We shall wait for the exiting precious results from the future Map and Planck.
We can see clearly the phenomenon claimed by Weinberg from this figure. The first peak position $`l_D`$ determines the cosmic total density $`\mathrm{\Omega }_T`$ sensitively. If the precision about $`l_D`$ of Boomerang measurement is reliable, i.e., $`190<l_D<202`$ (see Ref.), then we obtain a result $`1.03<\mathrm{\Omega }_T<1.08`$ from this figure. This shows that our universe may be a closed rather than flat<sup></sup>! This will bring a great challenge for the present elegant cosmological theories based on an eternal chaotic inflation<sup></sup>. In another hand, if we review their conclusion $`0.88<\mathrm{\Omega }_T<1.12`$ (see Ref. again) and suppose that all error of $`l_D`$ comes from uncertainty of $`\mathrm{\Omega }_T`$, we shall get an unexpected range $`180<l_D<240`$ from the just same figure. It is obvious that this error range of $`l_D`$ is too large for current measurement. The Ref. considered of course many complicated factors (a little example is the error from $`z_r`$, $`h`$ and $`\omega _b`$), therefore in spit of the accuracy of $`l_D`$ is very high, we can still only obtain the $`\mathrm{\Omega }_T`$ value with very low accuracy.
## V Conclusion
Conforming to the Weinbergโs thought, the formula (1) and its simplification (Eqs.(6,8) and figure.1) supply for us a shortcut method to analysis error origination to determine the cosmic total density. It can help us to understand deeply the physical essential from the data of the CMBR anisotropy. Weinbergโs phenomenon, i.e, sensitivity of $`\mathrm{\Omega }_T`$ with respect to $`l_D`$, is very clear in our figure. In spit of our qualitative analysis is available widely, however our concrete numerical result depends seriously on the Efstathiou-Bond coefficient $`C_{eb}`$, we hope that people can understand it deeply in the further investigation.
Acknowledgment:
This work is supported by The foundation of National Nature Science of China, No.19777103. The author would like to thank useful discussions with Profs. J.-S.Chen, Z.-G.Deng, X.-M.Zhang Y.-Z.Zhang and Y.-Q.Yu.
References:
P.de Bernardis et al., Nature 404(2000)955.
M.Kamionkowski, D.N.Spergel and N.Sugiyama, Ap.J.426(1994)L57.
N.A.Bahcall, J.P.Ostriler, S.Perlmutter and P.J.Steinhardt,
Science 28(1999)1481.
S.Weinberg, astro-ph/0006276.
C.-P.Ma and E.Bertschinger, Astrophys.J.455(1995)7.
G.Efstathiou and J.R.Bond, astro-ph/9807103, in MNRAS.
E.W. Kolb and M.S. Turner,
The Early Universe, Addison Wesley, 1990. To see Eq.(3.89b).
S.J.Perlmutter et al., Nature 391(1998)51;
A.G.Riess et al., Astron.J.116(1998)1009.
M.White, astro-ph/0004385.
A.H.Guth, astro-ph/0002156.
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# UNCERTAINTY OF PREDICTED HIGH Q2 STRUCTURE FUNCTIONS DUE TO PARAMETRIZATION ASSUMPTIONS
## 1 Introduction
The HERA and Tevatron upgrades will allow experiments to test the behaviour of PDFs at very high $`x`$ and $`Q^2`$. Violations of the predicted PDF behaviour may signal new physics beyond the standard model. Thus, it is important to understand to what extent the predicted PDF behaviour depends on the parametrization assumptions. Currently there is no systematic study that estimates uncertainties due to parametrization assumptions.
In the past, a number of attempts to calculate PDF errors at high $`Q^2`$ was made. Recently $`^\mathrm{?}`$, a large set of DIS data was fit and the error in DIS differential cross section was estimated as a function of $`x`$, $`Q^2`$ and $`y`$, taking into account all systematic and statistical errors. A conventional PDF parametrization was used: $`xq(x)=N_qx^{A_q}(1x)^{B_q}(1+C_qx)`$. The quoted error on the neutral current (NC) DIS cross section $`d\sigma ^{NC}/dx`$ at $`x=0.75`$ is $`0.1`$. Yang and Bodek $`^\mathrm{?}`$ introduced a modification to the $`d/u`$ ratio $`(\frac{d}{u})^{}=\frac{d}{u}+0.1x(x+1)`$ which lead to better agreement with recent charged current data from HERA. Finally, Kuhlmann et al $`^\mathrm{?}`$ added an extra term to the conventional up valence quark parametrization in order to investigate if such modifications could explain the reported HERA excess at high $`Q^2`$ in 1997. Such a term generates a significant excess for $`x0.75`$: $`xu(x)=xu(x)_{CTEQ4}+0.02(1x)^{0.1}`$. Their study showed that even large modifications at high $`x`$ could not explain the HERA excesses. The quoted modification in $`F_2`$ at $`x=0.75`$ and $`Q^2=40000GeV^2`$ is: $`\mathrm{\Delta }F_2/F_2^{NC}<0.3`$. Although this study for the first time questioned the induced error in $`F_2`$ due to modifications to the PDFs, it did not cover the full parameter space of possible modifications. Also, the extra term $`0.02(1x)^{0.1}`$ is problematic as $`x0`$ when the valence sum rule is calculated.
## 2 Systematic Modification of the PDFs at high x
In this section a new approach is presented. It was found that the simplest two-parameter modification (addition in our case) in the standard up quark density which produces sum rules free from infinities, is:
$$xu(x)=xu(x)_{CTEQ4}+Dx(1x)^P$$
(1)
The extra term $`Dx(1x)^P`$ diverges as $`x1`$ for negative powers P. This extreme behaviour of the PDF can be regulated by adjusting the strength parameter P, so that it does not violate any experimental observations. In this study the Yang-Bodek correction is included: $`xd(x)^{}=xd(x)_{CTEQ4}`$$`+0.1x(x+1)xu(x)`$. We fit DIS fixed target data for $`x>0.01`$ and $`W^2>10GeV^2`$ (Datasets: NMC, BCDMS, SLAC, E665). QCDNUM $`^\mathrm{?}`$ was used to evolve parametrizations. The available value space for the extra term is constrained by experimental data. Our goal is to find the region of the D,P parameter space that maximizes dF<sub>2</sub>/F<sub>2</sub> at high Q<sup>2</sup>. We constrain the D and P parameters: $`\mathrm{\Delta }(xu_v(x)+xd_v(x))/(xu+xd)0.2`$ (Total momentum constraint), $`\chi ^2(x_{BCDMS}>0.5)/dof3`$. In figure 2 the allowed parameter space is shown. In figure 2 we pick up pairs of (P,D) points from the boundary of the param. space and calculate the effects of the corresponding extra term at very high $`Q^2`$. As shown, even extreme modifications of the structure functions at high $`x`$ cannot produce more than $`35\%`$ excess in $`F_2`$ because of the BCDMS data constraint. In figure 3 the chosen modified parametrizations are shown together with the BCDMS data and the CTEQ4 parametrization.
## 3 Conclusions
This study shows (in agreement with previous estimates) that even largely anomalous and unconventional behaviour of the PDFs at high x, produces effects comparable to statistical and systematic uncertainties, at the highest experimentally accessible $`x`$ and $`Q^2`$ regimes. It seems unlikely that any fine tuning of the PDFs can produce a factor of two or higher excesses at high $`Q^2`$.
## References
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# Supercriticality and Transmission Resonances in the Dirac Equation
It is now over 70 years since the Dirac equation was written down. Yet new results have been discussed in recent years, even in the relatively simple cases of one and two spatial dimensions as well as in three dimensions -. In this note, we generalise a well known theorem of scattering off a one-dimensional potential well in the Schrรถdinger equation to the Dirac equation. This is not difficult, but the theorem has an unexpected twist. Since the Dirac equation covers anti-particle scattering as well as particle scattering, the generalisation gives two distinct results. One of these results implies a remarkable property of tunnelling through a potential barrier in the Dirac equation which is related to the result on barrier penetration found by Klein and now called the Klein Paradox.
We begin by considering the scattering off a class of one-dimensional potential wells $`V(x)`$ where $`V(x)=0`$ for $`\left|x\right|a`$ and $`V(x)=U(x)`$ $`0`$ for $`\left|x\right|<a`$ where the piecewise continuous function $`U(x)0`$ . The potential is also taken to be even so that $`V(x)=V(x).`$ We first seek to generalise to the Dirac equation the non-relativistic result that the reflection coefficient $`R(k)`$ for scattering off the potential well $`V(x)=U_0(x)`$ which supports a zero energy resonance satisfies $`R(0)=0`$, where $`k`$ is the momentum of the particle. This theorem was known to Schiff and Bohm but a proof was published only relatively recently by Senn and Sassoli de Bianchi . The situation where $`R(k)=0`$ and the transmission coefficient $`T(k)=1`$ is called a transmission resonance . In non-relativistic systems a zero energy resonance (or half-bound state) is the non-trivial limit where a bound state just emerges from the continuum, for example when a square well potential is just strong enough to support a second bound state.
Following an earlier paper we take the gamma matrices $`\gamma _x`$ and $`\gamma _0`$ to be the Pauli matrices $`\sigma _x`$ and $`\sigma _z`$ respectively. Then the Dirac equation for scattering of a particle of energy $`E`$ and momentum $`k`$ by the potential $`V(x)`$ can be written as the coupled equations
$$\frac{f}{x}+(EV(x)+m)g=0$$
(1)
$$\frac{g}{x}(EV(x)m)f=0$$
(2)
where the Dirac spinor $`\psi =\left(\begin{array}{c}f\\ g\end{array}\right).`$
Eqs. (1) have simple solutions as $`x\pm \mathrm{}`$ where $`V=0.`$ In particular, the analogue of a zero energy resonance in the Schrรถdinger equation is a zero momentum resonance in the Dirac equation where a particle of zero momentum has $`E=m`$ or an anti-particle has $`E=m`$.<sup>*</sup><sup>*</sup>*The anti-particle is described by the hole wave function corresponding to the absence of the state with $`E=m`$. It is easy to see that the solution of Eq. (1) for $`E=m`$ and $`V=0`$ appropriately normalised is $`\psi =\left(\begin{array}{c}2m\\ 0\end{array}\right)`$ while the solution for $`E=m`$ and $`V=0`$ is $`\left(\begin{array}{c}0\\ 2m\end{array}\right)`$. As in Ref. we can now write down the solutions of Eq. (1) for a particle of momentum $`k`$ as $`x\pm \mathrm{}`$ to obtain $`\psi =`$ $`\left(\begin{array}{c}E+m\\ ik\end{array}\right)e^{ikx}`$ while an anti-particle of momentum $`k`$ will have $`\psi =`$ $`\left(\begin{array}{c}ik\\ mE\end{array}\right)e^{ikx}`$
We now set up the usual formalism for particle scattering by the potential $`V(x)`$ in the Dirac equation. We take the particle as incident from the left, so the amplitude for reflection $`r(k)`$ is defined through the spinor $`\psi (x)`$ as $`x\mathrm{}`$
$$\psi (x)=\left(\begin{array}{c}E+m\\ ik\end{array}\right)e^{ikx}+r(k)\left(\begin{array}{c}E+m\\ ik\end{array}\right)e^{ikx}$$
(3)
while as $`x\mathrm{}`$
$$\psi (x)=t(k)\left(\begin{array}{c}E+m\\ ik\end{array}\right)e^{ikx}$$
(4)
In the Dirac equation as for the Schrรถdinger equation with symmetric potentials , unitarity implies that
$$\left|r\right|^2+\left|t\right|^2=1;Im(r^{}t)=0$$
(5)
so $`R+T=1`$ where the reflection and transmission coefficients are given by $`R=\left|r\right|^2,T=\left|t\right|^2.`$
Since the potentials we consider are even, parity is conserved. In our two-component approach, the transformation of a wave function under $`xx`$ is given by
$$\psi ^{}(x,t)=\sigma _z\psi (x,t)$$
(6)
It follows that an even wave function $`\psi `$ has an even top component $`f`$ and an odd bottom component $`g`$. Similarly for an odd wave function $`\psi ,`$ $`f`$ will be odd and $`g`$ will be even.
We first consider an even bound state in the potential $`V(x).`$ As $`x\pm \mathrm{},`$ its unnormalised wave function will be of the form
$$\psi (x)=\left(\begin{array}{c}m+E\\ \kappa \end{array}\right)e^{\kappa x}x\mathrm{}$$
(7)
$$\psi (x)=\left(\begin{array}{c}m+E\\ \kappa \end{array}\right)e^{\kappa x}x\mathrm{}$$
(8)
where $`E^2=m^2\kappa ^2`$. We require the potential well $`V=U_0(x)`$ to just bind this bound state with arbitrarily small $`\kappa `$. If this is the case, then the limit $`\kappa 0`$ exists, and $`\psi (x)`$ becomes a continuum wave function since it is no longer square integrable.
We can now compare Eqs. (6) with Eqs (2) and (3) in the limit $`k0,\kappa 0.`$ We obtain $`2m(1+r(0))=2mt(0)`$ or
$$1+r(0)=t(0)0$$
(9)
We have written $`t(0)0`$ since otherwise $`\psi (x)`$ would vanish in the limit $`k0,\kappa 0`$ and we would not be considering a zero momentum resonance. In Ref we adopt a more general approach to obtain the results of this letter thereby avoiding the use of $`t(0)0:`$
The theorem now follows easily just as it does in the Schrรถdinger case . Combining Eq (7) with the unitarity condition $`Im(r^{}t)=0`$ of Eq (4), we get $`Im(r^{})=0`$ so that $`r(0)`$ and $`t(0)`$ are real. From $`\left|r\right|^2+\left|t\right|^2=1`$ we obtain
$$2r^2+2r+1=1$$
(10)
so that $`r(0)=0`$ or $`r(0)=1.`$ Since $`t(0)0`$ we obtain the result $`r(0)=0`$ and so in terms of the reflection and transmission coefficients
$$R(0)=0T(0)=1$$
(11)
If instead we had considered an odd bound state, an additional minus sign must be introduced into either Eq. (6a) or Eq. (6b). Eq. (7) must be modified to $`1+r(0)=t(0)`$ and the subsequent analysis and conclusions remain valid. Hence just as in the Schrรถdinger equation, the scattering of a particle in the Dirac equation off a potential well $`V=U_0(x)`$ which โbindsโ a zero momentum resonance corresponds to a transmission resonance with zero reflection.
We now increase the strength of the potential well from $`U_0(x)`$ to $`U_c(x)`$ so that $`V=U_c(x)`$ supports a bound state of energy $`E=m.`$ This is called a supercritical potential and is associated with spontaneous positron production , . We can redo the analysis exactly as before by defining amplitudes $`r_{},t_{}`$ for the reflection and transmission of an anti-particle of momentum $`k`$ incident from the left on a potential well $`V(x)`$: so in place of Eq. (2) we have as $`x\mathrm{}`$
$$\psi (x)=\left(\begin{array}{c}ik\\ mE\end{array}\right)e^{ikx}+r_{}(k)\left(\begin{array}{c}ik\\ mE\end{array}\right)e^{ikx}$$
(12)
while as $`x\mathrm{},`$ we have
$$\psi (x)=t_{}(k)\left(\begin{array}{c}ik\\ mE\end{array}\right)e^{ikx}$$
(13)
As before unitarity gives
$$\left|r_{}\right|^2+\left|t_{}\right|^2=1;Im(r_{}^{}t_{})=0$$
(14)
and the near-supercritical even bound state for $`x\pm \mathrm{}`$ is now
$$\psi (x)=\left(\begin{array}{c}\kappa \\ mE\end{array}\right)e^{\kappa x}x\mathrm{}$$
(15)
$$\psi (x)=\left(\begin{array}{c}\kappa \\ mE\end{array}\right)e^{\kappa x}x\mathrm{}$$
(16)
Note again that for the odd bound state we must drop the minus sign in Eq. (13b).
Repeating the analysis of Eqs (7-9) we find in the limit $`k0,\kappa 0`$ when the antiparticle is incident on the potential well $`V=U_c(x)`$ with arbitrarily small momentum that
$$R_{}(0)=0T_{}(0)=1$$
(17)
where $`R_{}=\left|r_{}\right|^2,T_{}=\left|t_{}\right|^2`$
So we see that in the Dirac equation there are two analogues of the Schrรถdinger result: one for zero momentum particles incident on a potential well which supports a zero momentum resonance and one for zero momentum particles incident on a supercritical potential well.
We now can obtain our main result. The Dirac equation (1) is invariant under charge conjugation: that is to say under the transformation
$$EEVVfggf$$
(18)
From Eq (14) we know that an antiparticle of energy $`E=\sqrt{m^2+k^2\text{ }}`$incident on the supercritical potential well $`V_c(x)=U_c(x)`$ will satisfy $`T_{}(0)=1`$, that is to say at arbitrarily small momentum it will have a vanishingly small reflection coefficient. Eq. (14) then shows that if we replace the antiparticle of energy $`E=\sqrt{m^2+k^2\text{ }}`$ incident on the supercritical potential well by a particle of energy $`E=\sqrt{m^2+k^2}`$ incident on the corresponding potential barrier $`V(x)=+U_c(x)`$ the particle will still have a transmission resonance at zero momentum, even though now the potential well has been replaced by a potential barrier.We thus obtain the theorem that where an even potential well of finite range is strong enough to contain a supercritical state, then a particle of arbitrarily small momentum will be able to tunnel right through the potential barrier created by inverting the well without reflection.This result was noticed a few years ago for the particular case of square barriers , and one of us (PK) has shown numerically that it was also true for Gaussian and Saxon-Woods potential barriers . In the Appendix we show the behaviour of the upper and lower components of the wave function for particle scattering at zero momentum by a square and Gaussian barrier when the corresponding potential wells are supercritical.
Conclusions
In his original work Klein discovered that a Dirac particle could tunnel through an arbitrarily high potential. The generic phenomenon whereby fermions can tunnel through barriers without exponential suppression we have called โKlein Tunnellingโ . The result of this letter shows that Klein tunnelling is a general feature of the Dirac equation: any potential well strong enough to support a supercritical state when inverted becomes a potential barrier which a fermion of arbitrarily low momentum can tunnel through without reflection. We do not claim here that any transmission resonance at zero momentum must correspond to supercriticality, only that supercriticality leads to a transmission resonance through a potential barrier at zero momentum. In another paper we shall consider the question of the conditions on a potential for it to possess a zero momentum transmission resonance more generally. In three dimensions Hall and one of us (ND) have recently demonstrated that maximal Klein tunnelling is also associated with supercriticality.
The potential step that Klein considered has pathological properties . Nevertheless our result confirms that according to the Dirac equation a particle of low momentum can tunnel through an arbitrarily high smooth potential of finite range. The reason is straightforward: hole states can propagate under the potential barrier. In terms of the particle kinetic energy T under the barrier T$`=EVm=m\sqrt{m^2+q^2}`$ where $`q`$ is the momentum of the hole so if T$`2m`$, hole states can propagate without exponential suppression. T$`2m`$ thus corresponds to penetrating under the barrier to distances $`\left|x\right|<\left|x_K\right|`$ where $`V(x_K)=E+m2m`$ .
Appendix
We illustrate the result above for the special cases of (i) a square barrier and (ii) a Gaussian barrier. First consider the square well potential $`V=U(x)`$ where $`U(x)=U`$ for $`\left|x\right|<a`$ and $`U(x)=0`$ for $`\left|x\right|>a.`$ Then an unnormalised even wave function inside the well has the form
$$\psi (x)=\left(\begin{array}{c}(E+U+m)\mathrm{cos}px\\ p\mathrm{sin}px\end{array}\right)|x|a$$
(19)
where the internal momentum $`p`$ is given by $`(E+U)^2=m^2+p^2`$. For supercriticality where $`E=m`$ we require the phase condition $`pa=N\pi /2`$ where $`N`$ is an integer . The first supercritical state is thus given by $`p=p_c=\pi /2a`$ and correspondingly the critical potential is $`V(x)=U_c|x|a,`$ where $`U_c=m+\sqrt{m^2+\pi ^2/4a^2}`$ At supercriticality the wave function is thus given by
$$\psi (x)=\left(\begin{array}{c}0\\ 2m\end{array}\right),x<a$$
(20)
$$\psi (x)=2m\left(\begin{array}{c}b\mathrm{cos}(\pi x/2a)\\ sin(\pi x/2a)\end{array}\right),|x|a$$
(21)
$$\psi (x)=\left(\begin{array}{c}0\\ 2m\end{array}\right),x>a$$
(22)
where $`b=2aU_c/\pi .`$
Now consider a particle of arbitrarily small momentum incident on the square barrier $`V(x)=U_c|x|<a;V(x)=0|x|>a.`$ Eq (15) shows that the wave function is obtained by interchanging the top and bottom components of Eq (17) thereby giving the transmission resonance
$$\psi (x)=\left(\begin{array}{c}2m\\ 0\end{array}\right),x<a$$
(23)
$$\psi (x)=2m\left(\begin{array}{c}\mathrm{sin}(\pi x/2a)\\ b\mathrm{cos}(\pi x/2a)\end{array}\right),|x|a$$
(24)
$$\psi (x)=\left(\begin{array}{c}2m\\ 0\end{array}\right),x>a$$
(25)
and the components of the wave function are shown in Fig.1.
One of us (PK) has also solved the Dirac equation numerically for a Gaussian potential well and barrier where $`U(x)=U\mathrm{exp}(x^2/a^2)`$ . In Fig. 2 we show the components of the wave function for a particle of arbitrarily small momentum incident on a supercritical Gaussian barrier where $`U=U_c=3.26m`$ for $`ma=1`$ (cf. $`U_c=m+\sqrt{m^2+\pi ^2/4a^2}=2.86m`$ for $`ma=1`$ for a square barrier). Again there is a transmission resonance demonstrating complete penetration of the barrier.
While the wave functions in this case have a similar form to those for the square barrier, note the two turning points which occur in the top component of the Gaussian wave function. These correspond to the points $`\pm x_K`$ where $`V(x_K)=E+m=2m`$ at zero momentum. Hole states can propagate under the potential without exponential suppression from $`x_K`$ to $`+x_K`$ thus demonstrating Klein tunnelling. Note also that the condition for hole states to propagate under a potential of finite range is $`V>2m`$ which will in general not be sufficient for supercriticality (we have seen for a square barrier of range $`a`$ with $`ma=1`$ that $`V_c=2.86m`$). So Klein tunnelling should exist even for subcritical potentials as was pointed out by Jensen et al .
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# Collective Modes in Neutrino โBeamโ Electron-Positron Plasma Interactions
## 1 Introduction
Neutrino transport processes are known to play a major role in the energy-momentum flow powering the dynamics of Type II supernovae . Generally, it has been that the collision-dominated aspects have been studied in detail, leading to substantial progress in the understanding of these stellar explosions, while, however, still leaving open some problems in the quantitative description of their spatio-temporal (hydrodynamic) evolution.
An earlier work by Bethe , which introduced the idea of a modified in-medium neutrino dispersion relation and of a corresponding effective Hamiltonian, was used in the series of papers to describe the collective interaction of an intense neutrino flux (from the supernova core) with an electron-positron plasma (the supernova atmosphere) of comparatively low temperature. Their tentative conclusion was that a particular induced plasma instability may be much more efficient than traditional collision dominated mechanisms, i.e., faster by many orders of magnitude, in depositing the neutrino energy into the plasma sphere .
However, the approach in these papers is subject to criticism, since there is no physical or formal justification (such as a hypothetical condensate) for the scalar โbosonicโ collective neutrino wave function used. In particular, the implied quantum phase coherence of the neutrinos appears hard to justify. Considering their incoherent thermal production and the effective duration or length of the โbeamโ, no bunching effects are to be expected. Moreover, it is somewhat hidden in their phaenomenological approach how the precise V-A tensor structure of the electroweak current-current interactions can be taken into account. This has also been pointed out in Ref. recently. Employing finite temperature field theory, Bento studies the excitation/damping of longitudinal electromagnetic plasmons (Langmuir modes) in the electron plasma under the influence of a neutrino flux. His results indicate that this type of collective mode instabilities โโฆ do not seem to be a viable mechanism of substantial energy transfer from neutrinos to a supernova plasmaโ . We confirm this.
It is the purpose of our present work to systematically derive the transport equations for the neutrino-electron system from first principles (Section 2), as well as the relevant dispersion relations (Section 3). We introduce appropriate spinor Wigner functions, while deriving the detailed chiral structure of the neutrino Wigner function in the Appendix. Previously, only the phenomenological approach or the perturbative finite-temperature field theory were applied. Our general derivations may also prove useful for other astrophysical applications, such as those involving strong magnetic fields or, generally, neutrino transport under mean field conditions.
In the collisionless regime, the results of Sections 2 and 3 allow us to investigate, in detail, the collective modes in the highly anisotropic neutrino โbeamโ plus electron-positron plasma system. We find longitudinal and transverse plasmons, which are only perturbatively modified by the neutrino flux.
Furthermore, we also find a new class of growing, as well as decaying collective oscillations, nonexistent in isotropic equilibrium plasmas, which we name โpharons<sup>1</sup><sup>1</sup>1After the island of Pharos, where the famous lighthouse of ancient Alexandria was constructed under the order of Ptolemeus II.. They are caused by a resonance effect, generally at a frequency $`\omega `$ less than the momentum $`q`$, due to the unbalanced neutrino momentum distribution, which is characterized by a finite opening angle with respect to the beam axis. We study such modes with the wave vector parallel to the beam direction (Type I pharons), as well as with the wave vector orthogonal to the beam direction (Type II pharons).
Geometrically, the Type II situation corresponds most closely to the one where the two-stream instabilities would be expected to occur in ordinary plasmas. We investigate whether such instabilities are induced by the weak current-current interactions and, depending on the growth rates, may provide an essential contribution to the still partly elusive energy transfer mechanism in Type II supernovae (Section 3).
The collective two-stream filamentation instability is well known to occur in ordinary plasmas due to the electromagnetic Lorentz force . More recently, it has also been studied in the context of strong (color-electromagnetic) interactions, where two interpenetrating parton beams describe high-energy nuclear reactions, see and further references therein.
More generally, one may expect such โhydrodynamicโ instabilities in interacting many-body systems, in particular, in plasmas with interactions mediated by the Standard Model gauge fields, whenever the system consists of two or more components with considerably different momentum space distributions . In these cases, perturbations which, loosely speaking, are transverse to a predominant collective flow, tend to be amplified by the collective feedback effect of the effective long-range forces of mean field type.
Consequently, we are motivated in this study by the supernova geometry, where the radially outward streaming neutrinos interact with the electron-positron plasma, which may produce a variety of collective instabilities.
## 2 The Coupled Neutrino-Electron Transport Equations
Our derivation of mean field transport equations will follow the successful strategy developed earlier for QED , QCD , and hadronic matter . The basic idea can be easily summarized as follows: Starting from the underlying field operator equations of the model under consideration, one converts these into corresponding Wigner operator equations, i.e. for the density operator in the Wigner representation. In the appropriate mean field approximation the latter can be converted into a closed set of Wigner function equations (cf. Section 2.1); furthermore, performing a consistent $`\mathrm{}`$-expansion, the most relevant semiclassical (Vlasov type) transport equations for the coupled relativistic phase space distributions are obtained (cf. Section 2.2). โ Presently, our notation and conventions follow those of Ref. .
### 2.1 From Diracโs to Mean Field Quantum Transport Equations
We add the effective local coupling terms,
$$_{\text{int}}\frac{G_F}{\sqrt{2}}\left[\overline{\psi }^{(\nu )}\gamma _\mu (1\gamma _5)\psi ^{(\nu )}\right]\left[\overline{\psi }^{(e)}\gamma ^\mu (c_Vc_A\gamma _5)\psi ^{(e)}\right],$$
(1)
to the free Lagrangian densities of the electrons and electron neutrinos (including their antiparticles). They represent the weak charged and neutral current-current interactions of the Standard Model in the appropriate low-energy limit, with $`c_V=\frac{1}{2}+2\mathrm{sin}^2\theta _W`$ and $`c_A=\frac{1}{2}`$, using standard notation . For $`\mu `$\- and $`\tau `$-neutrinos, with only the neutral current interaction contributing, $`c_{V,A}c_{V,A}1`$. Here the neutrinos are described by four-component spinors as well and we allow for a small but finite neutrino mass, taking the growing evidence into account . Eventually, however, we will pass to the massless limit, since for our applications the masses of order eV are definitely negligible compared to the relevant energy scales of order MeV.
The electromagnetic interaction of the electrons must be added to the interaction of Eq. (1). For the derivation of the transport equations, however, this does not introduce a new element. The corresponding modifications will be added at the end of this section, making use of the earlier QED results .
The resulting Dirac (Heisenberg operator) equations for the electrons and neutrinos, incorporating the interaction (1) in the mean field (Hartree) approximation, can be written in the form:
$$\left\{i\gamma _xm^{(l)}J^{(l^{})}\gamma (c_V^{(l)}c_A^{(l)}\gamma _5)\right\}\psi ^{(l)}=0,$$
(2)
where $`l=e,\nu `$ denotes the electron and neutrino case, respectively, and $`c_{V,A}^{(e)}c_{V,A}`$, $`c_{V,A}^{(\nu )}1`$; the neutrino current has to be inserted into the electron equation and vice versa, as indicated by $`J^{(l^{})}`$ here. The V-A four-currents are defined by:
$$J_\mu ^{(l)}\frac{G_F}{\sqrt{2}}:\overline{\psi }^{(l)}\gamma _\mu (c_V^{(l)}c_A^{(l)}\gamma _5)\psi ^{(l)}:,$$
(3)
where the expectation value of the normal-ordered product refers to the ensemble characterizing the state of the system, which will be specified in more detail later.
Introducing the Wigner functions, i.e. (4x4)-matrices with respect to the spinor indices which depend on space-time and four-momentum coordinates :
$$W_{\alpha \beta }^{(l)}(x,p)\frac{\text{d}^4y}{(2\pi \mathrm{})^4}\text{e}^{ipy/\mathrm{}}:\overline{\psi }_\beta ^{(l)}(x+y/2)\psi _\alpha ^{(l)}(xy/2):,$$
(4)
and with the $`\mathrm{}`$-dependence made explicit, the currents of Eq. (3) can be expressed as:
$$J_\mu ^{(l)}(x)=\frac{G_F}{\sqrt{2}}\text{tr}\text{d}^4p\gamma _\mu (c_V^{(l)}c_A^{(l)}\gamma _5)W^{(l)}(x,p),$$
(5)
with the trace refering to the spinor indices.
Multiplying the Dirac equations (2) with the respective adjoint spinor and making use of Eqs. (3)-(5), they can be converted to the Wigner representation. This yields the coupled electron and neutrino quantum transport equations:
$$\left(\gamma Km^{(l)}\right)W^{(l)}(x,p)=\mathrm{exp}(\frac{i\mathrm{}}{2}_x_p)J^{(l^{})}(x)\gamma (c_V^{(l)}c_A^{(l)}\gamma _5)W^{(l)}(x,p),$$
(6)
where $`K_\mu p_\mu +\frac{i\mathrm{}}{2}_{x^\mu }`$ and the partial derivative with respect to $`x`$ on the right-hand side acts only on the current $`J^{(l^{})}`$. If it were not for the V-A factor on the right-hand side, the structure of these equations would be analogous to Eq. (8) of Ref. and could be analyzed accordingly.
In order to proceed here, we employ the decomposition of the spinor Wigner functions :
$$W^{(l)}=^{(l)}+i\gamma ^5๐ซ^{(l)}+\gamma ^\mu ๐ฑ_\mu ^{(l)}+\gamma ^\mu \gamma ^5๐_\mu ^{(l)}+\frac{1}{2}\sigma ^{\mu \nu }๐ฎ_{\mu \nu }^{(l)},$$
(7)
i.e., in terms of scalar, pseudoscalar, vector, axial vector, and antisymmetric tensor components:
$`^{(l)}(x,p)`$ $``$ $`{\displaystyle \frac{1}{4}}\text{tr}W^{(l)}(x,p),`$ (8)
$`๐ซ^{(l)}(x,p)`$ $``$ $`{\displaystyle \frac{1}{4}}i\text{tr}\gamma ^5W^{(l)}(x,p),`$ (9)
$`๐ฑ_\mu ^{(l)}(x,p)`$ $``$ $`{\displaystyle \frac{1}{4}}\text{tr}\gamma _\mu W^{(l)}(x,p),`$ (10)
$`๐_\mu ^{(l)}(x,p)`$ $``$ $`{\displaystyle \frac{1}{4}}\text{tr}\gamma _5\gamma _\mu W^{(l)}(x,p),`$ (11)
$`๐ฎ_{\mu \nu }^{(l)}(x,p)`$ $``$ $`{\displaystyle \frac{1}{4}}\text{tr}\sigma _{\mu \nu }W^{(l)}(x,p),`$ (12)
which are real functions. Thus, for example, we obtain:
$$J_\mu ^{(l)}(x)=4\frac{G_F}{\sqrt{2}}\text{d}^4p[c_V^{(l)}๐ฑ_\mu ^{(l)}(x,p)+c_A^{(l)}๐_\mu ^{(l)}(x,p)],$$
(13)
using Eqs. (5) and (10), (11). Only these (axial) vector currents couple the transport equations (6).
We introduce an abbreviation for the shift operator appearing in Eqs. (6),
$$๐ฅ_\mu ^{(l)}\mathrm{exp}(\frac{i\mathrm{}}{2}_x_p)J_\mu ^{(l)}(x)=[\mathrm{cos}(\frac{\mathrm{}}{2}_x_p)i\mathrm{sin}(\frac{\mathrm{}}{2}_x_p)]J_\mu ^{(l)}(x)_\mu ^{(l)}i_\mu ^{(l)},$$
(14)
where $`_x`$ acts only on the current $`J_\mu ^{(l)}`$, as before. Then, making use of the commutation and trace relations of the $`\gamma `$-matrices, we decompose Eqs. (6) in terms of the Wigner function components, Eqs. (8)-(12). Thus we obtain the set of coupled equations:
$`K๐ฑ^{(l)}m^{(l)}^{(l)}`$ $`=`$ $`๐ฅ^{(l^{})}(c_V^{(l)}๐ฑ^{(l)}+c_A^{(l)}๐^{(l)}),`$ (15)
$`iK๐^{(l)}+m^{(l)}๐ซ^{(l)}`$ $`=`$ $`i๐ฅ^{(l^{})}(c_V^{(l)}๐^{(l)}+c_A^{(l)}๐ฑ^{(l)}),`$ (16)
$`K_\mu ^{(l)}iK^\nu ๐ฎ_{\mu \nu }^{(l)}m^{(l)}๐ฑ_\mu ^{(l)}`$
$`=`$ $`๐ฅ^{(l^{})\lambda }\left(g_{\mu \lambda }(c_V^{(l)}^{(l)}ic_A^{(l)}๐ซ^{(l)})ic_V^{(l)}๐ฎ_{\mu \lambda }^{(l)}{\displaystyle \frac{1}{2}}c_A^{(l)}ฯต_{\mu \lambda \nu \nu ^{}}๐ฎ^{(l)\nu \nu ^{}}\right),`$
$`iK_\mu ๐ซ^{(l)}+{\displaystyle \frac{1}{2}}ฯต_{\mu \lambda \nu \nu ^{}}K^\lambda ๐ฎ^{(l)\nu \nu ^{}}m^{(l)}๐_\mu ^{(l)}`$
$`=`$ $`๐ฅ^{(l^{})\lambda }\left(g_{\mu \lambda }(ic_V^{(l)}๐ซ^{(l)}c_A^{(l)}^{(l)})+{\displaystyle \frac{1}{2}}c_V^{(l)}ฯต_{\mu \lambda \nu \nu ^{}}๐ฎ^{(l)\nu \nu ^{}}+ic_A^{(l)}๐ฎ_{\mu \lambda }^{(l)}\right),`$ (18)
$`i(K_\mu ๐ฑ_\nu ^{(l)}K_\nu ๐ฑ_\mu ^{(l)})ฯต_{\mu \nu \lambda \nu ^{}}K^\lambda ๐^{l\nu ^{}}+m^{(l)}๐ฎ_{\mu \nu }^{(l)}`$ $`=`$ $`๐ฅ^{(l^{})\lambda }(i[g_{\mu \lambda }(c_V^{(l)}๐ฑ^{(l)}+c_A^{(l)}๐^{(l)})_\nu \mathrm{}_{\mu \nu }]`$ (19)
$`ฯต_{\mu \nu \lambda \nu ^{}}(c_V^{(l)}๐^{(l)}+c_A^{(l)}๐ฑ^{(l)})^\nu ^{}),`$
with $`K_\mu `$ as defined after Eq. (6).
As is well known from other cases , the real and imaginary parts of these coupled equations can be separated and eventually will thus lead to the proper transport equations in phase space and the generalizations of the mass-shell constraint, cf. Section 2.2 .
Furthermore, we observe that the left-hand sides of Eqs. (15)-(19) formally coincide with Eqs. (5.7)-(5.11) of Ref. . There, however, the corresponding operator $`K^\mu `$ for electrically charged particles necessarily incorporates the effects of the Lorentz force in the external field (Hartree) approximation.
Due to the linearity of the Dirac equation with respect to the weak and electromagnetic interaction terms, i.e. with the derivative in Eq. (2) replaced according to the minimal coupling rule, $`_x^\mu _x^\mu +ieA^\mu (x)`$, it is straighforward to incorporate the electromagnetic interaction into Eqs. (15)-(19) for the electron-positron case. Making use of the earlier QED results, this is achieved by the substitution:
$`K^\mu `$ $``$ $`\mathrm{\Pi }^\mu +{\displaystyle \frac{i\mathrm{}}{2}}^\mu ,`$ (20)
$`^\mu `$ $``$ $`_x^\mu ej_0(\frac{\mathrm{}}{2}_x_p)F^{\mu \nu }_{p^\nu },`$ (21)
$`\mathrm{\Pi }^\mu `$ $``$ $`p^\mu e\frac{\mathrm{}}{2}j_1(\frac{\mathrm{}}{2}_x_p)F^{\mu \nu }_{p^\nu },`$ (22)
where $`j_0`$ and $`j_1`$ are the conventional spherical Bessel functions, cf. Eqs. (4.19)-(4.21) of Ref. ; the derivatives $`_x`$ in their arguments act only on the electromagnetic field strength tensor entering here, $`F^{\mu \nu }(x)_x^\mu A^\nu (x)_x^\nu A^\mu (x)`$. Our convention is that $`e`$ denotes the electron charge.
With the electromagnetic fields incorporated, we also need to include the Maxwell equation,
$$_\mu F^{\mu \nu }(x)=J_{\text{em}}^\nu (x)e\text{tr}\text{d}^4p\gamma ^\nu W^{(e)}(x,p),$$
(23)
which consistently determines $`F^{\mu \nu }`$ in terms of the electromagnetic four-current $`J_{\text{em}}^\nu `$. However, an important remark is in order here. Together with Eqs. (20)-(22) also the definition of the Wigner function (4) has to be modified. In order to preserve the gauge covariance of the equations, one has to include an appropriate electromagnetic phase factor (โSchwinger stringโ) . Since it will not appear explicitly in any of our further derivations or applications, it may presently suffice to keep this in mind.
This completes the derivation of the coupled transport equations for a system of electrons, neutrinos, and electromagnetic fields in accordance with the Standard Model and in the collisionless (Vlasov) limit.
### 2.2 The Semiclassical Limit
Our aim in this section is to extract the relevant semiclassical equations from the quantum transport equations which we obtained in the previous section, Eqs. (15)-(19) in particular. Taking the explicit $`\mathrm{}`$-dependence into account, which enters through the definitions of the shift and kinetic operators in Eqs. (14) and (20)-(22) respectively, it becomes obvious how to expand the equations in powers of $`\mathrm{}`$. Since the leading terms of the real and imaginary parts of the equations start out with different powers, it is useful to separate them, similarly to what was previously done .
Furthermore, we presently simplify the set of equations by assuming a spin saturated electron-positron plasma, i.e. without the spin polarization effects which may be induced by strong magnetic fields, for example. Thus, for the $`e^+e^{}`$ plasma, we have no pseudoscalar or axial vector densities, cf. Eqs. (7)-(12).
Also, the Standard Model neutrino-antineutrino system consists strictly only of left-handed neutrinos $`\nu _L`$ and a right-handed antineutrinos $`\overline{\nu }_R`$, if we appropriately neglect here their tiny (possibly finite) masses. In this case, as we show in the Appendix, only the equal vector and axial vector densities contribute to the neutrino Wigner function, while all other densities vanish in the massless limit.
These approximations serve as a working hypothesis for our study of the collective modes and their (in)stability in a supernova environment in Section 3 . Eventually, however, the analysis of the complete coupled set of equations (15)-(19) and (23) should be performed, considering the presence or generation of strong magnetic fields during supernova explosions or other astrophysical processes (and references therein).
#### 2.2.1 The Semiclassical $`e^+e^{}`$ Transport Equations
Implementing $`๐ซ^{(e)}=๐_\mu ^{(e)}0`$ (spin saturation) and separating the real and imaginary parts of Eqs. (15)-(19) with the help of Eqs. (14) and (20), we obtain for the $`e^+e^{}`$ plasma the set of equations:
$`\mathrm{\Pi }๐ฑ^{(e)}m^{(e)}^{(e)}`$ $`=`$ $`0,`$ (24)
$`\mathrm{}๐ฑ^{(e)}`$ $`=`$ $`0,`$ (25)
$`0`$ $`=`$ $`^{(\nu )}๐ฑ^{(e)},`$ (26)
$`0`$ $`=`$ $`^{(\nu )}๐ฑ^{(e)},`$ (27)
$`\mathrm{\Pi }_\mu ^{(e)}+{\displaystyle \frac{\mathrm{}}{2}}^\nu ๐ฎ_{\mu \nu }^{(e)}m^{(e)}๐ฑ_\mu ^{(e)}`$ $`=`$ $`^{(\nu )\lambda }(g_{\mu \lambda }c_V^{(e)}{\displaystyle \frac{1}{2}}c_Aฯต_{\mu \lambda \nu \nu ^{}}๐ฎ^{(e)\nu \nu ^{}})c_V^{(\nu )\lambda }๐ฎ_{\mu \lambda }^{(e)},`$ (28)
$`{\displaystyle \frac{\mathrm{}}{2}}_\mu ^{(e)}\mathrm{\Pi }^\nu ๐ฎ_{\mu \nu }^{(e)}`$ $`=`$ $`^{(\nu )\lambda }(g_{\mu \lambda }c_V^{(e)}{\displaystyle \frac{1}{2}}c_Aฯต_{\mu \lambda \nu \nu ^{}}๐ฎ^{(e)\nu \nu ^{}})c_V^{(\nu )\lambda }๐ฎ_{\mu \lambda }^{(e)},`$ (29)
$`{\displaystyle \frac{1}{2}}ฯต_{\mu \lambda \nu \nu ^{}}\mathrm{\Pi }^\lambda ๐ฎ^{(e)\nu \nu ^{}}`$ $`=`$ $`^{(\nu )\lambda }(g_{\mu \lambda }c_A^{(e)}{\displaystyle \frac{1}{2}}c_Vฯต_{\mu \lambda \nu \nu ^{}}๐ฎ^{(e)\nu \nu ^{}})+c_A^{(\nu )\lambda }๐ฎ_{\mu \lambda }^{(e)},`$ (30)
$`{\displaystyle \frac{\mathrm{}}{4}}ฯต_{\mu \lambda \nu \nu ^{}}^\lambda ๐ฎ^{(e)\nu \nu ^{}}`$ $`=`$ $`^{(\nu )\lambda }(g_{\mu \lambda }c_A^{(e)}{\displaystyle \frac{1}{2}}c_Vฯต_{\mu \lambda \nu \nu ^{}}๐ฎ^{(e)\nu \nu ^{}})+c_A^{(\nu )\lambda }๐ฎ_{\mu \lambda }^{(e)},`$ (31)
$`{\displaystyle \frac{\mathrm{}}{2}}(_\mu ๐ฑ_\nu ^{(e)}_\nu ๐ฑ_\mu ^{(e)})+m^{(e)}๐ฎ_{\mu \nu }^{(e)}`$ $`=`$ $`c_V(_\mu ^{(\nu )}๐ฑ_\nu ^{(e)}_\nu ^{(\nu )}๐ฑ_\mu ^{(e)})c_Aฯต_{\mu \nu \lambda \nu ^{}}^{(\nu )\lambda }๐ฑ^{(e)\nu ^{}},`$ (32)
$`\mathrm{\Pi }_\mu ๐ฑ_\nu ^{(e)}\mathrm{\Pi }_\nu ๐ฑ_\mu ^{(e)}`$ $`=`$ $`c_V(_\mu ^{(\nu )}๐ฑ_\nu ^{(e)}_\nu ^{(\nu )}๐ฑ_\mu ^{(e)})+c_Aฯต_{\mu \nu \lambda \nu ^{}}^{(\nu )\lambda }๐ฑ^{(e)\nu ^{}},`$ (33)
where the constraints (26) and (27), which resulted from Eq. (16), where taken into account in Eqs. (24) and (25), which resulted from Eq. (15); we used $`c_{V,A}^{(e)}=c_{V,A}`$ , cf. Eqs. (1), (2).
We proceed to evaluate the limit $`\mathrm{}0`$ of the above system of equations. To begin with, we obtain from Eqs. (14) that $`_\mu ^{(l)}=J_\mu ^{(l)}+O(\mathrm{}^2)`$ and $`_\mu ^{(l)}=\frac{\mathrm{}}{2}_x_pJ_\mu ^{(l)}+O(\mathrm{}^3)`$ and from Eqs. (21), (22) that $`\mathrm{\Pi }^\mu =p^\mu +O(\mathrm{}^2)`$ and $`^\mu =_x^\mu eF^{\mu \nu }_{p^\nu }+O(\mathrm{}^2)`$.
Then, first of all, the vector density can formally be calculated from Eq. (28):
$`๐ฑ_\mu ^{(e)}`$ $`=`$ $`{\displaystyle \frac{1}{m^{(e)}}}((p_\mu c_VJ_\mu ^{(\nu )})^{(e)}+{\displaystyle \frac{1}{2}}c_Aฯต_{\mu \lambda \nu \nu ^{}}J^{(\nu )\lambda }๐ฎ^{l\nu \nu ^{}}`$ (34)
$`+{\displaystyle \frac{\mathrm{}}{2}}(_x^\nu eF^{\nu \lambda }_{p^\lambda })๐ฎ_{\mu \nu }^{(e)}+c_V{\displaystyle \frac{\mathrm{}}{2}}_x_pJ^{(\nu )\lambda }๐ฎ_{\mu \lambda }^{(e)})+O(\mathrm{}^2),`$
where the right-hand side is to be evaluated consistently to first order; we recall that $`_x`$ acts only on $`J^{(\nu )}`$ in the last term. Similarly, we obtain from Eq. (32):
$`๐ฎ_{\mu \nu }^{(e)}`$ $`=`$ $`{\displaystyle \frac{1}{m^{(e)}}}(c_Aฯต_{\mu \nu \lambda \nu ^{}}J^{(\nu )\lambda }๐ฑ^{(e)\nu ^{}}`$ (35)
$`+{\displaystyle \frac{\mathrm{}}{2}}[(_{x^\mu }eF_{\mu \lambda }_p^\lambda )๐ฑ_\nu ^{(e)}\mathrm{}_{\mu \nu }]+c_V{\displaystyle \frac{\mathrm{}}{2}}_x_p(J_\mu ^{(\nu )}๐ฑ_\nu ^{(e)}J_\nu ^{(\nu )}๐ฑ_\mu ^{(e)}))+O(\mathrm{}^2),`$
with a contribution at $`O(\mathrm{}^0)`$ in the absence of a pseudo-vector (or -scalar) density, in distinction to the QED case of Ref. . Taking the limit $`\mathrm{}0`$, we solve Eqs. (34)-(35) in terms of the scalar density $`^{(e)}`$ or, rather, the modified scalar density,
$$\stackrel{~}{f}^{(e)}(x,p)\frac{^{(e)}(x,p)}{1+(c_A/m^{(e)})^2J^{(\nu )}(x)J^{(\nu )}(x)}.$$
(36)
The results are:
$`๐ฑ_\mu ^{(e)}`$ $`=`$ $`{\displaystyle \frac{1}{m^{(e)}}}(p_\mu c_VJ_\mu ^{(\nu )})\stackrel{~}{f}^{(e)},`$ (37)
$`๐ฎ_{\mu \nu }^{(e)}`$ $`=`$ $`{\displaystyle \frac{c_A}{m^{(e)\mathrm{\hspace{0.33em}2}}}}ฯต_{\mu \nu \nu ^{}\lambda }(p^\nu ^{}c_VJ^{(\nu )\nu ^{}})J^{(\nu )\lambda }\stackrel{~}{f}^{(e)},`$ (38)
where we made use of the constraint (26), i.e. $`J^{(\nu )}๐ฑ=0`$ for $`\mathrm{}0`$, and conveniently added a term on the right-hand side of Eq. (38) which vanishes identically. Thus, we find that in the semiclassical limit the spinor Wigner functions for the spin saturated system are completely determined by the scalar density, cf. Eq. (7).
Next, using Eqs. (36) and (37), the Eq. (25) yields a transport equation for the scalar density:
$$(_x^\mu eF^{\mu \nu }_{p^\nu })(p_\mu c_VJ_\mu ^{(\nu )})\stackrel{~}{f}^{(e)}=\left((p_\mu c_VJ_\mu ^{(\nu )})(_x^\mu eF^{\mu \nu }_{p^\nu })c_V(_xJ^{(\nu )})\right)\stackrel{~}{f}^{(e)}=0,$$
(39)
i.e. in the limit $`\mathrm{}0`$ . Similarly, we obtain from Eq. (24) together with Eq. (37) a constraint equation:
$$\left((pc_VJ^{(\nu )})^2m^{(e)\mathrm{\hspace{0.33em}2}}(1+(c_A/m^{(e)})^2J^{(\nu )}J^{(\nu )})\right)\stackrel{~}{f}^{(e)}=0,$$
(40)
where we also used the constraint (26) in the form:
$$(pc_VJ^{(\nu )})J^{(\nu )}\stackrel{~}{f}^{(e)}=0,$$
(41)
which is appropriate in this limit.
Clearly, the Eq. (40) demonstrates that it is the kinetic momentum,
$$k_\mu ^{(e)}p_\mu c_VJ_\mu ^{(\nu )}(x),$$
(42)
which should be related to a classical mass-shell constraint. Therefore, we redefine the scalar density as a function of the kinetic momentum $`k`$,
$$\stackrel{~}{f}^{(e)}(x,p)=\stackrel{~}{f}^{(e)}(x,k^{(e)}+c_VJ^{(\nu )})f^{(e)}(x,k),$$
(43)
instead of the canonical momentum $`p`$; we will omit the superscript from $`k^{(e)}`$, since it is identical to the one of $`f^{(e)}`$ in the respective equations. This implies:
$$_x^\mu \stackrel{~}{f}^{(e)}|_p=_x^\mu f^{(e)}|_kc_V(_x^\mu J_\nu ^{(\nu )})_k^\nu f^{(e)}.$$
(44)
For the redefined variable and scalar density function, the $`e^+e^{}`$ mass-shell constraint follows:
$$(k^2m^{(e)\mathrm{\hspace{0.33em}2}}c_A^{\mathrm{\hspace{0.33em}2}}J^{(\nu )}J^{(\nu )}))f^{(e)}=0,$$
(45)
instead of Eq. (40). Furthermore, we finally obtain from Eq. (39) the Vlasov type transport equation for the scalar $`e^+e^{}`$ density:
$`\left(k_xc_Vk_\mu (_x^\mu J^{(\nu )\nu })_{k^\nu }c_V(_xJ^{(\nu )})ek_\mu F^{\mu \nu }_{k^\nu }\right)f^{(e)}`$
$`=(k_xk_\mu (c_V[_x^\mu J^{(\nu )\nu }_x^\nu J^{(\nu )\mu }]+eF^{\mu \nu })_{k^\nu }))f^{(e)}`$ $`=`$ $`0,`$ (46)
rewriting and using here the appropriate leading order in $`\mathrm{}`$ form of the constraint (27):
$$(_x^\nu J^{(\nu )\mu })_{p^\nu }(p_\mu c_VJ_\mu ^{(\nu )})\stackrel{~}{f}^{(e)}=\left(k_\mu (_x^\nu J^{(\nu )\mu })_{k^\nu }+(_xJ^{(\nu )})\right)f^{(e)}=0.$$
(47)
In particular, we also employed Eq. (37), rewritten now simply as:
$$๐ฑ_\mu ^{(e)}=\frac{k_\mu }{m^{(e)}}f^{(e)}.$$
(48)
We observe that the weak current-current interaction leads to an antisymmetric tensor coupling in the transport equation (2.2.1), which is analogous to the electromagnetic field strength coupling.
Furthermore, we remark that there are remaining equations of the set (24)-(33) which we did not consider here, since the dynamics can be represented completely in terms of the scalar density $`^{(e)}`$, recall Eqs. (36)-(38). Similarly as in the QED case of Ref. , they could be shown to be satisfied identically to leading order in the $`\mathrm{}`$-expansion, which we do not pursue here.
#### 2.2.2 The Semiclassical $`\nu _L\overline{\nu }_R`$ Transport Equations and Currents
For approximately massless neutrinos, with $`๐ฑ_\mu ^{(\nu )}=๐_\mu ^{(\nu )}`$ and $`=๐ซ=๐ฎ_{\mu \nu }0`$ (see Appendix), we obtain a much simpler set of equations from Eqs. (15)-(19):
$`(K2๐ฅ^{(e)})๐ฑ^{(\nu )}`$ $`=`$ $`0,`$ (49)
$`i[(K2๐ฅ^{(e)})_\mu ๐ฑ_\nu ^{(\nu )}\mathrm{}_{\mu \nu }]ฯต_{\mu \nu \lambda \nu ^{}}(K2๐ฅ^{(e)})^\lambda ๐ฑ^{(\nu )\nu ^{}}`$ $`=`$ $`0,`$ (50)
using $`c_V^{(\nu )}+c_A^{(\nu )}=2`$ ; here $`K_\mu p_\mu +\frac{i\mathrm{}}{2}_{x^\mu }`$ . Separating real and imaginary parts, we expand the resulting equations in powers of $`\mathrm{}`$ :
$`(p2J^{(e)})๐ฑ^{(\nu )}+O(\mathrm{}^2)`$ $`=`$ $`0,`$ (51)
$`(_x+2_x_pJ^{(e)})๐ฑ^{(\nu )}+O(\mathrm{}^2)`$ $`=`$ $`0,`$ (52)
$`[(p2J^{(e)})_\mu ๐ฑ_\nu ^{(\nu )}\mathrm{}_{\mu \nu }]+O(\mathrm{})`$ $`=`$ $`0,`$ (53)
$`ฯต_{\mu \nu \lambda \nu ^{}}(p2J^{(e)})^\lambda ๐ฑ^{(\nu )\nu ^{}}+O(\mathrm{})`$ $`=`$ $`0,`$ (54)
thus proceeding similarly as in the case of the electron-positron plasma up to this point.
However, now it is obvious that the following Ansatz immediately solves Eqs. (53) and (54):
$$๐ฑ_\mu ^{(\nu )}(p2J^{(e)})_\mu \stackrel{~}{f}^{(\nu )},$$
(55)
with a scalar function $`\stackrel{~}{f}`$ of the phase space variables $`x,p`$ . Furthermore, to leading order in $`\mathrm{}`$ , it converts Eq. (49) into the mass-shell constraint:
$$(p2J^{(e)})^2\stackrel{~}{f}^{(\nu )}=0,$$
(56)
which demonstrates that it is the kinetic momentum, $`k_\mu p_\mu 2J^{(e)}(x)`$ , which is to be on-shell here.
Performing analogous steps as in Eqs. (42)-(44) before, redefining $`\stackrel{~}{f}^{(\nu )}(x,p)f^{(\nu )}(x,k)`$ in particular, we obtain directly the $`\nu _L\overline{\nu }_R`$ mass-shell constraint:
$$k^2f^{(\nu )}=0,$$
(57)
and from Eq. (52) the Vlasov type transport equation for the $`\nu _L\overline{\nu }_R`$ density function:
$$\left(k_x2k_\mu [_x^\mu J^{(e)\nu }_x^\nu J^{(e)\mu }]_{k^\nu }\right)f^{(\nu )}=0,$$
(58)
which may be compared to Eqs. (45) and (2.2.1) of the electron-positron plasma.
In order to complete the set of coupled classical transport and constraint equations (45), (2.2.1), (57), and (58), we have to reconsider the four-currents entering here and into the Maxwell equation (23) in the limit $`\mathrm{}0`$ .
Implementing the spin saturation, in particular $`๐_\mu ^{(e)}0`$ , and using Eqs. (37) and (43), we obtain the weak $`e^+e^{}`$ current:
$$J_\mu ^{(e)}(x)=4\frac{G_F}{\sqrt{2}}\frac{c_V}{m^{(e)}}\text{d}^4p(p_\mu c_VJ_\mu ^{(\nu )}(x))\stackrel{~}{f}^{(e)}(x,p)=4\frac{c_VG_F}{\sqrt{2}}\text{d}^4k\frac{k_\mu }{m^{(e)}}f^{(e)}(x,k),$$
(59)
cf. Eq. (13), with $`c_V^{(e)}=c_V`$ . Similarly, the electromagnetic current assumes the form:
$$J_{\text{em}}^\mu (x)=4e\text{d}^4k\frac{k_\mu }{m_e}f^e(x,k),$$
(60)
cf. Eq. (23). Finally, the weak $`\nu _L\overline{\nu }_R`$ current is:
$$J_\mu ^{(\nu )}(x)=8\frac{G_F}{\sqrt{2}}\text{d}^4p(p_\mu 2J_\mu ^{(e)}(x))\stackrel{~}{f}^{(\nu )}(x,p)=8\frac{G_F}{\sqrt{2}}\text{d}^4kk_\mu f^{(\nu )}(x,k),$$
(61)
using once more $`๐ฑ_\mu ^{(\nu )}=๐_\mu ^{(\nu )}`$ , $`c_V^{(\nu )}+c_A^{(\nu )}=2`$ , as well as Eq. (55).
The closed set of four coupled mass-shell constraint and transport equations, with the currents determined by scalar (density) functions, along with the Maxwell equation present the final result of our derivation of the semiclassical nonequilibrium transport theory of neutrinos and electrons. It incorporates their antiparticles as discussed in more detail for the QED case in Ref. , as well as electromagnetic fields, assuming an $`e^+e^{}`$-spin saturated system in the mean field dominated regime.
We note that the structure of our final closed set of equations could essentially be anticipated from purely classical kinetic theory considerations, as previously observed . On the other hand, for the study of spin-polarization or strong magnetic field effects and higher order quantum corrections, we must go back to our previous set of Eqs. (15)-(19) of Section 2.1 .
## 3 Linear Response Analysis and (Un)Stable Collective Modes
Presently, we apply the transport theory of Section 2 , in order to derive the semiclassical dispersion relations of collective modes of a neutrino-electron system in general (Section 3.1).
In Section 3.2 we specialize our results for the Type II supernova scenario. The relevant distribution functions are introduced in Section 3.2.1 and the necessary response functions calculated in Section 3.2.2 .
In Section 3.2.3 we evaluate the dispersion relations for various collective modes. We determine their (in)stability properties in the neutrino โbeamโ plus electron โplasma sphereโ system formed during a Type II supernova explosion. The final Section 3.2.4 is devoted to a discussion of the validity of the approximations used.
### 3.1 The Linear Response Theory for Neutrino-Electron Systems
The behavior of collective modes, in particular, the onset of instabilities, is determined by the evolution of small perturbations of a generic set of stationary distribution functions, which may be caused by scattering interactions, for example. Therefore, we write the scalar density distributions in the form:
$$f^{(l)}(x,k)=f_S^{(l)}(k)+\delta f^{(l)}(x,k),$$
(62)
where $`f_S^{(l)}`$ denotes the assumed homogeneous four-momentum dependent solutions of the mass-shell and transport equations and $`\delta f^{(l)}`$ an initially small perturbation. This assumption of homogeneity greatly simplifies the subsequent analysis and describes a sufficiently large โfree-streamingโ electron-neutrino system.
The weak currents $`J_\mu ^{(l)}`$ determined by $`f_S^{(l)}`$, cf. Eqs. (59) and (61), are homogeneous and the antisymmetric tensors which enter the transport equations (2.2.1) and (58),
$$G^{(l)\mu \nu }c^{(l)}[_x^\mu J^{(l^{})\nu }_x^\nu J^{(l^{})\mu }],$$
(63)
vanish in this case; from here on $`c^{(e)}c_V`$ and $`c^{(\nu )}2`$ . Furthermore, assuming an isotropic on-shell electron-positron distribution,
$$f_S^{(e)}(k)\delta [k^2m^{(e)\mathrm{\hspace{0.33em}2}}c_A^{\mathrm{\hspace{0.33em}2}}J^{(\nu )}J^{(\nu )}]f^{(e)}(k^0,|\stackrel{}{k}|),$$
(64)
cf. Eq. (45), it follows that the corresponding electromagnetic four-current (60) vanishes, if we additionally assume a neutralizing background charge or approximately equal densities of electrons and positrons, depending on the circumstances. Consistently we set $`F^{\mu \nu }0`$ , i.e., considering a situation without external electromagnetic fields.
Indeed, then, the initial on-shell distributions $`f_S^{(\nu )}(k)`$ and $`f_S^{(e)}(k)`$ are stationary in the absence of collisions. They will be further specified shortly.
Linearizing the transport equations (2.2.1) and (58) with respect to the small perturbations $`\delta f^{(l)}`$, we obtain for the electrons:
$$ikq\delta f^{(e)}(q,k)+k_\mu \left(\delta G^{(e)\mu \nu }(q)+e\delta F^{\mu \nu }(q)\right)_{k^\nu }f_S^{(e)}(k)=0,$$
(65)
where we introduced the Fourier transform for any function $`g`$ of the space-time coordinates, $`g(x)(2\pi )^4\text{d}^4q\mathrm{exp}(iqx)g(q)`$. Here $`\delta G^{(e)}`$ and $`\delta F`$ denote the weak and electromagnetic tensors induced by the perturbations $`\delta f^{(\nu )}`$ and $`\delta f^{(e)}`$, respectively. From Eq. (63) we obtain:
$$\delta G^{(l)\mu \nu }(q)=ic^{(l)}(q^\mu g^{\nu \lambda }q^\nu g^{\mu \lambda })\delta J_\lambda ^{(l^{})}.$$
(66)
Furthermore, solving the Maxwell equation (23) with the retarded boundary condition (damping in the infinite past), we obtain:
$$e\delta F^{\mu \nu }(q)=\frac{ie}{q^2+iฯตq^0}(q^\mu g_\lambda ^\nu q^\nu g_\lambda ^\mu )\delta J_{\text{em}}^\lambda =i\frac{\sqrt{2}e^2}{c_VG_F}\frac{1}{q^2+iฯตq^0}(q^\mu g^{\nu \lambda }q^\nu g^{\mu \lambda })\delta J_\lambda ^{(e)},$$
(67)
where $`ฯต0^+`$, and where we used Eqs. (59) and (60), in order to express the (conserved) electromagnetic current fluctuation in terms of its weak counterpart.
Implementing the retarded boundary condition, i.e. the โLandau prescriptionโ , the electron transport equation (65) is solved by:
$$\delta f^{(e)}(q,k)=\frac{k_\mu \left(\delta G^{(e)\mu \nu }(q)+e\delta F^{\mu \nu }(q)\right)_{k^\nu }}{i(kq+iฯตk^0)}f_S^{(e)}(k).$$
(68)
Similarly, the perturbation of the stationary neutrino distribution is determined by:
$$\delta f^{(\nu )}(q,k)=\frac{k_\mu \delta G^{(\nu )\mu \nu }(q)_{k^\nu }}{i(kq+iฯตk^0)}f_S^{(\nu )}(k).$$
(69)
Obviously, Eqs. (68) and (69) are coupled to each other via Eqs. (66).
We proceed by introducing the response functions:
$$M^{(l)\lambda \rho }(q)4\text{d}^4k\frac{k^\lambda }{m^{(l=e)}}\frac{1}{kq+iฯตk^0}(kq_k^\rho k^\rho q_k)f_S^{(l)}(k),$$
(70)
which will be calculated for specific choices of the stationary distributions $`f_S^{(l)}`$ shortly; the factor $`1/m^{(l=e)}`$ is meant to apply only in the $`e^+e^{}`$ case and to be replaced by 1 for the (approximately) massless $`\nu _L\overline{\nu }_R`$ case.
Making use of the response functions, we multiply Eqs. (68) and (69) by the appropriate factors, cf. Eqs. (59) and (61), and integrate over $`\text{d}^4k`$, in order to obtain a closed set of algebraic equations:
$`\delta J^{(e)\lambda }(q)`$ $`=`$ $`M^{(e)\lambda \rho }(q)\left({\displaystyle \frac{c_V^{\mathrm{\hspace{0.33em}2}}G_F}{\sqrt{2}}}\delta J_\rho ^{(\nu )}(q){\displaystyle \frac{e^2}{q^2+iฯตq^0}}\delta J_\rho ^{(e)}(q)\right),`$ (71)
$`\delta J^{(\nu )\lambda }(q)`$ $`=`$ $`{\displaystyle \frac{4G_F}{\sqrt{2}}}M^{(\nu )\lambda \rho }(q)\delta J_\rho ^{(e)}(q),`$ (72)
where the tensor fluctuations $`\delta G^{(l)}`$ and $`\delta F`$ were eliminated with the help of Eqs. (66) and (67), respectively. Inserting the second into the first equation, the final result is:
$$^{(e)\lambda \rho }(q)\delta J_\rho ^{(e)}(q)\left[g^{\lambda \rho }+M^{(e)\lambda \sigma }(q)\left(\frac{e^2}{q^2+iฯตq^0}g_\sigma ^\rho 2c_V^{\mathrm{\hspace{0.33em}2}}G_F^{\mathrm{\hspace{0.33em}2}}g_{\sigma \tau }M^{(\nu )\tau \rho }(q)\right)\right]\delta J_\rho ^{(e)}(q)=0.$$
(73)
The solvability condition of this vector equation determines the dispersion relation for the perturbations of the stationary electron-positron distribution:
$$\text{Det}^{(e)}(q)=0,$$
(74)
where $`^{(e)}`$ is a $`4\times 4`$-matrix in the Lorentz indices. Analogously one obtains the dispersion relation for the neutrino case, which we do not pursue.
A final remark is in order here. From the structure of Eq. (73), particularly the generically small weak coupling term compared with the electromagnetic one, it is natural to expect that the neutrinos can only influence the resulting dispersion relations noticeably, if their response function shows rather singular behavior. Furthermore, in this case, weak and electromagnetic interactions presumably will mix in the corresponding collective modes, due to the products involved, for example, in Eqs. (73) and (74). This will be studied in the following sections with the application to a supernova scenario.
### 3.2 The Supernova Two-Stream Scenario
The above results are fairly general and need to be specialized according to the physical nature of the stationary distributions as well as of their potentially unstable perturbations. We shall now study the idealized situation where an electrically neutral finite temperature electron-positron plasma is hit by a neutrino-antineutrino beam. (Anti-)neutrinos are radiated from the neutrino sphere, move approximately radially outwards, and interact collectively with the electron-positron plasma sphere forming the โradiation bubbleโ in Betheโs supernova scenario . As before, we derive our results in the collisionless limit.
Typically, it is assumed that a short-lived, but intense neutrino flux ($`3\times 10^{29}\text{W/cm}^2`$, total integrated luminosity up to the order of several $`10^{53}`$ erg ) with an approximately thermal spectrum corresponding to a temperature $`T_\nu 1\mathrm{}10`$ MeV is released from the collapsing core and interacts at a distance of about $`30\mathrm{}300`$ km from the center with the surrounding moderately relativistic electron plasma of (charge) density $`n_e\stackrel{<}{}10^{30}\text{cm}^3`$ and temperature $`T_e\stackrel{>}{}0.5`$ MeV; here the uncertainties mostly reflect differing scenarios considered in this context . We will study a corresponding set of parameters, following the discussion of the radiation bubble by Bethe .
For the above (optimistic charge) density and temperature, the electron-positron plasma is nondegenerate, with an estimated chemical potential $`\mu _e<\pi T`$ . This is indirectly supported by Betheโs results, see in particular Sections VI. E-G of Ref. , which demonstrate the dilute character of matter in the radiation bubble - the energy or entropy density of the โradiationโ (i.e. of photons plus pairwise produced electrons and positrons) is more than a factor $`10^2`$ higher than that of nucleons in the bubble. Therefore, any background charge contamination by protons must be small here, and correspondingly the net charge of electrons over positrons neutralizing the plasma. Hence we may neglect the finite electron chemical potential in a first approximation.
#### 3.2.1 Distribution Functions
The following stationary electron-positron distribution will now be considered, cf. Eq. (64):
$$f_S^{(e)}(k)=(2\pi )^3m^{(e)}\delta [k^2m^{(e)\mathrm{\hspace{0.33em}2}}c_A^{\mathrm{\hspace{0.33em}2}}J^{(\nu )}J^{(\nu )}]\left(\mathrm{\Theta }(k^0)F(k^0/T_e)+\mathrm{\Theta }(k^0)F(k^0/T_e)\right),$$
(75)
where $`F(x)(\text{e}^x+1)^1`$, and where $`T_e`$ denotes their temperature. When $`J^{(\nu )}=0`$ , Eq. (75) describes the $`e^+e^{}`$ blackbody radiation (omitting the vacuum contribution). We remark that antiparticles are represented as fermions with negative four-momentum here .
Concerning the emission from the neutrino sphere, we neglect its collective flow relative to the electron-positron plasma sphere, or vice versa. However, it is important to incorporate the dilution and angular squeezing effects due to the spherical geometry. Thus, we assume the following stationary (approximately massless) neutrino-antineutrino distribution:
$$f_S^{(\nu )}(k)=\frac{1}{2}(2\pi )^3\delta [k^2](\mathrm{\Theta }(k^0)\mathrm{\Theta }(\theta _{max}\theta _{\stackrel{}{n},\stackrel{}{k}})F([k^0\mu _\nu ]/T_\nu )+\mathrm{}k,\mu _\nu k,\mu _\nu ),$$
(76)
where $`\mu _\nu `$ denotes their chemical potential and only one ($`\nu _L`$ or $`\overline{\nu }_R`$) spin state is taken into account. The additional $`\mathrm{\Theta }`$-function, implementing the radial (โoutwardโ) unit vector $`\stackrel{}{n}`$, accounts for the finite opening angle $`\theta _{\stackrel{}{n},\stackrel{}{k}}`$ between neutrino momenta and the radial direction. The maximal opening angle is determined by $`\mathrm{sin}\theta _{max}=R/r`$, where $`r`$ denotes the distance from the center of the neutrino sphere of radius $`R`$. The usual dilution factor, $`d(R/r)^2=\mathrm{sin}^2\theta _{max}`$, does not appear explicitly, but is recovered in the calculation of, for example, the energy flux from the neutrino sphere based on $`f_S^{(\nu )}`$.
We remark that the neutrino distribution is not necessarily uniform within the cone defined by $`\theta _{max}`$. It may vary considerably, depending on the emission characteristics of the neutrino sphere. Thus, the distribution of Eq. (76) may represent an opening angle average; the (ir)relevance of the sharp $`\mathrm{\Theta }`$-function cut-off will be discussed in the final subsection 3.2.4 . Furthermore, it is not a global solution of the spherical free-streaming problem. However, our approximate spatially homogeneous distribution, with the parametric dependence on $`R/r`$, is sufficient for the study of collective modes with a characteristic wavelength very much less than $`R`$, even though we are interested in the long-wavelength limit with respect to the microscopic scales.
We omit the $`\mu `$\- and $`\tau `$-neutrinos at present which have a considerably weaker effective coupling, see Eq. (73) together with the remarks after Eq. (1); using $`\mathrm{sin}^2\theta _W0.23`$, we have $`c_V0.96(0.04)`$ for the electron ($`\mu ,\tau `$-) neutrinos. Furthermore, their chemical potential vanishes. For the electron (anti-)neutrinos, which carry about 4/10 of the total neutrino energy flux, we adopt Betheโs estimate which yields $`\eta _\nu \mu _\nu /T_\nu =0.29`$ .
Next, we proceed to calculate the energy-momentum tensor, similarly as in Ref. , for a stationary free neutrino-antineutrino distribution:
$$T_{\mu \nu }^{(\nu )}(x)=\text{tr}\text{d}^4kk_\nu \gamma _\mu W^{(\nu )}(x,k)=4\text{d}^4kk_\nu ๐ฑ_\mu ^{(\nu )}(x,k),$$
(77)
i.e. in terms of the vector density, cf. Eq. (10). Employing Eq. (55) and projecting on the โoutwardโ momentum direction, we obtain the electron-$`\nu _L\overline{\nu }_R`$ energy flux corresponding to the homogeneous equilibrium distribution (76):
$`T^{(\nu )0i}n^i`$ $`=`$ $`4{\displaystyle \text{d}^4kk^0k^zf_S^{(\nu )}(k)}={\displaystyle \frac{d}{8\pi ^2}}{\displaystyle _0^{\mathrm{}}}\text{d}kk^3\left(F([k\mu _\nu ]/T_\nu )+F([k+\mu _\nu ]/T_\nu )\right)`$ (78)
$`=`$ $`{\displaystyle \frac{7\pi ^2}{480}}dT_\nu ^{\mathrm{\hspace{0.33em}4}}\left(1+{\displaystyle \frac{30}{7\pi ^2}}\eta _\nu ^{\mathrm{\hspace{0.33em}2}}+{\displaystyle \frac{15}{7\pi ^4}}\eta _\nu ^{\mathrm{\hspace{0.33em}4}}\right)={\displaystyle \frac{4}{10}}{\displaystyle \frac{dL}{\pi R^2}},`$
choosing $`\stackrel{}{n}=(0,0,1)`$, and where $`L`$ denotes the total neutrino-plus-antineutrino luminosity. The integral is evaluated exactly with the help of a formula from Ref. . Correction terms involving powers of $`m^{(\nu )}/(\eta _\nu T_\nu )`$ would be completely negligible for temperatures in the MeV range and a typical neutrino mass (much) less than 1 eV. The last equality in Eq. (78) provides the relation between temperature and radius of the neutrino sphere, given its luminosity $`L`$ .
Similarly, we obtain from Eq. (61) by direct calculation:
$$J^{(\nu )\mu }=8\frac{G_F}{\sqrt{2}}\text{d}^4kk^\mu f_S^{(\nu )}(k)=\frac{G_F}{\sqrt{2}}\frac{dT_\nu ^{\mathrm{\hspace{0.33em}3}}}{12}\left(\eta _\nu +\frac{1}{\pi ^2}\eta _\nu ^{\mathrm{\hspace{0.33em}3}}\right)\xi ^\mu ,$$
(79)
where $`\xi ^\mu (2/[1+\mathrm{cos}\theta _{max}],0,0,1)`$ . As expected, the neutrino current components are very small, since for temperatures of about 10 MeV we have $`G_FT_\nu ^{\mathrm{\hspace{0.33em}3}}10^8`$ MeV. Therefore, the corresponding term $`J^{(\nu )}J^{(\nu )}`$ in the expression for the stationary electron-positron distribution, cf. Eq. (75), can be safely neglected henceforth.
#### 3.2.2 Response Functions
After specifying the unperturbed stationary electron and neutrino distributions, $`f_S^{(e)}`$ and $`f_S^{(\nu )}`$ respectively, we calculate the response functions $`M^{(e)\lambda \rho }`$ and $`M^{(\nu )\lambda \rho }`$ defined in Eq. (70). For the following calculations it is convenient to perform a partial integration, which yields:
$$M^{(l)\lambda \rho }(q)=4\text{d}^4k\frac{f_S^{(l)}(k)}{m^{(l=e)}}\left(g^{\lambda \rho }+\frac{q^\lambda k^\rho +q^\rho k^\lambda }{kq+iฯตk^0}\frac{q^2k^\lambda k^\rho }{(kq+iฯตk^0)^2}\right),$$
(80)
which is now obviously symmetric and transverse, $`q_\lambda M^{(l)\lambda \rho }(q)=0`$. Thus, the current fluctuations are properly conserved, $`q_\lambda \delta J^{l\lambda }(q)=0`$, cf. Eqs. (71)-(72).
Beginning with the electron case, the calculation is facilitated by recalling that the distribution function $`f_S^{(e)}`$, Eq. (75), is isotropic with respect to the three-momentum components. Therefore, the spatial part of the response function can be decomposed into a transverse and a longitudinal part,
$$M^{(e)ij}(q)\left(\delta ^{ij}\frac{q^iq^j}{\stackrel{}{q}^2}\right)M_T^{(e)}(q)+\frac{q^iq^j}{\stackrel{}{q}^2}M_L^{(e)}(q).$$
(81)
Defining the electric (Debye) screening mass,
$$m_D^2\frac{4e^2}{\pi ^2}_0^{\mathrm{}}\text{d}kkF(k/T_e)=\frac{1}{3}e^2T_e^{\mathrm{\hspace{0.33em}2}},$$
(82)
the results of a standard calculation for the electron-positron response function are:
$`e^2M^{(e)00}(q^0,\stackrel{}{q})`$ $`=`$ $`m_D^2\left[1{\displaystyle \frac{1}{2}}{\displaystyle \frac{\omega }{q}}\left(\mathrm{ln}\left|{\displaystyle \frac{q+\omega }{q\omega }}\right|i\pi \mathrm{\Theta }(q\omega )\right)\right],`$ (83)
$`M^{(e)0i}(q^0,\stackrel{}{q})`$ $`=`$ $`M^{(e)i0}(q^0,\stackrel{}{q})={\displaystyle \frac{q^0q^i}{q^2}}M^{(e)00}(q^0,\stackrel{}{q}),`$ (84)
$`M_L^{(e)}(q^0,\stackrel{}{q})`$ $`=`$ $`{\displaystyle \frac{\omega ^2}{q^2}}M^{(e)00}(q^0,\stackrel{}{q}),`$ (85)
$`e^2M_T^{(e)}(q^0,\stackrel{}{q})`$ $`=`$ $`{\displaystyle \frac{1}{2}}m_D^2{\displaystyle \frac{\omega ^2}{q^2}}\left[1{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\omega }{q}}{\displaystyle \frac{q}{\omega }}\right)\left(\mathrm{ln}\left|{\displaystyle \frac{q+\omega }{q\omega }}\right|i\pi \mathrm{\Theta }(q\omega )\right)\right],`$ (86)
where we implemented the relativistic limit and neglected correction terms in powers of $`m_e/T_e`$; here we simplified the notation by introducing $`\omega |q^0|`$ and $`q|\stackrel{}{q}|`$. We note the appearance of the imaginary parts which, in general, are responsible for Landau damping . These kinetic theory results completely agree with the perturbative one-loop evaluation of the QED polarization tensor in the high-temperature limit , a correspondence which was has been observed in many other cases, e.g., .
In a fully realistic calculation, corrections due to the finite ratio of $`m_e/T_e\stackrel{<}{}1`$ should also be considered. We neglect them in our present work, since the appropriate electron temperature is not precisely known in this context. Furthermore, unfortunately, this would necessitate numerical calculations where the transparency of the analytical results presented here would be lost. On the one hand, it seems unlikely that the additional mass scale can qualitatively change any of our conclusions, since it is well separated from all the plasma scales entering in the following. However, for particular effects, e.g. proper Landau damping , a finite mass may be crucial (cf. footnote following the discussion after Eq. (112)). Thus, proper โneutrino Landau dampingโ has been discussed in more detail by Silva et al. recently .
Next, we turn to the calculation of the neutrino response function $`M^{(\nu )\lambda \rho }`$. It is more involved due to the preferred direction of propagation, which enters here through the dependence of the stationary distribution (76) on the โradialโ unit vector $`\stackrel{}{n}`$. In order to facilitate our task, we consider two cases separately, depending on the orientation of the wave vector $`\stackrel{}{q}`$ with respect to $`\stackrel{}{n}`$: $`\stackrel{}{q}\stackrel{}{n}`$ (Case I) and $`\stackrel{}{q}\stackrel{}{n}`$ (Case II). We recall that $`\stackrel{}{q}`$ determines the direction of propagation of the collective excitations of the electron-positron plasma, especially in the presence of the neutrino flux.
Case I. Here we expect a response function with a formal structure generalizing the familiar results of Eqs. (83)-(86), since the geometry determining the essential angular integrations is identical to the previous case. Therefore, a tensor decomposition into transverse and longitudinal parts analogous to Eq. (81) still applies. However, the maximal opening angle $`\theta _{max}`$ between neutrino momenta and the โradialโ direction limits the azimuthal angle $`\theta `$, e.g. in the vector decomposition,
$$\stackrel{}{k}=\stackrel{}{q}q^1k\mathrm{cos}\theta +\stackrel{}{k}_{},$$
(87)
with $`k|\stackrel{}{k}|`$, which is conveniently employed after converting the integral of Eq. (80) to the corresponding threedimensional (on-shell) form.
Furthermore, instead of the Debye mass of Eq. (82), we introduce the weak thermal mass:
$$m_w^2\frac{2c_V^{\mathrm{\hspace{0.33em}2}}}{\pi ^2}_0^{\mathrm{}}\text{d}kk\left(F([k\mu _\nu ]/T_\nu )+F([k+\mu _\nu ]/T_\nu )\right)=\frac{1}{3}c_V^{\mathrm{\hspace{0.33em}2}}T_\nu ^{\mathrm{\hspace{0.33em}2}}\left(1+\frac{3}{\pi ^2}\eta _\nu ^{\mathrm{\hspace{0.33em}2}}\right),$$
(88)
which takes the finite chemical potential of the neutrinos into account. Here we applied the ultrarelativistic limit discussed before, as well as the appropriate integral formula from Ref. .
Then, we obtain the components of the neutrino-antineutrino response function ($`\stackrel{}{q}\stackrel{}{n}`$):
$`2c_V^{\mathrm{\hspace{0.33em}2}}M^{(\nu )00}(q^0,\stackrel{}{q})`$ $`=`$ $`m_w^2[{\displaystyle \frac{1z}{4}}(1{\displaystyle \frac{q+q^0}{zqq^0}})`$ (89)
$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{q^0}{q}}\left(\mathrm{ln}\right|{\displaystyle \frac{zqq^0}{qq^0}}|i\pi \mathrm{\Theta }(qq^0)+i\pi \mathrm{\Theta }(zqq^0))],`$
$`M^{(\nu )0i}(q^0,\stackrel{}{q})`$ $`=`$ $`M^{(\nu )i0}(q^0,\stackrel{}{q})={\displaystyle \frac{q^0q^i}{q^2}}M^{(\nu )00}(q^0,\stackrel{}{q}),`$ (90)
$`M_L^{(\nu )}(q^0,\stackrel{}{q})`$ $`=`$ $`{\displaystyle \frac{\omega ^2}{q^2}}M^{(\nu )00}(q^0,\stackrel{}{q}),`$ (91)
$`2c_V^{\mathrm{\hspace{0.33em}2}}M_T^{(\nu )}(q^0,\stackrel{}{q})`$ $`=`$ $`{\displaystyle \frac{1}{2}}m_w^2{\displaystyle \frac{\omega ^2}{q^2}}[{\displaystyle \frac{1z}{2}}(1{\displaystyle \frac{1+z}{2}}{\displaystyle \frac{q(1q^2/\omega ^2)}{zqq^0}})`$ (92)
$`{\displaystyle \frac{1}{2}}({\displaystyle \frac{q^0}{q}}{\displaystyle \frac{q}{q^0}})\left(\mathrm{ln}\right|{\displaystyle \frac{zqq^0}{qq^0}}|i\pi \mathrm{\Theta }(qq^0)+i\pi \mathrm{\Theta }(zqq^0))],`$
where $`z\mathrm{cos}\theta _{max}`$ and $`\omega ^2(q^0)^2`$. Indeed, for $`z1`$, i.e. without restriction on the opening angle, we recover the formal structure of Eqs. (83)-(86), while for $`z1`$ the response function vanishes.
Furthermore, we observe that for a finite opening angle ($`1>z>1`$) the Landau damping imaginary parts are limited to the region $`q>q^0>zq`$ and that at the resonance frequency $`q^0=\mathrm{\Omega }_{}zq`$ the response function has additional singularities, which are absent for $`z=1`$. In the present case, with $`\stackrel{}{q}\stackrel{}{n}`$, the longitudinal as well as the transverse components, $`M_L^{(\nu )}`$ and $`M_T^{(\nu )}`$ respectively, are affected.
Case II. In this case, with $`\stackrel{}{q}\stackrel{}{n}`$, we introduce a third unit vector $`\stackrel{}{e}`$, perpendicular to the other two vectors, in order to decompose the momentum vector for the threedimensional response function integral,
$$\stackrel{}{k}=k(\stackrel{}{n}\mathrm{cos}\theta +\stackrel{}{q}q^1\mathrm{sin}\theta \mathrm{cos}\varphi +\stackrel{}{e}\mathrm{sin}\theta \mathrm{sin}\varphi ),$$
(93)
with the azimuthal and polar angles $`\theta `$ and $`\varphi `$, respectively, such that $`\stackrel{}{k}\stackrel{}{q}=kq\mathrm{sin}\theta \mathrm{cos}\varphi `$. The resulting angular integrations can all be done analytically in the appropriate ultrarelativistic limit, either by elementary or contour integration techniques.
Due to the symmetry properties of the required integrals, presently it turns out to be useful to decompose the spatial part of the response function as follows:
$$M^{(\nu )ij}(q)\left(\delta ^{ij}n^in^j\frac{q^iq^j}{\stackrel{}{q}^2}\right)M_T^{(\nu )}(q)+n^in^jM_{L_1}^{(\nu )}(q)+\frac{q^iq^j}{\stackrel{}{q}^2}M_{L_2}^{(\nu )}(q)+\frac{n^iq^j+n^jq^i}{|\stackrel{}{q}|}M_3^{(\nu )}(q).$$
(94)
All other terms which could arise vanish identically, since the corresponding polar angle integration comprises an odd function.
In order to check the ensuing lengthy calculations, we also evaluated independently the integrals resulting from the transversality condition mentioned after Eq. (80), $`q_\lambda M^{(\nu )\lambda \rho }(q)=0`$, as well as from the trace $`M_\lambda ^{(\nu )\lambda }(q)`$. These results we compared with what is obtained using the calculated components of the response function in the following. In fact, this procedure leads to considerable simplifications.
Then, for $`0\theta _{max}\pi /2`$, i.e. $`0z1`$, we finally obtain these components of the neutrino-antineutrino response function ($`\stackrel{}{q}\stackrel{}{n}`$):
$`2c_V^{\mathrm{\hspace{0.33em}2}}M^{(\nu )00}(q^0,\stackrel{}{q})`$ $`=`$ $`m_w^2\left[{\displaystyle \frac{1\pm 1z}{4}}{\displaystyle \frac{z}{4}}{\displaystyle \frac{q^0}{\sqrt{q_z^2}}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{q^0}{q}}\mathrm{ln}({\displaystyle \frac{q+q^0}{zq+\sqrt{q_z^{\mathrm{\hspace{0.33em}2}}}}})\right],`$ (95)
$`M^{(\nu )0i}(q^0,\stackrel{}{q})`$ $`=`$ $`M^{(\nu )i0}(q^0,\stackrel{}{q})={\displaystyle \frac{qn^i}{q^0}}M_3^{(\nu )}(q^0,\stackrel{}{q})+{\displaystyle \frac{q^0q^i}{q^2}}M^{(\nu )00}(q^0,\stackrel{}{q}),`$ (96)
$`2c_V^{\mathrm{\hspace{0.33em}2}}M_T^{(\nu )}(q^0,\stackrel{}{q})`$ $`=`$ $`{\displaystyle \frac{1}{2}}m_w^2{\displaystyle \frac{(q^0)^2}{q^2}}\left[{\displaystyle \frac{1z}{2}}{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{q^0}{q}}{\displaystyle \frac{q}{q^0}}\right)\mathrm{ln}({\displaystyle \frac{q+q^0}{zq+\sqrt{q_z^2}}})\right],`$ (97)
$`2c_V^{\mathrm{\hspace{0.33em}2}}M_{L1}^{(\nu )}(q^0,\stackrel{}{q})`$ $`=`$ $`{\displaystyle \frac{1}{4}}m_w^2\left[1z\pm ({\displaystyle \frac{(q^0)^2}{q^2}}1)\left(1z{\displaystyle \frac{q^0}{\sqrt{q_z^{\mathrm{\hspace{0.33em}2}}}}}{\displaystyle \frac{q^0}{q}}\mathrm{ln}({\displaystyle \frac{q+q^0}{zq+\sqrt{q_z^2}}})\right)\right],`$ (98)
$`M_{L2}^{(\nu )}(q^0,\stackrel{}{q})`$ $`=`$ $`{\displaystyle \frac{(q^0)^2}{q^2}}M^{(\nu )00}(q^0,\stackrel{}{q}),`$ (99)
$`2c_V^{\mathrm{\hspace{0.33em}2}}M_3^{(\nu )}(q^0,\stackrel{}{q})`$ $`=`$ $`\pm {\displaystyle \frac{1}{4}}m_w^2{\displaystyle \frac{q^0}{q}}\left[{\displaystyle \frac{(q^0)^2}{q^2}}(1(q^0)^1\sqrt{q_z^2})+({\displaystyle \frac{(q^0)^2}{q^2}}1)(1q^0/\sqrt{q_z^2})\right],`$ (100)
where we introduced the abbreviation,
$$q_z^2(q^0)^2q^2(1z^2),$$
(101)
with $`q|\stackrel{}{q}|`$ and $`z\mathrm{cos}\theta _{max}`$, as before. Several qualifying remarks are in order here:
* For later convenience we did not separate real and imaginary parts in Eqs. (95)-(100) which are valid for complex $`q^0\omega +i\gamma `$, provided the imaginary part here is sufficiently small, $`|\gamma ||\omega |`$, or infinitesimal.
* Either the upper or the lower signs have to chosen consistently in Eqs. (95)-(100) according to the following rules ($`0\theta _{max}\pi /2`$):
$`\gamma >0\text{and}\omega >0\text{upper signs}`$ ; $`\gamma >0\text{and}\omega <q\mathrm{sin}\theta _{max}\text{lower signs};`$
$`\gamma <0\text{and}\omega <0\text{lower signs}`$ ; $`\gamma <0\text{and}\omega >q\mathrm{sin}\theta _{max}\text{upper signs}.`$ (102)
They are due to the (angular) contour integrations, which result in different contributions according to the listed rules.
We do not report the results for $`\omega `$ in the intervals which are excluded in (3.2.2), since the azimuthal angle integrations have to be split in this case, yielding even more complicated expressions.
Obviously, the response function has additional square-root singularities at the resonance frequencies $`\omega =\mathrm{\Omega }_{}^\pm \pm q\mathrm{sin}\theta _{max}`$, as $`\gamma 0`$. The transverse component $`M_T^{(\nu )}`$, however, is not affected in the present Case II ($`\stackrel{}{q}\stackrel{}{n}`$).
This completes the calculation of the response functions for the model distributions discussed in the previous subsection.
#### 3.2.3 Dispersion Relations, Collective Modes and Instabilities
It is useful to begin the study of the dispersion relations following from Eqs. (73)-(74) with the case of the electromagnetically interacting electron-positron plasma, i.e. with the weak interaction term $`G_F^{\mathrm{\hspace{0.33em}2}}`$ in Eq. (73) switched off.
Considering separately transverse (โ$`T`$โ) and longitudinal (โ$`L`$โ) current fluctuations, i.e. $`\delta \stackrel{}{J}^{(e)}(q)\stackrel{}{q}`$ and $`\delta \stackrel{}{J}^{(e)}(q)\stackrel{}{q}`$, respectively, Eq. (74) yields two equations determining the corresponding dispersion relations:
$`T:`$ $`\left(1e^2M_T^{(e)}/(q^2+iฯตq^0)\right)^3=0,`$ (103)
$`L:`$ $`1e^2M^{(e)00}/\stackrel{}{q}^2=0,`$ (104)
with the plasma response functions of Eqs. (83)-(86), and where the decomposition (81) of the spatial part of the response function is especially taken into account.
The real solutions with $`\omega |q^0|>q|\stackrel{}{q}|`$ of Eqs. (103) and (104), respectively, determine the well-known collective transverse and longitudinal plasmon modes . In the long-wavelength limit ($`\omega q`$), for example, the explicit solutions are:
$$T:\omega _T^{\mathrm{\hspace{0.33em}2}}(q)=\omega _0^2+\frac{6}{5}q^2,L:\omega _L^{\mathrm{\hspace{0.33em}2}}(q)=\omega _0^2+\frac{3}{5}q^2,$$
(105)
with the plasma frequency $`\omega _0^2\frac{1}{3}m_D^2`$, cf. Eq. (82), which characterizes an ultrarelativistic neutral plasma. Again this is in agreement with the one-loop calculations of finite temperature field theory ($`Tm_e`$). We remark that beyond the present collisionless approximation these modes naturally aquire a finite width .
We now turn to the case of a fully interacting neutrino-antineutrino beam impinging on an electron-positron plasma. We remind ourselves of the two limiting cases introduced in the preceding section concerning the orientation of the wave vector $`\stackrel{}{q}`$ with respect to the outward normal vector $`\stackrel{}{n}`$, i.e. $`\stackrel{}{q}\stackrel{}{n}`$ (Case I) and $`\stackrel{}{q}\stackrel{}{n}`$ (Case II). In both cases, we concentrate on the interesting possibility that the weak interaction term might become comparable to the purely electromagnetic term $`e^2`$ in Eq. (74). Due to the intrinsic smallness of the weak coupling constant this may happen only, when the neutrino-antineutrino response functions become large, close to the singularities found in Eqs. (89)-(92) or in Eqs. (95)-(100). Otherwise the neutrino effects can be treated as small perturbations of previous electron-positron plasma results, as we shall see.
Case I. We observe here that the neutrino-antineutrino response function obtained in Eqs. (89)-(92) has the same tensor structure as the electron-positron one of Eqs. (83)-(86). Considering the product of the two appearing in Eq. (74), $`๐^{\alpha \beta }M^{(e)\alpha \gamma }M_\gamma ^{(\nu )\beta }`$, we obtain:
$`๐^{00}`$ $`=`$ $`(1{\displaystyle \frac{\omega ^2}{q^2}})M^{(e)00}M^{(\nu )00},`$ (106)
$`๐^{0i}`$ $`=`$ $`๐^{i0}={\displaystyle \frac{q^0q^i}{q^2}}๐^{00},`$ (107)
$`๐^{ij}`$ $`=`$ $`\left(\delta ^{ij}{\displaystyle \frac{q^iq^j}{q^2}}\right)M_T^{(e)}M_T^{(\nu )}+{\displaystyle \frac{q^iq^j}{q^2}}{\displaystyle \frac{\omega ^2}{q^2}}๐^{00},`$ (108)
with $`\omega |q^0|`$ and $`q|\stackrel{}{q}|`$. Therefore, we may still distinguish transverse ($`T`$) and longitudinal ($`L`$) current fluctuations which do not mix, similarly to the case of a purely electromagnetic plasma.
In analogy to Eqs. (103) and (104), we thus obtain from Eq. (74) two equations which now determine the neutrino โbeamโ electron-positron plasma dispersion relations ($`\stackrel{}{q}\stackrel{}{n}`$):
$`T:`$ $`\left(1[{\displaystyle \frac{e^2}{(q^0)^2q^2}}+2c_V^{\mathrm{\hspace{0.33em}2}}G_F^{\mathrm{\hspace{0.33em}2}}M_T^{(\nu )}]M_T^{(e)}\right)^3=0,`$ (109)
$`L:`$ $`1[{\displaystyle \frac{e^2}{q^2}}+2c_V^{\mathrm{\hspace{0.33em}2}}G_F^{\mathrm{\hspace{0.33em}2}}(1{\displaystyle \frac{(q^0)^2}{q^2}})^2M^{(\nu )00}]M^{(e)00}=0,`$ (110)
with $`q|\stackrel{}{q}|`$.
In the long-wavelength limit ($`\omega q`$) and to lowest order in $`G_F^{\mathrm{\hspace{0.33em}2}}`$ we obtain, for example, from Eq. (109) the equation:
$`0`$ $`=`$ $`\omega ^2q^2\omega _0^2(1+{\displaystyle \frac{1}{5}}({\displaystyle \frac{q}{\omega }})^2+\mathrm{})`$ (111)
$`\omega _0^2a^2({\displaystyle \frac{4(1z)+z(1z^2)}{36}}{\displaystyle \frac{(1z^2)^2}{24}}{\displaystyle \frac{q}{\omega }}+{\displaystyle \frac{4(1z)3z(1z^2)^2}{60}}({\displaystyle \frac{q}{\omega }})^2+\mathrm{}),`$
with $`\omega |q^0|`$, $`z\mathrm{cos}\theta _{max}`$, and where we indicated the neglected higher order terms in $`q/\omega `$. We introduced the dimensionless constant:
$$a^2\frac{1}{2e^2}G_F^{\mathrm{\hspace{0.33em}2}}m_w^2m_D^2,$$
(112)
which governs the strength of the neutrino effects. The solution of Eq. (111) describes the transverse plasmon in a neutrino โbeamโ electron-positron plasma.
However, as we anticipated, the smallness of the weak coupling constant makes the influence of the neutrino terms completely negligible here. Considering Type II supernova conditions and setting $`T_e1`$ MeV and $`T_\nu 10`$ MeV, we find that $`a^210^{22}`$. Omitting the neutrino contribution and solving reproduces the first of Eqs. (105).
A similar analysis, i.e. for $`\omega >q`$, applies to Eq. (110) which the longitudinal plasmon in a neutrino โbeamโ electron-positron plasma. Again the neutrinos have a negligible effect under supernova conditions.
We now consider the dispersion relations implicit in Eqs. (109) and (110) close to the resonance frequency, i.e. $`\omega \mathrm{\Omega }_{}zq`$, which lies in the electron-positron Landau damping regime with $`0<\omega <q`$, considering $`0<z<1`$ from now on ($`0<\theta _{max}<\pi /2`$).<sup>2</sup><sup>2</sup>2For the case of an ultrarelativistic pure electron-positron plasma in equilibrium it can be shown that no solution, for example, of the dispersion equation (104) exists with $`0<\omega <q`$.
In this case, we expect the frequency $`q^0`$, and correspondingly $`\omega `$, to aquire a finite imaginary part, instead of the infinitesimal $`iฯต`$ representing the retarded boundary condition , cf. Eqs. (68), (69) or (80). Therefore, replacing $`q^0+iฯต\omega +i\gamma `$, the โLandau logarithmsโ and imaginary parts of the calculated response functions have to be reconsidered. We rewrite $`\omega zq+\xi `$, anticipating that $`\xi qz`$, and will use:
$$\mathrm{ln}\frac{\omega +q+i\gamma }{\omega q+i\gamma }=\mathrm{ln}\frac{1+z}{1z}i\pi \text{Sign}\gamma +\mathrm{ln}(1+\frac{\xi +i\gamma }{q(1+z)})\mathrm{ln}(1\frac{\xi +i\gamma }{q(1z)}),$$
(113)
where Sign$`\gamma \gamma /|\gamma |`$ . This is most appropriate for small $`\xi `$ and $`\gamma `$, reproducing the usual result for $`\gamma 0^+`$.
Specifically, we reconsider Eq. (110) and take only the dominant singular term $`(zqq^0)^1`$ in $`M^{(\nu )00}`$ into account, cf. Eq. (89). Thus we obtain more explicitly:
$$1+\left[\frac{m_D^2}{q^2}+a^2\frac{1z}{2}(1\frac{(\omega +i\gamma )^2}{q^2})^2\frac{q+\omega +i\gamma }{zq\omega i\gamma }\right]\left[1\frac{1}{2}\frac{\omega +i\gamma }{q}\mathrm{ln}\frac{\omega +q+i\gamma }{\omega q+i\gamma }\right]=0,$$
(114)
with $`\omega zq+\xi `$. We recall that $`a^21`$.
It is easy to see that for a solution with $`\omega zq`$ the term $`a^2`$ has to behave qualitatively such that (at least) $`(\xi ,\gamma )/qa^2q^2/m_D^21`$, particularly in the long-wavelength limit with $`q^2/m_D^21`$. Consequently, using Eq. (113), we expand Eq. (114) up to second order in $`\xi /q`$ or $`\gamma /q`$. Separating real and imaginary parts, it is straightforward to solve the resulting equations. We obtain:
$`{\displaystyle \frac{\xi }{q}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}a^2(q/m_D)^2(1z^2)^3{\displaystyle \frac{(\pi z/2)^2+f^2(z)+f(z)(q/m_D)^2}{(\pi z/2)^2+[f(z)+(q/m_D)^2]^2}},`$ (115)
$`{\displaystyle \frac{|\gamma |}{q}}`$ $`=`$ $`{\displaystyle \frac{\pi }{2}}a^2(q/m_D)^4{\displaystyle \frac{(1z^2)^3}{(\pi z/2)^2+[f(z)+(q/m_D)^2]^2}},`$ (116)
neglecting higher order in $`a^2`$ corrections and defining:
$$f(z)1\frac{1}{2}z\mathrm{ln}\frac{1+z}{1z}.$$
(117)
These results are consistent with the applied expansions, noting that $`\xi G_F^{\mathrm{\hspace{0.33em}2}}/e^2`$ and $`\gamma G_F^{\mathrm{\hspace{0.33em}2}}/e^4`$, particularly in the long-wavelength limit.
Recalling $`\omega zq+\xi `$, we thus obtain a pair of longitudinal pharon modes (โType Iโ, i.e. for $`\stackrel{}{q}\stackrel{}{n}`$), with the real part of the dispersion relation in the long-wavelength limit given by:
$$\omega (q)=zq+\frac{1}{4e^2}G_F^{\mathrm{\hspace{0.33em}2}}m_w^2(1z^2)^3q^3,$$
(118)
one, a growing and the other, a decaying mode, depending on the sign of $`\gamma `$.
Analogously, we analyze the transverse dispersion relation to be calculated from Eq. (109) for $`\omega <q`$. In this case, we find a pair of transverse pharon modes (Type I) with:
$`{\displaystyle \frac{\xi }{q}}`$ $`=`$ $`{\displaystyle \frac{1}{4}}a^2(q/m_D)^2(1z^2)^3{\displaystyle \frac{(\pi /2)^2(1z^2)+(z^2/(1z^2))g^2(z)+2g(z)(q/m_D)^2}{(\pi z/2)^2+[(z^2/(1z^2))g(z)+2(q/m_D)^2]^2}},`$ (119)
$`{\displaystyle \frac{|\gamma |}{q}}`$ $`=`$ $`{\displaystyle \frac{\pi }{4}}a^2(q/m_D)^4{\displaystyle \frac{z^1(1z^2)^3}{(\pi z/2)^2+[(z^2/(1z^2))g(z)+2(q/m_D)^2]^2}},`$ (120)
and where:
$$g(z)1\frac{1}{2}(z\frac{1}{z})\mathrm{ln}\frac{1+z}{1z}.$$
(121)
The corresponding real part of the dispersion relation in the long-wavelength limit is:
$$\omega (q)=zq\frac{1}{8e^2}G_F^{\mathrm{\hspace{0.33em}2}}m_w^2(1z^2)^3q^3\frac{(\pi /2)^2(1z^2)+(z^2/(1z^2))g^2(z)}{(\pi z/2)^2+(z^2/(1z^2))^2g^2(z)},$$
(122)
with an interesting negative sign in front of the second term. We observe that the transverse pharons are quite sensitive to the geometry parameter $`z`$.
In particular, in the limit $`z0`$, corresponding to a maximally fanned-out โbeamโ with $`\theta _{max}\pi /2`$, the โdamping constantโ $`\gamma (q)`$ diverges. In this limit the expansions leading to Eqs. (119) and (120) clearly break down. This can be studied in more detail, starting again with Eq. (109) and implementing $`q^0=\xi +i\gamma `$, with $`\xi ,\gamma q`$. However, it leads to a nonpropagating mode with frequency of the same small order of magnitude as the damping constant, which is physically irrelevant to our study.
However, under Type II supernova conditions, with $`a^210^{22}`$, and recalling that we have $`1z^2=\mathrm{sin}^2\theta _{max}=(R/r)^2`$, in terms of the radius $`R`$ of the neutrino sphere and the distance $`r`$ of the electron-positron plasma from its center, a typical value may be $`(R/r)^20.5`$ for $`R30`$ km . Then, for $`q<m_D`$, the above calculations are accurate and we may roughly estimate, for example, the transverse pharon damping constant, $`\gamma 10^2a^2(q/m_D)^4q`$. For a pharon wavelength corresponding to $`qm_D/2`$ and an electron temperature $`T_e1`$ MeV, this yields a growth/decay length (one e-folding) on the order of $`10^910^{11}`$ km. A one-percent increase of the collective mode amplitude squared, i.e. of its energy, means it would have to run through more than $`10^6`$ km of plasma, which is simply not there. The longitudinal mode behaves similarly.
Clearly, the above estimates are crude and could be improved by folding the results with the appropriate distributions, depending on the distance from the supernova core (and time). However, in view of the intrinsic weakness of the instabilities, we conclude that it is unlikely that long-wavelength Type I ($`\stackrel{}{q}\stackrel{}{n}`$) pharon modes play an important role in the outward energy transport processes in Type II supernovae.
Considering the strong momentum dependence of the calculated damping constants, Eqs. (116) and (120), however, the question is raised, whether, at shorter wavelengths, corresponding collective modes could become important instead. As we will discuss in the following subsection in more detail, in this limit, the presently employed semiclassical transport theory breaks down, necessitating further study.
Case II. We recall that here we have $`\stackrel{}{q}\stackrel{}{n}`$ and proceed as before. However, the product of the two response matrices appearing in Eq. (74), $`๐^{\alpha \beta }M^{(e)\alpha \gamma }M_\gamma ^{(\nu )\beta }`$, has to be recalculated. Taking the different tensor structure of $`M^{(\nu )}`$, according to Eqs. (95)-(100), into account, we obtain:
$`๐^{00}`$ $`=`$ $`(1{\displaystyle \frac{(q^0)^2}{q^2}})M^{(e)00}M^{(\nu )00},`$ (123)
$`๐^{0i}`$ $`=`$ $`{\displaystyle \frac{q^0q^i}{q^2}}๐^{00}+n^i({\displaystyle \frac{q}{q^0}}{\displaystyle \frac{q^0}{q}})M^{(e)00}M_3^{(\nu )},`$ (124)
$`๐^{i0}`$ $`=`$ $`{\displaystyle \frac{q^0q^i}{q^2}}๐^{00}{\displaystyle \frac{qn^i}{q^0}}M_T^{(e)}M_3^{(\nu )},`$ (125)
$`๐^{ij}`$ $`=`$ $`{\displaystyle \frac{q^iq^j}{q^2}}{\displaystyle \frac{(q^0)^2}{q^2}}๐^{00}+{\displaystyle \frac{q^in^j}{q}}(1{\displaystyle \frac{(q^0)^2}{q^2}})M^{(e)00}M_3^{(\nu )}`$ (126)
$`\left((\delta ^{ij}n^in^j{\displaystyle \frac{q^iq^j}{q^2}})M_T^{(\nu )}+n^in^jM_{L1}^{(\nu )}+{\displaystyle \frac{n^iq^j}{q}}M_3^{(\nu )}\right)M_T^{(e)},`$
with $`q|\stackrel{}{q}|`$. We observe that $`๐^{\mu \nu }๐^{\nu \mu }`$.
In the present case, we consider again two different kinds of current fluctuations, when evaluating Eq. (74): $`\delta \stackrel{}{J}^{(e)}(q)\stackrel{}{q},\stackrel{}{n}`$ (โ$`Out`$โ), i.e. fluctuations which are perpendicular to the plane spanned by $`\stackrel{}{q}`$ and $`\stackrel{}{n}`$, and fluctuations with $`\delta \stackrel{}{J}^{(e)}(q)`$ in this plane (โ$`In`$โ). Thus we obtain the following two equations which determine the neutrino โbeamโ electron-positron plasma dispersion relations ($`\stackrel{}{q}\stackrel{}{n}`$):
$`Out:`$ $`\left(1[{\displaystyle \frac{e^2}{(q^0)^2q^2}}+2c_V^{\mathrm{\hspace{0.33em}2}}G_F^{\mathrm{\hspace{0.33em}2}}M_T^{(\nu )}]M_T^{(e)}\right)^3=0,`$
$`In:`$ $`\left(12c_V^{\mathrm{\hspace{0.33em}2}}G_F^{\mathrm{\hspace{0.33em}2}}M_{L1}^{(\nu )}M_T^{(e)}\right)\left(1[{\displaystyle \frac{e^2}{q^2}}+2c_V^{\mathrm{\hspace{0.33em}2}}G_F^{\mathrm{\hspace{0.33em}2}}(1{\displaystyle \frac{(q^0)^2}{q^2}})^2M^{(\nu )00}]M^{(e)00}\right)`$
$`+(2c_V^{\mathrm{\hspace{0.33em}2}}G_F^{\mathrm{\hspace{0.33em}2}})^2(2{\displaystyle \frac{q^2}{(q^0)^2}}{\displaystyle \frac{(q^0)^2}{q^2}})(M_3^{(\nu )})^2M_T^{(e)}M^{(e)00}=0,`$ (128)
with $`q^0\omega +i\gamma `$. We observe that Eq. (3.2.3) has the same formal structure as Eq. (109) before. Furthermore, if we set $`G_F^{\mathrm{\hspace{0.33em}2}}`$ to zero, these equations reproduce the transverse and longitudinal electron-positron plasmon dispersion equations (103) and (104).
Guided by our analysis of the transverse plasmon dispersion relation under neutrino flux for $`\stackrel{}{q}\stackrel{}{n}`$, Eqs. (109)-(112), we expect only a negligible perturbative influence of the neutrino interactions in Eq. (3.2.3), since they are again suppressed by the factor $`a^210^{22}`$. In particular, the present structure of $`M_T^{(\nu )}`$ is a smoothly deformed version of $`M_T^{(e)}`$, compare Eqs. (86) and (97), with no additional singularity. Thus, the corresponding collective mode shows no particularly interesting behavior and presents a second kind of perturbatively deformed transverse plasmon.
Finally, we consider Eq. (128), describing a geometry which resembles the one where two-stream instabilities arise in other plasmas . We attempt to find pharon type solutions in the present case as well. For this purpose, we take into account the leading root-singular terms, which contribute here from Eqs. (95), (98), and (100). The singularities occur at the resonance frequencies $`\omega =\mathrm{\Omega }_{}^\pm \pm qs`$, as $`q_z^2(q^0)^2q^2(1z^2)0`$, where $`q|\stackrel{}{q}|`$ and $`z\mathrm{cos}\theta _{max}`$.
We concentrate on the positive frequency solutions of the dispersion equation (128) and are particularly interested in those with a positive imaginary part, which grow exponentially in time. Therefore, we consider $`q^0\omega +i\gamma `$, with $`\omega qs>0`$, defining $`s\mathrm{sin}\theta _{max}`$. Then, Eq. (128) assumes a slightly simpler form:
$$0=1+m_q^2\stackrel{~}{M}^{(e)00}+a^2\frac{z}{2}\frac{q^0}{\sqrt{q_z^2}}[\frac{(q^0)^2}{q^2}1]\left([\frac{(q^0)^2}{q^2}1]\stackrel{~}{M}^{(e)00}+\frac{1}{2}\stackrel{~}{M}_T^{(e)}[1+m_q^2\stackrel{~}{M}^{(e)00}]\right)+O(a^4),$$
(129)
with the dimensionless effective coupling constant $`a^2`$, Eq. (112). The terms of $`O(a^4)`$ will be neglected in the following, since their singularities cancel. Furthermore, we conveniently define:
$$m_q^2m_D^2/q^2,\stackrel{~}{M}^{(e)00}e^2M^{(e)00}/m_D^2,\stackrel{~}{M}_T^{(e)}2e^2M_T^{(e)}/m_D^2,$$
(130)
cf. Eqs. (83) and (86). Recalling the smallness of $`a^2`$, it is obvious that any interesting solution must arise close the resonance frequency $`\mathrm{\Omega }_{}^+=qs`$ ($`0<s<1`$).
Setting $`\omega qs+\xi `$ and assuming $`\xi ,\gamma qs`$, it is useful to expand Eq. (129) in terms of the small complex quantity $`\kappa (\xi +i\gamma )/(2qs)`$. Here we make use of Eq. (113) once more, in order to expand the Landau logarithms. Then, expanding to leading order in $`\kappa `$, it is straightforward to arrive at the โformal solutionโ:
$$\xi +i\gamma =qa^4\frac{s(1s^2)^3}{128[(1+m_q^2f(s))^2+(\pi s/2)^2]^2}\left(h(s)[1+m_q^2(f(s)(i\pi s/2)\text{Sign}\gamma )]\right)^2,$$
(131)
where:
$`h(s)`$ $``$ $`2s^2g(s)+i\pi s(s^21)\text{Sign}\gamma +4(s^21)(f(s)+(i\pi s/2)\text{Sign}\gamma )`$ (132)
$`+m_q^2(f(s)+(i\pi s/2)\text{Sign}\gamma )(2s^2g(s)+i\pi s(s^21)\text{Sign}\gamma ).`$
The functions $`f`$ and $`g`$ were defined in Eqs. (117) and (121). The appearance of $`\text{Sign}\gamma `$ on the right-hand side restricts the possibility of an explicit solution.
After some algebra, one obtains a criterion for a solution to exist in the relevant regime ($`0<s<1`$):
$$\left(1+s^2[1+m_q^2g(s)/2]\right)\left(\pi ^2m_q^2s^2+4f(s)[1+m_q^2f(s)]\right)+2s^2g(s)[1+m_q^2f(s)]<0,$$
(133)
which in the long-wavelength limit ($`m_q^2>1`$) can only be fullfilled for sufficiently small $`s`$, i.e. sufficiently small opening angle of the neutrino momentum distribution. Clearly, taking only the leading terms in this limit into account, no solution exists. On the other hand, for $`m_D/q=2`$, for example, the solvability criterion requires $`s<0.426`$, corresponding to $`\theta _{max}25^o`$.
It is obvious, however, from Eq. (131) that any pharon (โType IIโ, i.e. for $`\stackrel{}{q}\stackrel{}{n}`$) solution here will have $`\xi ,\gamma a^4G_F^{\mathrm{\hspace{0.33em}4}}`$, with no particular factors especially enhancing the damping constant. We refrain from giving explicitly the not very illuminating lengthy expressions.
Instead, we conclude that in the supernova environment the growth rate of the presently studied Type II pharons is suppressed by an extra factor of $`a^210^{22}`$ , as compared to Type I. Consequently, these modes do not contribute at all in this case.
#### 3.2.4 Discussion
The detailed calculations in the previous subsections are based on the stationary electron and neutrino distribution functions, $`f_S^{(e)}(k)`$ and $`f_S^{(\nu )}(k)`$ of Eqs. (75) and (76), respectively. While $`f_S^{(e)}(k)`$ is adequate for the supernova scenario discussed here, the question arises as to whether the sharp azimuthal angle cut-off, present in $`f_S^{(\nu )}(k)`$, may not cause spurious effects or invalidate our semiclassical transport approach.
In fact, the semiclassical approximation of Section 2.2 is based on the expansion of the full quantum transport equations in powers of $`\mathrm{}`$, appearing especially in the dimensionless combination $`\mathrm{}_x_p`$, cf. Eqs. (6) and (20)-(22) in Section 2.1. Therefore, a cut-off on a spacelike momentum coordinate, corresponding to the angle $`\theta _{max}`$ between three-momentum and outward normal direction, may produce large higher order corrections. These are controlled, however, in the long-wavelength limit. We recall that in the derivation of the linear response theory in Section 3.1, the space-time gradients $`/x^\mu `$ become the four-momenta $`q_\mu `$, beginning with Eq. (65). In the long-wavelength limit, it is generally required that $`q`$, which probes the spatial inhomogeneity of the (stationary) system, be small compared to the relevant momentum (gradient) scales, i.e. the temperatures $`T_e,T_\nu `$ . Otherwise, the response functions, see Eq. (80), would inherit neglected higher order terms in $`q^\mu _k^\nu `$, which correspond to going from Eq. (6) to Eq. (2.2.1).
A truly microscopic transport calculation of the neutrino distribution, as they are released from the neutrino sphere, is an interesting topic for future work . We wish to conclude by illustrating the modifications resulting from a more realistic smooth cut-off neutrino momentum distribution.
For example, we consider the azimuthal angle integral which contributes the singular term $`(q+q^0)/(zqq^0)`$ to the neutrino response function $`M^{(\nu )00}`$, Eq. (89), which in turn is essential for the longitudinal Type I pharon originating in Eq. (110). Following the radial momentum and polar angle integrations, one encounters the integral:
$$Iq^2_1^1๐z(q^0+iฯต|\stackrel{}{q}|z)^2F(z),$$
(134)
where we replaced the previous sharp cut-off, i.e. $`\mathrm{\Theta }(zz_m)`$, by the smooth function $`F`$,
$$F(z)N_+^1(\mathrm{arctan}[\sqrt{\alpha }(zz_m)]+\mathrm{arctan}[\sqrt{\alpha }(1+z_m)]),$$
(135)
where $`z_m\mathrm{cos}\theta _{max}`$, and we have introduced the convenient abbreviations:
$$N_\pm \mathrm{arctan}[\sqrt{\alpha }(1z_m)]\pm \mathrm{arctan}[\sqrt{\alpha }(1+z_m)].$$
(136)
Thus, we have $`F(1)=0`$, $`F(1)=1`$ and the Lorentzian derivative,
$$F^{}(z)=\frac{\sqrt{\alpha }N_+^1}{1+\alpha (zz_m)^2}.$$
(137)
The parameter $`\alpha >0`$ determines the steepness of the sigmoid cut-off, which ultimately should be related to the emission characteristics of the neutrino sphere .
Then, after a partial integration, we obtain an integral with three complex simple poles,
$$I=\frac{q^0+|\stackrel{}{q}|}{|\stackrel{}{q}|}+\frac{q^2}{|\stackrel{}{q}|^2}_1^1๐z\frac{F^{}(z)}{z(q^0+iฯต)/|\stackrel{}{q}|},$$
(138)
which can be solved analytically. The final result is:
$`I`$ $`=`$ $`1+{\displaystyle \frac{q^0}{|\stackrel{}{q}|}}+{\displaystyle \frac{q^2\left(\sqrt{\alpha }N_+\right)^1}{(q^0|\stackrel{}{q}|z_m)^2+|\stackrel{}{q}|^2/\alpha }}[\sqrt{\alpha }N_+(z_m{\displaystyle \frac{q^0}{|\stackrel{}{q}|}})+\mathrm{ln}{\displaystyle \frac{q^0|\stackrel{}{q}|}{q^0+|\stackrel{}{q}|}}+{\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{1+\alpha (1+z_m)^2}{1+\alpha (1z_m)^2}}]`$ (139)
$`\stackrel{a\mathrm{}}{}(1z_m){\displaystyle \frac{q^0+|\stackrel{}{q}|}{q^0|\stackrel{}{q}|z_m}}.`$
Thus the previous result is recovered in the sharp cut-off limit.
We observe that the previous resonance pole at $`q^0=\mathrm{\Omega }_{}|\stackrel{}{q}|z_m`$ is moved symmetrically off the real axis. However, closer inspection shows that the above result is not singular any more as $`q^0|\stackrel{}{q}|(z_m\pm i/\sqrt{\alpha })`$. We recalculated the complete $`M^{(\nu )00}`$-component of the neutrino response function with the smooth cut-off function $`F(z)`$ and found a corresponding result.
Therefore, in accordance with intuitive expectation, a physically more appropriate moderate smoothing of the angular dependence of the neutrino momentum distribution turns the pharon resonance poles into resonances with a finite width, which decreases with increasing sharpness of the cut-off (i.e. as $`\alpha \mathrm{}`$). Most likely, this implies that realistic growth rates for the unstable modes will be lower than estimated optimistically in Section 3.2.3 .
## 4 Conclusions
In this work, we studied the collective modes which were earlier conjectured to produce anomalously large instabilities in the course of the interaction of the neutrino โbeamโ with the plasma sphere in Type II supernovae .
For this purpose, we derived the semiclassical transport theory based on the Dirac field equations for neutrinos and electrons, which are coupled according to the Standard Model. Our results also allow for the handling of situations with strong spin-polarizing magnetic fields, which we did not consider here. We derived a related linear response theory and applied it in a detailed supernova scenario, adapted from Betheโs review .
We studied, in particular, the modifications of the usual transverse and longitudinal plasmons of an electron-positron plasma, which are caused by a high-power beam-like flux of neutrinos, such as the almost radially outward streaming neutrinos, which are released from the neutrino sphere surrounding the supernova core. In the collisionless approximation, we found only a very weak perturbative effect and no induced imaginary part of the dispersion relation. This is due to the suppression of all neutrino effects by the small dimensionless effective coupling constant,
$$a^2\frac{1}{2e^2}G_F^{\mathrm{\hspace{0.33em}2}}m_w^2m_D^210^{22},$$
under typical Type II supernova conditions.
However, we found new types of growing, as well as damped collective modes, the pharons, which are characterized by an essentially linear dispersion relation $`\omega (q)/qconst`$ in the long-wavelength limit. Their characteristic properties depend on the relative orientation of the neutrino beam, collective mode propagation and electric current fluctuation directions (the Cases I and II are studied in Sections 3.2.2 and 3.2.3). They partially overcome the discussed suppression, since a resonance pole arises in the dispersion equations in the region with $`\omega (q)<q`$. In this region, one finds in an ordinary electron-positron plasma strongly Landau damped modes or, in the ultrarelativistic limit, no (plasmon) modes at all.
As we estimated roughly in Section 3.2.3, although they partially overcome the discussed suppression, the Type I pharon growth rates are still about four, and likely more, orders of magnitude too small to make an impact on supernova evolution. The Type II pharon growth rate is even more suppressed; it is proportional to $`G_F^{\mathrm{\hspace{0.33em}4}}`$, like a purely weak interaction cross section. Clearly, we have seen that for the electro-weak interaction to be relevant, the effective particle densities have to be sufficiently high, since one has to overcome the suppression expressed by the smallness of $`a^2`$, given above, or its equivalent for more massive particles. We remark that changing the neutrino and electron temperatures, as compared to the typical supernova case discussed after Eq. (122), for example, while keeping the โwavelengthโ $`m_D/q`$ fixed, the Type I pharon damping constants grow and the corresponding e-folding lengths drop $`T_\nu ^2T_e^3`$.
At this point it is worthwhile remarking that more realistic calculations also have to take the collisonal damping into account. This can be incorporated in our approach in the relaxation time approximation in future applications .
Finally, we point out that pharon type modes should occur in other situations with a current-current type interaction under two-stream conditions. The anisotropic momentum distribution characteristic of a โbeamโ with limited (momentum) opening angle appears to cause the resonance effect exciting these modes by impact on an isotropic plasma. โ We did not study here a spatially limited beam or jet, which causes quite different โhydrodynamicโ instabilities.
Pharon modes may perhaps be fed effectively by the still unknown central engine powering gamma ray bursts, for example, see Refs. . There is growing evidence for even truly jet-like processes in the gamma ray burst phenomenon. Furthermore, allowing for other than electro-weak interactions, such modes possibly come into play in the ultimate evaporation of primordial black holes .
To summarize, we conclude that the intrinsic weakness of the neutrino caused collective effects, related to the large asymmetry of the electromagnetic and weak coupling strengths, makes it rather unlikely that they play a role in the neutrino energy deposition in the supernova plasma sphere. However, the new pharon type instabilities may be quite relevant in two-stream situations occuring in other astrophysical systems.
### Acknowledgements
H.T.E wishes to thank U. Heinz, St. Mrรณwczyลski, and L. O. Silva for correspondence. โ H.T.E and T.K. were supported in part by PRONEX (No. 41.96.0886.00), R.O. would like to thank PRONEX/ FINEP (No. 41.96.0908.00) for partial support, and all three of us acknowledge partial support by CNPq-Brasil.
## Appendix
Here we consider in more detail the structure of the neutrino-antineutrino spinor Wigner function. The general results of Eqs. (7)-(12) can be further specialized for the case of the Standard Model $`\nu _L\overline{\nu }_R`$-system in the massless limit. โ We follow the notation of Ref. in this Appendix.
In the main part of the paper we use the Dirac-Pauli representation of the $`\gamma `$-matrices, which are defined by the anticommutation relations $`\{\gamma ^\mu ,\gamma ^\nu \}=2g^{\mu \nu }`$, i.e. explicitly:
$$\gamma _D^0=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),\gamma _D^i=\left(\begin{array}{cc}0& \sigma _i\\ \sigma ^i& 0\end{array}\right);\gamma _D^5=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),$$
(140)
where all entries are $`2\times 2`$-matrices themselves; in particular, $`\sigma ^i,i=1,2,3`$ denote the standard Pauli matrices. We listed also the chirality operator $`\gamma ^5i\gamma ^0\gamma ^1\gamma ^2\gamma ^3`$, which anticommutes with all $`\gamma ^\mu `$. In the following we will conveniently begin with the chiral Weyl representation:
$$\gamma _W^0=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\gamma _W^i=\left(\begin{array}{cc}0& \sigma _i\\ \sigma ^i& 0\end{array}\right);\gamma _W^5=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).$$
(141)
The subscripts $`D,W`$ presently serve to distinguish the representations, which are related by:
$$\gamma _D^\mu =U_W\gamma _W^\mu U_W^{},U_W\frac{1}{\sqrt{2}}(1\gamma _W^5\gamma _W^0)$$
(142)
i.e. a simple unitary transformation.
In the Weyl representation the stationary Dirac equation separates into a pair of two-component Weyl equations:
$`E\chi (\stackrel{}{p})=\stackrel{}{\sigma }\stackrel{}{p}\chi (\stackrel{}{p}),`$ (143)
$`E\varphi (\stackrel{}{p})=+\stackrel{}{\sigma }\stackrel{}{p}\varphi (\stackrel{}{p}),`$ (144)
the first of which describes the physical $`\nu _l\overline{\nu }_R`$-system, as we shall see, while the second one is discarded in the Standard Model. Using $`\{\sigma ^i,\sigma ^j\}=2\delta ^{ij}`$, one verifies that $`E^2=|\stackrel{}{p}|^2`$, in both cases. Concentrating on Eq. (143), we consider first the positive energy solution with four-momentum $`p_+^\mu =(E>0,\stackrel{}{p})`$, which obeys ($`\widehat{p}\stackrel{}{p}/|\stackrel{}{p}|`$):
$$\stackrel{}{\sigma }\widehat{p}\chi _+=\chi _+.$$
(145)
It thus describes the negative helicity (left-handed) neutrino, $`\nu _L`$. Conversely, for the negative energy solution with $`p_{}^\mu =(E<0,\stackrel{}{p})`$, we obtain:
$$\stackrel{}{\sigma }(\widehat{p})\chi _{}=+\chi _{},$$
(146)
thus describing a negative four-momentum positive helicity (right-handed) neutrino, which is the positive four-momentum right-handed antineutrino, $`\overline{\nu }_R`$.
We conclude that in the Weyl representation the physical $`\nu _L\overline{\nu }_R`$-spinor $`\psi ^{(\nu )}`$ is represented by:
$$\psi _W^{(\nu )}=\left(\begin{array}{c}\chi =a_+\chi _++a_{}\chi _{}\\ \varphi =0\end{array}\right),$$
(147)
where $`\chi `$ is written as a suitably normalized superposition of the two-spinors $`\chi _\pm `$, e.g., considering plane wave states . Next, we calculate the corresponding four-spinor in the Dirac-Pauli representation:
$$\psi _D^{(\nu )}=U_W\psi _W^{(\nu )}=\frac{1}{\sqrt{2}}\left(\begin{array}{c}\chi \\ \chi \end{array}\right),$$
(148)
where we applied the unitary transformation $`U`$ defined in Eqs. (142).
We proceed to calculate the bilinear covariants which are needed in Eqs. (7)-(12). Using the explicit form of the $`\gamma `$-matrices in the Dirac-Pauli representation, Eqs. (140), we obtain:
$$\overline{\psi }^{(\nu )}\psi ^{(\nu )}=0=\overline{\psi }^{(\nu )}\gamma ^5\psi ^{(\nu )},$$
(149)
with $`\overline{\psi }^{(\nu )}\psi ^{(\nu )}\gamma ^0=(\chi ^{}\chi ^{})/\sqrt{2}`$ , dropping the subscript $`D`$ from now on. Furthermore:
$`\overline{\psi }^{(\nu )}\gamma ^0\psi ^{(\nu )}=\chi ^{}\chi =\overline{\psi }^{(\nu )}\gamma ^5\gamma ^0\psi ^{(\nu )},`$ (150)
$`\overline{\psi }^{(\nu )}\gamma ^i\psi ^{(\nu )}=\chi ^{}\sigma ^i\chi =\overline{\psi }^{(\nu )}\gamma ^5\gamma ^i\psi ^{(\nu )}.`$ (151)
Finally, using $`\sigma ^{\mu \nu }i[\gamma ^\mu ,\gamma ^\nu ]/2`$ , we also obtain:
$$\overline{\psi }^{(\nu )}\sigma ^{\mu \nu }\psi ^{(\nu )}=0.$$
(152)
Summarizing, only the vector and axial vector (two-point) densities are nonzero for the $`\nu _L\overline{\nu }_R`$-system and, in fact, they are equal. This yields for the neutrino Wigner function components: $`๐ฑ_\mu ^{(\nu )}(x,p)=๐_\mu ^{(\nu )}(x,p)`$, while all other components vanish, see Eqs. (7)-(12).
Presently we made use only of the algebraic properties of the neutrino spinors. It did not enter that the amplitudes $`a_\pm `$ from Eq. (147) actually are to be considered as creation/annihilation operators.
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# Reflection High-Energy Electron Diffraction oscillations during epitaxial growth of artificially layered films of (๐ตโข๐โข๐ถโข๐ขโข๐_๐ฅ)_๐/(๐ถโข๐โข๐ถโข๐ขโข๐โ)_๐
## Abstract
Pulsed Laser Deposition in molecular-beam epitaxy environment (Laser-MBE) has been used to grow high quality $`BaCuO_x/CaCuO_2`$ superlattices. In situ Reflection High Energy Electron Diffraction (RHEED) shows that the growth mechanism is 2-dimensional. Furthermore, weak but reproducible RHEED intensity oscillations have been monitored during the growth. Ex-situ x-ray diffraction spectra confirmed the growth rate deduced from RHEED oscillations. Such results demonstrate that RHEED oscillations can be used, even for $`(BaCuO_x)_2/(CaCuO_2)_2`$ superlattices, for phase locking of the growth.
In 1981, the first observation of oscillations in the RHEED intensity during the epitaxial growth of GaAs, offered a new tool to control thin film growth with atomic layer precision. In the last few years several research groups have been able to use this powerful diagnostic technique, in situ, in combination with Pulsed Laser Deposition (PLD), i.e. the Laser MBE technique, to obtain the two-dimensional (2D) growth of artificial materials otherwise difficult or impossible to synthesise. The advantage of the Laser MBE technique is due to the possibility to monitor the RHEED intensity oscillations during the growth process, enabling very precise control of the layer by layer epitaxial growth (phase locked growth) thus reducing as much as possible occasional fluctuations in the thickness of each constituent layer. Presently the Pulsed Laser Deposition technique is used to grow a wide variety of thin oxide films, most of them with a complex structure: high $`T_c`$ superconductors , ferroelectrics , piezoelectrics , colossal magnetoresistance oxides , electro-optics materials . With the possibilities offered by the utilisation, in situ, of the RHEED diagnostic, it is possible to predict the realisation of functional materials of very good quality, with very interesting applications in several fields . The first observation of RHEED intensity oscillations on oxide superlattices was carried out by A.Gupta et al. on$`CaCuO_2/SrCuO_2`$ using during the deposition additional atomic oxygen source. Recently has been reported the observation of RHEED intensity oscillations on $`(BaCuO_2)_2/(SrCuO_2)_2`$ not superconducting superlattices
In this article we report our results on the hetero-epitaxial growth by laser MBE and on the RHEED intensity oscillations of the $`BaCuO_x/CaCuO_2`$ artificial structures. As far as we know this is the first time that $`BaCuO_x/CaCuO_2`$ films have been deposited by Laser MBE, monitoring the RHEED intensity oscillations. The structure of this superlattice is composed by stacking, along the c axis, the $`BaCuO_x`$ compound and the Infinite-Layer (IL) $`CaCuO_2`$ compound . The IL structure consists of an infinite stack of $`CuO_2`$ planes separated by an alkaline-earth-metal ion ($`Ca`$ or $`Sr`$). It has been shown that such superlattices, when grown by conventional PLD at high molecular oxygen pressure ($`9\times 10^1`$ $`mbar`$) are superconducting, with a maximum $`T_c`$of $`80`$ $`K`$. Furthermore in Ref. 14 it was pointed out that structural disorder strongly affects the superconducting properties of these superlattices. Under this respect the laser MBE technique could allow a better control of the interface disorder.
The depositions were performed using an excimer laser charged with KrF, generating 248 nm wavelength pulses of 25 ns width with 1Hz repetition rate. The laser beam, with an energy of 60 mJ per pulse, was focused in a high vacuum chamber on to the computer controlled multi-target rotating system. Substrates used for deposition were $`(100)`$ $`SrTiO_3`$ single crystal, placed at a distance of about 70 mm from the target on a heated holder. Before growth, substrates were chemically etched in a buffered solution of $`NH_4FHF`$ ($`pH=4.6`$) for 8 minutes. This etching treatment leaves a terminating substrate layer of $`TiO_2`$ and decreases the surface roughness .
Before starting the superlattice deposition, a few monolayers of $`SrTiO_3`$ were deposited, to have an optimal 2D starting deposition surface. The incident RHEED electron beam was parallel to the substrate direction. The homoepitaxial $`SrTiO_3`$ deposition was performed under a molecular oxygen pressure of $`10^5mbar`$ and with the substrate temperature at $`640{}_{}{}^{}C`$. Four monolayers of $`SrTiO_3`$ were deposited monitoring four RHEED intensity oscillations of the specular spot. The $`SrTiO_3`$ deposition was stopped when the specular spot intensity reached the fourth maximum, after about 200 laser pulses (inset Fig. 1).
To grow the $`BaCuO_x/CaCuO_2`$ superlattices, $`BaCuO_x`$ and $`CaCuO_2`$ targets, prepared by solid-state reactions were used. The deposition temperature was decreased to $`500{}_{}{}^{}C`$ and the molecular oxygen pressure increased to $`10^4mbar.`$ The deposition was started with the $`BaCuO_x`$ layer. In these conditions, the growth rates of $`BaCuO_x`$ and $`CaCuO_2`$ were calibrated, monitoring the RHEED intensity oscillations of the specular spot. The layer by layer deposition of $`BaCuO_x/CaCuO_2`$ superlattices was carried out stacking in sequence $`m`$ $`BaCuO_x`$ unit layers and $`n`$ $`CaCuO_2`$ unit layers, (the so called mxn superstructure, $`[(BaCuO_x)_m/(CaCuO_2)_n]_S`$, where $`S`$ represents the total number of deposition cycles). The bi-dimensionality of the growth process is proved by the RHEED pattern which, at the end of the growth, shows typical 2D features (Fig. 2).
Monitoring the RHEED intensity oscillations, the laser pulses on the two targets were adjusted to obtain the $`BaCuO_x/CaCuO_2`$ superlattice. In Fig. 1 the RHEED intensity oscillations of the specular streak are shown during four of the overall 15 cycles of the $`(BaCuO_x)_2/(CaCuO_2)_2`$ superlattice deposition. The time evolution of RHEED intensity in a single cycle remains unchanged throughout the superlattice growth. Its major feature is the sizeable variation of intensity when the growth is switched from the $`BaCuO_x`$ oxide to the $`CaCuO_2`$ oxide. This effect can be possibly ascribed to two causes. The first cause is the electron scattering factors of atoms in the two layers, which differ in their absolute magnitude, in the phase shift upon scattering and phase shift due to the height difference. The second cause is the difference in the average surface quality between the $`BaCuO_x`$ and $`CaCuO_2`$ layer. In addition to the layer oscillations caused by the composition of the upmost layer, weaker oscillations can be clearly recognised, in the time evolution pattern of the RHEED intensity. During the $`CaCuO_2`$ deposition it is possible to note two weak RHEED intensity oscillations corresponding to the growth of a 2D layer with a thickness of two unit cells. During the $`BaCuO_x`$ deposition there was a first faint RHEED intensity oscillation followed by a more evident one indicating, also in this case, the growth of a 2D layer with a thickness equal to two $`BaCuO_x`$ cells. The clear asymmetry between the first and the second oscillation during the deposition of the BaCuOx layer gives qualitative support to the results of a recent EXAFS study on these superlattices. In this study it was shown that the structural unit of the $`BaCuOx`$ layer consists of four atomic planes$`(CuO_2/BaO/CuO_x/BaO)`$ rather than two identical IL blocks $`(CuO_2/Ba/CuO_2/Ba)`$ . Such RHEED intensity oscillations were observed during all of the 15 cycles. From the period of the RHEED intensity oscillations, a growth rate of 20 laser pulses per unit $`BaCuO_x`$ layer and 50 laser pulses per unit $`CaCuO_2`$ layer, was estimated. In Fig. 3 the $`\theta 2\theta `$ x-ray diffraction (XRD) spectrum of the same superlattice is shown.
From the angular distance between the first order satellite peaks (SL<sub>-1</sub> and SL<sub>+1</sub>) it is possible to obtain the period $`\mathrm{\Lambda }`$ of the superlattice, $`\mathrm{\Lambda }=\lambda /(sin\theta _{+1}sin\theta _1)`$, where $`\theta _{+1}`$ and $`\theta _1`$ represent the angular positions of the first order satellite peaks and $`\lambda `$ represents the x-ray wavelength. The average lattice parameter, $`\overline{c}`$ , can be estimated from the angular positions of the zero<sup>th</sup> order SL<sub>0</sub> (00l) peak, $`\theta _0`$,$`\overline{c}=\lambda l/2sin\theta _0`$.
The total number of layers composing the superlattice, $`N=m+n`$, can then be calculated, $`N=\mathrm{\Lambda }/\overline{c}`$ . From this simple analysis of the spectrum, it was calculated that $`\mathrm{\Lambda }=16.25`$ $`\AA `$ and $`N=4.25`$, only slightly greater than the value aimed for ($`N=4`$). The full width at half maximum (FWHM) of the rocking curve for the SL<sub>-1</sub>(001) peak of the grown film is about $`0.07^{}`$, approximately the same as the (002) $`SrTiO_3`$ FWHM peak.
A more accurate analysis of the x-ray spectrum was performed using the procedure described in Ref. . In this reference, numerical simulations of x-ray spectra were carried out following a kinematical approach using a simplified model structure. In this approach a two dimensional layer by layer growth is considered. In such a case, if $`m`$ and $`n`$ remain perfectly constant during the growth of the superlattice, but not corresponding to an integer number of unit layers, the composition of the mixed layer, formed at the interface, is always well defined and varies in a controlled fashion throughout the film thickness (controlled disorder) . The model also assumes that mixed composition layers can be corrugated to adjust the internal stresses due to the large mismatch between the constituent oxides. An additional random disorder is added to take into account the experimental dispersion in the amount of deposited material in each iteration. Namely, in each deposition cycle, m and n take random values that follow a Gaussian distribution with dispersion s around the mean values $`<n_{BaCuO_x}>`$ and $`<n_{CaCuO_2}>`$.
The simulated spectrum (full line) is shown in Fig. 4 together with the experimental data (empty dots). In order to simulate the experiment the $`CaCa`$ distance was fixed at $`3.20`$ $`\AA `$, in accordance with the $`c`$ lattice parameter of the IL $`CaCuO_2`$ phase . On the other hand, due to the mobility of oxygen ions in the $`BaCuO_x`$ block, $`BaBa`$ distances can vary depending on growth conditions ($`O_2`$ pressure and growth temperature). From the fit it has been concluded that the $`BaBa`$ distance in this case was about $`4.56`$ ร
(slightly greater than the value found in Ref. 19). The composition of the superlattice was shown to be $`[(BaCuO_x)_{1.95}/(CaCuO_2)_{2.3}]`$.
A further important result is that the random disorder parameter s is more than one order of magnitude smaller, relative to the one used to simulate similar structures grown without in-situ RHEED diagnostic. In the present case, the peak broadening, arises mainly from the small film thickness and the controlled disorder, and in practice s can be considered negligible.
The resistivity versus temperature behavior of the $`BaCuO_x/CaCuO_2`$ superlattices was measured by the standard four probe DC technique. It was found that the resistivity values increase at low temperature following roughly a Variable Range Hopping mechanism (Fig. 5a). Such a result was expected due to the low oxygen growth pressure ($`10^4mbar`$). For comparison in Fig. 5c) is reported the $`\rho (T)`$ curve for a superconducting $`(BaCuO_x)_2/(CaCuO_2)_2`$ superlattice grown without in situ RHEED diagnostic at higher oxygen pressure ($`9\times 10^1mbar`$) and for the pressures equal or lower than $`5\times 10^2mbar`$ it was not possible to observe any superconducting transition up to $`20`$ $`K`$ (Fig 5 b).
Clearly in order to take advantage from the very good structural quality of our superlattices, the degree of oxidation during the growth, has to be still strongly increased.
In conclusion, crystalline $`c`$axis oriented $`(BaCuO_x)_2/(CaCuO_2)_2`$ superlattice thin films have been successfully grown on (001) $`SrTiO_3`$ substrate by Laser MBE and the growth process of the films investigated by RHEED. It was shown that RHEED intensity oscillations, even for superlattices of such complex oxides, can be used for a qualitative phase locking of the growth. A detailed a posteriori x-ray investigation also demonstrates that $`(BaCuO_x)_2/(CaCuO_2)_2`$ superlattices grown by Laser MBE are only affected by a small amount of controlled disorder, due to the non exact integer number of unit layers deposited in each iteration, while the random disorder component is negligible.
REFERENCES
1) J. J. Harris, B.A. Joyce and P. J. Dobson,. Surf. Sci. Lett. 103, L90 (1981).
2) G. Balestrino, S. Martellucci, P. G. Medaglia, A. Paoletti, G. Petrocelli, Physica C 302, 78 (1998).
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8) K. Ghosh, S. B. Ogale, S. P. Pai, M. Robson, E. Li, I. Jin, Z. Dong, R. L Greene, R. Ramesh, T. Venkatesan, M. Johnson, Appl. Phys. Lett. 73, 689 (1998).
9) Y. Shibata, K. Kaya, K. Akashi, M. Kanai, T. Kawai, S. Kawai, Appl. Phys. Lett. 61, 1000 (1992).
10) L. R. Tagirov, Phys. Rev. Lett. 83, 2058 (1999).
11) A.Gupta, T. Shaw, M.Y. Chern, B.W. Hussey, A.M. Guloy and B.A. Scott., Journ. Sol. State Chem. 111, 1 (1994).
12) G. Koster, G.J.H.M. Rijnders, D.H.A. Blank and H. Rogalla, Appl. Phys. Lett. 74, 3729, (1999)
13) G. Balestrino, R. Desfeux, S. Martellucci, A. Paoletti, G. Petrocelli, A. Tebano, B. Mercey, M. Hervieu, J. Mater. Chem. 5, 1879 (1995).
14) G. Balestrino, A.Crisan, S. Lavanga, P.G. Medaglia, Petrocelli, A.A. Varlamov, Phys. Rev. B 60, 10505 (1999).
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16) S. Colonna, F. Arciprete, A. Balzarotti, G. Balestrino, P. G. Medaglia, G. Petrocelli, Physica C 334, 64 (2000).
17) G. Balestrino, G. Pasquini, A. Tebano, Phys. Rev. B 62, 1421, (2000).
18) I. K. Shuller, M. Grimsditch, F. Chambers, G. Devane, H. Vanderstraeten, D. Neerinck, J. P. Loquet and Y. Bruynseraede, Phys. Rev. Lett. 65, 1235 (1990).
19) F. Arciprete, G.Balestrino, S. Martellucci, P.G. Medaglia, A. Paoletti, G. Petrocelli, Appl. Phys. Lett. 71, 959 (1997).
$`FIGURECAPTIONS`$
Fig. 1) RHEED intensity oscillations during the hetero-epitaxial growth of the superlattice $`BaCuO_x/CaCuO_2`$ as a function of the laser pulses. In the inset are shown the four RHEED intensity oscillations monitored during the homo-epitaxial deposition of $`SrTiO_3`$.
Fig. 2) RHEED pattern at the end of the deposition process of a $`[(BaCuO_x)_2/(CaCuO_2)_2]_{15}`$ artificial superlattice.
Fig. 3) XRD experimental spectrum of the $`BaCuO_x/CaCuO_2`$ superlattice.
Fig.4) XRD experimental spectrum of the $`(BaCuO_x)_2/(CaCuO_2)_2`$ superlattice (open circles) compared with the simulated spectra (continuous line).
Fig. 5) Resitivity vs. Temperature measurements for the $`BaCuO_x/CaCuO_2`$ superlattice grown in different conditions: (a) $`10^4mbar`$ of oxygen pressure (Laser MBE), (b) $`5\times 10^2mbar`$ of oxygen pressure (PLD), (c) $`9\times 10^1mbar`$ of oxygen pressure (PLD).
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# Superdiffusion in Decoupled Continuous Time Random Walks
## Abstract
Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized superdiffusive regime is established. This is verified by showing that the square width of the probability distribution (appropriately defined)grows as $`t^{2/\gamma }`$ with $`0<\gamma 2`$ when $`t\mathrm{}`$. An important connection of our results and those of Tsallisโ nonextensive statistics is shown. The normalized q-expectation value of $`x^2`$ calculated with the corresponding probability distribution behaves exactly as $`t^{2/\gamma }`$ in the asymptotic limit.
Recently there has been an increasing interest in dynamical processes that display anomalous diffusion . These phenomena have been characterized by a non linear time dependence of the mean square displacement of the walker
$$x^2(t)t^\alpha $$
(1)
with $`\alpha 1`$ ($`\alpha =1`$ gives normal diffusion) since $`x^2`$ is an usual estimator of the square width of the probability distribution at time $`t`$. In this way, for anomalous diffusion we have that the probability distribution width grows faster (slower) for $`\alpha >1`$ ($`\alpha <1`$) than it does for normal diffusion. Examples of Eq.(1) with $`\alpha <\mathrm{\hspace{0.33em}1}`$ (dispersive diffusion or subdiffusion) are found in disordered media like glasses and fractals structures . Chaotic dynamics and turbulence, on the other hand, give rise to enhanced diffusion (superdiffusion), i.e., $`\alpha >1`$ . Diffusion like behaviour can be modeled in the framework of the continuous time random walk (CTRW), where the central magnitude is the waiting time density (WTD), $`\mathrm{\Psi }(x,t)`$, as was first proposed by Montroll and Weiss . In this way $`\mathrm{\Psi }(x,t)dxdt`$ represents the probability that the walker makes a jump of length $`x`$ after a time $`t`$ since the last jump.
When it exists the walker mean square displacement from the origin, at time $`t`$, can be calculated from the Fourier transform of the spatial probability density $`P(x,t)`$ according to
$$<x^2(t)>=x^2P(x,t)๐x=\frac{^2P(k,t)}{k^2}|_{k=0}$$
(2)
where $`P(x,t)dx`$ is the conditional probability of finding the walker between $`x`$ and $`x+dx`$ at time $`t`$ given that it started at $`x=0`$ at time $`t=0`$, and $`P(k,t)`$ represents its Fourier transform in the space variable. As was shown in previous papers, it is imperative to use a coupled WTD in order to have a finite step mean square displacement in the superdiffusive regime i.e. when the distribution width grows faster than in normal diffusion.
This requirement can be understood since for a decoupled WTD
$$\mathrm{\Psi }(x,t)=p(x)\psi (t)$$
(3)
a divergent mean square displacement for the one step distribution will make infinite $`x^2\left(t\right)`$ also. This would suggest a formally infinite diffusion coefficient as pointed out by Ott et al. , while the experimental results for elongated micelles analyzed in their paper let them define โa (distance-dependent) diffusion constant . Nevertheless the coupled WTD requirement is not necessary if we consider alternative estimators of the width fo the probability distribution when $`x^2\left(t\right)`$ diverges, as we will do in this letter.
In particular it is well known that the Levy family of probability densities , has divergent second moment. In spite of this divergence of their second moment a finite width can still be defined for these distributions by considering alternative estimators, such as the inverse of $`P\left(x=0,t\right)`$ or the width at half of the maximun value. Notice that with any of these criteria we get a linear law for the time dependence of the square width in normal diffusion as we do with $`x^2\left(t\right)`$. One of the most familiar examples of Levy distributions is the Lorentz or Cauchy distribution. This distribution arises naturally in the study of the line shape of fluctuation spectra of stochastic Markov processes . It is known that the Fourier transform of Levy distributions are, by definition, given by
$$p(k)=\mathrm{exp}(c|k|^\gamma ),\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}<\gamma 2$$
(4)
In the framework of a non-extensive thermostatistics, Tsallis and collaborators have obtained, from a variational principle, probability densities that share with the Levy family of density functions the asymptotic behavior for large steps. The densities obtained in these papers are (with appropriate simple constraints) the extremal of a functional entropy $`S_q`$ where the parameter $`q<\mathrm{\hspace{0.33em}3}`$ identifies a particular density. Tsallisโ formulation generalizes the classical Boltzmann-Gibbs (obtained for the particular value $`q=\mathrm{\hspace{0.33em}1}`$) variational formulation. The relationship between parameter $`q`$ and the exponent $`\gamma `$ are related by $`\gamma =\frac{3q}{q1}`$ in the range $`\frac{5}{3}q<3`$, where the second moment diverges, while $`\gamma =\mathrm{\hspace{0.33em}2}`$ for $`q<\frac{5}{3}`$. They also show that the N-jump process constructed from these densities scales as $`N^{2/\gamma }`$ for $`N\mathrm{}`$.
Our purpose here is to extend the Tsallisโ results to a CTRW with a decoupled WTD. One important result of this extension is that in case that the one step probability $`p(x)`$ (3) is of the Levy type (4), the width of the conditional probability density $`P(x,t)`$ grows as $`t^{1/\gamma }`$ for $`t\mathrm{}`$, so that for $`\gamma <2`$ we obtain a superdiffusive regime.
Let us start by re-obtaining Tsallisโ results for the N-jump distribution for a Levy flight. The probability density for the walker position after $`N`$ steps is given by the N-fold convolution of the one-jump distribution
$$P(x,N)=p(x)p(x)\mathrm{}..p(x)$$
(5)
whose Fourier transform is
$$P(k,N)=[p(k)]^N=\mathrm{exp}(cN|k|^\gamma )$$
(6)
by making use of Eq. 4. Anti-transforming the last equation we finally obtain
$`P(x,N)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐k\mathrm{exp}(cN|k|^\gamma )\mathrm{exp}(ikx)`$ (7)
$`=`$ $`N^{1/\gamma }p(N^{1/\gamma }x)`$ (9)
where a change of variable has been made.
Eq. (LABEL:Nconv) is valid for all N and shows that the width of the N-jump distribution, when appropriately defined, is that of the one-jump distribution times the factor $`N^{1/\gamma }`$. The prefactor ensures the normalization condition of the probability density. As it is readily verified, estimators such as the inverse of $`P\left(x=0,t\right)`$ or the width at half of the maximun value, which are finite for these distributions, exhibit the $`N^{1/\gamma }`$ growth. In the CTRW scheme a similar result may be obtained when the transition time probability density is
$$\psi (t)=\lambda \mathrm{exp}(\lambda t)$$
(10)
In this case
$$P(x,t)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}๐k\mathrm{exp}[\lambda t(1p(k))]\mathrm{exp}(ikx)$$
(11)
satisfies the Master equation:
$$\frac{P(x,t)}{t}=\lambda _{\mathrm{}}^{\mathrm{}}๐x^{}p(xx^{})P(x^{},t)\lambda P(x,t)$$
(12)
and may be expressed as a power series in time as follows:
$$P(x,t)=\mathrm{exp}(\lambda t)\delta (x)+\mathrm{exp}(\lambda t)\underset{n=1}{\overset{\mathrm{}}{}}[\frac{(\lambda t)^n}{n!}p(n^{1/\gamma }x)]$$
(13)
where $`\delta (x)`$ is Diracโs delta.
In the limit $`\lambda t\mathrm{\hspace{0.33em}1}`$ only small values of $`k`$ contribute to the integral in Eq. (11) , giving rise to
$$P(x,t)\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}๐k\mathrm{exp}(\lambda tc|k|^\gamma )\mathrm{exp}(ikx)\text{for}\lambda t\mathrm{\hspace{0.33em}1}$$
(14)
By making a change of variables we get
$$P(x,t)(\lambda t)^{1/\gamma }p[(\lambda t)^{1/\gamma }x]$$
(15)
then the width of the probability distribution at time $`t`$ grows as $`(\lambda t)^{1/\gamma }`$ in a similar way as was obtained for the discrete time case. As we have mentioned before in normal diffusion $`<x^2(t)>t`$, i.e., the square width grows as $`t`$, while, in the N-jump Levy process, as we have shown, the square width behaves as $`N^{2/\gamma }`$, and as $`t^{2/\gamma }`$ in the continuous time case. Since $`0<\gamma 2`$ we conclude that a superdiffusive regime is established even in the separable CTRW case when the one-jump space distribution belongs to the Levy family.
In Figure 1 we show a plot of the width of the probability distribution versus t (in logarithmic scale) for various values of the parameter $`\gamma `$. Here two criteria have been used to define the width of the distributions; one of them just consists in taking the inverse of $`P(x=0,t)`$, and the other one is the width taken at half of the maximun value of the distribution. We observe that, for $`\lambda t10`$, the width grows linearly with $`t^{1/\gamma }`$, according to our prediction.
It is worthwhile to notice that our results may be connected with those of Tsallis and collaborators obtained in the framework of nonextensive statistics . Followig these authors, we calculate the normalized q-expectation value of $`x^2`$ for a N-jump process
$$<x^2>_q(N)=\frac{_{\mathrm{}}^{\mathrm{}}๐xx^2[P(x,N)]^q}{_{\mathrm{}}^{\mathrm{}}๐x[P(x,N)]^q}$$
(16)
with the following constraint imposed on the single step distribution
$$\sigma ^2=\frac{_{\mathrm{}}^{\mathrm{}}๐xx^2p(x)^q}{_{\mathrm{}}^{\mathrm{}}๐xp(x)^q}$$
(17)
Using Eq. (LABEL:Nconv) and performing a change of variable we obtain
$$<x^2>_q(N)=N^{2/\gamma }\sigma ^2$$
(18)
This result may be extended to the continuous time case for $`\lambda t1`$
$$<x^2>_q(t)=(\lambda t)^{2/\gamma }\sigma ^2$$
(19)
The last two results suggest that the normalized q-expectation values of $`x^2`$ can be used as an estimator of the square width of the Levy type distributions obtained in , whose normal ($`q=\mathrm{\hspace{0.33em}1}`$) expectation value of $`x^2`$ (second moment) diverges.
To conclude, let us emphasize the main result of this letter: a CTRW, with a separable waiting time density $`\mathrm{\Psi }(x,t)=p(x)\psi (t)`$, whose one-jump space distribution $`p(x)`$ belongs to a Levy family, gives rise to a generalized superdiffusive process in the case of an exponential form, Eq. (10), for the total transition probability density $`\psi (t)`$. If, however, $`\psi (t)`$ has a long time tail the above conclusion may not be true; work along this line is in progress. Finally, the non-extensive thermo statistics seems to be the appropriate framework to tackle anomalous diffusion.
AKNOWLEDGMENTS
This work was supported by Grants from CONICET-PID 4892 (1998), CONICOR-PID 4624 and 4643 (1998) and SECYT.UNC-PID 163/99 (2000).
Figure caption
Figure 1: Width of the probability distribution $`P(x,t)`$ defined in two ways: $`W_1`$ = width at the half height of $`P(x,t)`$ and $`W_2`$ =$`1/[P(x=0,t]`$ for various one-step Levy distributions determined by the values of $`\gamma `$ (see text). Notice the linear behavior of the width, with both criteria, in the asymptotic limit $`\lambda t\mathrm{}`$. The slopes of the curves are consistent with the value $`1/\gamma `$ predicted by the theory.
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# Untitled Document
Some details of proofs of theorems related to the
quantum dynamical Yang-Baxter equation
Tom H. Koornwinder
Version of July 13, 2000
Abstract
This paper gives some further details of proofs of some theorems related to the quantum dynamical Yang-Baxter equation. This mainly expands proofs given in โLectures on the dynamical Yang-Baxter equationโ by P. Etingof and O. Schiffmann, math.QA/9908064. This concerns the intertwining operator, the fusion matrix, the exchange matrix and the difference operators. The last part expands proofs given in โTraces of intertwiners for quantum groups and difference equations, Iโ by P. Etingof and A. Varchenko, math.QA/9907181. This concerns the dual Macdonald-Ruijsenaars equations. This paper does not claim originality, priority or completeness. It is meant as a service to whoever may take profit of it.
1. Introduction
The quantum dynamical Yang-Baxter equation (QDYBE) was first considered in 1984 by Gervais and Neveu , with motivation from physics (for monodromy matrices in Liouville theory). A general form of QDYBE with spectral parameter was presented by Felder , at two major congresses in 1994. The corresponding classical dynamical Yang-Baxter equation (CDYBE) was presented there as well. Next Etingof and Varchenko started a program to give geometric interpretations of solutions of CDYBE (see ) and of QDYBE (see ) in the case without spectral parameter. In the context of this program they pointed out a method to obtain solutions of QDYBE by the so-called exchange construction (see ). This uses, for any simple Lie algebra $`g`$, representation theory of $`U(g)`$ or of its quantized version $`U_q(g)`$ in order to define successively the intertwining operator, the fusion matrix and the exchange matrix. The matrix elements of the intertwining operator and of the exchange matrix generalize respectively the Clebsch-Gordan coefficients and the Racah coefficients to the case where the first tensor factor is a Verma module rather than a finite dimensional irreducible module. The exchange matrix is shown to satisfy QDYBE. Etingof and Varchenko also started in a related program to connect the above objects with weighted trace functions and with solutions of the (q-)Knizhnik-Zamolodchikov-Bernard equation (KZB or qKZB).
A nice introduction to the topics indicated above was recently given by Etingof and O. Schiffmann . While I was reading this paper in connection with a seminar in Amsterdam during the fall of 1999, I added some details of proofs for my own convenience, and I put these notes in TeX in order that the other participants in the seminar could take profit of it. I put these informal notes on my homepage. Since the version v2 of is now referring to these notes, I decided to post the paper on QA.
I want to emphasize that these notes are purely meant as a service to whoever may take profit of it. I do not claim any originality or priority with these proofs. Neither I tried to cover the full contents of . Most of my paper only treats the $`q=1`$ case. Only the second part of the section on the exchange matrix also covers the quantum case. In general, the extension to the quantum case will ususally be straightforward.
As for the contents, Sections 2, 3 and 4 respectively deal with the intertwining operator, the fusion matrix and the exchange matrix. In these topics are all covered in Section 2. My Sections 5 on difference operators and 6 on weighted trace functions address some topics in Section 9 of (Transfer matrices and generalized Macdonald-Ruijsenaars equations). The details of proofs in Section 6 concern $`q=1`$ analogues of proofs given in Section 3 of in connection with the dual Macdonald-Ruijsenaars equations.
I want to call attention to one conceptual aspect. This concerns formulas (4.8), (4.9). The first formula expresses an exchange matrix $`R_{U,VW}(\lambda )`$ after shifted conjugation by the fusion matrix $`J_{VW}(\lambda )`$ as a product of $`R_{UV}(\lambda )`$ (with appropriately shifted $`\lambda `$) and $`R_{UW}(\lambda )`$. The second formula is analogous. These formulas are not explicitly given in , but they do occur in without getting particular emphasis. They can be used in order to prove that $`R(\lambda )`$ satisfies QDYBE. This is analogous to the role of the quasi-triangularity property of the (non-dynamical) universal $`R`$-matrix for proving the QYBE in that case. In fact, it is possible to see (4.8) and (4.9) in the context of a certain quasitriangular quasi-Hopf algebra, see Babelon, Bernard & Biley \[1, Section 3\] for the quantum $`sl(2)`$ case.
Acknowledgements I was inspired by Pavel Etingofโs lectures on the dynamical Yang-Baxter equations at the London Mathematical Society Symposium on Quantum groups in Durham, UK, July 1999.
I thank Eric Opdam for suggesting a shorter proof than I originally had for the rational dependence on $`\lambda `$ of the intertwining operator.
Notation Throughout this paper I will denote by \[E-S\] the paper by Etingof & Schiffmann, and by \[E-V\] the paper by Etingof & Varchenko.
2. The intertwining operator
First I make two preliminary remarks in preparation of the proof of \[E-S\], Proposition 2.2.
Let $`g`$ be a Lie algebra with Lie subalgebra $`k`$, and let $`V`$ be a $`k`$-module. Then:
$`\mathrm{Ind}_k^gV:=U(g)_kV`$ with $`a(u_kv):=(au)_kv`$ ($`ag`$, $`uU(g)`$, $`vV`$).
Let $`W`$ be a $`g`$-module. Then Frobenius reciprocity states that there is an isomorphism of linear spaces
$$fF:\mathrm{Hom}_k(V,W)\mathrm{Hom}_g(U(g)_kV,W)$$
given by $`F(u_kv):=uf(v)`$, $`f(v):=F(1_kv)`$ ($`uU(g)`$, $`vV`$).
For the other remark let $`g`$ be a Lie algebra and let $`Z,W,V`$ be $`g`$-modules. Then there is an isomorphism of linear spaces
$$fF:\mathrm{Hom}_g(Z,WV)\mathrm{Hom}_g(ZW^{},V)$$
given by $`F(zw^{})=f(z),w^{}`$ ($`zZ`$, $`w^{}W^{}`$).
Proof of \[E-S\], Proposition 2.2. We have a composition of five isomorphisms
$$\begin{array}{ccc}& \mathrm{\Phi }\mathrm{\Phi }_1\mathrm{\Phi }_2\mathrm{\Phi }_3\mathrm{\Phi }_4\mathrm{\Phi }_5=\mathrm{\Phi }:\mathrm{Hom}_g(U(g)_{hn_+}C_\lambda ,M_\mu V)\hfill & \\ & \mathrm{Hom}_{hn_+}(C_\lambda ,M_\mu V)\mathrm{Hom}_{hn_+}(C_\lambda M_\mu ^{},V)\hfill & \\ & \mathrm{Hom}_{hn_+}(U(n_+)_hC_\mu ,VC_\lambda ^{})\mathrm{Hom}_h(C_\mu ,VC_\lambda ^{})\mathrm{Hom}_h(C_\lambda C_\mu ,V),\hfill & \end{array}$$
where $`\mathrm{\Phi }_1(x_\lambda ):=\mathrm{\Phi }(x_\lambda )`$, $`\mathrm{\Phi }_2(x_\lambda u^{}):=\mathrm{\Phi }(x_\lambda ),u^{}`$ ($`u^{}M_\mu ^{}`$),
$`\mathrm{\Phi }_3(u^{}):=\mathrm{\Phi }(x_\lambda ),u^{}x_\lambda ^{}`$ ($`u^{}M_\mu ^{}C_\mu _hU(n_+)`$), $`\mathrm{\Phi }_4(x_\mu ):=\mathrm{\Phi }(x_\lambda ),x_\mu ^{}x_\lambda `$,
$`\mathrm{\Phi }_5(x_\lambda x_\mu ):=\mathrm{\Phi }(x_\lambda ),x_\mu ^{}=\mathrm{\Phi }`$.
Proof that the coefficients of $`\mathrm{\Phi }_\lambda ^v`$ are rational in $`\lambda `$ (statement in paragraph after the proof of \[E-S\], Proposition 2.2; the proof below is essentially due to Eric Opdam)
Let $`\alpha _1,\mathrm{},\alpha _N`$ be the positive roots (the elements of $`\mathrm{\Delta }^+`$). Let $`V`$ be a finite-dimensional $`g`$-module, and let $`vV\backslash \{0\}`$ be $`h`$-homogeneous. Consider the Verma module $`M_{\lambda \mathrm{wt}(v)}`$ for generic values of $`\lambda h^{}`$, where it is irreducible. By Proposition 2.2 there is a unique $`g`$-intertwining linear map $`\mathrm{\Phi }_\lambda ^v:M_\lambda M_{\lambda \mathrm{wt}(v)}V`$ such that
$$\mathrm{\Phi }_\lambda ^v(x_\lambda )=\underset{k_1,\mathrm{},k_N0}{}f_{\alpha _1}^{k_1}\mathrm{}f_{\alpha _N}^{k_N}x_\mu v_{k_1,\mathrm{},k_N}\text{with }v_{0,\mathrm{},0}=v\text{.}$$
$`(2.1)`$
Here $`\mu :=\lambda \mathrm{wt}(v)`$. Clearly $`\mathrm{wt}(v_{k_1,\mathrm{},k_N})=\lambda \mu +k_1\alpha _1+\mathrm{}+k_N\alpha _N`$. It is sufficient to show that the $`v_{k_1,\mathrm{},k_N}`$ are rational in $`\lambda `$.
The unique existence of $`\mathrm{\Phi }_\lambda ^v`$ satisfying the above conditions is equivalent to the unique existence of $`wM_\mu V`$ such that $`\mathrm{wt}(w)=\lambda `$, $`e_{\alpha _i}w=0`$ for $`i=1,\mathrm{},N`$ and such that $`w`$ has the form of the right-hand side of (2.1) with $`v_{0,\mathrm{},0}=v`$. We will show that the unique existence of $`w`$ with these properties implies that the $`v_{k_1,\mathrm{},k_N}`$ are rational in $`\lambda `$.
Note that
$$e_{\alpha _i}f_{\alpha _1}^{k_1}\mathrm{}f_{\alpha _N}^{k_N}x_\mu =\underset{\begin{array}{c}l_1,\mathrm{},l_N0\\ k_1\alpha _1+\mathrm{}+k_N\alpha _N=\\ \alpha _i+l_1\alpha _1+\mathrm{}+l_N\alpha _N\end{array}}{}p_{i;l_1,\mathrm{},l_N}^{k_1,\mathrm{},k_N}(\lambda )f_{\alpha _1}^{l_1}\mathrm{}f_{\alpha _N}^{l_N}x_\mu $$
with $`p_{i;l_1,\mathrm{},l_N}^{k_1,\mathrm{},k_N}(\lambda )`$ polynomial in $`\lambda `$. So, for $`i=1,\mathrm{},N`$ we have
$$0=e_{\alpha _i}w=\underset{l_1,\mathrm{},l_N}{}f_{\alpha _1}^{l_1}\mathrm{}f_{\alpha _N}^{l_N}x_\mu \left(e_{\alpha _i}v_{l_1,\mathrm{},v_N}+\underset{\begin{array}{c}k_1,\mathrm{},k_N0\\ k_1\alpha _1+\mathrm{}+k_N\alpha _N=\\ \alpha _i+l_1\alpha _1+\mathrm{}+l_N\alpha _N\end{array}}{}p_{i;l_1,\mathrm{},l_N}^{k_1,\mathrm{},k_N}(\lambda )v_{k_1,\mathrm{},k_N}\right).$$
So the inhomogeneous system of linear equations in the coordinates of the vectors $`v_{l_1,\mathrm{},l_N}`$ ($`l_1,\mathrm{},l_N`$ nonnegative integers, not all 0) given by
$$e_{\alpha _i}v_{l_1,\mathrm{},v_N}+\underset{\begin{array}{c}k_1,\mathrm{},k_N0\\ k_1\alpha _1+\mathrm{}+k_N\alpha _N=\\ \alpha _i+l_1\alpha _1+\mathrm{}+l_N\alpha _N\end{array}}{}p_{i;l_1,\mathrm{},l_N}^{k_1,\mathrm{},k_N}(\lambda )v_{k_1,\mathrm{},k_N}=0(i=1,\mathrm{},N)$$
has for generic $`\lambda `$ a unique solution. Since the coefficients are polynomials in $`\lambda `$ it follows that the solution must be rational in $`\lambda `$.
3. The fusion matrix
Proof of \[E-S\], Proposition 2.3, part 2
$$\mathrm{\Phi }_\lambda ^v(x_\lambda )x_{\lambda \mathrm{wt}(v)}v+M_{\lambda \mathrm{wt}(v)}[<\lambda \mathrm{wt}(v)]V[>\mathrm{wt}(v)].$$
Hence
$$\mathrm{\Phi }_\lambda ^v(M_\lambda [<\lambda ])ฤฑx_{\lambda \mathrm{wt}(v)}V[<\mathrm{wt}(v)]+M_{\lambda \mathrm{wt}(v)}[<\lambda \mathrm{wt}(v)]V.$$
It follows that
$$\begin{array}{ccc}& (\mathrm{\Phi }_{\lambda \mathrm{wt}(v)}^w1)(\mathrm{\Phi }_\lambda ^v(x_\lambda ))\hfill & \\ & \mathrm{\Phi }_{\lambda \mathrm{wt}(v)}^w(x_{\lambda \mathrm{wt}(v)})v+\mathrm{\Phi }_{\lambda \mathrm{wt}(v)}^w(M_{\lambda \mathrm{wt}(v)}[<\lambda \mathrm{wt}(v)])V[>\mathrm{wt}(v)]\hfill & \\ & ฤฑx_{\lambda \mathrm{wt}(v)\mathrm{wt}(w)}wv+M_{\lambda \mathrm{wt}(v)\mathrm{wt}(w)}[<\lambda \mathrm{wt}(v)\mathrm{wt}(w)]WV\hfill & \\ & +x_{\lambda \mathrm{wt}(v)\mathrm{wt}(w)}W[<\mathrm{wt}(w)]V[>\mathrm{wt}(v)]\hfill & \\ & +M_{\lambda \mathrm{wt}(v)\mathrm{wt}(w)}[<\lambda \mathrm{wt}(v)\mathrm{wt}(w)]WV.\hfill & \end{array}$$
Hence
$$J_{WV}(\lambda )(wv)wv+W[<\mathrm{wt}(w)]V[>\mathrm{wt}(v)].$$
Proof of \[E-S\], Proposition 2.3, part 3 On the one hand we have
$$\begin{array}{ccc}& (\mathrm{\Phi }_{\lambda \mathrm{wt}(v)\mathrm{wt}(w)}^u11)(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)}^w1)\mathrm{\Phi }_\lambda ^v(x_\lambda )\hfill & (3.1)\hfill \\ & =(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)\mathrm{wt}(w)}^u11)\mathrm{\Phi }_\lambda ^{J_{WV}(\lambda )(wv)}(x_\lambda )\hfill & \\ & =\mathrm{\Phi }_\lambda ^{J_{U,WV}(\lambda )(1J_{WV}(\lambda ))(uwv)}(x_\lambda ).\hfill & (3.2)\hfill \end{array}$$
On the other hand, expression (3.1) also equals
$$\begin{array}{ccc}& (\mathrm{\Phi }_{\lambda \mathrm{wt}(v)}^{J_{UW}(\lambda \mathrm{wt}(v))(uw)}1)\mathrm{\Phi }_\lambda ^v(x_\lambda )\hfill & \\ & =\mathrm{\Phi }_\lambda ^{(J_{UW,V}1)(\lambda )J_{UW}(\lambda \mathrm{wt}(v))(uwv)}(x_\lambda ).\hfill & (3.3)\hfill \end{array}$$
Hence, by equality of expressions (3.2) and (3.3), we have
$$J_{U,WV}(\lambda )(1J_{WV}(\lambda ))(uwv)=(J_{UW,V}1)(\lambda )J_{UW}(\lambda \mathrm{wt}(v))(uwv).$$
Hence we arrive at the dynamical 2-cocycle condition, which was to be proved:
$$J_{U,WV}(\lambda )(1J_{WV}(\lambda ))=(J_{UW,V}1)(\lambda )J_{UW}(\lambda h^{(3)}).$$
$`(3.4)\text{ }\text{ }\text{ }`$
4. The exchange matrix
Proposition 2.4 in \[E-S\] states that the exchange matrix $`R_{VW}(\lambda ):=J_{VW}(\lambda )^1J_{WV}^{21}(\lambda )`$ satisfies the QDYBE
$$R_{VW}(\lambda h^{(3)})R_{VU}(\lambda )R_{WU}(\lambda h^{(1)})=R_{WU}(\lambda )R_{VU}(\lambda h^{(2)})R_{VW}(\lambda )$$
$`(4.1)`$
as an identity of operators on $`VWU`$.
In preparation of the proof recall that $`\mathrm{\Phi }_\lambda ^{w,v}:=(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)}^w1)\mathrm{\Phi }_\lambda ^v`$. Then \[E-S\] state:
Lemma$`R_{VW}(\lambda )(vw)=_iv_iw_i`$ where $`\mathrm{\Phi }_\lambda ^{w,v}=(1P)_i\mathrm{\Phi }_\lambda ^{v_i,w_i}`$.
Proof Assume $`R_{VW}(\lambda )(vw)=_iv_iw_i`$. Then
$$\begin{array}{ccc}\hfill \mathrm{\Phi }_\lambda ^{w,v}=\mathrm{\Phi }_\lambda ^{J_{WV}(\lambda )(wv)}=\mathrm{\Phi }_\lambda ^{PJ_{VW}(\lambda )R_{VW}(\lambda )(vw)}=(1P)\mathrm{\Phi }_\lambda ^{J_{VW}(\lambda )R_{VW}(\lambda )(vw)}& & \\ \hfill =(1P)\underset{i}{}\mathrm{\Phi }_\lambda ^{J_{VW}(\lambda )(v_iw_i)}=(1P)\underset{i}{}\mathrm{\Phi }_\lambda ^{v_i,w_i}.& & \multicolumn{-1}{c}{}\end{array}$$
First proof of QDYBE (4.1) Put
$$\begin{array}{ccc}\hfill \mathrm{\Phi }_\lambda ^{u,w,v}& :=(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)\mathrm{wt}(w)}^u11)(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)}^w1)\mathrm{\Phi }_\lambda ^v\hfill & \\ & =(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)}^{u,w}1)\mathrm{\Phi }_\lambda ^v\hfill & \\ & =(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)\mathrm{wt}(w)}^u11)\mathrm{\Phi }_\lambda ^{w,v}.\hfill & \end{array}$$
Now we have on the one hand
$$\begin{array}{ccc}\hfill \mathrm{\Phi }_\lambda ^{u,w,v}& =(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)\mathrm{wt}(w)}^u11)\mathrm{\Phi }_\lambda ^{w,v}\hfill & \\ & =P^{34}\underset{i}{}(\mathrm{\Phi }_{\lambda \mathrm{wt}(v_i)\mathrm{wt}(w_i)}^u11)\mathrm{\Phi }_\lambda ^{v_i,w_i}\hfill & \\ & =P^{34}\underset{i}{}(\mathrm{\Phi }_{\lambda \mathrm{wt}(w_i)}^{u,v_i}1)\mathrm{\Phi }_\lambda ^{w_i}\hfill & \\ & =P^{34}P^{23}\underset{i}{}\underset{j}{}(\mathrm{\Phi }_{\lambda \mathrm{wt}(w_i)}^{(v_i)_j,u_j}1)\mathrm{\Phi }_\lambda ^{w_i}\hfill & \\ & =P^{34}P^{23}\underset{i}{}\underset{j}{}(\mathrm{\Phi }_{\lambda \mathrm{wt}(w_i)\mathrm{wt}(u_j)}^{(v_i)_j}11)\mathrm{\Phi }_\lambda ^{u_j,w_i}\hfill & \\ & =P^{34}P^{23}P^{34}\underset{i}{}\underset{j}{}\underset{k}{}(\mathrm{\Phi }_{\lambda \mathrm{wt}((w_i)_k)\mathrm{wt}((u_j)_k)}^{(v_i)_j}11)\mathrm{\Phi }_\lambda ^{(w_i)_k,(u_j)_k}\hfill & \\ & =P^{34}P^{23}P^{34}\underset{i}{}\underset{j}{}\underset{k}{}\mathrm{\Phi }_\lambda ^{(v_i)_j,(w_i)_k,(u_j)_k},\hfill & (4.2)\hfill \end{array}$$
and accordingly
$$\begin{array}{ccc}\hfill R_{WU}(\lambda )R_{VU}(\lambda h^{(2)})R_{VW}(\lambda )(vwu)& =\underset{i}{}R_{WU}(\lambda )R_{VU}(\lambda h^{(2)})(v_iw_iu)\hfill & \\ & =\underset{i}{}R_{WU}(\lambda )R_{VU}(\lambda \mathrm{wt}(w_i))(v_iw_iu)\hfill & \\ & =\underset{i}{}\underset{j}{}R_{WU}(\lambda )((v_i)_jw_iu_j)\hfill & \\ & =\underset{i}{}\underset{j}{}\underset{k}{}(v_i)_j(w_i)_k(u_j)_k.\hfill & (4.3)\hfill \end{array}$$
On the other hand we have
$$\begin{array}{ccc}\hfill \mathrm{\Phi }_\lambda ^{u,w,v}& =(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)}^{u,w}1)\mathrm{\Phi }_\lambda ^v\hfill & \\ & =P^{23}\underset{i}{}(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)}^{w_i,v_i}1)\mathrm{\Phi }_\lambda ^v\hfill & \\ & =P^{23}\underset{i}{}(\mathrm{\Phi }_{\lambda \mathrm{wt}(v)\mathrm{wt}(u_i)}^{w_i}11)\mathrm{\Phi }_\lambda ^{u_i,v}\hfill & \\ & =P^{23}P^{34}\underset{i}{}\underset{j}{}(\mathrm{\Phi }_{\lambda \mathrm{wt}(v_j)\mathrm{wt}((u_i)_j)}^{w_i}11)\mathrm{\Phi }_\lambda ^{v_j,(u_i)_j}\hfill & \\ & =P^{23}P^{34}\underset{i}{}\underset{j}{}(\mathrm{\Phi }_{\lambda \mathrm{wt}((u_i)_j)}^{w_i,v_j}1)\mathrm{\Phi }_\lambda ^{(u_i)_j}\hfill & \\ & =P^{23}P^{34}P^{23}\underset{i}{}\underset{j}{}\underset{k}{}(\mathrm{\Phi }_{\lambda \mathrm{wt}((u_i)_j)}^{(v_j)_k,(w_i)_k}1)\mathrm{\Phi }_\lambda ^{(u_i)_j}\hfill & \\ & =P^{23}P^{34}P^{23}\underset{i}{}\underset{j}{}\underset{k}{}\mathrm{\Phi }_\lambda ^{(v_j)_k,(w_i)_k,(u_i)_j},\hfill & (4.4)\hfill \end{array}$$
and accordingly
$$\begin{array}{ccc}\hfill R_{VW}(\lambda h^{(3)})& R_{VU}(\lambda )R_{WU}(\lambda h^{(1)})(vwu)\hfill & \\ & =R_{VW}(\lambda h^{(3)})R_{VU}(\lambda )R_{WU}(\lambda \mathrm{wt}(v))(vwu)\hfill & \\ & =\underset{i}{}R_{VW}(\lambda h^{(3)})R_{VU}(\lambda )(vw_iu_i)\hfill & \\ & =\underset{i}{}\underset{j}{}R_{VW}(\lambda h^{(3)})(v_jw_i(u_i)_j)\hfill & \\ & =\underset{i}{}\underset{j}{}R_{VW}(\lambda \mathrm{wt}((u_i)_j))(v_jw_i(u_i)_j)\hfill & \\ & =\underset{i}{}\underset{j}{}\underset{k}{}(v_j)_k(w_i)_k(u_i)_j.\hfill & (4.5)\hfill \end{array}$$
It follows from (4.2) and (4.4) that
$$\underset{i}{}\underset{j}{}\underset{k}{}\mathrm{\Phi }_\lambda ^{(v_i)_j,(w_i)_k,(u_j)_k}=\underset{i}{}\underset{j}{}\underset{k}{}\mathrm{\Phi }_\lambda ^{(v_j)_k,(w_i)_k,(u_i)_j}.$$
Hence the right-hand sides of (4.3) and (4.5) are equal. Thus the left-hand sides of (4.3) and (4.5) are also equal.
As pointed out in \[E-S\], ยง2.2 the construction of intertwining operators, fusion and exchange matrices admit natural quantum analogues. Most definitions, results and proofs go on essentially unchanged compared to the $`q=1`$ case. However, in the definition of the exchange matrix the R-matrix $`_{VW}`$ associated to $`U_q(g)`$-modules $`V`$ and $`W`$, and induced by the universal R-matrix $``$, is also needed. I will use the notation
$$_{WV}^{21}:=(_{WV})^{21}=P_{WV}_{WV}P_{VW}.$$
$`(4.6)`$
This is different from the notation $`_{VW}^{21}:=(^{21})_{VW}`$ in \[E-S\], ยง2.2. The exchange matrix in the quantum case is now defined by
$$R_{VW}(\lambda ):=J_{VW}(\lambda )^1_{WV}^{21}J_{WV}^{21}(\lambda ).$$
$`(4.7)`$
The dynamical two-cocycle condition (3.4) will remain valid in the quantum case. I will now discuss a second proof of the QDYBE (4.1), which is briefly sketched in the remark in \[E-S\] after Proposition 2.4, and which also holds in the quantum case. In the following, when being in the $`q=1`$ case, just put $`_{VW}`$ equal to 1 (for any $`V,W`$).
I derive first the following two important formulas (not given in \[E-S\]) for the exchange matrix:
$$\begin{array}{ccc}\hfill J_{VW}(\lambda )^1R_{U,VW}(\lambda )J_{VW}(\lambda h^{(U)})& =R_{UV}(\lambda h^{(W)})R_{UW}(\lambda ),\hfill & (4.8)\hfill \\ \hfill J_{UV}(\lambda h^{(W)})^1R_{UV,W}(\lambda )J_{UV}(\lambda )& =R_{VW}(\lambda )R_{UW}(\lambda h^{(V)}),\hfill & (4.9)\hfill \end{array}$$
where both sides in (4.8) and (4.9) are acting on $`UVW`$. Here we have adapted the notation introduced in \[E-S\] just before Proposition 2.3 as follows. If $`U=A_i`$ then $`F(\lambda h^{(U)})`$ will mean $`F(\lambda h^{(i)})`$.
One of the formulas (4.8) and (4.9) can be obtained by specialization of formula (2.42) in \[E-V\]. Note that (4.8) and (4.9) are also dynamical analogues of the formulas
$$_{UV,W}=_{UW}_{VW},_{U,VW}=_{UW}_{UV},$$
$`(4.10)`$
obtained from the following formulas for the universal R-matrix:
$$(\mathrm{\Delta }\mathrm{id})()=_{13}_{23},(\mathrm{id}\mathrm{\Delta })()=_{13}_{12},$$
which belong to the defining properties of a quasitriangular Hopf algebra. Another defining property of a quasitriangular Hopf algebra is that
$$P(\mathrm{\Delta }(u))=\mathrm{\Delta }(u)^1,$$
which implies for the universal fusion matrix $`J(\lambda )`$ (see \[E-S\], ยง8) that
$$\begin{array}{ccc}& P_{12}(\mathrm{\Delta }1)(J(\lambda ))=_{12}(\mathrm{\Delta }1)(J(\lambda ))_{12}^1,\hfill & \\ & P_{23}(1\mathrm{\Delta })(J(\lambda ))=_{23}(1\mathrm{\Delta })(J(\lambda ))_{23}^1,\hfill & \end{array}$$
and hence
$$\begin{array}{cc}& P_{WV}J_{WV,U}(\lambda )P_{VW}=_{VW}J_{VW,U}(\lambda )_{VW}^1.\hfill \\ & P_{UW}J_{V,UW}(\lambda )P_{WU}=_{WU}J_{V,WU}(\lambda )_{WU}^1.\hfill \end{array}$$
$`(4.11)`$
In the proof of (4.8) and (4.9) I will need (4.10) and (4.11).
Proof of (4.8)
$$\begin{array}{ccc}& J_{VW}(\lambda )^1R_{U,VW}(\lambda )J_{VW}(\lambda h^{(U)})\hfill & \\ & =J_{VW}(\lambda )^1J_{U,VW}(\lambda )^1J_{VW,U}^{21}(\lambda )_{VW,U}^{21}J_{VW}(\lambda h^{(U)})\hfill & \\ & =J_{UV}(\lambda h^{(W)})^1J_{UV,W}(\lambda )^1P_{VU}P_{WU}\hfill & \\ & _{VW,U}J_{VW,U}(\lambda )P_{UW}P_{UV}J_{VW}(\lambda h^{(U)})\hfill & \\ & =J_{UV}(\lambda h^{(W)})^1J_{UV,W}(\lambda )^1P_{VU}P_{WU}\hfill & \\ & _{VU}_{WU}J_{VW,U}(\lambda )J_{VW}(\lambda h^{(U)})P_{UW}P_{UV}\hfill & \\ & =J_{UV}(\lambda h^{(W)})^1J_{UV,W}(\lambda )^1P_{VU}_{VU}P_{WU}_{WU}J_{V,WU}(\lambda )J_{WU}(\lambda )P_{UW}P_{UV}\hfill & \\ & =J_{UV}(\lambda h^{(W)})^1P_{VU}_{VU}J_{VU,W}(\lambda )^1J_{V,UW}(\lambda )P_{WU}_{WU}J_{WU}(\lambda )P_{UW}P_{UV}\hfill & \\ & =J_{UV}(\lambda h^{(W)})^1P_{VU}_{VU}J_{VU}(\lambda h^{(W)})J_{UW}(\lambda )^1P_{WU}_{WU}J_{WU}(\lambda )P_{UW}P_{UV}\hfill & \\ & =J_{UV}(\lambda h^{(W)})^1_{VU}^{21}J_{VU}^{21}(\lambda h^{(W)})P_{VU}J_{UW}(\lambda )^1_{WU}^{21}J_{WU}^{21}(\lambda )P_{UV}\hfill & \\ & =R_{UV}(\lambda h^{(W)})R_{UW}(\lambda ).\hfill & \multicolumn{-1}{c}{}\end{array}$$
Proof of (4.9)
$$\begin{array}{ccc}& J_{UV}(\lambda h^{(W)})^1R_{UV,W}(\lambda )J_{UV}(\lambda )\hfill & \\ & =J_{UV}(\lambda h^{(W)})^1J_{UV,W}(\lambda )^1_{W,UV}^{21}J_{W,UV}^{21}(\lambda )J_{UV}(\lambda )\hfill & \\ & =J_{VW}(\lambda )^1J_{U,VW}(\lambda )^1P_{WV}P_{WU}_{W,UV}J_{W,UV}(\lambda )P_{UW}P_{VW}J_{UV}(\lambda )\hfill & \\ & =J_{VW}(\lambda )^1J_{U,VW}(\lambda )^1P_{WV}P_{WU}_{WV}_{WU}J_{W,UV}(\lambda )J_{UV}(\lambda )P_{UW}P_{VW}\hfill & \\ & =J_{VW}(\lambda )^1J_{U,VW}(\lambda )^1P_{WV}_{WV}P_{WU}_{WU}J_{WU,V}(\lambda )J_{WU}(\lambda h^{(V)})P_{WU}P_{WV}\hfill & \\ & =J_{VW}(\lambda )^1P_{WV}_{WV}J_{U,WV}(\lambda )^1J_{UW,V}(\lambda )P_{WU}_{WU}J_{WU}(\lambda h^{(V)})P_{UW}P_{VW}\hfill & \\ & =J_{VW}(\lambda )^1P_{WV}_{WV}J_{WV}(\lambda )J_{UW}(\lambda h^{(V)})^1P_{WU}_{WU}J_{WU}(\lambda h^{(V)})P_{UW}P_{VW}\hfill & \\ & =J_{VW}(\lambda )^1_{WV}^{21}J_{WV}^{21}(\lambda )P_{WV}J_{UW}(\lambda h^{(V)})^1_{WU}^{21}J_{WU}^{21}(\lambda h^{(V)})P_{VW}\hfill & \\ & =R_{VW}(\lambda )R_{UW}(\lambda h^{(V)}).\hfill & \multicolumn{-1}{c}{}\end{array}$$
In both proofs we have used the 2-cocycle condition (3.4) for the fusion matrix three times.
Second proof of QDYBE (4.1) (using (4.8) and (4.9); acting on $`VWU`$)
$$\begin{array}{ccc}& R_{VW}(\lambda h^{(U)})R_{VU}(\lambda )R_{WU}(\lambda h^{(V)})\hfill & \\ & =J_{WU}(\lambda )^1R_{V,WU}(\lambda )J_{WU}(\lambda h^{(V)})J_{WU}(\lambda h^{(V)})^1_{UW}^{21}J_{UW}^{21}(\lambda h^{(V)})\hfill & \\ & =J_{WU}(\lambda )^1R_{V,WU}(\lambda )P_{UW}_{UW}J_{UW}(\lambda h^{(V)})P_{WU}\hfill & \\ & =J_{WU}(\lambda )^1P_{UW}_{UW}R_{V,UW}(\lambda )J_{UW}(\lambda h^{(V)})P_{WU}\hfill & \\ & =J_{WU}(\lambda )^1P_{UW}_{UW}J_{UW}(\lambda )R_{VU}(\lambda h^{(W)})R_{VW}(\lambda )P_{WU}\hfill & \\ & =R_{WU}(\lambda )P_{UW}R_{VU}(\lambda h^{(W)})R_{VW}(\lambda )P_{WU}\hfill & \\ & =R_{WU}(\lambda )R_{VU}(\lambda h^{(W)})R_{VW}(\lambda ).\hfill & \multicolumn{-1}{c}{}\end{array}$$
5. Difference operators
Next I give a proof for the $`q=1`$ case of the formula
$$๐_{VW}^U=๐_V^U๐_W^U=๐_W^U๐_V^U,$$
$`(5.1)`$
stated at the end of ยง9.1 in \[E-S\] for the quantum case. Let $`g`$ be a simple Lie algebra. For any two finite-dimensional $`g`$-modules $`U`$ and $`V`$ let $`R_{VU}(\lambda )`$ be the exchange matrix. Let $`R_{VU}(\lambda ):=R_{VU}(\lambda \rho )`$ denote the shifted exchange matrix. Let $`_U`$ be the space of $`U[0]`$-valued meromorphic functions on $`h^{}`$. For $`\nu h^{}`$ let $`T_\nu \mathrm{End}(_U)`$ be the shift operator $`(T_\nu f)(\lambda ):=f(\lambda +\nu )`$. Define the difference operator $`๐_V^{\lambda ,U}`$ acting on $`_U`$ by
$$\begin{array}{ccc}\hfill ๐_V^{\lambda ,U}:=& \underset{\nu h^{}}{}\mathrm{Tr}|_{V[\nu ]}(R_{VU}(\lambda ))T_\nu \hfill & \\ \hfill =& \underset{\nu h^{}}{}\mathrm{Tr}|_{V[\nu ]}(R_{V[\nu ],U[0];V[\nu ],U[0]}(\lambda ))T_\nu ,\hfill & (5.2)\hfill \end{array}$$
where $`R_{V[\lambda ],U[\mu ];V[\nu ],U[\sigma ]}`$ denotes the block of the matrix $`R_{VU}`$ corresponding to the weight spaces $`V[\lambda ],U[\mu ];V[\nu ],U[\sigma ]`$ (which block will be zero unless $`\lambda +\mu =\nu +\sigma `$).
Proof of (5.1)
We can rewrite (4.9) as
$$R_{WV,U}(\lambda )=J_{WV}(\lambda +h^{(U)})R_{VU}(\lambda )R_{WU}(\lambda +h^{(V)})J_{WV}(\lambda )^1,$$
where $`J_{WV}(\lambda ):=J(\lambda \rho )`$ denotes the shifted fusion matrix. Hence
$$\begin{array}{ccc}& R_{W[\nu ]V[\mu ],U[0];W[\nu ]V[\mu ],U[0]}(\lambda )=\underset{\mu ^{},\nu ^{},\mu ^{\prime \prime },\nu ^{\prime \prime },\sigma }{}J_{W[\nu ],V[\mu ];W[\nu ^{}],V[\mu ^{}]}(\lambda )\hfill & \\ & R_{V[\mu ^{}],U[0];V[\mu ^{\prime \prime }],U[\sigma ]}(\lambda )R_{W[\nu ^{}],U[\sigma ];W[\nu ^{\prime \prime }],U[0]}(\lambda +\mu ^{\prime \prime })J_{W[\nu ],V[\mu ];W[\nu ^{\prime \prime }],V[\mu ^{\prime \prime }]}(\lambda )^1.\hfill & \end{array}$$
Hence
$$\begin{array}{ccc}& \mathrm{Tr}|_{W[\nu ]V[\mu ]}(R_{W[\nu ]V[\mu ],U[0];W[\nu ]V[\mu ],U[0]}(\lambda ))\hfill & \\ & =\underset{\sigma }{}\mathrm{Tr}|_{W[\nu ]V[\mu ]}(R_{V[\mu ],U[0];V[\mu ],U[\sigma ]}(\lambda )R_{W[\nu ],U[\sigma ];W[\nu ],U[0]}(\lambda +\mu ))\hfill & \\ & =\mathrm{Tr}|_{W[\nu ]V[\mu ]}(R_{V[\mu ],U[0];V[\mu ],U[0]}(\lambda )R_{W[\nu ],U[0];W[\nu ],U[0]}(\lambda +\mu )).\hfill & \end{array}$$
Then
$$\begin{array}{ccc}\hfill ๐_V^{\lambda ,U}๐_W^{\lambda ,U}& =\underset{\mu }{}\mathrm{Tr}|_{V[\mu ]}(R_{V[\mu ],U[0];V[\mu ],U[0]}(\lambda ))T_\mu \underset{\nu }{}\mathrm{Tr}|_{W[\nu ]}(R_{W[\nu ],U[0];W[\nu ],U[0]}(\lambda ))T_\nu \hfill & \\ & =\underset{\mu ,\nu }{}\mathrm{Tr}|_{V[\mu ]}(R_{V[\mu ],U[0];V[\mu ],U[0]}(\lambda ))\mathrm{Tr}|_{W[\nu ]}(R_{W[\nu ],U[0];W[\nu ],U[0]}(\lambda +\mu ))T_{\mu +\nu }\hfill & \\ & =\underset{\mu ,\nu }{}\mathrm{Tr}|_{W[\nu ]V[\mu ]}(R_{V[\mu ],U[0];V[\mu ],U[0]}(\lambda )R_{W[\nu ],U[0];W[\nu ],U[0]}(\lambda +\mu ))T_{\mu +\nu }\hfill & \\ & =\underset{\mu ,\nu }{}\mathrm{Tr}|_{W[\nu ]V[\mu ]}(R_{W[\nu ]V[\mu ],U[0];W[\nu ]V[\mu ],U[0]}(\lambda ))T_{\mu +\nu }\hfill & \\ & =\underset{\sigma }{}\mathrm{Tr}|_{(WV)[\sigma ]}(R_{(WV)[\sigma ],U[0];(WV)[\sigma ],U[0]}(\lambda ))T_\sigma =๐_{WV}^{\lambda ,U}.\hfill & \end{array}$$
But also
$$\begin{array}{ccc}& ๐_{WV}^{\lambda ,U}=\underset{\mu ,\nu }{}\mathrm{Tr}|_{W[\nu ]V[\mu ]}(R_{W[\nu ]V[\mu ],U[0];W[\nu ]V[\mu ],U[0]}(\lambda ))T_{\mu +\nu }\hfill & \\ & =\underset{\mu ,\nu }{}\mathrm{Tr}|_{W[\nu ]V[\mu ]}(P_{V[\mu ],W[\nu ];V[\mu ],W[\nu ]}R_{V[\mu ]W[\nu ],U[0];V[\mu ]W[\nu ],U[0]}(\lambda )P_{W[\nu ],V[\mu ];W[\nu ],V[\mu ]})\hfill & \\ & T_{\mu +\nu }=\underset{\mu ,\nu }{}\mathrm{Tr}|_{V[\mu ]W[\nu ]}(R_{V[\mu ]W[\nu ],U[0];V[\mu ]W[\nu ],U[0]}(\lambda ))T_{\mu +\nu }=๐_{VW}^{\lambda ,U}.\hfill & \end{array}$$
Hence
$$๐_V^{\lambda ,U}๐_W^{\lambda ,U}=๐_{WV}^{\lambda ,U}=๐_{VW}^{\lambda ,U}=๐_W^{\lambda ,U}๐_V^{\lambda ,U}.$$
Note that it was possible to apply (4.9) in the above proof above because we had assumed thet $`๐_V^{\lambda ,U}`$ acts on $`U[0]`$-valued functions, and because the definition of $`๐_V^{\lambda ,U}`$ involved shift operators $`T_\nu `$.
6. Weighted trace functions
In ยง9.2 of \[E-S\] weighted-trace functions are introduced and difference equations are given for them. \[E-S\] refers for the proofs to \[E-V\]. Theorem 9.2 of \[E-S\] survives for $`q=1`$, see \[E-V\], Theorem 10.4. I will give a proof of that theorem parallel to the proof of the $`q`$-case, see Theorem 1.2 and ยง3 in \[E-V\].
First consider the proof of Lemma 2.14 in \[E-V\]. Let $`W`$ be a finite-dimensional $`g`$-module. By the properties of the intertwining operator we can uniquely define a bilinear form $`B_{\lambda ,W}:W\times W^{}C`$ by the formula
$$(1,)(\mathrm{\Phi }_{\lambda \mathrm{wt}(w^{})}^w1)\mathrm{\Phi }_\lambda ^w^{}=B_{\lambda ,W}(w,w^{})\mathrm{id}_{M_\lambda }.$$
$`(6.1)`$
Note that $`B_{\lambda ,W}(w,w^{})=0`$ if $`\mathrm{wt}(w)+\mathrm{wt}(w^{})0`$. Since
$$\mathrm{\Phi }_\lambda ^{J_{WW^{}}(\lambda )(ww^{})}=(\mathrm{\Phi }_{\lambda \mathrm{wt}(w^{})}^w1)\mathrm{\Phi }_\lambda ^w^{},$$
we have
$$B_{\lambda ,W}(w,w^{})=,\left(J_{WW^{}}(\lambda )(ww^{})\right).$$
$`(6.2)`$
Define a generalized element $`Q(\lambda )`$ in $`U(g)`$ in terms of the universal fusion matrix by
$$Q(\lambda ):=\left(mP(1S^1)\right)J(\lambda ).$$
$`(6.3)`$
This induces an endomorphism $`Q_W(\lambda )`$ of $`W`$ given by
$$Q_W(\lambda )=C_W\left((J_{WW^{}}(\lambda )^{t_2})^{21}\right),$$
$`(6.4)`$
where $`C_W`$ denotes contraction of an endomorphism of $`WW`$ to an endomorphism of $`W`$. Now we have
$$B_{\lambda ,W}(w,w^{})=Q_W(\lambda )w,w^{}.$$
$`(6.5)`$
Indeed, if $`T\mathrm{End}(WW)`$ then $`C(T)w,w^{}=,\left((T^{21})^{t_2}(ww^{})\right)`$. Hence
$$Q_W(\lambda )w,w^{}=,\left(J_{WW^{}}(\lambda )(ww^{})\right)=B_{\lambda ,W}(w,w^{}).$$
It follows from (6.5) that $`Q_W(\lambda )`$ is a weight preserving endomorphism of $`W`$.
Next we have
$$B_{\lambda ,UW}\left(J_{UW}(\lambda h^{(U^{})}h^{(W^{})})J_{U^{}W^{}}(\lambda )\right)=B_{\lambda ,U}B_{\lambda h^{(U^{})},W}.$$
$`(6.6)`$
Indeed,
$$\begin{array}{ccc}& B_{\lambda ,U}(u,u^{})B_{\lambda \mathrm{wt}(u^{}),W}\mathrm{id}_{M_\lambda }\hfill & \\ & =(,,)\mathrm{\Phi }_{\lambda \mathrm{wt}(u^{})\mathrm{wt}(w^{})\mathrm{wt}(w)}^u\mathrm{\Phi }_{\lambda \mathrm{wt}(u^{})\mathrm{wt}(w^{})}^w\mathrm{\Phi }_{\lambda \mathrm{wt}(u^{})}^w^{}\mathrm{\Phi }_\lambda ^u^{}\hfill & \\ & =(,,)\mathrm{\Phi }_{\lambda \mathrm{wt}(u^{})\mathrm{wt}(w^{})}^{J_{UW}(\lambda \mathrm{wt}(u^{})\mathrm{wt}(w^{}))(uw)}\mathrm{\Phi }_\lambda ^{J_{W^{}U^{}}(\lambda )(w^{}u^{})}\hfill & \\ & =B_{\lambda ,UW}(J_{UW}(\lambda \mathrm{wt}(u^{})\mathrm{wt}(w^{}))(uw),J_{W^{}U^{}}^{21}(\lambda )(u^{}w^{}))\mathrm{id}_{M_\lambda }.\hfill & \end{array}$$
Combination of (6.6) with (6.5) yields that
$$Q_{UW}(\lambda )=\left(J_{W^{}U^{}}^{t_1t_2,21}(\lambda )\right)^1\left(Q_U(\lambda )Q_W(\lambda +h^{(U)})\right)J_{UW}(\lambda +h^{(U)}+h^{(W)})^1.$$
$`(6.7)`$
It follows from (6.5) and (6.1) that $`Q_{UW}(\lambda )=Q_{WU}^{21}(\lambda )`$. Hence we can rewrite (6.7) as
$$Q_{UW}(\lambda )=\left(J_{U^{}W^{}}^{t_1t_2}(\lambda )\right)^1\left(Q_U(\lambda +h^{(W)})Q_W(\lambda )\right)J_{WU}^{21}(\lambda +h^{(U)}+h^{(W)})^1.$$
Now eliminate $`Q_{UW}(\lambda )`$ from these two formulas and substitute
$$R_{UW}(\lambda )=J_{UW}(\lambda )^1J_{WU}^{21}(\lambda )$$
$`(6.8)`$
(the defining formula for the exchange matrix in ยง2.1 of \[E-S\]). Then we obtain
$$\begin{array}{ccc}\hfill R_{U^{}W^{}}^{t_1t_2}(\lambda )=& \left(Q_U(\lambda )Q_W(\lambda +h^{(U)})\right)\hfill & \\ & R_{UW}(\lambda +h^{(U)}+h^{(W)})\left(Q_U(\lambda +h^{(W)})Q_W(\lambda )\right)^1.\hfill & (6.9)\hfill \end{array}$$
This is essentially the formula at the end of ยง3.3 in \[E-V\].
Next I discuss Proposition 3.1 in \[E-V\]. Fix finite-dimensional $`g`$-modules $`V`$ and $`W`$. Let $`B`$ be a basis of $`V`$ consisting of weight vectors. For $`vB`$ let $`V^{}`$ be the corresponding dual basis vector of $`V^{}`$. Define the operator
$$\mathrm{\Phi }_\mu ^V:y\underset{vB}{}\mathrm{\Phi }_\mu ^v(y)v^{}:M_\mu \underset{\lambda }{}(M_{\mu \lambda }VV^{}[\lambda ]),$$
$`(6.10)`$
which is clearly independent of the choice of $`B`$. Define the isomorphism
$$\eta _W(\mu ):\underset{\nu }{}(W[\nu ]M_{\mu +\nu })M_\mu W,$$
where
$$\eta _W(\mu )(wz):=\mathrm{\Phi }_{\mu +\nu }^w(z)\text{if }wW[\nu ]\text{}zM_{\mu +\nu }\text{.}$$
$`(6.11)`$
Proposition 3.1 together with formula (3.2) in \[E-V\] can now be formulated as follows:
$$\begin{array}{ccc}& P_{VV^{},W}(\mathrm{\Phi }_\mu ^V\mathrm{id}_W)\eta _W(\mu )|_{W[\nu ]M_{\mu +\nu }}\hfill & \\ & =(\eta _W(\mu )\mathrm{id}_V\mathrm{id}_V^{})R_{WV}^{t_2}(\mu +\nu )(\mathrm{id}_W\mathrm{\Phi }_{\mu +\nu }^V)|_{W[\nu ]M_{\mu +\nu }}.\hfill & (6.12)\hfill \end{array}$$
Proof of (6.12) Write $`R_{WV}(\mu +\nu )=_ip_iq_i^t`$. Let $`yM_{\mu +\nu }`$ and $`wW[\nu ]`$. Then
$$\begin{array}{ccc}& \left(P_{VV^{},W}(\mathrm{\Phi }_\mu ^V\mathrm{id}_W)\eta _W(\mu )\right)(wy)=\left(P_{VV^{},W}(\mathrm{\Phi }_\mu ^V\mathrm{id}_W)\mathrm{\Phi }_{\mu +\nu }^w\right)(y)\hfill & \\ & =P_{VW}\underset{vB}{}(\mathrm{\Phi }_\mu ^v\mathrm{id})\left(\mathrm{\Phi }_{\mu +\nu }^w(y)\right)v^{}=P_{VW}\underset{vB}{}\mathrm{\Phi }_{\mu +\nu }^{J_{VW}(\mu +\nu )(vw)}(y)v^{}\hfill & \\ & =\underset{vB}{}\mathrm{\Phi }_{\mu +\nu }^{J_{VW}^{21}(\mu +\nu )(wv)}(y)v^{}=\underset{vB}{}\mathrm{\Phi }_{\mu +\nu }^{J_{WV}(\mu +\nu )(R_{WV}(\mu +\nu )(wv))}(y)v^{}\hfill & \\ & =\underset{vB}{}\underset{i}{}(\mathrm{\Phi }_{\mu +\nu \mathrm{wt}(v)}^{p_iw}\mathrm{id}_V)\left(\mathrm{\Phi }_{\mu +\nu }^{q_i^tv}(y)\right)v^{}\hfill & \\ & =\underset{vB}{}\underset{i}{}(\mathrm{\Phi }_{\mu +\nu \mathrm{wt}(v)}^{p_iw}\mathrm{id}_V)\left(\mathrm{\Phi }_{\mu +\nu }^v(y)\right)q_iv^{}\hfill & \\ & =\underset{vB}{}\underset{i}{}(\eta _W(\mu )\mathrm{id}_V\mathrm{id}_V^{})(p_iw\mathrm{\Phi }_{\mu +\nu }^v(y)q_iv^{})\hfill & \\ & =(\eta _W(\mu )\mathrm{id}_V\mathrm{id}_V^{})R_{WV}^{t_2}(\mu +\nu )(w\mathrm{\Phi }_{\mu +\nu }^V(y)).\hfill & \multicolumn{-1}{c}{}\end{array}$$
For $`\lambda h^{}`$ and $`U`$ a $`g`$-module let $`e^\lambda :ue^{\lambda ,\mathrm{wt}(u)}u:UU`$. Let $`V`$ be a finite dimensional $`g`$-module and let $`vV[0]`$. Let $`\{y_i\}`$ be a basis of $`M_\mu `$ consisting of weight vectors. Since $`\mathrm{\Phi }_\mu ^v:M_\mu M_\mu V`$ is weight preserving, we have $`\mathrm{\Phi }_\mu ^v(y_i)y_iV[0]+_{ji}y_jV`$. Hence, if $`B[0]`$ is a basis of $`V[0]`$ and if $`v^{}V^{}[0]`$ is the dual basis vector corresponding to $`vB[0]`$, we have
$$\mathrm{\Phi }_\mu ^v(e^\lambda y_i)v^{}y_iV[0]V^{}[0]+\underset{ji}{}y_jVV^{}[0].$$
Let
$$\mathrm{\Phi }_\mu ^{V[0]}:=\underset{vB[0]}{}\mathrm{\Phi }_\mu ^vv^{}.$$
$`(6.13)`$
Then
$$\mathrm{\Psi }_V(\lambda ,\mu ):=\mathrm{Tr}|_{M_\mu }(\mathrm{\Phi }_\mu ^{V[0]}e^\lambda )V[0]V^{}[0].$$
$`(6.14)`$
For $`W`$ a finite dimensional $`g`$-module let
$$\chi _W(e^\lambda ):=\mathrm{Tr}|_We^\lambda =\underset{\nu }{}dim(W[\nu ])e^{\lambda ,\nu }.$$
$`(6.15)`$
A difference equation for $`\mathrm{\Psi }_V(\lambda ,\mu )`$ in the variable $`\mu `$ can be derived from (6.12). First multiply both sides of (6.12) with $`e^{\lambda ,\mu +\nu }`$, observe that $`\eta _W(\mu )(\mathrm{id}_We^\lambda )=(e^\lambda e^\lambda )\eta _W(\mu )`$, sum both sides of (6.12) with respect to $`\nu `$, and next multiply both sides of (6.12) on the left with $`(\eta _W(\mu )\mathrm{id}_V\mathrm{id}_V^{})^1`$. Then we obtain the following identity of linear endomorphisms $`_\nu (W[\nu ]M_{\mu +\nu })_\nu (W[\nu ]M_{\mu +\nu }VV^{})`$.
$$\begin{array}{ccc}& (\eta _W(\mu )\mathrm{id}_V\mathrm{id}_V^{})^1P_{VV^{},W}((\mathrm{\Phi }_\mu ^Ve^\lambda )(e^\lambda \mathrm{id}_W)\eta _W(\mu )|_{_\nu (W[\nu ]M_{\mu +\nu })}\hfill & \\ & =\underset{\nu }{}R_{WV}^{t_2}(\mu +\nu )\left((\mathrm{id}_W(\mathrm{\Phi }_{\mu +\nu }^Ve^\lambda ))\right|_{W[\nu ]M_{\mu +\nu }}.\hfill & (6.16)\hfill \end{array}$$
Now take the trace with respect to $`_\nu (W[\nu ]M_{\mu +\nu })`$ on both sides of (6.16) and use (6.13). Then
$$(\mathrm{Tr}|_We^\lambda )(\mathrm{Tr}|_{M_\mu }\mathrm{\Phi }_\mu ^{V[0]}e^\lambda )=\underset{\nu }{}\mathrm{Tr}|_{W[\nu ]}R_{WV}^{t_2}(\mu +\nu )(\mathrm{id}_W\mathrm{Tr}|_{M_{\mu +\nu }}\mathrm{\Phi }_{\mu +\nu }^{V[0]}e^\lambda ).$$
Now substitute (6.14) and (6.15), and take inside the sum on the right-hand side the transpose with respect to $`W`$. Then
$$\chi _W(e^\lambda )\mathrm{\Psi }_V(\lambda ,\mu )=\underset{\nu }{}\mathrm{Tr}|_{W^{}[\nu ]}R_{WV}^{t_1t_2}(\mu +\nu )(\mathrm{id}_W^{}\mathrm{\Psi }_V(\lambda ,\mu +\nu )).$$
$`(6.17)`$
On the right-hand side of formula (6.17) substitute (6.9). Next also substitute $`R_{VU}(\lambda ):=R_{VU}(\lambda \rho )`$ and $`Q_V(\lambda ):=Q_V(\lambda \rho )`$. Then
$$\begin{array}{ccc}& \chi _W(e^\lambda )\mathrm{\Psi }_V(\lambda ,\mu )\hfill & \\ & =\underset{\nu }{}\mathrm{Tr}|_{W^{}[\nu ]}(Q_W^{}(\mu +\nu )Q_V^{}(\mu +\nu +h^{(W^{})}))R_{W^{}V^{}}(\mu +\nu +h^{(V^{})}+h^{(W^{})})\hfill & \\ & \left(Q_W^{}(\mu +\nu +h^{(V^{})})Q_V^{}(\mu +\nu )\right)^1\left(\mathrm{id}_W^{}\mathrm{\Psi }_V(\lambda ,\mu +\nu )\right)\hfill & \\ & =\underset{\nu }{}\mathrm{Tr}|_{W^{}[\nu ]}(Q_W^{}(\mu +\nu )Q_V^{}(\mu +\nu h^{(W^{})}))R_{W^{}V^{}}(\mu +\nu h^{(V^{})}h^{(W^{})})\hfill & \\ & \left(Q_W^{}(\mu +\nu h^{(V^{})})Q_V^{}(\mu +\nu )\right)^1\left(\mathrm{id}_W^{}\mathrm{\Psi }_V(\lambda ,\mu \nu \rho )\right)\hfill & \\ & =\underset{\nu }{}\mathrm{Tr}|_{W^{}[\nu ]}(Q_W^{}(\mu +\nu )Q_V^{}(\mu ))R_{W^{}V^{}}(\mu )(Q_W^{}(\mu +\nu )Q_V^{}(\mu +\nu ))^1\hfill & \\ & \left(\mathrm{id}_W^{}\mathrm{\Psi }_V(\lambda ,\mu \nu \rho )\right)\hfill & \\ & =Q_V^{}(\mu )\underset{\nu }{}\mathrm{Tr}|_{W^{}[\nu ]}R_{W^{}V^{}}(\mu )(\mathrm{id}_W^{}(Q_V^{}(\mu +\nu )^1\mathrm{\Psi }_V(\lambda ,\mu \nu \rho ))).\hfill & \\ & & (6.18)\hfill \end{array}$$
Let the Weyl denominator be given by
$$\delta (\lambda ):=e^{\lambda ,\rho }\underset{\alpha >0}{}(1e^{\lambda ,\alpha }).$$
$`(6.19)`$
Define the weighted-trace function by
$$F_V(\lambda ,\mu ):=Q_V^{}^1(\mu )\mathrm{\Psi }_V(\lambda ,\mu \rho )\delta (\lambda ).$$
$`(6.20)`$
Now replace $`W^{}`$ by $`W`$ in (6.18) and substitute (5.2) and (6.20) in (6.18). We finally obtain the formula which is the $`q=1`$ case of Theorem 9.2 in \[E-S\]:
$$๐_W^{\mu ,V^{}}F_V(\lambda ,\mu )=\chi _W(e^\lambda )F_V(\lambda ,\mu ).$$
$`(6.21)`$
References
O. Babelon, D. Bernard & E. Billey, A quasi-Hopf algebra interpretation of quantum 3-j and 6-j symbols and difference equations, Phys. Lett. B 375 (1996), 89โ97; q-alg/9511019.
P. Etingof & O. Schiffmann, Lectures on the dynamical Yang-Baxter equations, preprint math.QA/9908064 v2, 1999, 2000.
P. Etingof & A. Varchenko, Geometry and classification of solutions of the classical dynamical Yang-Baxter equation, Comm. Math. Phys. 192 (1998), 77โ120;
q-alg/9703040.
P. Etingof & A. Varchenko, Solutions of the quantum dynamical Yang-Baxter equation and dynamical quantum groups, Comm. Math. Phys. 196 (1998), 591โ640;
q-alg/9708015.
P. Etingof & A. Varchenko, Exchange dynamical quantum groups, Comm. Math. Phys. 205 (1999), 19โ52; math.QA/9801135.
P. Etingof & A. Varchenko, Traces of intertwiners for quantum groups and difference equations, I, math.QA/9907181 v2, 1999, 2000.
G. Felder, Conformal field theory and integrable systems associated to elliptic curves, in Proceedings of the International Congress of Mathematicians, Zรผrich, 1994,
Birkhรคuser 1994, pp. 1247โ1255.
G. Felder, Elliptic quantum groups, in XIth International Congress of Mathematical Physics (Paris, 1994), Internat. Press, Cambridge, MA, 1995, pp. 211โ218;
hep-th/9412207.
J.-L. Gervais and A. Neveu, Novel triangle relations and absence of tachyons in Liouville string field theory, Nucl. Phys. B 238 (1984), 125โ141.
Tom H. Koornwinder,
Korteweg-de Vries Institute, Universiteit van Amsterdam,
Plantage Muidergracht 24, 1018 TV Amsterdam,
The Netherlands;
email: thk@science.uva.nl
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# 1 Introduction
## 1 Introduction
The conversion of systems with second class constraints into those with first class ones has been of interest in recent times. Since first class constraints are generators of gauge transformations such conversions are useful in having a better and more illuminating view of second class constrained systems. The unearthing of inherent gauge symmetries, implied by the modification into first class constraints, allows a broader study of the system, in contrast to the limited view offered by the original second class constraints.
The basic premise behind such a conversion is that the second class constrained system is considered to be a gauge fixed version of a gauge theory; the latter goes back to the former under a certain set of gauge fixing conditions. The advantage in having a gauge theory lies in the fact that other gauges can also be considered, sometimes more profitably. Further such conversions into gauge theories can result in more than one gauge theory for the same second class system, with some gauge theories being more relevant than the others. This also raises the interesting possibility of (many) inequivalent gauge - fixed versions for the same gauge theory.
The motivation for this conversion into gauge theories came originally from anomalous gauge theories. In these theories the classical gauge invariance is lost upon quantisation. In terms of constraints, this means the classical first class constraints become second class upon quantisation. In this context, the conversion to gauge theories would mean recovering the lost gauge invariance.
There are basically two ideas proposed to convert second class constrained systems into gauge theories. One idea, proposed by Faddeev and Shatashvili , uses an enlarged phase space; the other, given in , is confined to the original phase space itself. Both ideas are based on the possibility that a system with second class constraints can be considered to be a gauge - fixed version of some gauge theory.
Based on these two ideas, methods have been developed and applied to realise hidden symmetries in various systems. While the Batalin - Fradkin method follows the Faddeev - Shatashvili idea, the Gauge Unfixing method of uses the original phase space. There are other related methods too; while the one given by Wotzasek uses an extended phase space, the method of Bizdadea and Saliu is developed in the original phase space, with BRST quantisation.
Even though the Batalin - Fradkin and the Gauge Unfixing formulations appear quite different, when applied to various systems they give essentially the same results! The first class constraints may look different, but relevant observables obtained by demanding their gauge invariance in both the methods are essentially the same. In this context we refer to , which compares results of the two methods applied to the chiral Schwinger model, the Proca model and abelian Chern-Simons theory. For these theories it was found that, in both classical and path integral context, the gauge invariant Hamiltonians and the actions obtained using both methods are the same! Hence, as far as these systems were concerned, an enlarged phase space was found to be not really necessary to obtain the hidden gauge invariances.
In this paper, we pursue this matter further and compare the two methods in a more general context. As a first step towards demonstrating this formal equivalence, we consider two examples and apply and compare the two methods. For the general case, to simplify matters, we consider only two second class constraints. We will see that even in a fairly general context, the two methods when compared on their respective first class constrained surfaces give equivalent results. Hence we show that, contrary to widely accepted belief, extra fields are not really necessary for inducing gauge symmetries in second class constrained systems.
In Section 2 we review the two methods for the case of two second class constraints. In Section 3 we look at two specific systems, the chiral Schwinger model and the non-linear sigma model. In Section 4 we present a fairly general proof, and conclude in Section 5.
## 2 The Formalisms
We consider a finite dimensional system with phase space co-ordinates $`q^i`$ and conjugate momenta $`p_i(i=1,2,\mathrm{}N).`$ The system has two second class constraints,
$$Q_1(q,p)0,Q_2(q,p)0,$$
(1)
defining a constraint surface $`_2`$. Due to their second class nature, the $`2\times 2`$ antisymmetric matrix $``$ whose elements $`_{ab}`$ are Poisson brackets among the $`Q`$โs,
$$_{ab}(q,p)=\{Q_a,Q_b\}a,b=1,2,$$
(2)
is invertible everywhere, even on the surface $`_2.`$ The canonical Hamiltonian is $`H_c`$ and the total Hamiltonian is
$$H=H_c+\mu _1Q_1+\mu _2Q_2,$$
(3)
where the multipliers $`\mu _1,\mu _2`$ are determined by demanding the consistency conditions $`\{Q_a,H\}=0,a=1,2`$ on the surface $`_2`$. Other relevant physical quantities must also have similar properties with respect to the $`Q_a.`$ These considerations can also be extended to field theories.
### 2.1 Batalin - Fradkin (BF) method
As mentioned in the Introduction, this method is formulated in an enlarged phase space, the extent of enlargement depending on the number of second class constraints. Here since this number is two, the phase space is enlarged by introducing two new variables $`\mathrm{\Phi }^a(a=1,2)`$. The enlarged phase space $`(q,p,\mathrm{\Phi })`$ has the basic Poisson brackets
$$\{q^i,p_j\}=\delta _j^i,\{\mathrm{\Phi }^a,\mathrm{\Phi }^b\}=\omega ^{ab},$$
(4)
with all other Poisson brackets zero. The antisymmetric $`2\times 2`$ matrix $`\omega ^{ab}`$ is a constant matrix, unspecified for the present.
The first class constraints are obtained as functions in this extended phase space. Since we had initially two second class constraints, there will now be two first class constraints, given in general by
$`\stackrel{~}{Q}_a(q^i,p_i,\mathrm{\Phi }^a)`$ $`=`$ $`Q_a+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}Q_a^{(m)},Q_a^{(m)}(\mathrm{\Phi }^a)^m`$ (5)
$`\stackrel{~}{Q}_a(q^i,p_i,0)`$ $`=`$ $`Q_a`$
where the second line gives the boundary condition. The terms of various orders in the expansion for $`\stackrel{~}{Q}_a`$ are obtained by demanding that the $`\stackrel{~}{Q}_a`$ are strongly first class,
$$\{\stackrel{~}{Q}_a,\stackrel{~}{Q}_b\}=0,a,b=1,2.$$
(6)
For instance for the lowest order this requirement gives
$$_{ab}=X_{ac}(q,p)\omega ^{cd}X_{db},$$
(7)
where the matrix $`X`$ is also unspecified for the present. Using (2) and (4), eqn. (7) can be satisfied, if we write and substitute
$$Q_a^{(1)}=X_{ab}(q,p)\mathrm{\Phi }^b,$$
(8)
in (5) and consider terms at lowest order in (6). Taking $`\omega _{ab}`$ and $`X^{ab}`$ to be inverses to $`\omega ^{ab}`$ and $`X_{ab}`$ respectively, the higher order terms are given by
$`Q_a^{(n+1)}`$ $`=`$ $`{\displaystyle \frac{1}{(n+2)}}\mathrm{\Phi }^b\omega _{bc}X^{cd}B_{da}^{(n)},n1,`$
$`B_{ab}^{(1)}`$ $`=`$ $`\text{}\{Q_{[a},Q_{b]}^{(1)}\}_{(q,p)}`$ (9)
$`B_{ab}^{(n)}={\displaystyle \frac{1}{2}}B_{[ab]}^{(n)}`$ $`=`$ $`\text{}{\displaystyle \underset{m=0}{\overset{n}{}}}\{Q_a^{(nm)},Q_b^{(m)}\}_{(p,q)}+{\displaystyle \underset{m=0}{\overset{n2}{}}}\{Q_a^{(nm)},Q_b^{(m+2)}\}_{(\mathrm{\Phi })}n2,`$
where the square brackets in the subscript imply antisymmetrization. In the last two lines in (9) the subscript $`(q,p)`$ implies evaluation of the corresponding Poisson bracket with respect to only the $`(q^i,p_i)`$, while the subscript $`(\mathrm{\Phi })`$ implies evaluation with respect to only the $`\mathrm{\Phi }`$. Further, in the above equations the matrix $`X`$ along with the matrix $`\omega `$ (and hence the $`\mathrm{\Phi }^a`$) are chosen according to convenience. This implies an inherent arbitrariness in our choice of a convenient gauge theory.
It is important to note that eqn. (7) can always be written so for the case of 2 constraints. For more than two second class constraints, this has to be taken as an assumption, which however may not hold in a very general context. In a sense, the matrix $`X`$ can be called the โsquare rootโ of the matrix $``$. We will come back to this issue later.
To get gauge invariant observables, we note that in general relevant quantities of the original second class system cannot be used here directly, since they are not invariant (i.e., do not have zero Poisson brackets) with respect to the new first class constraints. They are made gauge invariant by modifying them in the extended phase space. For a function $`A(q,p)`$ on the original phase space, the corresponding gauge invariant variables are,
$$\stackrel{~}{A}(q^i,p_i,\mathrm{\Phi })=A+\underset{m=1}{\overset{\mathrm{}}{}}A^{(m)}A^{(m)}(\mathrm{\Phi }^a)^m,$$
(10)
with the terms of various orders obtained by demanding that
$$\{\stackrel{~}{A},\stackrel{~}{Q}_a\}=0a=1,2.$$
(11)
The terms $`A^{(m)}`$ in the expansion (10) are
$`A^{(m+1)}`$ $`=`$ $`{\displaystyle \frac{1}{(m+1)}}\mathrm{\Phi }^a\omega _{ab}X^{bc}G_c^{(m)}m0,`$
$`G_a^{(0)}`$ $`=`$ $`\text{}\{Q_a,A\}`$ (12)
$`G_c^{(1)}`$ $`=`$ $`\text{}\{Q_c^{(1)},A\}+\{Q_c,A^{(1)}\}+\{Q_c^{(2)},A^{(1)}\}_{(\mathrm{\Phi })}`$
$`G_c^{(m)}`$ $`=`$ $`\text{}{\displaystyle \underset{n=0}{\overset{m}{}}}\{Q_c^{(mn)},A^{(n)}\}_{(q,p)}+{\displaystyle \underset{n=0}{\overset{m2}{}}}\{Q_c^{(mn)},A^{(n+2)}\}_{(\mathrm{\Phi })}+\{Q_c^{(m+1)},A^{(1)}\}_{(\mathrm{\Phi })}m2,`$
where in the last line, the subscripts $`(q,p)`$ and $`(\mathrm{\Phi })`$ stand for evaluation of corresponding Poisson brackets with respect to ($`q^i,p_i`$) and $`\mathrm{\Phi }`$ respectively. Thus in this method, the first class constraints $`\stackrel{~}{Q}_a0`$ and the various gauge invariant observables $`\stackrel{~}{A}`$ describe the new gauge theory.
### 2.2 The Gauge Unfixing (GU) method
This method , in stark contrast to the BF method, makes no enlargement of the phase space while extracting a gauge theory from a second class constrained system. Rather, since the number of second class constraints is even (we consider here only bosonic constraints), this method attempts to treat half these constraints to form a first class subset, and the other half as the corresponding gauge fixing subset. This latter subset is discarded, retaining only the first class subset, and so we have a gauge theory.
In a general system, getting a first class subset is a non-trivial issue ; this might be possible only under certain conditions. However in the case of only two second class constraints, the first class constraint can always be chosen.
For instance, we can choose $`Q_1`$ as our first class constraint, and $`Q_2`$ as its gauge fixing constraint. We redefine, using (2),
$$Q_1\chi =_{12}^1Q_1,Q_2\psi ,$$
(13)
and discard the $`\psi `$ as a constraint (i.e., no longer consider $`\psi =0`$). To obtain the gauge invariant Hamiltonian and other physical quantities we construct a projection operator $`IP`$ by defining its operation on any phase space function $`A`$ as
$$IP(A)=\stackrel{~}{A}:e^{\psi \widehat{\chi }}:A=A\psi \{\chi ,A\}+\frac{1}{2!}\psi ^2\{\chi ,\{\chi ,A\}\}\frac{1}{3!}\psi ^3\{\chi ,\{\chi ,\{\chi ,A\}\}\}+\mathrm{}\mathrm{}$$
(14)
where it may noted that the $`\psi `$ is always outside the Poisson brackets on the right hand side. The gauge invariant quantities are the $`IP(A)=\stackrel{~}{A}`$, since they satisfy the gauge invariance condition $`\{\chi ,\stackrel{~}{A}\}=0`$. These and the first class constraint $`\chi =0`$ describe the new gauge theory.
It must be noted that even in this method, there is an inherent arbitrariness; of the two second class constraints the first class constraint can be chosen in two ways. The two choices define two different projection operators, and the gauge theories so constructed will in general be different. This arbitrariness can be exploited to advantage.
## 3 Examples
### 3.1 The chiral Schwinger model
This well known anomalous gauge theory involves chiral fermions coupled to a $`U(1)`$ gauge field in $`(1+1)`$ dimensions. Classically the theory has gauge invariance, but this is lost upon quantisation. We look at its bosonised version, the advantage being that the corresponding classical theory itself has no gauge invariance. We have
$$=\frac{1}{4}F_{\mu \nu }F^{\mu \nu }+\frac{1}{2}(_\mu \varphi )^2+e(g^{\mu \nu }ฯต^{\mu \nu })(_\mu \varphi )A_\nu +\frac{1}{2}e^2\alpha A_\mu ^2,$$
(15)
where $`g^{\mu \nu }`$ = diag$`(1,1)`$, $`ฯต^{01}=ฯต^{10}=1`$ and $`\alpha `$ is the regularisation parameter. The Lagrangian is gauge non-invariant for all values of $`\alpha .`$ We consider the case $`\alpha >1.`$
The canonical Hamiltonian density is
$`_c`$ $`=`$ $`{\displaystyle \frac{1}{2}}\pi _1^2+{\displaystyle \frac{1}{2}}\pi _\varphi ^2+{\displaystyle \frac{1}{2}}(_1\varphi )^2+e(_1\varphi +\pi _\varphi )A_1+{\displaystyle \frac{1}{2}}e^2(\alpha +1)A_1^2`$ (16)
$`\text{}A_0\left[_1\pi _1+{\displaystyle \frac{1}{2}}e^2(\alpha 1)A_0+e(_1\varphi +\pi _\varphi )+e^2A_1\right]`$
where $`\pi _1=F^{01}=^0A^1^1A^0`$ and $`\pi _\varphi =_0\varphi +e(A_0A_1)`$ are the momenta conjugate to $`A_1`$ and $`\varphi `$ respectively. The constraints are
$`Q_1`$ $`=`$ $`\pi _00`$
$`Q_2`$ $`=`$ $`_1\pi _1+e^2(\alpha 1)A_0+e(_1\varphi +\pi _\varphi )+e^2A_10,`$ (17)
defining a constraint surface $`_2.`$ These are of the second class,
$$_{12}=\{Q_1(x),Q_2(y)\}=e^2(\alpha 1)\delta (xy).$$
(18)
Following the BF method , the phase space is extended by introducing two fields $`\mathrm{\Phi }^1,\mathrm{\Phi }^2`$, with Poisson bracket relations of the form (4). The new first class constraints have the general form (5), with the first order term as given in (8). As mentioned earlier, there is a natural arbtrariness in choosing the matrices $`\omega ^{ab}`$ and $`X_{ab}.`$ The choice
$`\omega =\left(\begin{array}{c}01\\ 10\end{array}\right)\delta (xy)X(x,y)=e\sqrt{\alpha 1}\left(\begin{array}{c}10\\ 01\end{array}\right)\delta (xy)`$ (23)
allows the two new fields to form a canonically conjugate pair. The higher order terms beyond the first in the expansion (5) are all zero. Then the first class constraints are
$$\stackrel{~}{Q}_a=Q_a+e\sqrt{\alpha 1}\mathrm{\Phi }^a,a=1,2,$$
(24)
which, using (4), (18) and (19), can be verified to be strongly first class.
Using the general expressions in (10) and (12) the gauge invariant Hamiltonian for the choice (19) is
$`\stackrel{~}{H}_{BF}`$ $`=`$ $`H_c+{\displaystyle }dx[{\displaystyle \frac{\left(e\pi _1+e(\alpha 1)_1A_1\right)}{\sqrt{\alpha 1}}}\mathrm{\Phi }^1+{\displaystyle \frac{e^2}{2(\alpha 1)}}(\mathrm{\Phi }^1)^2`$ (25)
$`\text{}+{\displaystyle \frac{1}{2}}(_1\mathrm{\Phi }^1)^2+{\displaystyle \frac{1}{2}}(\mathrm{\Phi }^2)^2{\displaystyle \frac{\stackrel{~}{Q}_2\mathrm{\Phi }^2}{e\sqrt{\alpha 1}}}],`$
with $`H_c`$ given by (16). This $`\stackrel{~}{H}_{BF}`$ has zero PBs with the constraints in (20).
Coming to the Gauge Unfixing (GU) method , we reiterate that no new field need be introduced. The first class constraint is taken to be just one of the two existing constraints. We choose, after a rescaling
$$\chi =\frac{1}{e^2(\alpha 1)}Q_2,$$
(26)
so that the relevant constraint surface $`_1`$ is defined by $`\chi 0.`$ The gauge fixing-like constraint is $`\psi =0,`$ and is discarded (that is unfixed ). The gauge invariant Hamiltonian is obtained by constructing a projection operator $`IP`$ of the form (14) and using it on the $`H_c`$. We get $`IP(H_c)=\stackrel{~}{H}_{GU}`$,
$$\stackrel{~}{H}_{GU}=H_c+๐x\left[\frac{\left(\pi _1+(\alpha 1)_1A_1\right)}{\alpha 1}Q_1+\frac{(_1Q_1)^2}{2e^2(\alpha 1)}+\frac{Q_1^2}{2(\alpha 1)^2}\right],$$
(27)
which satisfies $`\{\chi ,\stackrel{~}{H}_{GU}\}=0.`$
It can be seen that, if we make the identification $`\mathrm{\Phi }^1=\frac{Q_1}{e\sqrt{\alpha 1}}`$, the $`\stackrel{~}{H}_{BF}`$ in (21) and the $`\stackrel{~}{H}_{GU}`$ in (23) are almost the same. The difference between these two Hamiltonians are the extra terms $`{\displaystyle ๐x\left(\frac{\left(\mathrm{\Phi }^2\right)^2}{2}\frac{\mathrm{\Phi }^2}{e\sqrt{\alpha 1}}\stackrel{~}{Q}_2\right)},`$ appearing in (21). The second of these is zero due to (20). The first term, when rewritten using (20), is proportional to $`\stackrel{~}{Q}_2`$ and the constraint $`\chi `$ in (22).
We emphasise the two rather different paths used to get these Hamiltonians. One requires the introduction of an extra (canonical) pair of fields, while the other doesnโt need this. In both cases extra terms are needed to make the original Hamiltonian gauge invariant. For the $`\stackrel{~}{H}_{BF}`$ these terms had to be written down using the extra fields, whereas in the $`\stackrel{~}{H}_{GU}`$ these terms involve a variable already present in the original theory.
We look at the path integral quantisation for these two gauge invariant Hamiltonians. For the Batalin-Fradkin Hamiltonian $`\stackrel{~}{H}_{BF}`$, we first redefine
$$\mathrm{\Phi }^1\theta \mathrm{\Phi }^2\pi _\theta ,$$
and the partition function is
$`๐ต_{BF}`$ $`=`$ $`{\displaystyle ๐(\pi _\mu ,A^\mu ,\pi _\varphi ,\varphi ,\theta ,\pi _\theta ,\lambda _1,\lambda _2)e^{iS_{BF}}}`$ (28)
$`S_{BF}`$ $`=`$ $`{\displaystyle ๐x๐t\left[\pi _0\dot{A}^0+\pi _1\dot{A}^1+\pi _\varphi \dot{\varphi }+\pi _\theta \dot{\theta }\stackrel{~}{}_{BF}\lambda _1\stackrel{~}{Q}_1\lambda _2\stackrel{~}{Q}_2\right]}.`$
Here $`\lambda _1,\lambda _2`$ are undetermined Lagrange multipliers corresponding to the first class constraints $`\stackrel{~}{Q}_1,\stackrel{~}{Q}_2`$ respectively. The integration over the $`\pi _0`$ gives the delta function $`\delta (\dot{A}_0\lambda _1)`$, which can be used while integrating over the $`\lambda _1`$. We next make the transformations
$$\begin{array}{ccc}\hfill A_0A_0^{}=A_0\lambda _2+\frac{\pi _\theta }{e\sqrt{\alpha 1}},& & \pi _1\pi _1^{}=\pi _1+_0A_1_1A_0^{}\frac{e\theta }{\sqrt{\alpha 1}},\hfill \\ \hfill \pi _\varphi \pi _\varphi ^{}=\pi _\varphi \dot{\varphi }e(A_0^{}A_1),& & \text{}\lambda _2\lambda _2^{}=e\sqrt{\alpha 1}\lambda _2\dot{\theta }\hfill \end{array}$$
and after rearranging terms, we get the action to be
$`S_{BF}`$ $`=`$ $`{\displaystyle }dxdt[{\displaystyle \frac{1}{2}}(\pi _1^{})^2{\displaystyle \frac{1}{2}}(\pi _\varphi ^{})^2{\displaystyle \frac{1}{2}}(\lambda _2^{})^2+{\displaystyle \frac{1}{2}}(_0A_1_1A_0^{})^2+{\displaystyle \frac{1}{2}}(_\mu \varphi )^2`$
$`+e(\dot{\varphi }A_0^{}_1A_1)e(\dot{\varphi }A_1A_0^{}_1\varphi )+{\displaystyle \frac{e^2\alpha }{2}}[(A_0^{})^2A_1^2]`$
$`+{\displaystyle \frac{1}{2}}(_\mu \theta )^2e\theta \sqrt{\alpha 1}(\dot{A}_0^{}_1A_1){\displaystyle \frac{e\theta }{\sqrt{\alpha 1}}}(\dot{A}_1_1A_0^{})].`$
Putting this in the path integral, the $`\pi _1^{},\pi _\varphi ^{},\lambda _2^{},`$ are integrated over. We redefine $`\theta ^{}=\frac{\theta }{\sqrt{\alpha 1}},`$ and dropping the primes on $`\theta ^{}`$ and $`A_0^{}`$, we get
$`๐ต_{BF}`$ $`=`$ $`{\displaystyle ๐(A^\mu ,\varphi ,\theta )e^{iS_{BF}}}`$
$`S_{BF}`$ $`=`$ $`{\displaystyle }dxdt({\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }+{\displaystyle \frac{e^2\alpha }{2}}A_\mu A^\mu +e(\nu ^{\mu \nu }ฯต^{\mu \nu })(_\mu \varphi )A_\nu `$
$`+{\displaystyle \frac{1}{2}}(_\mu \varphi )^2+{\displaystyle \frac{\alpha 1}{2}}(_\mu \theta )^2e\theta [(\alpha 1)\eta ^{\mu \nu }+ฯต^{\mu \nu }](_\mu A_\nu )).`$
The action $`S_{BF}`$ above is just the gauge invariant version of the chiral Schwinger model. As is well known, this action was obtained earlier by adding the (Wess - Zumino) terms in the variable $`\theta `$ to the original bosonised action (15). Other arguments have also been used to get the same result . In the Batalin-Fradkin approach, these Wess Zumino terms and $`\theta `$ come up due to the enlargement of the phase space.
In the Gauge Unfixing method, the path integral is
$$๐ต_{GU}=๐(A^\mu ,\pi _\mu ,\varphi ,\pi _\varphi ,\mu )exp\left(i๐x๐t\left[\pi _0\dot{A}^0+\pi _1\dot{A}^1+\pi _\varphi \dot{\varphi }\stackrel{~}{}_{GU}\mu \chi \right]\right),$$
(31)
with $`\stackrel{~}{H}_{GU}`$ given by (23). Here $`\mu `$ is the arbitrary Lagrange multiplier. We make the transformations
$$\begin{array}{ccc}\hfill A_0A_0^{}=A_0\frac{\mu }{e^2\left(\alpha 1\right)},& & \pi _1\pi _1^{}=\pi _1+_0A_1_1A_0^{}+\frac{\pi _0}{\alpha 1},\hfill \\ \hfill \pi _\varphi \pi _\varphi ^{}=\pi _\varphi \dot{\varphi }+eA_1eA_0^{},& & \mu \mu ^{}=\mu +_0\pi _0.\hfill \end{array}$$
Dropping the prime on the $`A_0^{}`$ and integrating over $`\pi _1^{},\pi _\varphi ^{}`$ and $`\mu ^{}`$ we get
$`๐ต_{GU}`$ $`=`$ $`{\displaystyle ๐(A^\mu ,\varphi ,\pi _0)e^{iS_{GU}}}`$
$`S_{GU}`$ $`=`$ $`{\displaystyle }dxdt({\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }+{\displaystyle \frac{e^2\alpha }{2}}A_\mu A^\mu +e(\eta ^{\mu \nu }ฯต^{\mu \nu })(_\mu \varphi )A_\nu +{\displaystyle \frac{1}{2}}(_\mu \varphi )^2`$
$`+{\displaystyle \frac{(_\mu \pi _0)^2}{2e^2(\alpha 1)}}+{\displaystyle \frac{\pi _0}{\alpha 1}}[(\alpha 1)\eta ^{\mu \nu }+ฯต^{\mu \nu }](_\mu A_\nu )).`$
On making the replacement $`\pi _0=e(\alpha 1)\theta `$ in (29), we get the same path integral and action as in the Batalin-Fradkin case (27). Here this is achieved without introducing extra fields. The extra field $`\theta `$ of the BF method is found here within the original phase space. Further the Wess Zumino terms are the same in both cases. It may also be noted that, on comparing the gauge invariant Hamiltonians in (21) and (23), the extra terms in the $`\pi _\theta `$ in (21) have been integrated away, and so these do not appear in (27).
### 3.2 O(N) Invariant Nonlinear Sigma Model
In the earlier example, gauge invariant observables like the Hamiltonian had finite number of terms, either in the new variables (BF method) or in the discarded constraint of the GU method. The general formalisms of Section 2 showed that these observables in general have infinite number of terms. The nonlinear sigma model presents an example where the gauge invariant observables have infinite number of terms. But these can be rewritten in closed form. Even here the two methods give the same results.
The model consists of a multiplet of $`N`$ real scalar fields $`n^a,a=1,2,\mathrm{}N`$ and is described by the Lagrangian density
$$=\frac{1}{4}(_\mu n^a)(^\mu n^a)\lambda (n^an_a1),$$
(33)
where $`\lambda `$ is a Lagrange multiplier. The canonical Hamiltonian density is
$$_c=\pi ^a\pi _a+\frac{1}{4}(_1n^a)(_1n_a)+\lambda (n^an_a1),$$
(34)
with $`\pi _a=\frac{\dot{n}_a}{2},`$ the conjugate momenta. The constraints are of the second class,
$$Q_1=(n^an_a1)0,Q_2=n^a\pi _a0,$$
(35)
$$\{Q_1(x),Q_2(y)\}=2|n|^2\delta (xy)=2(Q_1+1)2.$$
(36)
The form of $`\lambda `$ can be fixed by demanding time independence of $`Q_1,Q_2.`$ We then get
$$H_T=๐x\left[\pi _a\pi _a|n|^2+\frac{n^a_1^2n_a}{4}(|n|^22)\right].$$
(37)
This total Hamiltonian ensures time independence of the constraints (32) on the constrained surface defined by both these constraints.
We first apply the Gauge Unfixing method. Using (33) we rescale $`Q_2`$ and rewrite as
$$\chi =\frac{Q_2}{2|n|^2},\psi =Q_1=|n|^21.$$
(38)
Choosing $`\chi 0`$ as our first class constraint, we disregard $`\psi =0`$ as a constraint. Since the original Hamiltonian $`H_T`$ is not invariant with respect to $`\chi `$ on the new surface defined by $`\chi 0`$, we construct and use a projection operator of the form (14). Here we do not apply this directly on $`H_T`$ to get the gauge invariant Hamiltonian; instead we first apply the operator on the fields $`n^a,\pi _a`$ to get their gauge invariant analogs. We find that an infinite series of the form (14) is required here. For the $`n^a,\pi _a`$, these series can be rewritten in closed form. The results are,
$$\stackrel{~}{n}_{_{(GU)}}^a=n^a\left(1\frac{\psi }{|n|^2}\right)^{1/2}\mathrm{๐บ๐๐ฝ}\stackrel{~}{\pi }_{a_{(GU)}}=(\pi _a+2n_a\chi )\left(1\frac{\psi }{|n|^2}\right)^{1/2}.$$
(39)
These satisfy $`\{\chi ,\stackrel{~}{n}_{_{(GU)}}^a\}=0`$ and $`\{\chi ,\stackrel{~}{\pi }_{a_{(GU)}}\}=0`$. Using a property of such projected fields, we substitute these gauge invariant fields in $`H_T`$, and get our gauge invariant Hamiltonian,
$`\stackrel{~}{H}_{T_{(GU)}}`$ $`=`$ $`{\displaystyle ๐x\left[(\pi _a+2n_a\chi )^2|n|^2+\frac{\stackrel{~}{n}_{_{(GU)}}^a_1^2\stackrel{~}{n}_{a_{(GU)}}}{4}\left(|n|^2\psi 2\right)\right]}`$ (40)
$`=`$ $`{\displaystyle ๐x\left[(\pi _a+2n_a\chi )^2|n|^2\frac{\stackrel{~}{n}_{_{(GU)}}^a_1^2\stackrel{~}{n}_{a_{(GU)}}}{4}\right]},`$
where we have used (35). It can be verified that $`\stackrel{~}{H}_{T_{(GU)}}`$ satisfies $`\{\chi ,\stackrel{~}{H}_{T_{(GU)}}\}=0`$. This $`\stackrel{~}{H}_{T_{(GU)}}`$ together with the $`\chi =0`$ describes a gauge theory here.
We now apply the Batalin - Fradkin method to this model. We first make the choice
$`\omega =2\left(\begin{array}{c}01\\ 10\end{array}\right)\delta (xy)X(x,y)=\left(\begin{array}{c}10\\ 0|n|^2\end{array}\right)\delta (xy)`$ (45)
so that the new (first class) constraints are
$$\stackrel{~}{Q}_1(x)=Q_1+\mathrm{\Phi }^10\mathrm{๐บ๐๐ฝ}\stackrel{~}{Q}_2(x)=Q_2|n|^2\mathrm{\Phi }^20,$$
(46)
with $`\mathrm{\Phi }^1`$ and $`\mathrm{\Phi }^2`$ being the new variables introduced to enlarge the phase space (they are not exact canonical conjugates).
With respect to these first class constraints, the gauge invariant Hamiltonian is obtained by resorting to the general series (10). Even here we do not directly construct this Hamiltonian; we look for gauge invariant analogs of the $`n^a,\pi _a`$. Using an infinite series of the form (10) we get closed form expressions,
$$\stackrel{~}{n}_{_{(BF)}}^a=n^a\left(1+\frac{\mathrm{\Phi }^1}{|n|^2}\right)^{\frac{1}{2}}\stackrel{~}{\pi }_{a_{(BF)}}=(\pi _an_a\mathrm{\Phi }^2)\left(1+\frac{\mathrm{\Phi }^1}{|n|^2}\right)^{\frac{1}{2}}.$$
(47)
Replacing the $`n^a`$ and the $`\pi _a`$ in $`H_T`$ by the $`\stackrel{~}{n}_{_{(BF)}}^a`$ and the $`\stackrel{~}{\pi }_{a_{(BF)}}`$ we get the gauge invariant Hamiltonian
$`\stackrel{~}{H}_{T_{(BF)}}`$ $`=`$ $`{\displaystyle ๐x\left[|\stackrel{~}{\pi }_{_{(BF)}}|^2|\stackrel{~}{n}_{_{BF}}|^2+\frac{\stackrel{~}{n}_{_{BF}}^a_1^2\stackrel{~}{n}_{a_{(BF)}}}{4}(|\stackrel{~}{n}_{_{BF}}|^22)\right]}`$ (48)
$`=`$ $`\text{}{\displaystyle ๐x\left[(\pi _an_a\mathrm{\Phi }^2)^2|n|^2\frac{\stackrel{~}{n}_{_{BF}}^a_1^2\stackrel{~}{n}_{a_{(BF)}}}{4}(\stackrel{~}{Q}_11)\right]}.`$
which maintains the time consistency of the two first class constraints in (39). These constraints together with the $`\stackrel{~}{H}_{T_{(BF)}}`$ describe a gauge theory in the BF method.
On comparing the gauge invariant observables in (36) of the GU method and the gauge invariant observables in (40) of the BF method, we see that they are the same if we make the identification $`\mathrm{\Phi }^1=\psi `$ and $`\mathrm{\Phi }^2=2\chi `$. Obviously due to this identification, the gauge invariant Hamiltonians in (37) and (41) are also the same, apart from the term in $`\stackrel{~}{Q}_1`$ in (41). Thus even here extra variables are not required to get gauge symmetries. What comes out as an extra variable in the BF method can actually be found in the original phase space in the GU method.
We look at path integral quantisation for the gauge theories obtained in these two methods. For the $`\stackrel{~}{H}_{T_{(GU)}}`$, the partition function is
$$๐ต_{GU}=๐(n^a,\pi _a,\mu )\mathrm{exp}\left(i๐x๐t\left[\pi _a\dot{n}^a\stackrel{~}{}_{T_{(GU)}}\mu \chi \right]\right),$$
(49)
with $`\mu `$ being an arbitrary Lagrange multiplier. We make the transformations
$$\mu \mu ^{}=\left(\frac{\mu }{2|n|^2}+(n^a\pi _a)\right)\mathrm{๐บ๐๐ฝ}\pi _a\pi _a^{}=\left(\pi _a\frac{\dot{n}_a}{2|n|^2}\frac{\mu ^{}n_a}{2|n|^2}\right)$$
and then integrate over the $`\pi ^{}`$. We get
$$๐ต_{GU}=๐(n^a,\mu ^{})(\mathrm{๐ฝ๐พ๐}|n^an_a|)^{1/2}\mathrm{exp}\left(i๐x๐t\left[\frac{(_1\stackrel{~}{n}_{_{GU}}^a)(_1\stackrel{~}{n}_{a_{(GU)}})}{4}+|n|^2(\mu ^{\prime \prime })^2\right]\right),$$
(50)
where the $`\mu ^{\prime \prime }`$ is the (once again) redefined arbitrary multiplier $`\mu ^{\prime \prime }=\left(\frac{\mu ^{}n^a}{2\left|n\right|^2}+\frac{\dot{n}^a}{2\left|n\right|^2}\right).`$ It may be noted from (36) that $`\psi `$ is contained within the $`\stackrel{~}{n}_{_{GU}}^a`$.
For the Hamiltonian $`\stackrel{~}{H}_{T_{(BF)}}`$, the partition function is
$`๐ต_{BF}`$ $`=`$ $`{\displaystyle ๐(\pi _a,n^a,\mathrm{\Phi }^1,\mathrm{\Phi }^2,\lambda _1,\lambda _2)e^{iS_{BF}}}`$ (51)
$`S_{BF}`$ $`=`$ $`{\displaystyle ๐x๐t\left[\pi _a\dot{n}^a+\frac{1}{2}\mathrm{\Phi }^2\dot{\mathrm{\Phi }}^1\stackrel{~}{}_{T_{(BF)}}\lambda _1\stackrel{~}{Q}_1\lambda \stackrel{~}{Q}_2\right]},`$
with $`\lambda _1,\lambda _2`$ being undetermined Lagrange multipliers. We make the transformations
$$\begin{array}{ccc}\hfill \pi _a\pi _a^{}& =& \left(\pi _an_a\mathrm{\Phi }^2+\frac{\lambda _2n^a}{2\left|n\right|^2}\frac{\dot{n}^a}{2\left|n\right|^2}\right)\hfill \\ \hfill \lambda _1\lambda _1^{}& =& \text{}\lambda _1+\frac{\stackrel{~}{n}_{_{BF}}^a_1^2\stackrel{~}{n}_{a_{(BF)}}}{4}\lambda _2\lambda _2^{}=\left(\frac{\lambda _2n^a}{2\left|n\right|^2}\frac{\dot{n}^a}{2\left|n\right|^2}\right)\hfill \end{array}$$
and integrate over $`\pi _a^{},\lambda _1^{}`$. The latter integration gives a delta function $`\delta (\mathrm{\Phi }^1+|n|^21).`$ Integration over the $`\mathrm{\Phi }^1`$ will replace $`\mathrm{\Phi }^1`$ everywhere by $`|n|^2+1=\psi `$. We then get
$$๐ต_{BF}=๐(n^a,\lambda _2^{})(\mathrm{๐ฝ๐พ๐}|n^2|)^{1/2}\mathrm{๐พ๐๐}\left(i\mathrm{๐ฝ๐๐ฝ๐}\left[|n|^2(\lambda _2^{})^2\frac{(_1\stackrel{~}{n}_{_{BF}}^a)(_1\stackrel{~}{n}_{a_{(BF)}})}{4}\right]\right).$$
(52)
Due to the delta function $`\delta (\mathrm{\Phi }^1+|n|^21)`$, the $`\mathrm{\Phi }^1`$ in the expression (40) for $`\stackrel{~}{n}_{_{BF}}^a`$ is now replaced by $`\psi =(|n|^2+1),`$ so that from (36) we now have $`\stackrel{~}{n}_{_{BF}}^a=\stackrel{~}{n}_{_{GU}}^a`$. Using this, and taking note of the arbitrary nature of the multipliers $`\mu ^{\prime \prime }`$ in (43) and the $`\lambda ^{}`$ in (45), we see that we get the same results from both the BF and the GU methods!
## 4 General Proof for Two Second Class Constraints
Having considered the examples in the earlier section, we now arrive at a general proof of the equivalence between the Batalin-Fradkin and Gauge Unfixing methods. We consider the case of two second class constraints.
In the gauge unfixing method, we redefine the two constraints as
$$\chi =\frac{1}{๐ค}Q_1,\psi =Q_2,$$
(53)
where $`๐ค(q,p)=\{Q_1,Q_2\}.`$ We retain the $`\chi `$ as the first class constraint, and discard the $`\psi `$ (other choices are also possible). The construction and application of the corresponding projection operator $`IP`$ on a phase space function $`๐ `$ gives the gauge invariant function
$$\stackrel{~}{A}_{GU}=:e^{\psi \widehat{\chi }}:๐ =๐ \psi \{\chi ,๐ \}+\frac{\psi ^2}{2!}\{\chi ,\{\chi ,๐ \}\}\frac{\psi ^3}{3!}\{\chi ,\{\chi ,\{\chi ,๐ \}\}\}+\mathrm{}$$
$`(14)`$
with an infinite number of terms. Of these, apart from the $`๐ `$, we give below terms upto the fourth order. Using (46) and $`๐ค=\{Q_1,Q_2\}`$, these terms are
$`Q_2\{\chi ,๐ \}`$ $`=`$ $`\text{}{\displaystyle \frac{Q_2}{๐ค}}\{Q_1,๐ \}+\mathrm{}\mathrm{}\mathrm{}\mathrm{}`$
$`+{\displaystyle \frac{Q_2^2}{2!}}\{\chi ,\{\chi ,๐ \}\}`$ $`=`$ $`\text{}{\displaystyle \frac{1}{2!}}{\displaystyle \frac{Q_2^2}{๐ค^\mathrm{๐ค}}}\left[\{Q_1,\{Q_1,๐ \}\}+๐ค\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\{Q_1,๐ \}\right]+\mathrm{}\mathrm{}\mathrm{}\mathrm{}`$ (54)
$`{\displaystyle \frac{Q_2^3}{3!}}\{\chi ,\{\chi ,\{\chi ,๐ \}\}\}`$ $`=`$ $`\text{}{\displaystyle \frac{1}{3!}}{\displaystyle \frac{Q_2^3}{๐ค^\mathrm{๐ฅ}}}[\{Q_1,\{Q_1,\{Q_1,๐ \}\}\}+3๐ค\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\{Q_1,\{Q_1,๐ \}\}`$
$`\text{}+๐ค^\mathrm{๐ค}\{Q_1,{\displaystyle \frac{1}{๐ค}}\}^2\{Q_1,๐ \}+๐ค\{Q_1,\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\}\{Q_1,๐ \}]`$
$`+\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}`$
$`+{\displaystyle \frac{Q_2^4}{4!}}\{\chi ,\{\chi ,\{\chi ,\{\chi ,๐ \}\}\}\}`$ $`=`$ $`\text{}{\displaystyle \frac{1}{4!}}{\displaystyle \frac{Q_2^4}{๐ค^\mathrm{๐ฆ}}}(\{Q_1,\{Q_1,\{Q_1\{Q_1,๐ \}\}\}\}+6๐ค\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\{Q_1,\{Q_1,\{Q_1,๐ \}\}\}`$
$`\text{}+\mathrm{\hspace{0.33em}7}๐ค^\mathrm{๐ค}\{Q_1,{\displaystyle \frac{1}{๐ค}}\}^2\{Q_1,\{Q_1,๐ \}\}+๐ค^\mathrm{๐ฅ}\{Q_1,{\displaystyle \frac{1}{๐ค}}\}^3\{Q_1,๐ \}`$
$`\text{}+\mathrm{\hspace{0.33em}4}๐ค\left\{Q_1\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\right\}\left[\{Q_1,\{Q_1,๐ \}\}+๐ค\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\{Q_1,๐ \}\right]`$
$`\text{}+๐ค\{Q_1,\{Q_1,\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\}\}\{Q_1,๐ \})+\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}`$
In the right hand sides of each equation in (47) above we have explicitly given only those terms which are proportional to only the $`\psi (=Q_2)`$. There are other terms, which are proportional to the first class constraint $`\chi `$. These terms can however be put to zero, by using $`\chi =0`$.
In the BF method, the (modified) first class constraints have the general form (5), an infinite series in the new variables. We will consider the case where this series is truncated after the second term. Since the choice of the matrices $`X_{ab}`$ and $`\omega ^{ab}`$ of eqn. (7) reflects the arbitrariness in the new gauge theory, we make here a specific choice,
$`\omega ^{ab}=\left(\begin{array}{c}\mathrm{0\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}1}\\ \mathrm{1\hspace{0.25em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}\end{array}\right),`$ $`X_{ab}=\left(\begin{array}{c}X\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}\\ \mathrm{0\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}1}\end{array}\right)`$ (59)
$`X=๐ค,`$ (60)
with $`๐ค(q,p)=\{Q_1,Q_2\}`$. Here (49) is obtained by substituting (48) in the first order equation (7). Using (48), (49) and (9), and by equating the second order term from (9) to zero, we get the condition for truncating the series (5) after the second term as
$$\{Q_2,๐ค\}=0.$$
(61)
Higher order terms are also zero. We will assume (50) from now on. We thus get the new first class constraints,
$$\stackrel{~}{Q}_1=Q_1๐ค\mathrm{\Phi }^1,\stackrel{~}{Q}_2=Q_2+\mathrm{\Phi }^2,$$
(62)
For the choice (48) we now look at the various terms in the series (10) for a general gauge invariant variable. If for example we consider the first and second order terms,
$`๐ ^{(1)}`$ $`=`$ $`(\stackrel{~}{Q}_aQ_a)(^1)^{ab}\{Q_b,๐ \},`$
$`๐ ^{(2)}`$ $`=`$ $`\text{}(\stackrel{~}{Q}_aQ_a)(^1)^{ab}{\displaystyle \frac{1}{2}}(\stackrel{~}{Q}_cQ_c)(^1)^{cd}\left[\{Q_b,\{Q_d,A\}\}+X_{de}\{Q_b,X^{ef}\}\{Q_f,A\}\right]`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle \frac{(\stackrel{~}{Q}_2Q_2)}{๐ค}}{\displaystyle \frac{(\stackrel{~}{Q}_1Q_1)}{๐ค}}\{๐ค,A\},`$
we see that terms proportional to both $`(\stackrel{~}{Q}_1Q_1)`$ and $`(\stackrel{~}{Q}_2Q_2)`$ are present. The higher order terms will also have terms proportional to the $`(\stackrel{~}{Q}_1Q_1)`$ and $`(\stackrel{~}{Q}_2Q_2)`$. Since both $`\stackrel{~}{Q}_1`$ and $`\stackrel{~}{Q}_2`$ are first class constraints in the BF construction, we can ignore the terms proportional to $`\stackrel{~}{Q}_1`$ and $`\stackrel{~}{Q}_2`$. We are then left with terms separately proportional to the $`Q_1`$ and $`Q_2`$, and terms containing the product $`Q_1Q_2`$. We then have, upto the fourth order,
$`A^{(1)}`$ $`=`$ $`{\displaystyle \frac{Q_2}{๐ค}}\{Q_1,A\}+\mathrm{}\mathrm{}`$
$`A^{(2)}`$ $`=`$ $`\text{}+{\displaystyle \frac{1}{2!}}\left({\displaystyle \frac{Q_2}{๐ค}}\right)^2\left[\{Q_1,\{Q_1,A\}\}+๐ค\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\{Q_1,A\}\right]+\mathrm{}\mathrm{}`$
$`A^{(3)}`$ $`=`$ $`\text{}{\displaystyle \frac{1}{3!}}\left({\displaystyle \frac{Q_2}{๐ค}}\right)^3[\{Q_1,\{Q_1,\{Q_1,A\}\}\}+3๐ค\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\{Q_1,\{Q_1,A\}\}`$
$`+๐ค\{Q_1,\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\}\{Q_1,A\}+๐ค^2\{Q_1,{\displaystyle \frac{1}{๐ค}}\}^2\{Q_1,A\}]`$
$`+\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}`$
$`A^{(4)}`$ $`=`$ $`\text{}{\displaystyle \frac{1}{4!}}\left({\displaystyle \frac{Q_2}{๐ค}}\right)^4[\{Q_1,\{Q_1,\{Q_1,\{Q_1,A\}\}\}\}+6๐ค\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\{Q_1,\{Q_1,\{Q_1,A\}\}\}`$
$`\text{}+\mathrm{\hspace{0.33em}7}๐ค^2\{Q_1,{\displaystyle \frac{1}{๐ค}}\}^2\{Q_1,\{Q_1,A\}\}+๐ค^3\{Q_1,{\displaystyle \frac{1}{๐ค}}\}^3\{Q_1,A\}`$
$`\text{}+\mathrm{\hspace{0.33em}4}๐ค\{Q_1,\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\}\left(\{Q_1,\{Q_1,A\}\}+๐ค\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\{Q_1,A\}\right)`$
$`\text{}+๐ค\{Q_1,\{Q_1,\{Q_1,{\displaystyle \frac{1}{๐ค}}\}\}\}\{Q_1,A\}]+\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}`$
where we have explicitly given terms proportional to only the $`Q_2`$. The terms proportional to the $`Q_1`$ will be, as explained below, ignored.
To compare the gauge invariant $`\stackrel{~}{A}_{BF}`$ and $`\stackrel{~}{A}_{GU}`$ of the two methods, we look at the terms of different orders in (47) and (52). It can be seen that, for each of the orders considered, the terms proportional to the $`\psi (=Q_2)`$ in (47) are the same as those proportional to the $`Q_2`$ in (52). Even though this is shown here for terms upto the fourth order, it can be verified to be true for higher terms also. Both (47) and (52) will also have terms proportional to the $`Q_1`$ (or $`\chi `$), though these need not be the same. We thus conclude that
$$\stackrel{~}{A}_{BF}=\stackrel{~}{A}_{GU}+\underset{m=1}{\overset{\mathrm{}}{}}()Q_1^m.$$
(64)
Since the second term (a series) on the RHS is proportional to the first class constraint $`\chi `$, it goes to zero on the constraint surface, and so it can be ignored. Thus the gauge invariant observables from the two methods are equivalent upto terms involving the first class constraint of the gauge unfixing method.
## 5 Conclusions
We conclude by going back to the question posed in the title of this paper : Are new variables necessary to extract hidden symmetries in second class constrained systems? We find that, for a fairly general class of systems, this question is answered in the negative. Extra variables are not necessary; rather the hidden gauge symmetry can be found within the original system itself.
The above conclusion has been demonstrated by first looking at two theories as examples and then by presenting a proof for a fairly general second class constrained system. We have shown that in all these, the Batalin-Fradkin and Gauge Unfixing methods, even though widely different in construction, give the same results. A similar conclusion was also made in an earlier paper .
In the past gauge invariances have been induced in some systems (like anomalous gauge theories) by sometimes introducing what are known as compensating fields. These correspond to the gauge degrees of freedom. The extra variables of the BF method can be identified with these compensating fields. Using the GU method we can then say that these compensating fields can be found within the original phase space.
The general proof given in Section 4 considers a case where the first class constraints in the BFT method have a particular form, with terms beyond the first order in the extra variables being zero. It is to be seen if a similar proof holds for a more general form of the first class constraints.
The general proof of Section 4 involved only two second class constraints. One has to see if a similar proof of equivalence can be obtained for more than two second class constraints. In this context, before looking for gauge invariant observables, one must see whether first class constraints can always be obtained in both methods. It may be recalled that mention was made of the $`X`$ matrix of the BFT method being a โsquare rootโ of the $``$ matrix of (2). For more than two second class constraints, getting this $`X`$ matrix may become a non-trivial issue in the general case. Similarly, in the GU method, the classification into first class and gauge fixing-like constraints in a global manner may be a nonitrivial issue . Looking for equivalence of the two methods is to be done only after these issues are resolved.
Acknowledgements
We thank the Chairman, Physics Department, BU and Prof B A Kagali, BU for constant encouragement.
We wish to acknowledge the Council for Scientific and Industrial Research, New Delhi, India for a previous Research Associateship and the present Senior Research Associateship (Pool Scheme) of the Government of India.
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# Theoretical Challenges for a Precision Measurement of the ๐ Mass at Hadron Colliders1footnote 11footnote 1Talk given at the MRST Conference, Rochester, NY, May 8 โ 9, 2000, to appear in the Proceedings
## I Introduction
The Standard Model of electroweak interactions (SM) so far has met all experimental challenges and is now tested at the $`0.1\%`$ level lepewk . However, there is little direct experimental information on the mechanism which generates the masses of the weak gauge bosons. In the SM, spontaneous symmetry breaking is responsible for mass generation. The existence of a Higgs boson is a direct consequence of this mechanism. At present the negative result of direct searches performed at LEP2 imposes a lower bound of $`M_H>107.9`$ GeV lephiggs on the Higgs boson mass. Indirect information on the mass of the Higgs boson can be extracted from the $`M_H`$ dependence of radiative corrections to the $`W`$ boson mass, $`M_W`$, and the effective weak mixing angle, $`\mathrm{sin}^2\theta _{eff}^{lept}`$. Assuming the SM to be valid, a global fit to all available electroweak precision data yields a 95% confidence level upper limit on $`M_H`$ of 188 GeV straes .
In order to extract more accurate information on $`M_H`$ from electroweak data, it is very important to measure $`M_W`$ more precisely. Currently, the $`W`$ boson mass is known to $`\pm 38`$ MeV straes from direct measurements. Further improvement in the $`W`$ mass uncertainty is expected from this years LEP II data taking, and Run II of the Tevatron Tev2000 which is scheduled to begin in March 2001. The ultimate precision expected for $`M_W`$ from the combined LEP2 experiments is approximately 35 MeV LEPWmass . At the Tevatron, integrated luminosities of order 2 fb<sup>-1</sup> are foreseen for Run II, and one expects to measure the $`W`$ mass with a precision of approximately 40 MeV Tev2000 per experiment and decay channel. Preliminary studies indicate that measuring $`M_W`$ at the LHC with an with a precision of 25 MeV ewlhc per experiment and decay channel should be possible, although very challenging.
In order to measure the $`W`$ boson mass with high precision in a hadron collider environment, it is necessary to fully understand and control higher order QCD and electroweak (EW) corrections to $`W`$ production. The determination of the $`W`$ mass in a hadron collider environment requires a simultaneous precision measurement of the $`Z`$ boson mass, $`M_Z`$, and width, $`\mathrm{\Gamma }_Z`$. When compared to the value measured at LEP, the two quantities help to accurately determine the energy scale and resolution of the electromagnetic calorimeter, and to constrain the muon momentum resolution kotwal . It is therefore also necessary to understand the higher order EW corrections to $`Z`$ boson production in hadronic collisions.
Accurate predictions for $`W`$ and $`Z`$ production which include the complete $`๐ช(\alpha )`$ corrections are also needed for a measurement of the $`W`$ cross section, the $`W/Z`$ cross section ratio, the determination of the $`W`$ width, and for extracting $`\mathrm{sin}^2\theta _{eff}^{lept}`$ from the forward backward asymmetry in the $`Z`$ peak region. In addition, precise calculations of the Drell-Yan cross section are needed in searches for new physics beyond the SM, such as hidden extra dimensions or additional $`Z`$ bosons.
In a previous calculation of the EW radiative corrections to $`W`$ and $`Z`$ production, only the final state photonic corrections were correctly included BK . The sum of the soft and virtual parts was estimated from the inclusive $`๐ช(\alpha ^2)`$ $`W\mathrm{}\nu (\gamma )`$ and $`Z\mathrm{}^+\mathrm{}^{}(\gamma )`$ ($`\mathrm{}=e,\mu `$) width and the hard photon bremsstrahlung contribution. Initial state, interference, and weak contributions to the $`๐ช(\alpha )`$ corrections were ignored altogether. The unknown part of the $`๐ช(\alpha )`$ EW corrections in Ref. BK , combined with effects of multiple photon emission, have been estimated to contribute a systematic uncertainty of $`\delta M_W=1520`$ MeV to the measurement of the $`W`$ mass in Run I kotwal . Clearly, in order to achieve the accuracies envisioned for Run II and the LHC, improved theoretical calculations are required.
Recently, new and more accurate calculations of the $`๐ช(\alpha )`$ EW corrections to $`W`$ BKW and $`Z`$ boson production in hadronic collisions BKS ; BBHSW became available. In this talk I present an overview of these calculations. They include most of the contributions which were previously ignored. In Section II I briefly describe the calculation of the $`๐ช(\alpha )`$ EW corrections to $`Z`$ boson and high mass Drell-Yan production. In Section III I summarize the results of Ref. BKW . In Section IV I present a brief summary and outlook.
## II Electroweak Corrections to $`Z`$ boson and High Mass Drell-Yan Production
### II.1 The $`๐ช(\alpha )`$ QED Corrections to Di-lepton Production
For $`pp{}_{}{}^{^{()}}Z,\gamma ^{}\mathrm{}^+\mathrm{}^{}`$, the pure QED corrections form a separately gauge invariant set of diagrams. The first step towards a full calculation of the $`๐ช(\alpha )`$ corrections to $`Z`$ boson production thus consists of performing a calculation of the pure QED corrections. The diagrams contributing to the $`๐ช(\alpha )`$ QED corrections can be separated into gauge invariant subsets corresponding to initial and final state corrections.
To perform the calculation, a Monte Carlo method for next-to-leading-order (NLO) calculations similar to that described in Ref. NLOMC was used. With the Monte Carlo method, it is easy to calculate a variety of observables simultaneously and to simulate detector response. The collinear singularities associated with final state photon radiation are regulated by the mass of the leptons. The associated mass singular logarithms of the form $`\mathrm{log}(\widehat{s}/m_{\mathrm{}}^2)`$, where $`\widehat{s}`$ is the squared parton center of mass energy and $`m_{\mathrm{}}`$ is the charged lepton mass, are included in our calculation, but the very small terms of $`๐ช(m_{\mathrm{}}^2/\widehat{s})`$ are neglected.
The collinear singularities associated with initial state photon radiation can be removed by universal collinear counter terms generated by โrenormalizingโ the parton distribution functions (PDFโs) spies , in complete analogy to gluon emission in QCD. In addition to the collinear counterterms, finite terms can be absorbed into the PDFโs, introducing a QED factorization scheme dependence. We have carried out our calculation in the QED $`DIS`$ and QED $`\overline{MS}`$ scheme. In order to treat the $`๐ช(\alpha )`$ initial state QED corrections to $`Z`$ boson production in hadronic collisions in a consistent way, QED corrections should be incorporated in the global fitting of the PDFโs using the same factorization scheme which has been employed to calculate the cross section. Current fits to the PDFโs do not include QED corrections, which introduces a small uncertainty into the calculation.
In Fig. 1a we display the ratio of the $`๐ช(\alpha ^3)`$ and the Born cross section as a function of the $`\mathrm{}^+\mathrm{}^{}`$ invariant mass in $`p\overline{p}\gamma ^{},Z\mathrm{}^+\mathrm{}^{}`$ at Tevatron energies. In the region $`40\mathrm{GeV}<m(\mathrm{}^+\mathrm{}^{})<110`$ GeV, the cross section ratio is seen to vary rapidly.
Below the $`Z`$ peak, QED corrections enhance the cross section by up to a factor 2.7 (1.9) for electrons (muons). The maximum enhancement of the cross section occurs at $`m(\mathrm{}^+\mathrm{}^{})75`$ GeV. At the $`Z`$ peak, the differential cross section is reduced by about $`30\%`$ ($`20\%`$). For $`m(\mathrm{}^+\mathrm{}^{})>130`$ GeV, the $`๐ช(\alpha )`$ QED corrections uniformly reduce the differential cross section by about $`12\%`$ in the electron case, and $`7\%`$ in the muon case.
In Fig. 1b, we compare the impact of the full $`๐ช(\alpha )`$ QED corrections (solid line) on the muon pair invariant mass spectrum with that of final state (dashed line) and initial state radiative corrections (dotted line) only. Qualitatively similar results are obtained in the electron case. Final state radiative corrections are seen to completely dominate over the entire mass range considered. They are responsible for the strong modification of the di-lepton invariant mass distribution. In contrast, initial state corrections are uniform and small ($`+0.4\%`$).
The results shown in Fig. 1 can be understood by recalling that final state photon radiation leads to corrections which are proportional to $`\alpha \mathrm{log}(\widehat{s}/m_{\mathrm{}}^2)`$. These terms are large, and significantly influence the shape of the di-lepton invariant mass distribution. Photon radiation from one of the leptons lowers the di-lepton invariant mass. Events from the $`Z`$ peak region therefore are shifted towards smaller values of $`m(\mathrm{}^+\mathrm{}^{})`$, thus reducing the cross section in and above the peak region, and increasing the rate below the $`Z`$ pole. Due to the $`\mathrm{log}(\widehat{s}/m_{\mathrm{}}^2)`$ factor, the effect of the corrections is larger in the electron case.
In Fig. 1, we have not taken into account realistic lepton identification requirements. To simulate detector acceptance, we now impose the following lepton transverse momentum ($`p_T`$) and rapidity ($`\eta `$) cuts, which are similar to those used by the CDF Collaboration in Run I:
$`p_T(e)>20\mathrm{GeV},`$ $`|\eta (e)|<2.4,`$ (1)
$`p_T(\mu )>25\mathrm{GeV},`$ $`|\eta (e)|<1.0.`$ (2)
In addition at least one of the electrons (muons) is required to have $`|\eta (e)|<1.1`$ ($`|\eta (\mu )|<0.6`$). Uncertainties in the energy measurements of the charged leptons in the detector are simulated in the calculation by Gaussian smearing of the particle four-momentum vector according to the CDF electron and muon momentum resolutions. The granularity of the detector and the size of the electromagnetic showers in the calorimeter make it difficult to discriminate between electrons and photons with a small opening angle. One therefore recombines the four-momentum vectors of the electron and photon to an effective electron four-momentum vector if both traverse the same calorimeter cell. Muons are identified in a hadron collider detector by hits in the muon chambers. In addition, one requires that the associated track is consistent with a minimum ionizing particle. This limits the energy of a photon which traverses the same calorimeter cell as the muon to be smaller than a critical value $`E_c^\gamma `$. In the subsequent discussion, we assume $`E_c^\gamma =2`$ GeV.
In Fig. 2a (Fig. 2b) we show how detector effects change the ratio of the $`๐ช(\alpha ^3)`$ to leading order differential cross sections as a function of the $`e^+e^{}`$ ($`\mu ^+\mu ^{}`$) invariant mass for $`p\overline{p}`$ collisions at $`\sqrt{s}=1.8`$ TeV. The finite energy resolution and the acceptance cuts have only a small effect on the cross section ratio. The lepton identification criteria, on the other hand, are found to have a large impact. Recombining the electron and photon four-momentum vectors if they traverse the same calorimeter cell eliminates the mass singular terms originating from final state photon radiation. Although the recombination of the electron and photon momenta reduces the effect of the $`๐ช(\alpha )`$ QED corrections, the remaining corrections are still sizeable. Below (at) the $`Z`$ peak, they enhance (suppress) the lowest order $`e^+e^{}`$ differential cross section by up to a factor 1.6 (0.9) (see Fig. 2a). For muon final states (see Fig. 2b), the requirement of $`E_\gamma <E_c^\gamma =2`$ GeV for a photon which traverses the same calorimeter cell as the muon reduces the hard photon part of the $`๐ช(\alpha ^3)`$ $`\mu ^+\mu ^{}(\gamma )`$ cross section. As a result, the magnitude of the QED corrections below the $`Z`$ peak is reduced. At the $`Z`$ pole the corrections remain unchanged, and for $`\mu ^+\mu ^{}`$ masses larger than $`M_Z`$ they become more pronounced.
From Figs. 1 and 2 it is clear that final state bremsstrahlung severely distorts the Breit-Wigner shape of the $`Z`$ resonance curve. As a result, QED corrections must be included when the $`Z`$ boson mass is extracted from data, otherwise the mass extracted is shifted to a lower value. In the approximate treatment of the QED corrections to $`Z`$ boson production used so far by the Tevatron experiments, only final state corrections are taken into account, and the effects of soft and virtual corrections are estimated from the inclusive $`๐ช(\alpha ^2)`$ $`Z\mathrm{}^+\mathrm{}^{}(\gamma )`$ width and the hard photon bremsstrahlung contribution BK . When detector effects are taken into account, the approximate calculation leads to a shift of the $`Z`$ mass of about $`150`$ MeV in the electron case, and approximately $`300`$ MeV in the muon case kotwal . The $`Z`$ boson mass extracted from the $`\mathrm{}^+\mathrm{}^{}`$ invariant mass distribution which includes the full $`๐ช(\alpha ^3)`$ QED corrections is found to be about 10 MeV smaller than that obtained using the approximate calculation of Ref. BK .
The bulk of the shift in $`M_Z`$ originates from final state photon radiation. This raises the question of how strongly multiple photon radiation influences the measured $`Z`$ boson mass. An explicit calculation of $`\mathrm{}^+\mathrm{}^{}\gamma \gamma `$ production in hadronic collisions BS shows that two photon radiation has a significant impact on the shape of the $`Z`$ resonance curve. In order to determine its effect on $`M_Z`$, more detailed simulations have to be carried out.
### II.2 Including Weak Corrections
So far, the purely weak corrections, which mainly consist of vertex corrections and box diagrams with two massive bosons exchanges, were ignored in our discussion. In the $`Z`$ peak region, these corrections are small. However, at large energies, the effect of the weak vertex and box diagrams becomes large log . In this section we present preliminary results of a new calculation BBHSW which takes into account the purely weak corrections in $`Z`$ and Drell-Yan production.
In Fig. 3a we show the ratio of the full $`๐ช(\alpha ^3)`$ electroweak and the $`๐ช(\alpha ^3)`$ QED differential cross sections for $`pp\mu ^+\mu ^{}(\gamma )`$ at the LHC as a function of the $`\mu ^+\mu ^{}`$ invariant mass ewlhc ; BBHSW . Here we have imposed a $`p_T(\mu )>20`$ GeV and a $`|\eta (\mu )|<3.2`$ cut, and used the improved Born approximation (IBA) to evaluate the lowest order contribution to the $`๐ช(\alpha ^3)`$ QED cross section. Similar results are obtained for the $`e^+e^{}`$ final state and $`p\overline{p}`$ collisions at Tevatron energies.
The IBA incorporates the running electromagnetic coupling constant, the $`Z`$ propagator expressed in terms of the Fermi constant, $`G_\mu `$, and the $`Z`$ boson mass and width measured at LEP, and the vector and axial vector couplings expressed in terms of the effective leptonic weak mixing angle. The ratio shown in Fig. 3a directly displays the effect of the weak box diagrams and the energy dependence of the weak coupling form factors. While the additional weak contributions change the differential cross section by 0.6% at most, they do modify the shape of the $`Z`$ resonance curve.
Figure 3b compares the effect of the $`๐ช(\alpha ^3)`$ QED corrections and the full $`๐ช(\alpha ^3)`$ electroweak corrections on the di-muon invariant mass distribution at the LHC for $`m(\mu ^+\mu ^{})`$ values between 200 GeV and 2 TeV. Due to the presence of logarithms of the form $`\mathrm{log}(\widehat{s}/M_Z^2)`$, the weak corrections become significantly larger than the QED corrections at large values of $`m(\mu ^+\mu ^{})`$, and, eventually, may have to be resummed KPS . For $`m(\mu ^+\mu ^{})=2`$ TeV, the full $`๐ช(\alpha ^3)`$ electroweak corrections are found to reduce the differential cross section by more than 20%.
## III Electroweak Corrections to $`W`$ Boson Production
The calculation of the $`๐ช(\alpha )`$ corrections to $`W`$ boson production BKW employs the same Monte Carlo method which was used in the $`Z`$ case. The collinear singularities originating from initial state photon radiation are again removed by counter terms generated by renormalizing the PDFโs. Calculating the EW radiative corrections to $`W`$ boson production, the problem arises how an unstable charged gauge boson can be treated consistently in the framework of perturbation theory. This problem has been studied in Ref. dw with particular emphasis on finding a gauge invariant decomposition of the EW $`๐ช(\alpha )`$ corrections into a QED-like and a modified weak part. In $`W`$ production, the Feynman diagrams which involve a virtual photon do not represent a gauge invariant subset. In Ref. dw it was demonstrated how gauge invariant contributions that contain the infrared (IR) singular terms can be extracted from the virtual photonic corrections. These contributions can be combined with the also IR-singular real photon corrections in the soft photon region to form IR-finite gauge invariant QED-like contributions corresponding to initial state, final state and interference corrections. The IR finite remainder of the virtual photonic corrections and the pure weak one-loop corrections can be combined to separately gauge invariant modified weak contributions to the $`W`$ boson production and decay processes.
Since hadron collider detectors cannot directly detect the neutrinos produced in the leptonic $`W`$ boson decays, $`W\mathrm{}\nu `$, and cannot measure the longitudinal component of the recoil momentum, there is insufficient information to reconstruct the invariant mass of the $`W`$ boson. Instead, the transverse mass ($`M_T`$) distribution of the $`\mathrm{}\nu `$ system, or the $`p_T`$ distribution of the charged lepton, are used to extract $`M_W`$. The $`M_T`$ distribution for electron and muon final states at the Born level and including $`๐ช(\alpha )`$ corrections at the Tevatron is shown in Fig. 4a. The various individual contributions to the EW $`๐ช(\alpha )`$ corrections of the $`M_T`$ distribution in the electron case are shown in Fig. 4b.
To model the detector acceptance, the following $`p_T`$ and $`\eta `$ cuts were imposed in Fig. 4:
$$p_T(\mathrm{})>25\mathrm{GeV},|\eta (\mathrm{})|<1.2,\mathrm{}=e,\mu ,$$
(3)
$$p\text{/}_T>25\mathrm{GeV}.$$
(4)
These cuts are similar to the acceptance cuts used by the Dร collaboration in their $`W`$ mass analyses in Run I. As before, uncertainties in the energy and momentum measurements of the charged leptons in the detector are simulated in the calculation by Gaussian smearing of the particle four-momentum vector.
The initial state QED-like contribution uniformly increases the cross section by about 1%. It is largely canceled by the modified weak initial state contribution. The interference contribution is very small. It decreases the cross section by about $`0.01\%`$ for transverse masses below $`M_W`$, and by up to $`0.5\%`$ for $`M_T>M_W`$. The final state QED-like contribution significantly changes the shape of the transverse mass distribution and reaches its maximum effect in the region of the Jacobian peak, $`M_TM_W`$. As for the initial state, the modified weak final state contribution reduces the cross section by about $`1\%`$, and has no effect on the shape of the transverse mass distribution. Since the final state QED-like contribution is proportional to $`\mathrm{log}(\widehat{s}/m_{\mathrm{}}^2)`$, its size for muons is considerably smaller than for electrons. The initial state corrections and the interference contribution are very similar for electron and muon final states.
In Fig. 4, we have not taken into account the recombination of electrons and photons if their opening angle is small. As in $`Z`$ boson production, when recombination is included, the mass singular logarithmic terms are eliminated. This significantly reduces the size of the EW corrections. Figure 5 demonstrates the effect for the transverse momentum distribution of the electron in $`ppe^+\nu (\gamma )`$ at the LHC.
The solid histogram shows the cross section ratio taking only the transverse momentum and pseudorapidity cuts of Eqs. (3) and (4) into account. The dashed histogram displays the result obtained when in addition the four momentum vectors are smeared according to the ATLAS specifications ATLTDR , and electron and photon momenta are combined if $`\mathrm{\Delta }R(e,\gamma )<0.07`$ ATLTDR . Qualitatively similar results are obtained for Tevatron energies and CDF and Dร lepton identification criteria.
As we have seen, final state bremsstrahlung has a non-negligible effect on the shape of the $`M_T`$ distribution in the Jacobian peak region. As in the $`Z`$ boson case, final state photon radiation shifts the $`W`$ boson mass extracted from data to a lower value. In the approximate treatment of the electroweak corrections used so far by the Tevatron experiments, only final state QED corrections are taken into account; initial state, interference, and weak correction terms are ignored. Furthermore, the effect of the final state soft and virtual photonic corrections is estimated from the inclusive $`๐ช(\alpha ^2)`$ $`W\mathrm{}\nu (\gamma )`$ width and the hard photon bremsstrahlung contribution BK . When detector effects are included, the approximate calculation leads to a shift of about $`50`$ MeV in the electron case, and approximately $`160`$ MeV in the muon case kotwal . Since only one of the $`W`$ decay products radiates photons, the shift in $`M_W`$ is about a factor 2 smaller than the shift in $`M_Z`$ caused by photon radiation.
Initial state and interference contributions do not change the shape of the $`M_T`$ distribution significantly (see Fig. 4b) and therefore have little effect on the extracted mass. However, correctly incorporating the final state virtual and soft photonic corrections results in a non-negligible modification of the shape of the transverse mass distribution for $`M_T>M_W`$. For $`W`$ production at the Tevatron this is demonstrated in Fig. 6, which shows the ratio of the $`M_T`$ distribution obtained with the QED-like final state correction part of our calculation to the one obtained using the approximation of Ref. BK .
The difference in the line shape of the $`M_T`$ distribution between the $`๐ช(\alpha ^3)`$ calculation of Ref. BKW and the approximation used so far occurs in a region which is important for both the determination of the $`W`$ mass, and the direct measurement of the $`W`$ width. The precision which can be achieved in a measurement of $`M_W`$ using the transverse mass distribution strongly depends on how steeply the $`M_T`$ distribution falls in the region $`M_TM_W`$. Any change in the theoretical prediction of the line shape thus directly influences the $`W`$ mass measurement. From a maximum likelihood analysis the shift in the measured $`W`$ mass due to the correct treatment of the final state virtual and soft photonic corrections is found to be $`\mathrm{\Delta }M_W๐ช(10\mathrm{MeV})`$. For the precision expected in Run II and for the LHC such a shift cannot be ignored.
Two photon radiation has only a modest effect on the shape of the $`M_T`$ distribution BS . Detailed simulations will be necessary to determine its effect on the $`W`$ mass.
The calculation presented in Ref. BKW was carried out in the pole approximation, ie. the form factors associated with the modified weak corrections were evaluated at $`\widehat{s}=M_W^2`$. This approximation is valid in the vicinity of the $`W`$ pole. Away from the resonance region it will be important to go beyond the pole approximation. Calculations which do so are in progress BWKD . Preliminary results ewlhc indicate that the radiative corrections for $`p_T(\mathrm{})>200`$ GeV in a full calculation are up to a factor 2 larger than those calculated in the pole approximation. This may be important for a measurement of the $`W`$ width from the high transverse mass tail.
## IV Summary and Outlook
Accurate theoretical predictions for $`W`$ and $`Z`$ boson production are essential for many important electroweak precision measurements in future hadron collider experiments, in particular the measurement of the $`W`$ mass and width. In addition, comparison of the $`Z`$ boson mass and width with the values obtained at LEP will help to calibrate detectors. All these measurements require a detailed understanding of the EW radiative corrections. I have described the current status of calculations of the $`๐ช(\alpha )`$ EW corrections to $`W`$ and $`Z`$ boson production in hadronic collisions. These calculations will be complete by the time Run II of the Tevatron is expected to start. Much more work is required to determine the effect of multiple photon radiation on the weak boson masses extracted from hadron collider experiments.
## Acknowledgements
This work has been supported by NSF grant PHY-9970703.
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# 1 Introduction
## 1 Introduction
Over the past few years, one of the important progresses in string and field theories is the observation of Maldacena that open string excitations on D-branes decouple from gravity in the appropriate low energy limit, the so-called decoupling limit and that string/M theories on the anti-de Sitter space (AdS) are dual to a certain large $`N`$ conformal field theory (CFT) which lives on the boundary of the AdS. One important example of this AdS/CFT correspondence is that IIB string theory on the $`AdS_5\times S^5`$ is believed to be dual to the $`๐ฉ`$=4 super Yang-Mills theory (SYM). The geometry $`AdS_5\times S^5`$ comes from the decoupling limit of D3-branes (hereafter referred to as the SYM limit). Through this โdualityโ one can learn something about the large $`N`$ SYM with strong โt Hooft coupling from the low energy limit of the superstring/M theory, supergravity. Indeed a lot of knowledge has been acquired from the correspondence, which is consistent with our expectation.
Recently it has been noticed that when a constant NS $`B`$ field is present, the worldvolume coordinates of D-branes become noncommutative . In an appropriate limit the worldvolume theory of D-branes with nonvanishing spatial components of the NS $`B`$ field is a noncommutative SYM (NCSYM) - (hereafter called the NCSYM limit) with space-space noncommutativy. More recently when an electric background is introduced, the resulting theory has been found to be a noncommutative open string (NCOS) theory with space-time noncommutativity in an appropriate limit (hereafter NCOS limit) . For related discussions, see also Refs. -.
In this paper we consider the above three limits for the bound state (F1, D1, D3) with both electric and magnetic $`B`$ fields . The SYM limit for this bound state has been discussed in Ref. . For completeness and to compare with the other two cases, we also review the SYM limit in this paper. In the simple $`\alpha ^{}0`$ limit, the resulting theory is still the $`๐ฉ`$=4 SYM in ordinary spacetime. In the NCSYM limit the theory is the NCSYM with space-space noncommutativity again, namely without space-time noncommutativity. In the NCOS limit the resulting theory is most nontrivial and is the NCOS with not only space-time noncommutativity but also space-space noncommutativity. Another subject we discuss is the $`SL(2,๐)`$ duality of these solutions. The S-duality has been discussed for theories with either an electric or magnetic background , but full understanding of the behavior of these theories with both types of backgrounds under the general $`SL(2,๐)`$ duality has not been obtained. In the NCOS theory with both space-time and space-space noncommutativities, there remains in general a nonvanishing axion field and it seems more appropriate to use the $`SL(2,๐)`$ transformation to get clear understanding of the relations of these theories. We show that these theories are nicely related with each other by the $`SL(2,๐)`$ transformation of IIB supergravity.
As a preparation for our following discussions, in sect. 2 we review the Seiberg-Witten relation between the open and closed string moduli when both the electric and magnetic components of the NS $`B`$ field are present. In sect. 3 we discuss supergravity duals for three different limits. In particular we show how we are uniquely lead to the nontrivial decoupling limit for space-time and space-space noncommutativities. In sect. 4, we discuss general $`SL(2,๐)`$ transformations of these solutions and show that under the $`SL(2,๐)`$ transformation, the NCSYM is mapped into a NCOS with space-time and space-space noncommutativities, but the NCOS transforms in general into another NCOS with different parameters and reduces to a NCSYM in a special case, depending on the asymptotic value of the axion. Concluding remarks are given in sect. 5.
In the course of our work, two papers have appeared in which similar topics were discussed. The authors of Ref. have discussed, in the setting of a vanishing asymptotic value of the axion, the S-duality of the NCOS theory and NCSYM, from both points of view of string theory and supergravity. In Ref. , the authors have discussed the $`SL(2,๐)`$ transformation of NCOS from the open string point of view.<sup>1</sup><sup>1</sup>1More recently, related discussion on the S-duality of NCSYM has been given in Refs. . Our discussion is in terms of the dual supergravity description.
## 2 Seiberg-Witten relation
When a constant NS $`B`$ field is present, an open string ending on a D-brane has the following boundary conditions:
$$g_{ij}_\sigma X^j+2\pi \alpha ^{}B_{ij}_\tau X^j=0,\delta X^a=0.$$
(2.1)
The open string moduli appear in the disk correlators on the open string worldsheet boundaries
$$X^i(\tau )X^j(0)=\alpha ^{}G^{ij}\mathrm{ln}(\tau )^2+\frac{i}{2}\mathrm{\Theta }^{ij}ฯต(\tau ).$$
(2.2)
The open and closed string moduli are connected by the Seiberg-Witten relation
$`G_{ij}=g_{ij}(2\pi \alpha ^{})^2(Bg^1B)_{ij},`$
$`\mathrm{\Theta }^{ij}=2\pi \alpha ^{}\left({\displaystyle \frac{1}{g+2\pi \alpha ^{}B}}\right)_A^{ij},`$
$`G^{ij}=\left({\displaystyle \frac{1}{g+2\pi \alpha ^{}B}}\right)_S^{ij},`$
$`G_s=g_s\left({\displaystyle \frac{detG_{ij}}{det(g_{ij}+2\pi \alpha ^{}B_{ij})}}\right)^{1/2},`$ (2.3)
where $`()_A`$ and $`()_S`$ denote the antisymmetric and symmetric parts, respectively.
The constant NS $`B`$ field is equivalent to a gauge field on the worldvolume of the D-brane because only $`_{ij}=B_{ij}+F_{ij}`$ is gauge invariant. Therefore the electric and magnetic components of the $`B`$ field can always be rotated so that they are parallel to each other. On the other hand, we are mainly concerned with the D3-brane case in this paper, restricting ourselves to the worldvolume of D3-branes. Suppose we have the closed string metric
$$g_{ij}=g_1(\delta _i^1\delta _j^1\delta _i^0\delta _j^0)+g_2(\delta _i^2\delta _j^2+\delta _i^3\delta _j^3),$$
(2.4)
and the constant $`B`$ field has components
$$B_{ij}=E(\delta _i^1\delta _j^0+\delta _i^0\delta _j^1)+B(\delta _i^2\delta _j^3\delta _i^3\delta _j^2).$$
(2.5)
Defining
$$e=\frac{E}{E_{\mathrm{crit}}},b=\frac{B}{B_0},$$
(2.6)
where
$$E_{\mathrm{crit}}=\frac{g_1}{2\pi \alpha ^{}},B_0=\frac{g_2}{2\pi \alpha ^{}},$$
(2.7)
and using the Seiberg-Witten relation, we have the open string metric
$$G^{ij}=\frac{1}{g_1(1e^2)}(\delta _0^i\delta _0^j+\delta _1^i\delta _1^j)+\frac{1}{g_2(1+b^2)}(\delta _2^i\delta _2^j+\delta _3^i\delta _3^j),$$
(2.8)
the noncommutativity matrix
$$\mathrm{\Theta }^{ij}=\frac{2\pi \alpha ^{}e}{g_1(1e^2)}(\delta _0^i\delta _1^j\delta _1^i\delta _0^j)+\frac{2\pi \alpha ^{}b}{g_2(1+b^2)}(\delta _2^i\delta _3^j+\delta _3^i\delta _2^j),$$
(2.9)
and the open string coupling constant
$$G_s=g_s\sqrt{(1e^2)(1+b^2)}.$$
(2.10)
Let us now consider three different limits.
(1) SYM limit. From Eqs. (2.8), (2.9) and (2.10), we see that when $`\alpha ^{}0`$ with finite electric $`E`$ and magnetic components $`B`$, the open and closed string moduli are equal. The noncommutativity matrix $`\mathrm{\Theta }^{ij}`$ vanishes, so that the entire spacetime becomes an ordinary commutative one. In this case, the oscillation modes of an open string and gravity are decoupled, and the worldvolume theory is the $`๐ฉ`$=4 SYM in the low energy limit. Note that the constant $`B`$ field is converted into a constant part of the gauge field on the worldvolume of the D3-brane and remains in that limit. If the D3-brane worldvolume is noncompact, the constant part of the gauge field is physically unmeasurable in the flat infinite space . On the other hand, if the worldvolume is compact, the constant part is quantized and the resulting low energy theory is the $`๐ฉ`$=4 SYM with both quantized electric and magnetic fluxes.
(2) NCSYM limit. Taking the limit $`\alpha ^{}0`$ with $`g_1=1`$, $`g_2=(2\pi \alpha ^{}B)^2`$, and $`g_s=2\pi \alpha ^{}BG_s`$ while keeping $`G_s`$, $`E`$ and $`B`$ finite, we can obtain
$$G^{ij}=\eta ^{ij},\mathrm{\Theta }^{ij}=\frac{1}{B}(\delta _2^i\delta _3^j+\delta _3^i\delta _2^j).$$
(2.11)
In this case, the resulting theory is the noncommutative SYM (because $`\alpha ^{}G^{ij}=0`$, that is, massive open string modes are decoupled) with space-space noncommutativity $`\mathrm{\Theta }^{23}0`$; the Yang-Mills coupling constant is $`g_{YM}^2=2\pi G_s`$. The magnetic background gives rise to the space-space noncommutativity. The constant electric component of the NS $`B`$ field is converted into a constant electric part of the gauge field, which is physically unmeasurable if the worldvolume is noncompact again. If the worldvolume is compact, the resulting theory is the NCSYM with quantized electric flux.
(3) NCOS limit. In contrast to the magnetic component $`B`$, on which there is no restriction, the electric component cannot be beyond its critical value $`E_{\mathrm{crit}}`$. When the electric field approaches its critical value in a certain manner, one may obtain a noncritical NCOS theory, from which the closed string sector is decoupled , in spacetime with the space-time noncommutativity. If a finite magnetic component is also present, the space-space coordinates are also noncommutative. This has been noted in Refs. and . For example, taking the scaling limit<sup>2</sup><sup>2</sup>2Here $`n`$ is a positive parameter. It was chosen to be 2 in the S-duality consideration in Ref. , and 1 in Ref. . We will show in the next section that this freedom is allowed in this limit.
$`e=1\alpha ^ne_0/2,(n>0),`$
$`g_1={\displaystyle \frac{1}{\alpha _{\mathrm{eff}}^{}e_0\alpha ^{n1}}},g_2={\displaystyle \frac{2\pi \alpha ^{}b}{(1+b^2)\theta _1}},`$
$`g_s={\displaystyle \frac{G_s}{\alpha ^{n/2}\sqrt{e_0(1+b^2)}}},`$ (2.12)
with $`e_0`$ constant, while keeping $`G_s`$ and $`B`$ constant, one may get
$$\frac{\alpha ^{}}{\alpha _{\mathrm{eff}}^{}}G^{ij}=(\delta _0^i\delta _0^j\delta _1^i\delta _1^j)+\frac{\theta _1}{\theta _0b}(\delta _2^i\delta _2^j+\delta _3^i\delta _3^j),$$
(2.13)
$$\mathrm{\Theta }^{ij}=\theta _0(\delta _0^i\delta _1^j\delta _1^i\delta _0^j)+\theta _1(\delta _2^i\delta _3^j+\delta _3^i\delta _2^j),$$
(2.14)
where $`\alpha _{\mathrm{eff}}^{}=\theta _0/(2\pi )`$. In this case, the critical electric field is given by $`E_{\mathrm{crit}}=\frac{1}{e_0\theta _0\alpha ^n}`$. Although the closed string coupling constant is divergent in this limit, the open string metric and coupling constant are well defined.
It is rather nontrivial to derive the dual gravity description of this NCOS theory. One of our purposes in this paper is to elucidate this problem. This is discussed in the next section.
## 3 Supergravity duals
When both the electric and magnetic components of the NS $`B`$ field are present on a D3-brane, the D3-brane becomes a (F1, D1, D3) bound state. The supergravity configuration of the bound state has been constructed in Ref. . It can also be constructed as follows . Starting from a D3-brane without an NS $`B`$ field with worldvolume coordinates ($`x_0`$, $`x_1`$, $`x_2`$ and $`x_3`$), and making a T-duality along $`x_3`$, one gets a D2-brane with a smeared coordinate $`x_3`$. Uplifting the D2-brane yields an M2-brane in the 11-dimensional supergravity. Performing a coordinate rotation with parameter angles $`\phi `$ and $`\theta `$
$`x_4=x_4^{}\mathrm{cos}\phi (x_2^{}\mathrm{cos}\theta x_3^{}\mathrm{sin}\theta )\mathrm{sin}\phi ,`$
$`x_2=x_4^{}\mathrm{sin}\phi +(x_2^{}\mathrm{cos}\theta x_3^{}\mathrm{sin}\theta )\mathrm{cos}\phi ,`$
$`x_3=x_2^{}\mathrm{sin}\theta +x_3^{}\mathrm{cos}\theta ,`$ (3.1)
and then reducing along $`x_4^{}`$, one obtains a new D2-brane. Applying T-duality along $`x_3^{}`$, one reaches a (F1, D1, D3) bound state. For the case of black configurations, the procedure is applicable as well.
Using the above approach, we obtain the non-extremal supergravity solution of (F1, D1, D3) bound state<sup>3</sup><sup>3</sup>3In this section a factor $`2\pi \alpha ^{}`$ is absorbed into the $`B`$ field.<sup>,</sup><sup>4</sup><sup>4</sup>4There is the freedom to shift the asymptotic value of the axion field $`\chi _{\mathrm{}}`$ by the $`SL(2,๐)`$ symmetry of the IIB supergravity. We note that this is a classical symmetry of the IIB supergravity.
$`ds^2=F^{1/2}[h^{}(fdx_0^2+dx_1^2)+h(dx_2^2+dx_3^2)]+F^{1/2}[f^1dr^2+r^2d\mathrm{\Omega }_5^2],`$
$`e^{2\varphi }=g_s^2hh^{},\chi ={\displaystyle \frac{1}{g_sF}}\mathrm{tan}\phi \mathrm{sin}\theta ,`$
$`B_{01}=H^1\mathrm{coth}\alpha \mathrm{sin}\phi ,A_{01}=H^1\mathrm{coth}\alpha \mathrm{sin}\theta /g_s\mathrm{cos}\phi ,`$
$`B_{23}={\displaystyle \frac{\mathrm{tan}\theta }{G}},A_{23}={\displaystyle \frac{\mathrm{tan}\phi \mathrm{cos}\theta }{g_sG}},`$
$`F_{0123r}={\displaystyle \frac{\mathrm{coth}\alpha \mathrm{cos}\theta }{g_s\mathrm{cos}\phi }}hh^{}_rF^1,`$ (3.2)
where
$`f=1{\displaystyle \frac{r_0^4}{r^4}},H=1+{\displaystyle \frac{r_0^4\mathrm{sinh}^2\alpha }{r^4}},`$
$`h=F/G,h^{}=F/H,`$
$`F=1+\mathrm{cos}^2\phi {\displaystyle \frac{r_0^4\mathrm{sinh}^2\alpha }{r^4}},G=1+\mathrm{cos}^2\phi \mathrm{cos}^2\theta {\displaystyle \frac{r_0^4\mathrm{sinh}^2\alpha }{r^4}}.`$ (3.3)
The bound state solution includes several special cases: when $`\phi =\theta =0`$, it reduces to the D3-brane solution; when $`\phi =\pi /2`$ and $`\theta `$ is arbitrary, it goes to the F-string solution with two smeared coordinates; when $`\phi =0`$ and $`\theta =\pi /2`$, it becomes the D-string solution with two smeared coordinates; when $`\phi =0`$ and $`\theta `$ is arbitrary, the solution reduces to the (D1, D3) bound state; when $`\theta =0`$ and $`\phi `$ is arbitrary, it becomes the (F1, D3) bound state; and finally when $`\theta =\pi /2`$ and $`\phi `$ is arbitrary, it goes back to the (F1, D1) bound state with two smeared coordinates.
Some thermodynamic quantities, the ADM mass $`M`$, the Hawking temperature $`T`$, and the entropy $`S`$, associated with the solution (3) are
$`M={\displaystyle \frac{5\pi ^3r_0^4V_3}{16\pi G_{10}}}(1+{\displaystyle \frac{4}{5}}\mathrm{sinh}^2\alpha ),`$
$`T={\displaystyle \frac{1}{\pi r_0\mathrm{cosh}\alpha }},`$
$`S={\displaystyle \frac{\pi ^3r_0^5V_3}{4G_{10}}}\mathrm{cosh}\alpha ,`$ (3.4)
where $`V_3`$ is the spatial volume of worldvolume of the bound state. An important feature of these thermodynamic quantities is their independence of the parameter angles $`\phi `$ and $`\theta `$. This means that the thermodynamics is the same for all special cases discussed above. It also guarantees the thermodynamic equivalence among the three theories coming from different scaling limits which will be discussed shortly.
For the (F1, D1, D3) bound state, the charges of the three kinds of branes are
$`Q_{D3}={\displaystyle \frac{4\pi ^3V_3r_0^4\mathrm{sinh}\alpha \mathrm{cosh}\alpha }{16\pi G_{10}}}\mathrm{cos}\phi \mathrm{cos}\theta ,`$
$`Q_{D1}={\displaystyle \frac{4\pi ^3V_3r_0^4\mathrm{sinh}\alpha \mathrm{cosh}\alpha }{16\pi G_{10}}}\mathrm{cos}\phi \mathrm{sin}\theta ,`$
$`Q_F={\displaystyle \frac{4\pi ^3V_3r_0^4\mathrm{sinh}\alpha \mathrm{cosh}\alpha }{16\pi G_{10}}}\mathrm{sin}\phi .`$ (3.5)
In the extremal limit that $`\alpha \mathrm{}`$, $`r_00`$ with finite charges, we have
$$M_{ext}^2=Q_{D3}^2+Q_{D1}^2+Q_F^2,$$
(3.6)
which indicates that the bound state is a non-threshold state. The charges satisfy the relations
$$\frac{Q_{D1}}{Q_{D3}}=\mathrm{tan}\theta ,\frac{Q_F}{Q_{D3}}=\frac{\mathrm{tan}\phi }{\mathrm{cos}\theta }.$$
(3.7)
Furthermore, in this bound state, the number of D3-branes is
$$N_3=\frac{R_0^4\mathrm{cos}\phi \mathrm{cos}\theta }{4\pi g_s\alpha ^2},$$
(3.8)
the number of D-strings is
$$N_1=\frac{R_0^4\mathrm{cos}\phi \mathrm{sin}\theta }{4\pi g_s\alpha ^2}\frac{V_2}{(2\pi )^2\alpha ^{}},$$
(3.9)
and the number of F-strings is
$$N_F=\frac{R_0^4\mathrm{sin}\phi }{4\pi g_s^2\alpha ^2}\frac{V_2}{(2\pi )^2\alpha ^{}},$$
(3.10)
where $`R_0^4=r_0^4\mathrm{sinh}\alpha \mathrm{cosh}\alpha `$ and $`V_2`$ is the area of the worldvolume coordinates $`x_2`$ and $`x_3`$.
We are now going to discuss the various decoupling limits for the supergravity duals, keeping the number $`N_3`$ of D3-branes finite.
### 3.1 SYM limit
In this subsection, we first discuss the SYM limit. Taking the usual decoupling limit:
$$\alpha ^{}0:r=\alpha ^{}u,r_0=\alpha ^{}u_0,$$
(3.11)
and keeping $`\mathrm{cos}\theta `$ and $`\mathrm{cos}\phi `$ finite, we have
$$ds^2=\alpha ^{}\left[\frac{u^2}{\stackrel{~}{R}^2}(\mathrm{cos}^2\phi (\stackrel{~}{f}dx_0^2+dx_1^2)+\mathrm{cos}^2\theta (dx_2^2+dx_3^2))+\frac{\stackrel{~}{R}^2}{u^2}(\stackrel{~}{f}^1du^2+u^2d\mathrm{\Omega }^2)\right],$$
(3.12)
where $`\stackrel{~}{R}^4=4\pi g_sN_3\mathrm{cos}\phi /\mathrm{cos}\theta `$ and $`\stackrel{~}{f}=1u_0^4/u^4`$. The dilaton, axion and $`B`$ fields reduce to
$`e^{2\varphi }=g_s^2{\displaystyle \frac{\mathrm{cos}^2\phi }{\mathrm{cos}^2\theta }},\chi =0,`$
$`B_{01}=\alpha ^2\mathrm{sin}\phi \mathrm{cos}^2\phi u^4/\stackrel{~}{R}^4,B_{23}=\alpha ^2\mathrm{tan}\theta u^4/(\stackrel{~}{R}^4\mathrm{cos}^2\theta ).`$ (3.13)
Obviously, rescaling the closed string coupling constant and worldvolume coordinates
$$g_s=\frac{\mathrm{cos}\theta }{\mathrm{cos}\phi }\stackrel{~}{g},x_{0,1}=\frac{1}{\mathrm{cos}\phi }\stackrel{~}{x}_{0,1},x_{2,3}=\mathrm{cos}\theta \stackrel{~}{x}_{2,3},$$
(3.14)
we can convert the metric (3.12) into a standard form of $`AdS_5\times S^5`$:
$$ds^2=\alpha ^{}\left[\frac{u^2}{\stackrel{~}{R}^2}(\stackrel{~}{f}d\stackrel{~}{x}_0^2+d\stackrel{~}{x}_1^2+d\stackrel{~}{x}_2^2+d\stackrel{~}{x}_3^2)+\frac{\stackrel{~}{R}^2}{u^2}(\stackrel{~}{f}^1du^2+u^2d\mathrm{\Omega }_5^2)\right].$$
(3.15)
The dilaton, axion and $`B`$ fields become
$`e^{2\varphi }=\stackrel{~}{g}^2,\chi =0,`$
$`B_{01}=\alpha ^2\mathrm{sin}\phi u^4/\stackrel{~}{R}^4,B_{23}=\alpha ^2\mathrm{tan}\theta u^4/\stackrel{~}{R}^4.`$ (3.16)
From the above solution, we see that although both the electric and magnetic components are present in the D3-brane bound state, the resulting theory in the SYM limit is still the $`๐ฉ`$=4 SYM with gauge group $`U(N_3)`$ without noncommutativity, just as was shown in Ref. . This can also be understood from the boundary conditions (2.1) of the open string. In the SYM limit, the mixed boundary conditions reduce to the ordinary Neumann boundary conditions. The constant $`B`$ field has no effect on the open string ending on the D3-branes in that limit. It is worthwhile to stress here that there is a significant difference between the D3-brane with finite $`B`$ field and the case without $`B`$ field depending on whether the D3-brane is compact or not.
The bound state solution (3) implies that there is a constant electric component $`B_{01}=\mathrm{sin}\phi `$ and a constant magnetic component $`B_{23}=\mathrm{tan}\theta `$ of the NS $`B`$ field on the worldvolume of the D3-brane, which gives a constant part of the worldvolume field strength $`F_{ij}`$. Although the constant part has no effect on the open string ending on the D3-branes in the SYM limit, it remains in that limit. If the D3-brane is compact on a torus, this part should be quantized. We find that the constant part gives $`N_1`$ units of magnetic flux and $`N_F`$ units of electric flux, with $`N_1`$ and $`N_F`$ being the numbers of D-strings and F-strings in the bound state, respectively. Thus the resulting low energy theory is the $`๐ฉ`$=4 SYM with both quantized electric and magnetic fluxes. On the other hand, if the worldvolume of the D3-brane is not compact, the constant part is physically unmeasurable in the flat infinite space, as mentioned above . The resulting theory is then just the $`๐ฉ=4`$ SYM as for the case of D3-branes without a $`B`$ field.
Thus we conclude that in the SYM limit, the worldvolume theory on the (F1, D1, D3) bound state is the $`๐ฉ`$=4 SYM without noncommutativity . We will see in the next section that under the $`SL(2,๐)`$ transformation the SYM is mapped again into the SYM with a different coupling constant.
### 3.2 NCSYM limit
Taking the decoupling limit
$`\alpha ^{}0:`$ $`\mathrm{tan}\theta ={\displaystyle \frac{\stackrel{~}{b}}{\alpha ^{}}},x_{0,1}=\stackrel{~}{x}_{0,1},x_{2,3}={\displaystyle \frac{\alpha ^{}}{\stackrel{~}{b}}}\stackrel{~}{x}_{2,3},`$ (3.17)
$`r=\alpha ^{}u,r_0=\alpha ^{}u_0,g_s=\alpha ^{}\stackrel{~}{g},`$
while keeping $`\mathrm{cos}\phi `$ finite, we have
$$ds^2=\alpha ^{}\left[\frac{u^2}{R_y^2}[\mathrm{cos}^2\phi (\stackrel{~}{f}d\stackrel{~}{x}_0^2+d\stackrel{~}{x}_1^2)+\stackrel{~}{h}(d\stackrel{~}{x}_2^2+d\stackrel{~}{x}_3^2)]+\frac{R_y^2}{u^2}[\stackrel{~}{f}^1du^2+u^2d\mathrm{\Omega }_5^2]\right],$$
(3.18)
where $`R_y^4=4\pi \stackrel{~}{g}\stackrel{~}{b}N_3\mathrm{cos}\phi `$, and
$$\stackrel{~}{h}^1=1+(au)^4,a^4=\stackrel{~}{b}^2/R_y^4.$$
(3.19)
Also we have
$`e^{2\varphi }=\stackrel{~}{g}^2\stackrel{~}{b}^2\stackrel{~}{h}\mathrm{cos}^2\phi ,\chi =0,`$
$`B_{01}=\alpha ^2\mathrm{sin}\phi \mathrm{cos}^2\phi u^4/R_y^4,B_{23}={\displaystyle \frac{\alpha ^{}}{\stackrel{~}{b}}}{\displaystyle \frac{(au)^4}{1+(au)^4}}.`$ (3.20)
After further rescaling the string coupling constant $`\stackrel{~}{g}`$ and the coordinates $`\stackrel{~}{x}_{0,1}`$ as
$$\stackrel{~}{g}\stackrel{~}{g}/\mathrm{cos}\phi ,\stackrel{~}{x}_{0,1}\frac{1}{\mathrm{cos}\phi }\stackrel{~}{x}_{0,1},$$
(3.21)
we reach
$$ds^2=\alpha ^{}\left[\frac{u^2}{R^2}[(\stackrel{~}{f}d\stackrel{~}{x}_0^2+d\stackrel{~}{x}_1^2)+\stackrel{~}{h}(d\stackrel{~}{x}_2^2+d\stackrel{~}{x}_3^2)]+\frac{R^2}{u^2}[f^1du^2+u^2d\mathrm{\Omega }_5^2]\right],$$
(3.22)
and
$`e^{2\varphi }=\stackrel{~}{g}^2\stackrel{~}{b}^2\stackrel{~}{h},\chi =0,`$
$`B_{01}=\alpha ^2\mathrm{sin}\phi u^4/R^4,B_{23}={\displaystyle \frac{\alpha ^{}}{\stackrel{~}{b}}}{\displaystyle \frac{(au)^4}{1+(au)^4}},`$ (3.23)
where $`a^4=\stackrel{~}{b}^2/R^4`$ and $`R^4=4\pi \stackrel{~}{g}\stackrel{~}{b}N_3`$. We note that the geometry (3.22) is completely the same as in the case of black D3-branes with only spatial component of $`B`$ field; for the latter see Refs. . It has been claimed that the geometry (3.22) is the gravity dual configuration of the $`๐ฉ`$=4 NCSYM with gauge group $`U(N_3)`$ and space-space noncommutativity $`[\stackrel{~}{x}_2,\stackrel{~}{x}_3]=i\stackrel{~}{b}`$.
In the NCSYM limit, an infinitely large magnetic field gives rise to the noncommutativity of space-space while the electric field is kept finite: $`F_{01}=\mathrm{sin}\phi `$. The electric field has no effect on the field theory limit of open string. (It gives rise to a quantized electric flux if the worldvolume is compact.) We do not find well-defined field theory limit with space-time noncommutativity. This is in accordance with the belief that the field theory with space-time noncommutativity may not be unitary . As a result, the low energy field theory of the bound state (F1, D1, D3) in the NCSYM limit is the $`๐ฉ`$=4 NCSYM without space-time noncommutativity, and only the spatial coordinates ($`\stackrel{~}{x}_{2,3}`$) are noncommutative. In addition, we note that the NCSYM limit implies that $`\theta \pi /2`$ and $`\phi `$ is arbitrary in this case. Hence the decoupling geometry goes to that of the bound state (F1, D1) with two smeared coordinates as $`au1`$.
For low energies, $`au1`$, the geometry is that of ordinary SYM, $`AdS_5\times S_5`$. It significantly deviates from this geometry for high energies, and the deviation appears at the scale of $`u1/a=R/\sqrt{\stackrel{~}{b}}`$.
### 3.3 NCOS limit
The NCOS limit in the dual supergravity is drastically different from the NCSYM limit, and we study how such a limit can be uniquely determined in our setting.
In order to get the NCOS limit, we should keep $`\mathrm{\Theta }^{01}`$ finite. This means that the electric field $`e`$ should tend to its critical value and other quantities should scale as given in Eq. (2.12). Note that $`\alpha ^{}G^{ij}0`$ in this limit and the oscillating modes of an open string do not decouple. This critical behavior is translated in the supergravity solution (3) into $`\mathrm{sin}\phi =1\alpha ^ne_0/2`$ or
$$\mathrm{cos}\phi =\left(\frac{\alpha ^{}}{\stackrel{~}{b}}\right)^{n/2},$$
(3.24)
with $`\theta `$ kept finite.
Next suppose the scaling behavior of $`r`$ is given as
$$r=\alpha ^mu.$$
(3.25)
We would like to make all our metric in (3) scale as $`\alpha ^{}`$. First consider the $`dr^2`$ term. This is transformed into
$$F^{1/2}dr^2=\left(1+\frac{R^4}{\alpha ^{4m2}u^4}\right)^{1/2}\alpha ^{2m}du^2,$$
(3.26)
where $`R^4=4\pi \stackrel{~}{g}N_3/(\stackrel{~}{b}^{n/2}\mathrm{cos}\theta )`$ and $`g_s=\stackrel{~}{g}\alpha ^{n/2}`$. We thus see that as long as $`m\frac{1}{2}`$, this scales as
$`\alpha ^{}\left(1+{\displaystyle \frac{R^4}{u^4}}\right)^{1/2}du^2,\mathrm{for}m={\displaystyle \frac{1}{2}},`$
$`\alpha ^{}{\displaystyle \frac{R^2}{u^2}}du^2,\mathrm{for}m>{\displaystyle \frac{1}{2}}.`$ (3.27)
Thus all values $`m\frac{1}{2}`$ are allowed at this point.
We next examine the behavior of other components of the metric.
$`H{\displaystyle \frac{\stackrel{~}{b}^n}{\alpha ^{4m2+n}}}{\displaystyle \frac{R^4}{u^4}},`$
$`G=1+{\displaystyle \frac{\mathrm{cos}^2\theta }{\alpha ^{4m2}}}{\displaystyle \frac{R^4}{u^4}}.`$ (3.28)
From Eqs. (3.27) and (3.28), we see that all nontrivial functions of $`u`$ disappear from the solution for $`m>\frac{1}{2}`$, and the resulting metric is $`AdS_5\times S_5`$ up to a rescaling of the coordinates. This is believed to correspond to the SYM limit and not the limit we are looking for. Thus we are uniquely lead to the special scaling $`m=\frac{1}{2}`$:
$$r=\sqrt{\alpha ^{}}u.$$
(3.29)
Note that the parameter $`n`$ remains arbitrary as long as it is positive.
Having understood how everything scales, we find that the dual gravity solution corresponding to the NCOS is given by
$$ds^2=\alpha ^{}\stackrel{~}{F}^{1/2}\left[\frac{u^4}{R^4}(\stackrel{~}{f}d\stackrel{~}{x}_0^2+d\stackrel{~}{x}_1^2)+\frac{1}{\stackrel{~}{G}}(d\stackrel{~}{x}_2^2+d\stackrel{~}{x}_3^2)+\stackrel{~}{f}^1du^2+u^2d\mathrm{\Omega }_5^2\right],$$
(3.30)
where
$$\stackrel{~}{F}=1+\frac{R^4}{u^4},\stackrel{~}{G}=1+\frac{R^4\mathrm{cos}^2\theta }{u^4}.$$
(3.31)
and the coordinates are rescaled as
$`x_{0,1}={\displaystyle \frac{\stackrel{~}{b}^{n/2}}{\alpha ^{(n1)/2}}}\stackrel{~}{x}_{0,1},x_{2,3}=\sqrt{\alpha ^{}}\stackrel{~}{x}_{2,3}.`$ (3.32)
The dilaton, axion and $`B`$ fields are
$`e^{2\varphi }=\stackrel{~}{g}^2{\displaystyle \frac{\stackrel{~}{F}^2}{\stackrel{~}{G}}}{\displaystyle \frac{u^4}{\stackrel{~}{b}^nR^4}},\chi ={\displaystyle \frac{\stackrel{~}{b}^{n/2}\mathrm{sin}\theta }{\stackrel{~}{g}\stackrel{~}{F}}},`$
$`B_{01}=\alpha ^{}u^4/R^4,B_{23}=\alpha ^{}\mathrm{tan}\theta /\stackrel{~}{G}.`$ (3.33)
We note that the axion field is nonvanishing here, which is quite different from other solutions.
The geometry (3.30) is considered to be the supergravity dual of the NCOS theory with both space-time and space-space noncommutativities. It can be regarded as an extension of Ref. , in which the supergravity dual of NCOS has been given with only space-time noncommutativity by applying the S-duality to the supergravity dual of NCSYM. In the NCOS limit, the electric field approaches its critical value while the magnetic field remains finite. The critical electric field leads to the space-time noncommutativity. The magnetic field also gives rise to space-space noncommutativity although it is finite.
Again the geometry is $`AdS_5\times S_5`$, that of ordinary SYM for small $`u`$, which indicates the low energy limit of NCOS is also the ordinary SYM. For large $`u`$, it deviates from this geometry in two ways, one (due to $`\stackrel{~}{F}`$) involving space-time coordinates, and the other (due to $`\stackrel{~}{G}`$) involving space-space coordinates. These are reflections of the space-time and space-space noncommutativities, and they arise at the scales of $`R`$ and $`R\sqrt{\mathrm{cos}\theta }`$, respectively.
## 4 $`SL(2,๐)`$ duality
It is well known that IIB superstring has the $`SL(2,๐)`$ symmetry and its low energy approximation, IIB supergravity, has also this symmetry. It is interesting to consider the relations of the above theories in different decoupling limits under the $`SL(2,๐)`$ transformation.
As it is already pointed out in Ref. , the S-dual of the NCSYM gives a NCOS theory without space-space noncommutativity. This case is simple because the axion field $`\chi `$ vanishes for the supergravity dual of NCSYM and the S-duality is achieved just by taking a simple inverse of the dilaton field. This relation is also natural because the NCSYM theory is affected only by the magnetic component of the $`B`$ field, while the NCOS with $`\theta =0`$ has only the electric background. The question we are asking here is what is the general situation. It might appear that this is again simple, but the above consideration suggests that these two theories might not be just the S-duals of each other since the axion field in general does not vanish for the NCOS theory. Indeed we find that the relation is rather nontrivial.
Here we consider the relations among the three theories discussed above by using the more general $`SL(2,๐)`$ transformation. We show that according to the supergravity description, the NCSYM is always mapped into a NCOS with space-time and space-space noncommutativities in general. The converse is rather nontrivial. Under the $`SL(2,๐)`$ transformation, we find that the NCOS theory transforms in general into another NCOS, and for a special case this reduces to a NCSYM theory.
Our IIB supergravity has an $`SL(2,๐)`$ invariance as an effective theory of IIB superstring. The metric in the Einstein frame is inert under this transformation, so that two solutions after a general $`SL(2,๐)`$ transformation are related as
$$ds_E^2=e^{\varphi /2}ds_{st,1}^2=e^{\varphi ^{}/2}ds_{st,2}^2,$$
(4.1)
where the latter two expressions are two string-frame metrics related by $`SL(2,๐)`$ transformations, and $`\varphi `$ and $`\varphi ^{}`$ are the dilatons for each solution. Using the notation $`\tau =\chi +ie^\varphi `$, they are related by
$$\tau ^{}=\frac{a\tau +b}{c\tau +d},adbc=1,$$
(4.2)
for integers $`a,b,c`$ and $`d`$. (The usual S-duality corresponds to the case $`\tau ^{}=1/\tau `$.) This gives us
$$e^\varphi ^{}=\frac{e^\varphi }{|c\tau +d|^2},$$
(4.3)
resulting in
$$ds_{st,2}^2=|c\tau +d|ds_{st,1}^2.$$
(4.4)
Let us first discuss the $`SL(2,๐)`$ transformation of the SYM theory (3.12). Since the axion field vanishes and the dilaton is a constant, the supergravity dual $`AdS_5\times S^5`$ is still of the form $`AdS_5\times S^5`$ after the $`SL(2,๐)`$ transformation. This implies that the ordinary SYM theory is mapped into itself again, but with a different coupling constant
$$\stackrel{~}{g}^{}=\stackrel{~}{g}(d^2+c^2\stackrel{~}{g}^2).$$
(4.5)
Next, for the NCSYM (3.22), the axion is again zero and
$$\tau =i/\stackrel{~}{h}^{1/2}\stackrel{~}{g}\stackrel{~}{b}.$$
(4.6)
The $`SL(2,๐)`$ transformation then leads to
$`ds^2`$ $`=`$ $`\alpha ^{}\stackrel{~}{h}^{}{}_{}{}^{1/2}[{\displaystyle \frac{u^2}{R^2}}[(\stackrel{~}{f}d\stackrel{~}{x}_0^2+d\stackrel{~}{x}_1^2)+\stackrel{~}{h}(d\stackrel{~}{x}_2^2+d\stackrel{~}{x}_3^2)]+{\displaystyle \frac{R^2}{u^2}}[f^1du^2+u^2d\mathrm{\Omega }_5^2]],`$
$`\stackrel{~}{h}^{}^1`$ $`=`$ $`d^2+{\displaystyle \frac{c^2}{\stackrel{~}{g}^2\stackrel{~}{b}^2}}\stackrel{~}{h}^1,e^{2\varphi ^{}}=\stackrel{~}{g}^2\stackrel{~}{b}^2\stackrel{~}{h}\stackrel{~}{h}^{}{}_{}{}^{2}.`$ (4.7)
This metric can be cast into the form (3.30) with
$$\mathrm{cos}^2\theta ^{}=\frac{c^2}{c^2+(d\stackrel{~}{b}\stackrel{~}{g})^2},$$
(4.8)
up to a coordinate and parameter rescaling. This means that the NCSYM transforms into a NCOS with both space-time and space-space noncommutativities after the transformation. When $`d=0`$ (the case of S-duality), the space-space noncommutativity then disappears.
Finally let us consider the NCOS theory (3.30) with both space-time and space-space noncommutativities where the axion field does not vanish. In the above two cases, the simple S-duality $`\tau \frac{1}{\tau }`$ was useful to get information on their relations, but here we consider the $`SL(2,๐)`$ transformation with
$$\tau =\frac{\stackrel{~}{b}^{n/2}\mathrm{sin}\theta }{\stackrel{~}{g}\stackrel{~}{F}}+i\frac{\stackrel{~}{b}^{n/2}\stackrel{~}{G}^{1/2}R^2}{\stackrel{~}{g}\stackrel{~}{F}u^2}.$$
(4.9)
The factor in Eq. (4.4) then becomes
$`|c\tau +d|=\left[(c\stackrel{~}{b}^{n/2}\mathrm{sin}\theta d\stackrel{~}{g}\stackrel{~}{F})^2+c^2\stackrel{~}{b}^n\stackrel{~}{G}{\displaystyle \frac{R^4}{u^4}}\right]^{1/2}{\displaystyle \frac{1}{\stackrel{~}{g}\stackrel{~}{F}}},`$ (4.10)
which, with the help of Eq. (3.31), is transformed into
$$\frac{\widehat{F}^{1/2}}{\stackrel{~}{F}^{1/2}},$$
(4.11)
where
$$\widehat{F}\left(d\frac{c\stackrel{~}{b}^{n/2}}{\stackrel{~}{g}}\mathrm{sin}\theta \right)^2+\left(d^2+\frac{c^2\stackrel{~}{b}^n}{\stackrel{~}{g}^2}\mathrm{cos}^2\theta \right)\frac{R^4}{u^4}.$$
(4.12)
When Eq. (4.11) is used in Eqs. (4.4) and (3.30), we find that the $`SL(2,๐)`$-transformed solution is the same as the original one (3.30) with $`\stackrel{~}{F}`$ replaced by $`\widehat{F}`$. The new $`\theta ^{}`$ is given by
$$\mathrm{cos}^2\theta ^{}=\frac{(d\stackrel{~}{g}c\stackrel{~}{b}^{n/2}\mathrm{sin}\theta )^2}{d^2\stackrel{~}{g}^2+c^2\stackrel{~}{b}^n\mathrm{cos}^2\theta }\mathrm{cos}^2\theta .$$
(4.13)
We thus find that a NCOS theory transforms into another NCOS theory with a different noncommutativity parameter under the $`SL(2,๐)`$ transformation. In general both the NCOSs have space-time and space-space noncommutativities. However, in a special case when the first term in Eq. (4.12) vanishes,
$$d\frac{c\stackrel{~}{b}^{n/2}}{\stackrel{~}{g}}\mathrm{sin}\theta =0,$$
(4.14)
we find that the $`SL(2,๐)`$-transformed solution reduces to the form (3.22), which describes a NCSYM. This is possible only for the case in which the asymptotic value of the axion $`\chi _{\mathrm{}}=\frac{\stackrel{~}{b}^{n/2}\mathrm{sin}\theta }{\stackrel{~}{g}}`$ is a rational number, in agreement with the conclusion in Ref. derived from the open string point of view. This result is also consistent with that in Ref. .<sup>5</sup><sup>5</sup>5If we used the classical $`SL(2,๐)`$ symmetry in the original solution (3), we could shift the asymptotic value $`\chi _{\mathrm{}}`$ of the axion. In particular, we could set it to zero. This is the case discussed in Ref. ; the NCOS transforms into a NCSYM after the S-duality. It was argued there that the S-dual of NCSYM is not always NCOS, but that limit is different from the well-defined NCOS limit. This also includes the case $`\theta =0`$ discussed in Ref. . In this case one can also reach the same conclusion by using a simple S-duality.
## 5 Conclusions and discussions
In this paper, we have considered in the framework of IIB supergravity three different scaling limits for the bound state (F1, D1, D3) and $`SL(2,๐)`$ transformations of the resulting theories. These three theories are, respectively, (1) the ordinary $`๐ฉ`$=4 SYM with or without $`N_F`$ units of electric flux and $`N_1`$ units of magnetic flux depending on whether the worldvolume of the D3-brane is compact or not (here $`N_1`$ and $`N_F`$ are, respectively, the numbers of D-strings and F-strings in the bound state); (2) the NCSYM with or without $`N_F`$ units of electric flux; and (3) the NCOS with both space-time and space-space noncommutativities. Under a general $`SL(2,๐)`$ transformation, the gravity dual $`AdS_5\times S^5`$ of the SYM still has the same form up to the rescaling of parameters and coordinates. This implies that the SYM becomes another SYM with different coupling constants after the transformation. The gravity dual of NCSYM takes the form of the NCOS in general with both the space-time and space-space noncommutativities. This means that a NCSYM transforms into a NCOS under the $`SL(2,๐)`$ transformation. Finally, the gravity dual of NCOS with both space-time and space-space noncommutativities remains in the same form after the $`SL(2,๐)`$ transformation. Our result implies that in general a NCOS transforms into another NCOS with different noncommutativity parameter. In the special case when the asymptotic value of the axion is a rational number, it is possible to transform a NCOS into a NCSYM, and when the asymptotic value vanishes, one can reach this conclusion by using a simple S-duality alone.
As mentioned before, the thermodynamic quantities (3.4) are independent of the parameter angles $`\phi `$ and $`\theta `$. This implies that the thermodynamics is the same for three different theories, SYM, NCSYM, and NCOS, in this supergravity approximation. Also the thermodynamics remains unchanged under the $`SL(2,๐)`$ transformation, since the latter does not change the form of Einstein metric.
From the solution (3) we see that when $`\theta =\pi /2`$ and $`\phi `$ is arbitrary, the bound state solution goes to that for the (F1, D1) bound state. Taking the critical electric field limit, one has a 2-dimensional NCOS from the bound state (F1, D1) . From our previous discussions on the $`SL(2,๐)`$ transformation, one can see that in general the 2-dimensional NCOS becomes another 2-dimensional NCOS with different noncommutativity parameters, as in the case of 4 dimensions. When the asymptotic value of the axion is a rational number, it is possible to transform the 2-dimensional NCOS into an ordinary 2-dimensional SYM with quantized electric flux . Of course, when the asymptotic value of the axion vanishes, one can transform the 2-dimensional NCOS into a 2-dimensional SYM only by using S-duality, which is precisely the case in Ref. .
An interesting extension of our work is to consider more general solutions like (F1, D1, NS5, D5) bound states and their scaling limits. We suspect that in the bound state, SYM, NCSYM, NCOS and the so-called little string theory are connected with each other through the $`SL(2,๐)`$ transformation. This conjecture is currently under investigation.
## Acknowledgements
We would like to thank A. Fujii, J.X. Lu and N. Yokoi for valuable discussions. This work was supported in part by the Japan Society for the Promotion of Science and in part by Grants-in-Aid for Scientific Research Nos. 99020 and 12640270, and by a Grant-in-Aid on the Priority Area: Supersymmetry and Unified Theory of Elementary Particles.
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# Untitled Document
SOME RESULTS ON THE JANOWSKIโS STARLIKE
FUNCTIONS OF COMPLEX ORDER
By : YASAR POLATOGLU AND METIN BOLCAL
Department of Mathematics of Faculty of Science and Arts stanbul K lt r University
ABSTRACT : The purpose of this paper is to give exact value of the radius of starlikeness and distortion theorem, Koebe domain for the class of Janowskiโs starlike functions of complex order. We note that the class of Janowskiโs starlike functions of complex order contain many interesting subclasses of univalent functions.
INTRODUCTION : Let $`\mathrm{\Omega }`$ be the family of functions $`\omega (z)`$ regular in the unit disc $`D=\{z||z|<1\}`$ and satisfying the conditions $`\omega (0)=0,|\omega (z)|<1`$ for $`zD`$.
Next for arbitrary fixed numbers $`A`$ and $`B`$ , $`1<A1`$,$`1B<A`$, denote by $`P(A,B)`$ the family of functions
$$p(z)=1+p_1z+p_2z^2+\mathrm{}$$
$`(1.1)`$
regular in $`D`$ such that $`p(z)`$ in $`P(A,B)`$ if and only if
$$p(z)=\frac{1+A\omega (z)}{1+B\omega (z)}$$
for some functions $`\omega (z)\mathrm{\Omega }`$ and every $`zD`$. (This class was introduced by Janowski ).
Moreover let $`S^{}(A,B,b)`$$`(b0,complex)`$ denote the family of functions.
$$f(z)=z+a_2z^2+a_3z^2+\mathrm{}$$
$`(1.2)`$
regular in $`D`$ and such that $`f(z)S^{}(A,B,b)`$ if and only if
$$[1+\frac{1}{b}(z\frac{f^{^{}}(z)}{f(z)}1)]=p(z),(b0,complex)$$
$`(1.3)`$
for some $`p(z)`$ in $`P(A,B)`$ and all $`z`$ in $`D`$.
Finally, we use $`p`$ denote the class of functions
$$p_1(z)=1+c_1z+c_2z^2+\mathrm{}$$
$`(1.4)`$
which are analytic in $`D`$ and have a positive real part in $`D`$.
It is to be note that special selections $`A,B`$ and $`b`$ lead to familiar sets of univalent functions. Therefore the sets of univalent functions are listed by the following
1) $`S^{}(1,1,1)`$ is the class of starlike functions (well known class ) .
2) $`S^{}(1,1,b)`$ is the class of starlike functions of complex order.Introduced by Wiatrowski .
3) $`S^{}(1,1,1\beta ),\mathrm{\hspace{0.25em}0}\beta <1,`$ is the class of starlike functions of order $`\beta `$.This class was introduced by Robertson .
4) $`S^{}(1,1,e^{i\lambda }Cos\lambda ),|\lambda |<\frac{\pi }{2}`$ is the class of $`\lambda `$-spirallike functions introduced by Spacek .
5) $`S^{}(1,1,(1\beta )e^{i\lambda }Cos\lambda ),\mathrm{\hspace{0.25em}0}\beta <1,|\lambda |<\frac{\pi }{2}`$ is the class of $`\lambda `$-spirallike functions of order $`\beta `$.This class was introduced by Libera .
The expression $`\left[1+\frac{1}{b}(z\frac{f^{^{}}(z)}{f(z)}1)\right]`$ is denoted by $`ST(b)`$,then
6) $`S^{}(1,0,b)`$ is the set defined by $`|ST(b)1|<1`$.
7) $`S^{}(\beta ,0,b)`$ is the set defined by $`|ST(b)1|<\beta ,\mathrm{\hspace{0.25em}0}\beta <1`$.
8) $`S^{}(\beta ,\beta ,b)`$ is the set defined by $`\left|\frac{ST(b)1}{ST(b)+1}\right|<\beta ,\mathrm{\hspace{0.25em}0}\beta <1`$.
9) $`S^{}(1,(1+\frac{1}{M}),b)`$ is the set defined by $`|ST(b)M|<M`$.
10) $`S^{}(12\beta ,1,b)`$ is the set defined by $`ReST(b)>\beta ,\mathrm{\hspace{0.25em}0}\beta <1`$.
II. THE RADIUS OF STARLIKENESS FOR THE CLASS $`S^{}(A,B,b)`$
From the definition of the class of $`S^{}(A,B,b)`$ we easily obtain the following lemma.
LEMMA 2.1. Let $`f(z)S^{}(A,B,b)`$,then
$$\left|z\frac{f^{^{}}(z)}{f(z)}\frac{1\left[B^2b(ABB^2)\right]r^2}{1B^2r^2}\right|\frac{|b|(AB)r}{1B^2r^2}.$$
Proof: Let $`p(z)P(A,B)`$ then
$$\left|p(z)\frac{1ABr^2}{1B^2r^2}\right|\frac{(AB)r}{1B^2r^2}.$$
$`(2.1)`$
The relation (2.1) was proved by Janowski . Therefore from the definition of the class $`S^{}(A,B,b)`$ we can write
$$\left|\left[1+\frac{1}{b}(z\frac{f^{^{}}(z)}{f(z)}1)\right]\frac{1ABr^2}{1B^2r^2}\right|\frac{(AB)r}{1B^2r^2}.$$
$`(2.2)`$
After the simple calculations from the relation (2.2) we obtain the desired result of the lemma.
THEOREM 2.1. The radius of starlikeness of the class $`S^{}(A,B,b)`$ is
$$r_s=\frac{2}{|b|(AB)+\sqrt{|b|^2(AB)^2+4[B^2+(ABB^2)Reb]}}.$$
This radius is sharp. Because the extremal function is
$$f_{}(z)=\{\begin{array}{cc}\text{z(1+Bz)}^{\frac{b(AB)}{B}}\hfill & B0\hfill \\ \text{e}^{bAz}\hfill & \text{B=0}\hfill \end{array}$$
$$z=\frac{r\left(r\frac{\overline{b}}{b}\right)^{1/2}}{1r(\frac{\overline{b}}{b})^{1/2}}$$
Proof: From the Lemma 2.1. we have
$$Rez\frac{f^{^{}}(z)}{f(z)}\frac{1|b|(AB)r[B^2+(ABB^2)]r^2}{1B^2r^2}.$$
$`(2.3)`$
Hence for $`r<r_s`$ the first side of the preceding inequality is positive,this implies that
$$r_s=\frac{2}{|b|(AB)+\sqrt{|b|^2(AB)^2+4[B^2+(ABB^2)Reb]}}.$$
Also note that the inequality (2.3) become an equality for the function$`f_{}(z)`$.
I. For $`A=1,B=1,`$
$$r_s=\frac{1}{|b|+\sqrt{|b|^22Reb+1}}.$$
This is the radius of starlikeness for the class of starlike functions of complex order was obtained by M.A.Nasr and M.K.Aouf .
In this case;
If we give the special values to $`b`$we obtain the radius of starlikeness for the corresponding classes. These radius had been found the authers ,,,,.
II.For $`A=1,B=0,`$
$$r_s=\frac{1}{|b|}.$$
In this case;
Under the conditions $`|\lambda |<\frac{\pi }{2},\mathrm{\hspace{0.25em}\hspace{0.25em}0}\alpha <1.`$
(i) $`b=1r_s=1`$ , (ii)$`b=1\alpha r_s=\frac{1}{1\alpha }`$ , (iii)$`b=e^{i\lambda }.Cos\lambda r_s=\frac{1}{Cos\lambda },`$
(iv)$`b=(1\alpha )e^{i\lambda }.Cos\lambda r_s=\frac{1}{(1\alpha )Cos\lambda }`$
III. For $`A=\beta ,B=0,(0\beta <1).`$
$$r_s=\frac{1}{\beta |b|}.$$
In this case;
Under the conditions $`|\lambda |<\frac{\pi }{2},0\alpha <1.`$
(i) $`b=1r_s=\frac{1}{\beta },`$(ii)$`b=(1\alpha )r_s=\frac{1}{\beta (1\alpha )},`$
(iii)$`b=e^{i\lambda }.Cos\lambda r_s=\frac{1}{\beta Cos\lambda },`$ (iv)$`b=(1\alpha )e^{i\lambda }.Cos\lambda r_s=\frac{1}{\beta (1\alpha )Cos\lambda }`$
IV. For $`A=\beta ,B=\beta ,(0\beta <1).`$
$$r_s=\frac{1}{\beta [|b|+\sqrt{|b|^22Reb+1}]}.$$
In this case ;
(i) $`b=1r_s=\frac{1}{\beta },`$(ii)$`b=(1\alpha )r_s=\frac{1}{\beta (1+2\alpha )},`$
(iii)$`b=e^{i\lambda }.Cos\lambda r_s=\frac{1}{\beta [Cos\lambda +|Sin\lambda |]},`$
(iv)$`b=(1\alpha )e^{i\lambda }.Cos\lambda r_s=\frac{1}{\beta [(1\alpha )Cos\lambda +\sqrt{1(1\alpha ^2)Cos\lambda }]}.`$
V. For $`A=12\beta ,B=1.`$
$$r_s=\frac{1}{(1\beta )|b|+\sqrt{1+2(1\beta )Reb+|b|^2\beta ^2}}.$$
In this case ;
(i) $`b=1r_s=\frac{1}{(1\beta )+\sqrt{\beta ^22\beta +3}},`$(ii)$`b=(1\alpha )r_s=\frac{1}{2(1\alpha )(1\beta )+1},`$
(iii)$`b=e^{i\lambda }.Cos\lambda r_s=\frac{1}{(1\beta )Cos\lambda +\sqrt{1+(\beta ^2+2\beta +2)Cos^2\lambda }},`$
(iv)$`b=(1\alpha )e^{i\lambda }.Cos\lambda r_s=\frac{1}{(1\beta )(1\alpha )Cos^2\lambda +\sqrt{1+[(1\alpha )^2(1\beta )^2+2(1\alpha )(1\beta )]Cos^2\lambda }}.`$
VI. For $`A=1,B=(\frac{1}{M}1).`$
$$r_s=\frac{1}{|b|(2\frac{1}{M})+\sqrt{|b|^2(2\frac{1}{M})^2+4\frac{1}{M}(\frac{1}{M}1)Reb+1}}$$
In this case ;
(i) $`b=1r_s=\frac{1}{(2\frac{1}{M})^2+\sqrt{5\frac{1}{M^2}4\frac{1}{M}+1}}`$
(ii)$`b=(1\alpha )r_s=\frac{1}{(1\alpha )(2\frac{1}{M})+\sqrt{(1\alpha )^2(2\frac{1}{M})^2+4\frac{1}{M}(\frac{1}{M}1)(1\alpha )+1}}`$
(iii)$`b=e^{i\lambda }.Cos\lambda r_s=\frac{1}{(2\frac{1}{M})Cos\lambda +\sqrt{(\frac{4}{M^2}\frac{8}{M}+4)Cos^2\lambda +1}}`$
(iv)$`b=(1\alpha )e^{i\lambda }.Cos\lambda r_s=\frac{1}{(2\frac{1}{M})(1\alpha )Cos\lambda +\sqrt{(\frac{4}{M^2}\frac{8}{M}+4)(1\alpha )^2Cos^2\lambda +1}}`$
III. THE ESTIMATION OF $`|f(z)|`$ IN $`S^{}(A,B,b)`$
In this section we shall give the estimation of $`|f(z)|`$ and the Koebe domain for the class of $`S^{}(A,B,b)`$.
THEOREM 3.1. If $`f(z)S^{}(A,B,b)`$,then
$$F(r;A,B,|b|)|f(z)|F(r;A,B,|b|)$$
$`(3.1)`$
where
$$F(r;A,B,|b|)=\{\begin{array}{cc}\text{r(1+Br)}^{\frac{|b|(AB)}{B}}\hfill & \text{if }B0\text{ ;}\hfill \\ \text{re}^{|b|Ar}\hfill & \text{if }B=0\hfill \end{array}$$
This bound are sharp. Because the extremal function is
$$f_{}(z)=\{\begin{array}{cc}\text{z(1+Bz)}^{\frac{b(AB)}{B}}\hfill & \text{if}B0\text{ ;}\hfill \\ \text{ze}^{bAz}\hfill & \text{if}B=0\text{.}\hfill \end{array}$$
Proof : Since $`f(z)S^{}(A,B,b)`$ we have
$$1+\frac{1}{b}(z\frac{f^{^{}}(z)}{f(z)}1)=p(z),p(z)P(A,B)$$
$`(3.2)`$
and simple calculations from the equality (3.1) we obtain.
$$f(z)=zExp\left[_0^z\frac{b(p(\xi )1)}{z}๐\xi \right]$$
Therefore
$$|f(z)|=|z|Exp\left[Re\left(_0^z\frac{b(p(\xi )1)}{\xi }๐\xi \right)\right]$$
$`(3.3)`$
substituting $`\xi =zt`$, we obtain
$$|f(z)|=|z|Exp\left[Re\left(_0^1\frac{b(p(zt)1)}{t}๐t\right)\right].$$
$`(3.4)`$
On the other hand from lemma 2.1 it follows that
$$\underset{|zt|=rt}{\mathrm{max}}\left(\frac{b(p(zt)1)}{t}\right)=\frac{|b|(AB)r}{1+Brt};$$
$`(3.5)`$
then after integration we obtain the upper bounds in (3.1) similarly obtain the bounds on the left-hand side of (3.1),which shows that the proof of the theorem is complete.
(I)For $`A=1,B=1`$
$$\frac{r}{(1+r)^{2|b|}}|f(z)|\frac{r}{(1r)^{2|b|}}.$$
This is the distortion for the class of starlike functions of complex order.
In this case;
(i) For $`b=1`$;
$$\frac{r}{(1+r)^2}|f(z)|\frac{r}{(1r)^2}.$$
this is the distortion for the class of starlike functions (This is well known result,
A.W.Goodman, univalent functions vol1,page 140 )
(ii) For $`b=(1\alpha ),0\alpha <1`$;
$$\frac{r}{(1+r)^{2(1\alpha )}}|f(z)|\frac{r}{(1r)^{2(1\alpha )}}.$$
This result is the distortion for the class of starlike function of order $`\alpha `$. This result was obtained by M.S.Robertson .
(iii) For $`b=e^{i\lambda }Cos\lambda ,|\lambda |<\frac{\pi }{2}`$;
$$\frac{r}{(1+r)^{2Cos\lambda }}|f(z)|\frac{r}{(1r)^{2Cos\lambda }}.$$
This is the distortion for the class of $`\lambda `$-spirallike functions.
(iv) For $`b=(1\alpha )e^{i\lambda }Cos\lambda ,|\lambda |<\frac{\pi }{2},0\alpha <1`$;
$$\frac{r}{(1+r)^{2(1\alpha )Cos\lambda }}|f(z)|\frac{r}{(1r)^{2(1\alpha )Cos\lambda }}.$$
This is the distortion for the class of $`\lambda `$-spirallike functions of order $`\alpha `$.
(II)For $`A=\beta ,B=\beta `$
$$\frac{r}{(1+\beta r)^{2|b|}}|f(z)|\frac{r}{(1\beta r)^{2|b|}}.$$
In this case;
(i) For $`b=1`$;
$$\frac{r}{(1+\beta r)^2}|f(z)|\frac{r}{(1\beta r)^2}.$$
(ii) For $`b=(1\alpha ),0\alpha <1`$;
$$\frac{r}{(1+\beta r)^{2(1\alpha )}}|f(z)|\frac{r}{(1\beta r)^{2(1\alpha )}}.$$
(iii) For $`b=e^{i\lambda }Cos\lambda ,|\lambda |<\frac{\pi }{2}`$;
$$\frac{r}{(1+\beta r)^{2Cos\lambda }}|f(z)|\frac{r}{(1\beta r)^{2Cos\lambda }}.$$
(iv) For $`b=(1\alpha )e^{i\lambda }Cos\lambda ,|\lambda |<\frac{\pi }{2},0\alpha <1`$;
$$\frac{r}{(1+\beta r)^{2(1\alpha )Cos\lambda }}|f(z)|\frac{r}{(1\beta r)^{2(1\alpha )Cos\lambda }}.$$
(III)For $`A=1,B=0`$
$$\frac{r}{e^{|b|r}}|f(z)|re^{|b|r}$$
In this case;
(i) For $`b=1`$;
$$\frac{r}{e^r}|f(z)|re^r$$
(ii) For $`b=(1\alpha )`$;
$$\frac{r}{e^{(1\alpha )r}}|f(z)|re^{(1\alpha )r}$$
(iii) For $`b=e^{i\lambda }Cos\lambda ,|\lambda |<\frac{\pi }{2}`$;
$$\frac{r}{e^{rCos\lambda }}|f(z)|re^{rCos\lambda }$$
(iv) For $`b=(1\alpha )e^{i\lambda }Cos\lambda ,0\alpha <1,|\lambda |<\frac{\pi }{2}`$;
$$\frac{r}{e^{(1\alpha )rCos\lambda }}|f(z)|re^{(1\alpha )rCos\lambda }$$
(IV)For $`A=\beta ,B=0`$
$$re^{|b|\beta r}|f(z)|re^{|b|\beta r}$$
In this case;
(i) For $`b=1`$;
$$re^{\beta r}|f(z)|re^{\beta r}$$
(ii) For $`b=(1\alpha ),0\alpha <1`$;
$$re^{(1\alpha )\beta r}|f(z)|re^{(1\alpha )\beta r}$$
(iii) For $`b=e^{i\lambda }Cos\lambda ,|\lambda |<\frac{\pi }{2}`$;
$$re^{(\beta Cos\lambda )r}|f(z)|re^{(\beta Cos\lambda )r}$$
(iv) For $`b=(1\alpha )e^{i\lambda }Cos\lambda ,0\alpha <1,|\lambda |<\frac{\pi }{2}`$;
$$re^{(\beta (1\alpha )Cos\lambda )r}|f(z)|re^{(\beta (1\alpha )Cos\lambda )r}$$
(V)For $`A=12\beta ,B=1`$
$$\frac{r}{(1+r)^{2|b|(1\beta )}}|f(z)|\frac{r}{(1r)^{2|b|(1\beta )}}.$$
In this case;
(i) For $`b=1`$;
$$\frac{r}{(1+r)^{2(1\beta )}}|f(z)|\frac{r}{(1r)^{2(1\beta )}}.$$
(ii) For $`b=(1\alpha )`$;
$$\frac{r}{(1+r)^{2(1\alpha )(1\beta )}}|f(z)|\frac{r}{(1r)^{2(1\alpha )(1\beta )}}.$$
(iii) For $`b=e^{i\lambda }Cos\lambda `$;
$$\frac{r}{(1+r)^{2(1\beta )Cos\lambda }}|f(z)|\frac{r}{(1r)^{2(1\beta )Cos\lambda }}.$$
(iv) For $`b=(1\alpha )e^{i\lambda }Cos\lambda `$;
$$\frac{r}{(1+r)^{2(1\alpha )(1\beta )Cos\lambda }}|f(z)|\frac{r}{(1r)^{2(1\alpha )(1\beta )Cos\lambda }}.$$
(VI)For $`A=1,B=\frac{1}{M}1`$
$$\frac{r}{\left[1+(1\frac{1}{M})r\right]^{|b|(2\frac{1}{M})}}|f(z)|\frac{r}{\left[1(1\frac{1}{M})r\right]^{|b|(2\frac{1}{M})}}.$$
In this case;
(i) For $`b=1`$;
$$\frac{r}{\left[1+(1\frac{1}{M})r\right]^{(2\frac{1}{M})}}|f(z)|\frac{r}{\left[1(1\frac{1}{M})r\right]^{(2\frac{1}{M})}}.$$
(ii) For $`b=(1\alpha )`$;
$$\frac{r}{\left[1+(1\frac{1}{M})r\right]^{(1\alpha )(2\frac{1}{M})}}|f(z)|\frac{r}{\left[1(1\frac{1}{M})r\right]^{(1\alpha )(2\frac{1}{M})}}.$$
(iii) For $`b=e^{i\lambda }Cos\lambda `$;
$$\frac{r}{\left[1+(1\frac{1}{M})r\right]^{(2\frac{1}{M})Cos\lambda }}|f(z)|\frac{r}{\left[1(1\frac{1}{M})r\right]^{(2\frac{1}{M})Cos\lambda }}.$$
(iv) For $`b=(1\alpha )e^{i\lambda }Cos\lambda `$ ;
$$\frac{r}{\left[1+(1\frac{1}{M})r\right]^{(2\frac{1}{M})(1\alpha )Cos\lambda }}|f(z)|\frac{r}{\left[1+(1\frac{1}{M})r\right]^{(2\frac{1}{M})(1\alpha )Cos\lambda }}.$$
IV. KOEBE DOMAIN FOR THE CLASS $`S^{}(A,B,b)`$
In this section we shall give the Koebe domain for the class $`S^{}(A,B,b)`$ under the condition of the definition of Koebe domain.\[see 1. page 113-114 \].
From the theorem 3.1. we have;
$$|f(z)|r(1Br)^{\frac{|b|(AB)}{B}}forB0$$
$$|f(z)|re^{|b|Ar}forB0$$
then from the definition of Koebe domain we obtain
$$R=\underset{r1^{}}{lim}[r(1Br)^{\frac{|b|(AB)}{B}}]=(1B)^{\frac{|b|(AB)}{B}}forB0$$
$`(4.1)`$
$$R=\underset{r1^{}}{lim}[re^{|b|Ar}]=e^{|b|A}forB=0$$
$`(4.2)`$
(I)For $`A=1,B=1R=\frac{1}{4^{|b|}}`$
In this case ;
(i)$`b=1R=\frac{1}{4}`$. This is well known result (Koebe-$`\frac{1}{4}`$theorem \[1,page 115 \])
(ii)$`b=1\alpha R=\frac{1}{4^{(1\alpha )}}`$. This result was obtained by M.S.Robertson
\[1. page 115,\].
(iii)$`b=e^{i\lambda }Cos\lambda R=\frac{1}{4^{Cos\lambda }}`$. This is the Koebe domain for the class of $`\lambda `$-spirallike function.
(iv)$`b=(1\alpha )e^{i\lambda }Cos\lambda R=\frac{1}{4^{(1\alpha )Cos\lambda }}`$. This is the Koebe domain for the class of $`\lambda `$-spirallike functions of order $`\alpha `$.
(II)For $`A=1,B=0R=\frac{1}{e^{|b|}}.`$
(III)For $`A=\beta ,B=0R=\frac{1}{e^{|b|\beta }}.`$
(IV)For $`A=\beta ,B=\beta R=\frac{1}{(1\beta )^{2|b|\beta }}.`$
(V)For $`A=1,B=1+\frac{1}{M}R=\frac{1}{\left(2\frac{1}{M}\right)^{\frac{|b|(2\frac{1}{M})}{1\frac{1}{M}}}}.`$
(VI).For $`A=12\beta ,B=1R=\frac{1}{4^{|b|(1\beta )}}.`$
R E F E R E N C E S
A.W.Goodman;Univalent functions Vol I and Vol II.Mariner publishing
Company.Inc.Tampa Florida 1983.
CHR.Pommerenke;Univalent functions.Vandenhoeck,ruprecht in G ttingen,1975 .
L.Spacek;Prispeek k teori funki prostych,Casopis pest Math.Fys.62 (1933) 12-19.
M.A.Nasr and M.K.Aouf;Starlike functions of complex order.Jour of Natural science
and Mathematics Vol 25.No 1 (1985) 1-12.
M.S.Robertson;On the theory of univalent functions.Ann.of Math. 37(1936)374-408
P.L.Duren;Univalent functions,Springer-Verlag 1983.
P.Wiatrowski;The Coeffecient of a certain family of holomorphic functions.Zeszyty.
Nauk.Math.przyord.ser II. Zeszyt.(39)Math (1971) 57-85.
R.J.Libera;Some radius of convexity problem.Duke Math. J.31(1964) 143-157.
W.Janowski;Extremal problem for a family of functions with positive real part and
for some related families.Ann.Polon.Math 23(1970) 159-177.
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# References
Knot Invariants and Chern-Simons Theory<sup>1</sup><sup>1</sup>1Invited lecture delivered at the Third European Congress of Mathematics held at Barcelona, Spain, July 10 โ 14, 2000.
J. M. F. Labastida
Departamento de Fรญsica de Partรญculas
Universidade de Santiago de Compostela
E-15706 Santiago de Compostela, Spain
e-mail: labasti@fpaxp1.usc.es
## Abstract
A brief review of the development of Chern-Simons gauge theory since its relation to knot theory was discovered in 1988 is presented. The presentation is done guided by a dictionary which relates knot theory concepts to quantum field theory ones. From the basic objects in both contexts the quantities leading to knot and link invariants are introduced and analyzed. The quantum field theory approaches that have been developed to compute these quantities are reviewed. Perturbative approaches lead to Vassiliev or finite type invariants. Non-perturbative ones lead to polynomial or quantum group invariants. In addition, a brief discussion on open problems and future developments is included.
In 1988, Edward Witten established the connection between Chern-Simons gauge theory and the theory of knot and link invariants . Since then the theory has been intensively studied, making important progress as a result of the application of standard field theory methods. The development of the theory of knot and link invariants has been also very impressive in the last fifteen years and at some stages has occurred parallel to Chern-Simons gauge theory. There is a natural correspondence between both developments. This has led to the construction of the dictionary introduced in , and reproduced in Table I, which will be used as a guide in this presentation.
Chern-Simons gauge theory was first analyzed from a non-perturbative point of view. The original paper by Witten presented a series of non-perturbative methods which led him to establish the equivalence between vacuum expectation values (vevs) of Wilson loops and polynomial invariants like the Jones polynomial and its generalizations. Perturbative studies started one year later and soon their connection to Vassiliev invariants was pointed out. It turned out that the coefficients of the perturbative series correspond to these invariants .
The perturbative series expansion has been studied for different gauge-fixings. The first analysis in the covariant Landau gauge was later extended in a general framework , reobtaining the formulation by Bott and Taubes of their configuration space integral . Their integral corresponds precisely to the perturbative series expansion of the vev of a Wilson loop in Chern-Simons gauge theory in the Landau gauge. Before the work by Bott and Taubes, Kontsevich presented a different integral for Vassiliev invariants which turned out to correspond to the perturbative series expansion of the vev of a Wilson loop in the light-cone gauge .
Additional studies of the perturbative series expansion have been performed in the temporal gauge . This gauge has the important feature that the integrals which are present in the expressions for the coefficients of the perturbative series expansion can be carried out, leading to combinatorial expressions . This has been shown to be the case up to order four and it seems likely that the approach can be generalized. In this analysis a crucial role is played by the factorization theorem for Chern-Simons gauge theory proved in . The resulting expressions are better presented when written in terms of Gauss diagrams for knots . Recent results demonstrate the existence of a combinatorial formula of this type . Chern-Simons gauge theory has provided combinatorial expressions for all the Vassiliev invariants up to order four . Further work is needed to obtain a general combinatorial expression.
The invariants obtained in the perturbative framework for each gauge-fixing are the same. This is guaranteed by the fact that the theory is gauge invariant and Wilson loops are gauge invariant operators. In fact, this property is the responsible, from a field theory point of view, of the connection between Vassiliev invariants and polynomial invariants, as they appear in the non-perturbative approach, and of the existence of different representations of Vassiliev invariants. The correspondence between the Chern-Simons gauge theory description and the knot theory one is listed in the following table.
Table I
Before entering into the review of the developments of the last years guided by this table it is worth to remark two facts. First, the entry in the knot-theory column corresponding to the temporal gauge has not been filled in yet. Further work is needed to complete it. Second, recent developments based on the application of Maldacenaโs conjecture has led to introduce a new context in which knot invariants are organized differently . It is possible that some important new boxes are still missing in the table.
Chern-Simons gauge theory on a smooth three-manifold $`M`$ is defined by the action,
$$S_{\mathrm{CS}}(A)=\frac{k}{4\pi }_M\text{Tr}(AdA+\frac{2}{3}AAA).$$
(1)
where $`k`$ is an integer constant. The exponential of this action is gauge invariant. Wilson loops are some of the relevant operators of the theory. They are defined as:
$$W_\gamma ^R(A)=\text{Tr}_R\left(\text{Hol}_\gamma (A)\right)=\text{Tr}_R\text{P}\mathrm{exp}_\gamma A,$$
(2)
where $`R`$ denotes a representation of the gauge group $`G`$ and $`\gamma `$ a 1-cycle. Products of these operators are the natural candidates to obtain topological invariants after computing their vev respect to the action (1).
The Wilson loop (2) and the vevs of its products are the first two items of the right column of Table I. The first two in the left column are the basic ingredients of knot theory. Knot theory studies inequivalent embeddings $`\gamma :`$ $`S^1M`$. Each of these is a knot. Knots are classified constructing knot invariants or quantities which can be computed taking a representative of a class and are invariant within the class. The problem of the classification of knots in $`M=S^3`$ can be reformulated in a two-dimensional framework using regular knot projections. The previous equivalence problem then translates into the equivalence of regular knot projections under Reidemeister moves.
The study of knot and link invariants experimented important progress in the eighties after the discovery of the Jones polynomial and its generalizations like the HOMFLY and the Kauffman polynomial invariants. Witten showed in 1988 that the vevs of products of Wilson loops correspond to the Jones polynomial when one considers $`SU(2)`$ as gauge group and all the Wilson loops entering in the vev are taken in the fundamental representation $`F`$. For example, if one considers a knot $`K`$, with Jones polynomial $`V_K(t)`$, he showed that, $`V_K(t)=W_K^F`$, provided that one performs the identification $`t=\mathrm{exp}(2\pi i/k+h)`$ where $`h=2`$ is the dual Coxeter number of the gauge group $`SU(2)`$. He also showed that if instead of $`SU(2)`$ one considers $`SU(N)`$ and the Wilson loop carries the fundamental representation, the resulting invariant is the HOMFLY polynomial. If, instead, one considers $`SO(N)`$ as gauge group and Wilson loops carrying the fundamental representation one is led to the Kauffman polynomial. The case of $`SU(2)`$ as gauge group and Wilson loops carrying a representation of spin $`j/2`$ leads to the Akutsu-Wadati polynomials. The framework generated by Chern-Simons gauge theory leads to an enormous variety of knot and link invariants. They can be also obtained from a quantum group approach , and from more general formalisms .
In our discussion of the next five items in Table I we will deal first with the left column. In 1990, V. A. Vassiliev introduced new knot invariants based on singular knots which were reformulated later by Birman and Lin from an axiomatic point of view. A singular knot with $`j`$ double points consists of the image of a map from $`S^1`$ into $`S^3`$ with $`j`$ simple self-intersections. The key ingredient in the construction by Birman and Lin is the observation that any knot invariant extends to generic singular knots by the Vassiliev resolution:
$$\nu (K^{j+1})=\nu (K_+^j)\nu (K_{}^j),$$
(3)
where $`K^{j+1}`$ is a singular knot with $`j+1`$ double points which differs from the knots $`K_+^j`$ and $`K_{}^j`$ only in the region where the double point is resolved by an overcrossing $`(+)`$ and an undercrossing $`()`$. Using this extension Birman and Lin characterized the invariants of finite type or Vassiliev invariants introducing the following definition: a Vassiliev or finite type invariant of order $`m`$ is a knot invariant which is zero on the unknot and that, after extending it to singular knots, it is zero on singular knots $`K^j`$ with $`j>m`$ double points.
Besides introducing an axiomatic approach to Vassiliev invariants, Birman and Lin proved an important theorem in 1993 . Any polynomial invariant $`P_K(t)`$ for a knot $`K`$ can be expanded as:
$$Q_K(x)=P_K(\text{e}^x)=\underset{m=0}{\overset{\mathrm{}}{}}\nu _m(K)x^m.$$
(4)
Birman and Lin proved that if one extends the quantities $`\nu _m(K)`$ to Vassiliev invariants for singular knots using Vassiliev resolution (3), then $`\nu _m(K)`$ are Vassiliev invariants of order $`m`$. An immediate consequence of this theorem is that the coefficients of the perturbative expansion associated to the vev of a Wilson loop in Chern-Simons gauge theory are Vassiliev invariants. This property of the coefficients of the perturbative series expansion has been proved using standard quantum field theory methods .
From a singular knot with $`m`$ double points one can construct a particular object which determines Vassiliev invariants of order $`m`$: its chord diagram . Given a singular knot $`K^m`$, its chord diagram, $`CD(K^m)`$, is built in the following way. Take a base point and draw the preimages of the map associated to a given representative of $`K^m`$ on a circle. Then join by straight lines the pairs of preimages which correspond to each singular point. If $`\nu (K^m)`$ is a Vassiliev invariant of order $`m`$ then it is completely determined by $`CD(K^m)`$.
Chord diagrams play an important role in the theory of Vassiliev invariants . Since Vassiliev invariants of order $`m`$ for singular knots with $`m`$ double points are codified by chord diagrams one could ask if there are as many independent invariants of this kind as chord diagrams. The answer to this question is no. Chord diagrams are associated to knot diagrams and these diagrams must be considered modulo the equivalence relation dictated by the Reidemeister moves. These relations indeed impose some relations among chord diagrams, the so-called 1T and 4T relations . The general expression for the dimensions of the spaces of chord diagrams is an open problem which has challenged many people. These dimensions correspond in fact to the dimensions of the spaces of primitive Vassiliev invariants.
The vector space of chord diagrams can be characterized in an equivalent way using trivalent diagrams an introducing a series of new relations. This characterization is very important because it corresponds to the one that naturally arises from the point of view of Chern-Simons gauge theory. It consists of the expansion of the set of chord diagrams to a new set in which trivalent vertices are allowed. This means that now the lines in the interior of the circle can join a point on the circle to a point on one of the internal lines. Bar-Natan showed that the space of chord diagrams modulo 1T and 4T relations is equivalent to the new one after modding out by the so-called 1T, AS, IHX and STU relations.
The relations AS, STU and IHX are reminiscent of a Lie-algebra structure. If one assigns totally antisymmetric structure constants $`f_{abc}`$ to the internal trivalent vertices, and group generators $`T_a`$ to the vertices on the circle, the STU relation is just the defining Lie-algebra relation, while the IHX relation corresponds to the Jacobi identity. The group factors associated to the perturbative series expansion of the vev of a Wilson loop in Chern-Simons gauge theory correspond precisely to these spaces.
We will now turn our attention to the column on the right column in Table I. Singular knots play a central role in the theory of Vassiliev invariants. As shown in , they have an operator counterpart in Chern-Simons gauge theory. It has a rather simple form. Let us consider a singular knot $`K^n`$ with $`n`$ double points, and let us assign to each double point $`i`$ a triple $`\tau _i=\{s_i,t_i,T^{a_i}\}`$ where $`s_i`$ and $`t_i`$, $`s_i<t_i`$, are the values of the $`K^n`$-parameter at the double point, and $`T^{a_i}`$ is a group generator. The gauge-invariant operator associated to the singular knot $`K^n`$ is:
$`({\displaystyle \frac{4\pi i}{k}})^n\text{Tr}[T^{\varphi (w_1)}U(w_1,w_2)T^{\varphi (w_2)}U(w_2,w_3)T^{\varphi (w_3)}\mathrm{}`$
$`\mathrm{}U(w_{2n1},w_{2n})T^{\varphi (w_{2n})}U(w_{2n},w_1)],`$ (5)
where $`\{w_i;i=1,\mathrm{},2n\}`$, $`w_i<w_{i+1}`$, is the set that results from ordering the values $`s_i`$ and $`t_i`$, for $`i=1,\mathrm{},n`$, and $`\varphi `$ is a map that assigns to each $`w_i`$ the group generator in the triple to which it belongs.
Some immediate implications of the singular operators (5) are the following. First, they lead to a proof of the theorem by Birman and Lin discussed above; second, they allow to make direct contact with chord diagrams since these diagrams correspond to these operators at lowest order. This has been shown in . The quantities which result after the assignment of Lie-algebra data to chord diagrams are called weight systems . For each system one chooses a group and a representation. They correspond to the group theory factors in the context of Chern-Simons perturbation theory.
We will now describe the last three items of Table I starting with the right column. Perturbative studies of Chern-Simons gauge theory started with the works by Guadagnini, Martellini and Mintchev and by Bar-Natan . These studies were made in the covariant Landau gauge. Subsequent works in this gauge led to a framework linked to the theory of Vassiliev invariants, which constituted the configuration space integral approach . The elements of the resulting Feynman rules in this gauge are:
$$\frac{i}{4\pi }\delta _{ab}ฯต^{\mu \nu \rho }\frac{(xy)_\rho }{|xy|^3},igf_{abc}ฯต_{\mu \nu \rho }d^3x,g(T^a)_i^j.$$
(6)
which correspond to internal line (gauge propagator), internal vertex, and vertex on the Wilson loop, respectively. In these equations $`g^2=4\pi /k+h`$. To these rules one must include the ones related to the ghost fields present in the Landau gauge. One of the consequences of their presence is that higher-loop corrections to two- and three-point functions can be ignored, at least in some of the standard regularization schemes.
In analyzing the perturbative series one must deal with an important subtlety. If one computes the first order contribution to the perturbative series expansion of the vev of a Wilson loop one finds that the resulting quantity is not a topological invariant. In the gauge fixing of the theory we have introduced a metric dependence that could lead to quantities which are not topological. This first order contribution is just a manifestation of it. Fortunately, only in this term, and in its propagation in higher order contributions, topological invariance is lost. The rest of the perturbative series expansion is truly topological. Thus, although vevs are not topological invariant quantities, they fail to be so in a controllable way. The non-topological terms factorize and multiply a term which is topological. The factor turns out to have a framing dependence equivalent to the one obtained in non-perturbative approaches.
The Feynman rules allow to split the contributions to each order in two factors: a geometrical factor which includes all the space dependence, and a group factor which includes all the group theoretical dependence. The general form is:
$$W_K^R=\text{dim}R\underset{i=0}{\overset{\mathrm{}}{}}\underset{j=1}{\overset{d_i}{}}\alpha _{ij}(K)r_{ij}(R)x^i,x=\frac{2\pi i}{k+h}=ig^2/2,$$
(7)
where $`R`$ is the dimension of the representation $`R`$, $`\alpha _{0,1}=r_{0,1}=1`$, and $`d_0=1`$. The factors $`\alpha _{ij}(K)`$ and $`r_{ij}(R)`$ appearing at each order $`i`$ incorporate all the dependence dictated from the Feynman rules apart from the dependence on the coupling constant, which is contained in $`x`$. Of these two factors, in the $`r_{ij}(R)`$ all the group-theoretical dependence is collected. The rest is contained in the $`\alpha _{ij}(K)`$ or geometrical factors. They have the form of integrals over the Wilson loop corresponding to the knot $`K`$ of products of propagators, as dictated by the Feynman rules. The first index in $`\alpha _{ij}(K)`$ denotes the order in the expansion and the second index labels the different geometrical factors which can contribute at the given order. Similarly, $`r_{ij}(R)`$ stands for the independent group structures which appear at order $`i`$, which are also dictated by the Feynman rules. The object $`d_i`$ in (7) is the dimension of the space of invariants at a given order.
Among the basis of group factors which can be chosen there is a special class called canonical basis which turns out to be very useful. Basically, it consists of connected diagrams. If we denote by $`r_{ij}^c(R)`$ the group factors associated to this basis, and $`\alpha _{ij}^c(K)`$ the corresponding geometrical factors, the perturbative series expansion (7) can be written as :
$$W_K^R=\text{dim}R\mathrm{exp}\left\{\underset{i=1}{\overset{\mathrm{}}{}}\underset{j=1}{\overset{\widehat{d}_i}{}}\alpha _{ij}^c(K)r_{ij}^c(R)x^i\right\},$$
(8)
where $`\widehat{d}_i`$ stands for the number of connected elements in the canonical basis at order $`i`$. The result (8) is known as the factorization theorem, and it holds for arbitrary gauges. The geometrical factors $`\alpha _{ij}^c(K)`$ are a selected set of Vassiliev invariants. They are called primitive Vassiliev invariants. They have been computed for general classes of knots as torus knots up to order six.
The contribution at first order in (8) is precisely the framing factor. The rest of the terms in the exponent of (8) are knot invariants. The series contained in that exponent was analyzed by Bott and Taubes in their work on the configuration space for Vassiliev invariants (listed on the left column in Table I). They showed that the integral expression entering the geometrical factors $`\alpha _{ij}^c(K)`$ are convergent . Further work on the subject has led to a proof of their invariance .
The explicit expression for the integrals entering in the second order contribution was first presented in . It was later analyzed in detail by Bar-Natan . This invariant turns out to be the total twist of the knot and coincides mod 2 with the Arf invariant. The integral expression for the order three invariant, $`\alpha _{31}^c(K)`$ was first presented in . Properties of the primitive Vassiliev invariants $`\alpha _{21}^c(K)`$ and $`\alpha _{31}^c(K)`$ have been studied in . In these works the integral expressions for $`\alpha _{21}^c(K)`$ and $`\alpha _{31}^c(K)`$ were studied in the flat-knot limit and combinatorial expressions were obtained.
The perturbative analysis of Chern-Simons gauge theory in the light-cone gauge leads to the Kontsevich integral, which constitutes a particular representation of Vassiliev invariants. Non-covariant gauges are characterized by a unit constant vector $`n`$ and have the form $`n^\mu A_\mu =0`$. In the case of the light-cone gauge the unit vector $`n`$ satisfies the condition $`n^2=0`$. In this gauge there is only one Feynman rule to be taken into account to compute the vevs of operators: the one associated to the propagator. The group factors that remain in this case correspond just to chord diagrams. The fact that in this gauge no group factors with trivalent vertices have to be taken into account is a quantum field theory ratification of Bar-Natan theorem among the equivalence of the two representations of the space of diagrams. Non-covariant gauges share the problem of the presence of unphysical poles in their propagators . Several prescriptions have been proposed to avoid these unphysical poles. Usually, a prescription is chosen so that some particular properties of the correlation functions are fulfilled. In the light-cone gauge there is a natural prescription which is motivated by the simple form that the elements of the perturbative expansion take after performing a Wick rotation. This prescription leads to the Kontsevich integral.
The studies in the Landau and in the light-cone gauge provide integral expression for Vassiliev invariants. It is difficult to obtain information on these invariants from these expressions. Combinatorial formulas are much preferred. It is known that a general combinatorial formula for Vassiliev invariants exists . The search for an explicit construction of the combinatorial formula has led to the study of Chern-Simons gauge theory in the temporal gauge . This turns out to be the more suitable gauge to carry out all the intermediate integrals and obtain combinatorial expressions. This approach has provided a combinatorial expression for the two primitive Vassiliev invariants at order four. The temporal gauge has been also treated in . Previous studies of the configuration space integrals in the limit of flat knots have also led to combinatorial expressions for Vassiliev invariants of order two and three.
The starting point of the analysis in the temporal gauge is the same as in the light-cone gauge. The gauge-fixing condition is the same but now $`n`$ is a unit vector of the form $`n^\mu =(1,0,0)`$. As before, the propagator presents unphysical poles, and a prescription to regulate it is needed. In this case a prescription-independent analysis is done splitting the propagators in two terms. It leads to the concept of kernel, as introduced in . The kernels are quantities which depend on the knot projection chosen and therefore are not knot invariants. However, at a given order $`i`$ a kernel differs from an invariant of type $`i`$ by terms that vanish in signed sums of order $`i`$. The kernel contains the part of a Vassiliev invariant which is the last in becoming zero when performing signed sums, in other words, a kernel vanishes in signed sums of order $`i+1`$ but does not in signed sums of order $`i`$. Kernels plus the structure of the perturbative series expansion seem to contain enough information to reconstruct the full Vassiliev invariants . The general expression for the kernels can be written in a universal form much in the spirit of the universal form which shares some resemblence with Kontsevich integral.
Using the kernels and taking into account general properties of the perturbative series expansion one can reconstruct the complete perturbative coefficients obtaining combinatorial formulas. Vassiliev invariants up to order four were expressed in terms of these quantities and the crossing signatures in ref. . Here, we collect only the formula for the primitive Vassiliev invariant at second order. It has the following expression:
$$\alpha _{21}(K)=\alpha _{21}(U)+\text{ },\overline{G}(๐ฆ),$$
(9)
where $`\alpha _{21}(U)`$ stands for the value of $`\alpha _{21}`$ for the unknot and $`\overline{G}(๐ฆ)=G(๐ฆ)G(\alpha (๐ฆ))`$, where $`\alpha (๐ฆ)`$ denotes the ascending diagram of the knot projection $`๐ฆ`$. $`G(๐ฆ)`$ is the Gauss diagram corresponding to $`๐ฆ`$. The inner product used in (9) consists of the sum over all the embeddings of the diagram into $`G(๐ฆ)`$, each one weighted by a factor, $`\epsilon _1\epsilon _2,`$ where $`\epsilon _1`$ and $`\epsilon _2`$ are the signatures of the chords of $`G(๐ฆ)`$ involved in the embedding.
The analysis presented in up to order four should be generalized to arbitrary order, trying to obtain a general expression similar to the one existing in the light-cone corresponding to the Kontsevich integral. The resulting formula would allow to fill the last box on the left column of Table I. Though this study seems promising, the problems inherent to the proper treatment of gauge theories in non-covariant gauges constitute an important barrier. Much work has to be done to understand the subtle issues related to the use of non-covariant gauges. The kernels plus the properties of the perturbative series expansion are probably enough to compute the explicit form of a given invariant but certainly it does not provide a systematic way of deriving the general universal formula.
The relation between knot theory and Chern-Simons gauge theory does not end here. Most likely additional boxes to Table I are waiting to be discovered. Quantum field theory is a very rich framework which is enlarged when regarded from the point of view of string theory. Recent work indicates that new important connections can be established that could lead to entirely new approaches to the theory of knot invariants.
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# Quantum key distribution in the Holevo limit
## Abstract
A theorem by Shannon and the Holevo theorem impose that the efficiency of any protocol for quantum key distribution, $``$, defined as the number of secret (i.e., allowing eavesdropping detection) bits per transmitted bit plus qubit, is $`1`$. The problem addressed here is whether the limit $`=1`$ can be achieved. It is showed that it can be done by splitting the secret bits between several qubits and forcing Eve to have only a sequential access to the qubits, as proposed by Goldenberg and Vaidman. A protocol with $`=1`$ based on polarized photons and in which Bobโs state discrimination can be implemented with linear optical elements is presented.
In information theory one of the most fundamental questions is how efficiently can one transmit information by means of a given set of resources. If this information is classical (i.e., it can be expressed as a sequence of zeros and ones, or โbitsโ) a crucial theorem of classical information theory states that if a (classical) communication channel has mutual information $`I(X:Y)`$ between the input signal $`X`$ and the received output $`Y`$, then that channel can be used to send up to, but no more than, $`I(X:Y)`$ bits . The mutual information is defined as
$$I(X:Y)=H(X)H(X|Y),$$
(1)
where $`H`$ is the Shannon entropy, which is a function of the probabilities $`p(x_i)`$ of the possible values of $`X`$, and is given by $`H(X)=\underset{i}{}p(x_i)\mathrm{log}_2p(x_i)`$, where the sum is over those $`i`$ with $`p(x_i)>0`$. $`H(X|Y)`$ is the expected entropy of $`X`$ once one knows the value of $`Y`$, and is given by
$$H(X|Y)=\underset{j}{}p(y_j)\left[\underset{i}{}p(x_i|y_j)\mathrm{log}_2p(x_i|y_j)\right].$$
(2)
A simple application of the above theorem reveals that using a classical two-level system as a communication channel (i.e., if the input signal $`X`$ can take only two values $`x_0`$ and $`x_1`$) one is allowed to send up to, but no more than one bit \[and this occurs if $`p(x_0)=p(x_1)=0.5`$\].
On the other hand, suppose one wishes to convey classical information using a quantum system as a communication channel. The sender (Alice hereafter) prepares the system in one of various quantum states $`\rho _i`$ with a priori probabilities $`p_i`$, so the input signal is represented by the density matrix $`\rho =\underset{i}{}p_i\rho _i`$. The intended receiver (Bob hereafter) makes a measurement on the quantum system, and from its result he tries to infer which state Alice prepared. A theorem stated by Gordon and Levitin , and first proved by Holevo , asserts that if Bob is restricted to making separate measurements on the received states, then the average information gain is bounded by
$$I(A:B)S(\rho )\underset{i}{}p_iS(\rho _i),$$
(3)
where $`S`$ is the von Neumann entropy, given by $`S\left(\rho \right)=\text{Tr}\left(\rho \mathrm{log}_2\rho \right)`$. The equality in (3) holds if, and only if, all the transmitted states $`\rho _i`$ commute. Thus the amount of information accessible to Bob is limited by the von Neumann entropy of the ensemble of transmitted states. The maximum von Neumann entropy of an ensemble of quantum states in a Hilbert space of $`n`$ dimensions is $`n`$, and can be reached only if the โalphabetโ defined by $`\rho `$ is a mixture with identical probabilities of $`n`$ mutually orthogonal pure quantum states (called โletterโ states). Therefore, as a simple application of the Holevo theorem reveals, the maximum classical information accessible to Bob when Alice sends a two-level quantum system (โqubitโ) is one bit. This is what we will refer to as the Holevo limit. Achieving the Holevo limit requires noiseless quantum channels and perfect detectors, therefore we will assume so hereafter.
Either a classical or quantum $`n`$-level system can convey $`\mathrm{log}_2n`$ bits at the most. In this sense, quantum communication is as efficient as classical communication. However, there is a task that cannot be achieved by classical means: secure key distribution. Now suppose Alice wishes to convey a sequence of random classical bits to Bob while preventing that any third unauthorized party (Eve hereafter) acquires information without being detected. This problem, known as the key distribution problem, was first solved by Bennett and Brassard using quantum mechanics. In recent years many different protocols for quantum key distribution (QKD) have been proposed . Most of them share the following features: (i) They need two communication channels between Alice and Bob: a classical channel which is assumed to be public but which cannot be altered. Its tasks are to allow Alice and Bob to share a code and information to prevent some kinds of eavesdropping, to transmit the classical information required for each step of the protocol, and to check for possible eavesdropping. A quantum channel (usually an optical fiber or free-space), which must be a transmission medium that preserves the quantum signals (usually the phase or the polarization of photons) by isolating them from undesirable interactions with the environment. It is an โinsecureโ channel in the sense that Eve can manipulate the quantum signals. (ii) A sequence of $`m`$ steps. A step is defined as the minimum part of the protocol after which one can compute the expected number of secret bits received by Bob, $`b_s`$. Each step consists on an interchange of a number $`q_t`$ of qubits (using the quantum channel) and a number $`b_t`$ of bits (using the classical channel) between Alice and Bob. (iii) A test for detecting eavesdropping. Alice and Bob can detect Eveโs intervention by publicly comparing (using the classical channel) a sufficiently large random subset of their sequences of bits, which they subsequently discard. If they find that the tested subset is identical, they can infer that the remaining untested subset is also identical and secret. Only when eavesdropping is not found, the transmission is assumed to be secure.
From the point of view of information theory, a natural definition of efficiency of a QKD protocol, $``$ is
$$=\frac{b_s}{q_t+b_t}.$$
(4)
where $`b_s`$, $`q_t`$ and $`b_t`$ were described above. This definition omits the classical information required for establishing the code or preventing and detecting eavesdropping, because it is assumed to be a constant, negligible when compared with the number of transmitted secret bits, $`mb_s`$. The combination of classical information theory plus the Holevo theorem imposes an upper limit to the efficiency of any transmission of classical information (secret or not) between Alice and Bob. In particular, they imply that the efficiency of any QKD protocol is $`1`$. The problem addressed in this paper is whether the limit $`=1`$ can be achieved. Or, more generally, how efficiently random classical information can be distributed between Alice and Bob (who initially share no information), while preventing that Eve acquires information without being detected. As a close inspection of some of the most representative QKD protocols reveals, so far none of them reaches the limit $`=1`$ (see Table I) . A QKD protocol with $`=1`$ requires that Bob can identify with certainty $`n`$ different states, where $`n`$ is the dimensionality of the Hilbert space of the quantum channel, $`_n`$. Bob can only distinguish $`n`$ states with certainty if all of them are mutually orthogonal. Since there are no $`n`$ mutually orthogonal mixed states in $`_n`$, then the letter states will be necessarily an orthogonal basis of pure states. If the quantum channel is a single quantum $`n`$-level system, the requirements $`b_t=0`$ and $`b_s=q_t=\mathrm{log}_2n`$ are impossible to achieve, because then Eve could use the cloning process , to find out what was the state sent by Alice without being detected. This problem can be avoided if the quantum channel is a composed quantum system. Then, as was first discovered by Goldenberg and Vaidman , the secret information can be split between the subsystems, so that if Eve has no access to all the parts at the same time, she cannot recover the information without being detected. Goldenberg and Vaidmanโs protocol was extended and improved by Koashi and Imoto .
In this Letter we will present a protocol $`=1`$ based on and on the idea of using a larger alphabet that saturates the capacity of the quantum channel. Suppose that the quantum channel is composed by two qubits ($`1`$ and $`2`$) prepared with equal probabilities in one of four orthogonal pure states $`\left\{|\psi _i\right\}`$, and that Eve cannot access qubit $`2`$ while she still holds qubit $`1`$. To obtain this โsequentialโ access for Eve, we can use the configuration in Fig. 1 : there are two paths between Alice and Bob, one for qubit $`1`$ and the other for qubit $`2`$, and both have the same length $`L`$. Alice sends out the two qubits at the same time. Qubit $`1`$ flies to Bob while qubit $`2`$ is still in a storage ring (protected against Eveโs intervention) of length $`l>L/2`$. The aim of this storage ring is to delay qubit $`2`$ until qubit $`1`$ has reached the protected part of the channel near Bob. In that protected part there is another storage ring of length $`l`$, so both qubits arrive at the same time to Bobโs analyzer. To guarantee that Eve has a true sequential access to the two qubits, Alice and Bob (using the classical channel) must know when qubit $`1`$ of the first pair will arrive to Bob and which will be the delay between pairs .
Any QKD protocol must fulfill the fact that Eve cannot learn the bits without disturbing the system in a detectable way. In addition, for practical purposes, it would be interesting if Bob could easily read the letter states. In our protocol, the choice of letter states will be strongly limited by these requirements. Let us denote as $`pnm`$ those orthogonal basis of letter states composed of $`p`$ product states, $`n`$ nonmaximally entangled states, and $`m`$ maximally entangled states. It can be easily seen that the letter states cannot be a $`400`$ basis, because then Eve can learn at least one bit without being detected. For instance, if the basis was $`\{|00,|10,|+1,|1\}`$, then Eve can learn one bit just by performing a local measurement on the second qubit and allowing the first one to pass by. In addition, the letter states cannot be a $`004`$ basis, because then Eve can learn the two bits without being detected just by preparing a pair of ancillary qubits ($`3`$ and $`4`$) in a maximally entangled state, replacing qubit $`1`$ with qubit $`3`$, reading the state of the combined system $`1,2`$ after receiving qubit $`2`$, and finally changing the maximally entangled state of the combined system $`3,4`$ by a simple unitary transformation on particle $`4`$. Other possible strategies for eavesdropping in the context of sequential access, like broadcasting , have been investigated by Mor . Morโs requirement to avoid eavesdropping (reduced density matrices of the first subsystem must be nonorthogonal and nonidentical, and reduced density matrices of the second subsystem must be nonorthogonal ) applies to the case when two (pure or mixed) letter states are used. As can be easily checked, Morโs condition is satisfied by at least two pairs of states if one uses an orthogonal basis of four pure states different than $`400`$ and $`004`$. This means that Eve must use at least two different strategies to obtain information of the key. If for a particular state she uses the wrong strategy, Alice and Bob will have a high probability to detect Eve. Therefore, we conclude that an orthogonal basis of a type different than $`400`$ or $`004`$ can be used as letter states in a QKD protocol with sequential access. However, these bases present different advantages and disadvantages. On one side, it will be interesting to use the higher dimension of the quantum channel to improve the probability of detecting Eve from those protocols using lower dimensional quantum channels or smaller alphabets. For instance, in a protocol based on two-letters with the same probability like , for each bit tested by Alice and Bob, the probability of that test revealing Eve (given that she is present) is $`\frac{1}{4}`$. Thus, if $`N`$ bits are tested, the probability of detecting Eve is $`1\left(\frac{3}{4}\right)^N`$. However, in a protocol using two qubits as a quantum channel, if Alice and Bob compare a pair of bits generated in the same step, the probability for that test to reveal Eve can be $`\frac{3}{4}`$. Thus if $`n`$ pairs ($`N=2n`$ bits) are tested, the probability of Eveโs detection is $`1\left(\frac{1}{2}\right)^N`$. However, this improvement is possible only if Eve cannot use the same strategy to (try to) read two of the four states. This scenario can be achieved with bases such as $`121`$, $`130`$, or $`040`$. However, using these bases have a bigger (from an experimental point of view) disadvantage: as the analysis of some particular cases suggests, if the qubits are polarized photons, then Bob cannot discriminate with 100% success basis like $`121`$, $`130`$, or $`040`$, using an analyzer with only linear elements (such as beam splitters, phase shifters, etc.) . A general proof of this statement for any kind of basis is still an open problem. Such proof exists for the $`004`$ bases . However, bases such as $`202`$ or $`220`$, although they do not improve the probability of Eve detection, can be used for QKD in the Holevo limit, and allow Bob to completely discriminate between the four states without requiring conditional logical gates, like CNOT gates between the two qubits, or even electronics to control conditional measurements on the second qubit depending on the result of the measurement on the first qubit. I will present an example of a QKD protocol in the Holevo limit of this last case. Consider the following $`202`$ basis:
$`|\psi _0`$ $`=`$ $`|HH,`$ (5)
$`|\psi _1`$ $`=`$ $`{\scriptscriptstyle \frac{1}{\sqrt{2}}}\left(|HV+|VH\right),`$ (6)
$`|\psi _2`$ $`=`$ $`{\scriptscriptstyle \frac{1}{\sqrt{2}}}\left(|HV|VH\right),`$ (7)
$`|\psi _3`$ $`=`$ $`|VV,`$ (8)
where $`|H_i`$ means photon $`i`$ linearly polarized along a horizontal axis, and $`|V_i`$ means photon $`i`$ linearly polarized along a vertical axis, and symmetrization is not written explicitly \[for instance, $`|HV`$ means $`{\scriptscriptstyle \frac{1}{\sqrt{2}}}\left(|H_1|V_2+|V_1|H_2\right)`$\]. Alice prepares one of the four states (5)-(8) and sends them out to Bob using a setup to guarantee Eveโs sequential access (Fig. 1). The two qubits arrive at Bobโs state analyzer at the same time. In the case of the four photon polarization states (5)-(8), Bob analyzer to discriminate with 100% (theoretical) success between the four states can be realized in a laboratory using a $`50/50`$ beam splitter, followed by two polarization beam splitters (which transmit horizontal polarized photons and reflect vertical polarized photons), and four detectors ; see Fig. 2. After the polarization beam splitters, as a simple calculation (up to irrelevant phases) reveals, the four states (5)-(8) have evolved into
$`|\psi _0`$ $``$ $`{\scriptscriptstyle \frac{1}{\sqrt{2}}}\left(|D_1D_1|D_3D_3\right),`$ (9)
$`|\psi _1`$ $``$ $`{\scriptscriptstyle \frac{1}{\sqrt{2}}}\left(|D_1D_2|D_3D_4\right),`$ (10)
$`|\psi _2`$ $``$ $`{\scriptscriptstyle \frac{1}{\sqrt{2}}}\left(|D_2D_3|D_1D_4\right),`$ (11)
$`|\psi _3`$ $``$ $`{\scriptscriptstyle \frac{1}{\sqrt{2}}}\left(|D_2D_2|D_4D_4\right),`$ (12)
where $`|D_iD_j`$ means one photon in detector $`D_i`$ and the other in detector $`D_j`$, again symmetrization is not written explicitly \[for instance, $`|D_1D_2`$ means $`{\scriptscriptstyle \frac{1}{\sqrt{2}}}\left(|D_1_1|D_2_2+|D_2_1|D_1_2\right)`$\]. Thus, a single click on detectors $`D_1`$ or $`D_3`$ ($`D_2`$ or $`D_4`$) signifies detection of $`|\psi _0`$ ($`|\psi _3`$), while two clicks, one on $`D_1`$ and the other on $`D_2`$, or one on $`D_3`$ and the other on $`D_4`$ (one on $`D_2`$ and the other on $`D_3`$, or one on $`D_1`$ and the other on $`D_4`$) signifies detection of $`|\psi _1`$ ($`|\psi _2`$).
Long storage rings have a low efficiency for the transmission of polarized photons, so other methods to achieve sequential access must be developed in order to perform QKD in the Holevo limit for long distances. For instance, Weinfurter has suggested using momentum-time entangled photons and a Franson-type device . On the other hand, QKD protocols with $`=1`$ can be extended to quantum channels composed of $`n2`$ subsystems with $`m2`$ levels, supposing Eve has only a sequential access to the subsystems. If $`nm6`$ Alice could use even a basis with only product states , although then Bob would need some quantum interaction between the subsystems in order to achieve a complete discrimination of the letter states .
The author thanks J. Calsamiglia, G. Garcรญa de Polavieja, H.-K. Lo, and H. Weinfurter for very useful comments and suggestions. Part of this work has been done at Cambridge University and at the Sixth Benasque Center for Physics under support of the University of Seville (Grant No. OGICYT-191-97) and the Junta de Andalucรญa. (Grant No. FQM-239).
FIG. 1: Scheme to force that Eve has only a sequential access to the two qubits.
FIG. 2: Scheme of Bobโs analyzer to discriminate unambiguously between the four states (5)-(8).
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# Nonlinear interaction of charged particles with a free electron gas beyond the random-phase approximation
\[
## Abstract
A nonlinear description of the interaction of charged particles penetrating a solid has become of basic importance in the interpretation of a variety of physical phenomena. Here we develop a many-body theoretical approach to the quadratic decay rate, energy loss, and wake potential of charged particles moving in an interacting free electron gas. Explicit expressions for these quantities are obtained either within the random-phase approximation (RPA) or with full inclusion of short-range exchange and correlation effects. The $`Z_1^3`$ correction to the energy loss of ions is evaluated beyond RPA, in the limit of low velocities.
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When charged particles pass through a solid, energy can be lost to the medium through various types of elastic and inelastic collision processes. While at relativistic velocities radiative losses may become important, for moving charged particles in the non-relativistic regime the energy loss is primarily due to electron-electron (e-e) interactions giving rise to the generation of electron-hole pairs, collective excitations such as plasmons, and inner-shell excitations and ionizations. Energy losses due to nuclear recoil are negligible, unless the projectile velocity is very small compared to the mean speed of electrons in the solid.
The inelastic decay rate of charged particles in a degenerate interacting free electron gas (FEG) has been calculated for many years in the first-Born approximation or, equivalently, within linear-response theory. This is a good approximation when the velocity of the projectile is much greater than the average velocity of target electrons. However, in the case of projectiles moving with smaller velocities, nonlinearities have been shown to play a key role in the interpretation of a variety of experiments. Energy-loss measurements have revealed differences, not present within linear-response theory, between the energy loss of protons and antiprotons. Moreover, experimentally observed coherent double-plasmon excitations cannot be described within linear-response theory, and nonlinearities may also play an important role in the electronic wake generated by moving ions in a FEG.
Pioneering nonlinear calculations of the electronic energy loss of low-energy ions in an electron gas were performed by Echenique et al . These authors computed the scattering cross section for a statically screened potential, which was determined self-consistently using density-functional theory (DFT). These static-screening calculations have recently been extended to velocities approaching the Fermi velocity. Second-order perturbative calculations, which do not have the limitation of being restricted to low projectile velocities, have been reported by different authors with use of the random-phase approximation (RPA) and by treating the moving charged particle as a prescribed source of energy and momentum.
In this paper, we report a many-body theoretical approach to the quadratic decay rate, energy loss, and wake potential of charged particles moving in an interacting FEG. The decay rate is derived from the knowledge of the projectile self-energy. The energy loss and wake potential are obtained within quadratic response theory. While the first-order contribution to the energy loss may also be obtained from the imaginary part of the projectile self-energy by simply inserting the energy transfer inside the integrand of this quantity, our results indicate that this procedure cannot be generalized to the description of the second-order energy loss. Unless otherwise is stated, we use atomic units throughout, i.e., $`e^2=\mathrm{}=m_e=1`$.
We consider the interaction of a moving probe particle of charge $`Z_1`$ and mass $`M`$ with a FEG of density $`n`$. The probe particle is assumed to be distinguishable from the electrons in the Fermi gas, which is described by an isotropic homogeneous assembly of interacting electrons immersed in a uniform background of positive charge and volume $`V`$. Many-body theory shows that the probability for the probe particle to occupy a given excited state of four-momentum $`p`$ decays exponentially in time with the decay constant
$$\tau ^1=2\mathrm{Im}\mathrm{\Sigma }_p,$$
(1)
where $`\mathrm{\Sigma }_p`$ represents the particle self-energy.
It is well known that the self-energy cannot be computed by simply evaluating the lowest-order Feynman diagrams, because of severe infrared divergences due to the long-range Coulomb interaction. Instead, one needs to resum electron-loop corrections and expand in terms of the dynamically screened interaction. Up to third order in $`Z_1`$, the self-energy of the probe particle can be represented diagrammatically as shown in Fig. 1. The sum of the first two diagrams represents the so-called $`GW`$ approximation, and the third diagram accounts for $`Z_1^3`$ corrections. One finds
$`\mathrm{\Sigma }_p=iZ_1^2{\displaystyle }{\displaystyle \frac{dq^4}{(2\pi )^4}}v_๐ชD_{pq}[(1+\chi _qv_๐ช)`$ (2)
(3)
$`2iZ_1{\displaystyle }{\displaystyle \frac{d^4q_1}{(2\pi )^4}}D_{pq_1}D_{pq+q_1}Y_{q,q_1}v_{๐ช_1}v_{๐ช๐ช_1}],`$ (4)
where $`v_๐ช`$ is the Fourier transform of the bare Coulomb potential, $`D_p`$ is the probe-particle propagator
$$D_p=\frac{1}{p^0\omega _๐ฉ\mathrm{\Sigma }_p+i\eta },$$
(5)
$`\omega _๐ฉ=๐ฉ^2/(2M)`$ is the noninteracting energy, and $`\eta `$ is a positive infinitesimal. $`\chi _q`$ and $`Y_{q_1,q_2}`$ represent exact time-ordered density correlation functions of the interacting FEG,
$$\chi _q=\frac{1}{V}\underset{n}{}\left|(\rho _๐ช)_{n0}\right|^2\left[\frac{1}{q^0+\omega _{0n}+\mathrm{i}\eta }\frac{1}{q^0\omega _{0n}i\eta }\right]$$
(6)
and
$`Y_{q_1,q_2}={\displaystyle \frac{1}{2V}}{\displaystyle \underset{n,l}{}}`$ $`[{\displaystyle \frac{(\rho _{๐ช_1})_{0n}(\rho _{๐ช_3})_{nl}(\rho _{๐ช_2})_{l0}}{(q_1^0+\omega _{0n}+\mathrm{i}\eta )(q_2^0+\omega _{l0}i\eta )}}`$ (13)
$`+{\displaystyle \frac{(\rho _{๐ช_2})_{0n}(\rho _{๐ช_1})_{nl}(\rho _{๐ช_3})_{l0}}{(q_2^0+\omega _{0n}+i\eta )(q_3^0+\omega _{l0}\mathrm{i}\eta )}}`$
$`+{\displaystyle \frac{(\rho _{๐ช_3})_{0n}(\rho _{๐ช_2})_{nl}(\rho _{๐ช_1})_{l0}}{(q_3^0+\omega _{0n}+\mathrm{i}\eta )(q_1^0+\omega _{l0}i\eta )}}`$
$`+(q_2q_3)],`$
$`\left(\rho _๐ช\right)_{nl}`$ being the matrix element of the Fourier transform of the electron-density operator, taken between exact many-electron states of energy $`E_n`$ and $`E_l`$, $`\omega _{nl}=E_nE_l`$, and $`q_3=(q_1+q_2)`$.
If the probe particle is an ion ($`M>>1`$), the propagator $`D_p`$ and the energy $`p^0`$ entering Eq. (2) can be safely approximated by the noninteracting propagator $`D_p^0`$ and energy $`\omega _๐ฉ`$. Recoil can also be neglected, and the introduction of Eq. (2) into Eq. (1) then yields, after some work of rearrangement, the following expression:
$`\tau ^1=4\pi Z_1^2{\displaystyle \frac{dq^4}{(2\pi )^4}v_๐ช\delta (q^0๐ช๐ฏ)\mathrm{\Theta }(q^0)}`$ (14)
(15)
$`\times [\mathrm{Im}K_q+{\displaystyle \frac{4}{3}}\pi Z_1{\displaystyle }{\displaystyle \frac{d^4q_1}{(2\pi )^4}}\mathrm{Im}Y_{q,q_1}v_{๐ช_1}v_{๐ช๐ช_1}`$ (16)
(17)
$`\times \delta (q_1^0๐ช_1๐ฏ)],`$ (18)
where $`๐ฏ`$ is the particle velocity, $`\mathrm{\Theta }(x)`$ represents the Heaviside step function, and $`K_q`$ is the so-called test$`\mathrm{\_}`$charge-test$`\mathrm{\_}`$charge inverse dielectric function:
$$K_q=1+\chi _qv_๐ช.$$
(19)
The decay rate of Eq. (14) has not been reported before.
In the RPA, density correlation functions are obtained by summing over all ring-like diagrams,
$$\chi _q^{\mathrm{RPA}}=\chi _q^0+\chi _q^0v_๐ช\chi _q^{RPA}$$
(20)
and
$$Y_{q_1,q_2}^{RPA}=K_{q_1}^{RPA}Y_{q_1,q_2}^0K_{q_2}^{RPA}K_{q_3}^{RPA},$$
(21)
where $`\chi _q^0`$ and $`Y_{q_1,q_2}^0`$ represent noninteracting density correlation functions. Improvements on the RPA are typically carried out by introducing an effective e-e interaction
$$\stackrel{~}{v}_q=v_๐ช\left(1G_q\right),$$
(22)
where $`G_q`$ is the so-called local-field factor accounting for short-range exchange and correlation (xc) effects not present in the RPA. Accordingly, the density correlation functions $`\chi _q`$ and $`Y_{q_1,q_2}`$ are found to be of the RPA form, but with all e-e bare-Coulomb interactions $`v_๐ช`$ replaced by $`\stackrel{~}{v}_q`$, i.e.,
$$\chi _q=\chi _q^0+\chi _q^0\stackrel{~}{v}_q\chi _q$$
(23)
and
$$Y_{q_1,q_2}=\stackrel{~}{K}_{q_1}Y_{q_1,q_2}^0\stackrel{~}{K}_{q_2}\stackrel{~}{K}_{q_3},$$
(24)
where $`\stackrel{~}{K}_q`$ is the test$`\mathrm{\_}`$charge-electron inverse dielectric function
$$\stackrel{~}{K}_q=1+\chi _q\stackrel{~}{v}_q.$$
(25)
In the RPA, $`K_q`$ and $`\stackrel{~}{K}_q`$ coincide.
The potential induced in a uniform FEG by the presence of the recoiless probe particle may be obtained with the use of time-dependent perturbation theory. Keeping terms of first and second order in the external perturbation, one finds
$`V^{ind}(๐ซ,t)=2\pi Z_1{\displaystyle \frac{d^4q}{(2\pi )^4}\mathrm{e}^{i\left(๐ช๐ซq^0t\right)}v_๐ช}`$ (26)
(27)
$`\times \delta (q^0๐ช๐ฏ)[(K_q^R1)2\pi Z_1{\displaystyle }{\displaystyle \frac{d^4q_1}{(2\pi )^4}}Y_{q,q_1}^R`$ (28)
(29)
$`\times v_{๐ช_1}v_{๐ช๐ช_1}\delta (q_1^0๐ช_1๐ฏ)],`$ (30)
where we have introduced the retarded counterparts of the time-ordered functions $`K_q`$ and $`Y_{q,q_1}`$ entering Eq. (14).
The average energy lost per unit length traveled by the probe particle is obtained as the retarding force due to the potential of Eq. (26) induced in the vicinity of the projectile itself. One easily finds
$`{\displaystyle \frac{dE}{dx}}=`$ $`4\pi Z_1^2{\displaystyle \frac{d^4q}{(2\pi )^4}q^0v_๐ช\delta \left(q^0๐ช๐ฏ\right)\mathrm{\Theta }(q^0)}`$ (35)
$`\times [\mathrm{Im}K_q^R+2\pi Z_1{\displaystyle }{\displaystyle \frac{d^4q_1}{(2\pi )^4}}\mathrm{Im}Y_{q,q_1}^R`$
$`\times v_{๐ช_1}v_{๐ช๐ช_1}\delta (q_1^0๐ช_1๐ฏ)].`$
Both Eq. (14) for the decay rate and Eq. (35) for the energy loss can be derived, within many-body perturbation theory, from the knowledge of the probability for the probe particle to transfer four-momentum $`q`$ to the FEG. Nevertheless, this probability cannot be identified with the integrand of Eq. (14), and therefore the energy loss of Eq. (35) cannot be obtained by simply inserting the energy transfer inside the integrand of Eq. (14).
In the framework of time-dependent density-functional theory (TDDFT), quadratic response theory yields
$$\chi _q^R=\chi _q^{R,0}+\chi _q^{R,0}(v_๐ช+f_q^{xc})\chi _q^R,$$
(36)
$$Y_{q_1,q_2}^R=\stackrel{~}{K}_{q_1}^RY_{q_1,q_2}^0\stackrel{~}{K}_{q_2}^R\stackrel{~}{K}_{q_3}^R,$$
(37)
$$K_q^R=1+\chi _q^Rv_๐ช,$$
(38)
and
$$\stackrel{~}{K}_q^R=1+\chi _q^R(v_๐ช+f_q^{xc}),$$
(39)
where $`\chi _q^{R,0}`$ and $`Y_{q_1,q_2}^{R,0}`$ represent retarded noninteracting density correlation functions, and $`f_q^{xc}`$ denotes the Fourier transform of
$$f^{xc}(x,x^{})=\frac{\delta V^{xc}([n],x)}{\delta n(x^{})},$$
(40)
$`V^{xc}([n],x)`$ being the exact time-dependent xc potential of TDDFT.. Within RPA $`f_q^{xc}=0`$, and introduction of Eqs. (37) and (38) into Eqs. (26) and (35) then yields the results derived in Refs..
At this point, we present an application of our formalism, namely the low-velocity limit of the energy loss with inclusion of short-range xc effects. For low projectile velocities ($`v0`$), only the static ($`\omega 0`$) $`\chi _q^{R,0}`$, $`Y_{q_1,q_2}^{R,0}`$, and $`f_q^{xc}`$ enter in the evaluation of the energy loss of Eq. (35), which is then easily found to be proportional to the projectile velocity. In particular, in the so-called local-density approximation (LDA), which is rigorous in the long-wavelength limit ($`q0`$), one finds
$$f_q^{xc}=\frac{4\pi }{q_F^2}\left[\frac{1}{4}\frac{4\pi }{q_F^2}\frac{d^2E_c}{dn^2}\right],$$
(41)
$`E_c(n)`$ being the correlation energy of a uniform electron gas of density $`n`$.
Diffusion Monte Carlo calculations of $`\chi _q^0`$ have shown that the LDA static xc kernel of Eq. (41) reproduces correctly the static response for all $`q2q_F`$. We have calculated static density correlation functions from Eqs. (36) and (37), with use of the LDA static xc kernel of Eq. (41) and the Perdew-Zunger parametrization of the quantum Monte Carlo correlation energy $`E_c(n)`$ of Ceperley and Alder.
In Fig. 2 we show linear ($`Z_1^2`$) and quadratic ($`Z_1^3`$) contributions to the low-velocity energy loss of Eq. (35) divided by the velocity of the projectile, as a function of the electron-density parameter $`r_s`$. Comparison between our new results (solid and short-dashed lines) and those obtained within RPA (long-dashed and dotted lines) indicates that xc effects become increasingly important as the electron density decreases, the impact of these effects being more pronounced for the $`Z_1^3`$ than for the $`Z_1^2`$ contribution to the energy loss. As a result, the importance of the quadratic contribution increases when xc effects are included, and for $`r_s2.5`$ it is equal in magnitude to the linear contribution \[within RPA, linear and quadratic contributions are equal for $`r_s5`$\].
The crosses and rhombs in Fig. 2 represent the full nonlinear contribution to the energy loss \[difference between the total energy loss and the linear contribution\], multiplied by a factor of $`1`$, as obtained from DFT calculations for antiprotons to all orders in $`Z_1`$, with xc effects excluded (crosses) and with LDA xc effects included (rhombs). Both full nonlinear calculations are found to agree nicely with our quadratic-response calculations in the high-density limit ($`r_s0`$). As the electron density decreases, quadratic-response calculations overestimate the energy loss of antiprotons, especially when xc effects are included, showing that xc and nonlinear (beyond $`Z_1^3`$) effects tend to compensate.
Finally, we note that linear and quadratic contributions to the energy loss can be extracted from the small-$`Z_1`$ behaviour of full nonlinear DFT calculations, which have been reported in the low-velocity limit. When $`(dE/dx)/Z_1^2`$ is plotted as a function of $`Z_1`$, the result has a linear $`Z_1`$ dependence at small $`Z_1`$. The intercept and the slope of this curve at $`Z_1=0`$ give linear and quadratic contributions to the full nonlinear energy loss, as shown in Ref. by simply ignoring xc effects. These authors repeated their full nonlinear DFT calculations with LDA xc included, but were unable to compare them with quadratic-response calculations that included xc effects at the same level of approximation. The results of these quadratic-response calculations are now shown in Fig. 2. It can be seen that the ratio between xc-included (short-dashed line) and xc-excluded (dotted line) quadratic contributions to the energy loss is in excellent agreement with the ratios reported in Ref. \[see Fig. 7 of this reference\] as derived from the $`Z_1`$-dependence of full nonlinear DFT calculations.
In conclusion, we have developed a many-body theoretical approach to the quadratic decay rate, energy loss, and wake potential of charged particles moving in an electrons gas, with full inclusion of short-range xc effects. We have shown that in the limit of high electron densities and low projectile charges our calculated quadratic energy loss, which can be extended to the case of larger velocities, reproduces DFT calculations for antiprotons, as long as exchange and correlation are treated at the same level of accuracy.
###### Acknowledgements.
The authors acknowledge partial support by the University of the Basque Country, the Basque Hezkuntza, Unibertsitate eta Ikerketa Saila, and the Spanish Ministerio de Educaciรณn y Cultura.
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# SEARCH FOR QCD INSTANTON-INDUCED PROCESSES IN DEEP-INELASTIC SCATTERING AT HERA
## 1 Introduction
Instantons $`^\mathrm{?}`$, non-perturbative fluctuations of non-abelian gauge fields, induce anomalous processes which violate classical conservation laws like baryon plus lepton number in the case of the electroweak interactions and chirality in the case of QCD. Deep-inelastic scattering (DIS) at HERA offers the unique possibility $`^\mathrm{?}`$ to discover processes induced by QCD-instantons. The theory $`^\mathrm{?}`$ and phenomenology $`^{\mathrm{?},\mathrm{?}}`$ have been worked out by A. Ringwald and F. Schrempp. The expected event topology can be simulated with the QCDINS $`^\mathrm{?}`$ Monte Carlo program. The predicted cross section $`^\mathrm{?}`$ is $`\sigma _{ins}`$ 30 - 100 $`\mathrm{pb}`$ for $`0.1<y<0.9`$ and $`x>10^3`$.<sup>a</sup><sup>a</sup>a We use QCDINS2.0 with the default values. We do not apply the $`Q^2>100GeV^2`$ cut to suppress non-planar diagrams as recently recommended by the authors. We can therefore expect a sizeable number of such events. The background, however, is three orders of magnitude higher.
## 2 Data Selection
The analysis is based on data taken in 1997 with the H1 detector corresponding to an integrated luminosity of $`=15.78\mathrm{pb}^1`$. The analysis is performed in the following phase space: $`0.1<y_{el}<0.6`$, $`x_{el}>10^3`$ and $`\theta _{el}>156^{}`$. The charged particles are reconstructed in the acceptance region of the Central Track Chambers $`20^{}<\theta <155^{}`$ with the transverse momentum $`p_T>0.15`$ GeV. A combination of tracks and energy depositions in the calorimeter is used to measure the energy flow. $`^\mathrm{?}`$ The total DIS sample contains $`280000`$ events.
## 3 Observables and Search Strategy
The instanton-induced hadronic final state is expected to have the following signature (see Fig. 1): a densely populated narrow band in pseudorapidity which is homogeneously distributed in azimuth (isotropic โfireballโ-like final state), a large total transverse energy, a large particle multiplicity including all kinds of flavours e.g. strange particles. The high background from normal DIS events requires the best possible discrimination.
The following observables<sup>b</sup><sup>b</sup>bAll observables are calculated in the hadronic CMS ($`\stackrel{}{q}+\stackrel{}{P}=\stackrel{}{0}`$) except the sphericity. have been used to discriminate I-induced processes from normal DIS events: (1) $`Et_{jet}`$, the jet with highest $`E_T`$ (cone algorithm with radius $`R=0.5`$). We associate this jet with the โcurrentโ quark (qโ) in Fig. 1. (2) The virtuality of the quark entering the I-process $`Q_{}^{}{}_{}{}^{2}=(qq\mathrm{"})^2`$ where the photon (q) is reconstructed by the scattered electron. (3) The number of charged particles $`n_B`$ in the instanton band.<sup>c</sup><sup>c</sup>c The particles belonging to the jet $`q\mathrm{"}`$ are removed from the final state and the $`E_T`$-weighted mean pseudorapidity $`\overline{\eta }`$ is recalculated with the remaining ones. The instanton band is defined as $`\overline{\eta }\pm 1.1`$. (4) The sphericity SPH calculated in the rest system of the particles not associated with the current jet. (5) $`Et_b`$ the total transverse energy in the instanton band calculated as the scalar sum of the transverse energies and (6) $`\mathrm{\Delta }_b`$,<sup>d</sup><sup>d</sup>d $`\mathrm{\Delta }_b`$ is defined as $`\mathrm{\Delta }_b=\frac{E_{in}E_{out}}{E_{in}}`$ where $`E_{in}`$ ($`E_{out}`$) is the maximal (minimal) value of the sum of the projections on all possible axis $`\stackrel{}{i}`$ of all energies depositions in the band (i.e. $`E_{in}=max_n|\stackrel{}{p_n}\stackrel{}{i}|`$). For isotropic events $`\mathrm{\Delta }_b`$ is expected to be small while for jet-like events it should be large. a quantity measuring the $`E_T`$ weighted $`\mathrm{\Phi }`$ event isotropy.
To find the optimal cut scenario the following cut values have been applied: $`n_B>5,6,7,8,9`$ ; $`SPH>0.4,0.5,0.55,0.6,0.65`$ and $`95,100,105,110,115<Q_{}^{}{}_{}{}^{2}<200\mathrm{GeV}^2`$ (see Fig. 1). From 125 cut combinations three scenarios are chosen according to the following criteria: (A) The highest instanton efficiency ($`ฯต_{ins}`$ $`30\%`$), (B) High $`ฯต_{ins}`$ at reasonable background reduction and (C) Highest background reduction ($`ฯต_{dis}`$ $`0.130.16\%`$) at $`ฯต_{ins}`$ $`10\%`$.
## 4 Results and Conclusions
The results are presented in Fig. 2 and Table 1. In all scenarios more events are observed than expected by the standard QCD models CDM $`^\mathrm{?}`$ and MEPS. $`^\mathrm{?}`$ The shape of the excess in $`n_B`$, SPH and $`Q^2`$ is qualitatively compatible with the expected instanton signal. However, the size of this signal is at the level of differences between the QCD models. The shapes of the other observables (not used in the cuts) are neither well reproduced by CDM nor by MEPS. The observed excess in $`Et_b`$ and $`\mathrm{\Delta }_b`$ is not particularly favoured by the QCDINS predictions.
QCDINS contributions cannot be excluded from the data given the uncertainties in their calculation and modelling. $`^\mathrm{?}`$ In addition, a better understanding of the DIS hadronic final state formation in the phase space relevant for instanton searches is required.
## References
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# A study of the dipping low mass X-ray binary X 1624-490 from the broadband BeppoSAX observation
## 1 Introduction
X 1624-490 is one of the most unusual members of the class of dipping Low Mass X-ray Binary (LMXB) sources exhibiting periodic dips in X-ray intensity. It is generally accepted that dipping is due to absorption in the bulge in the outer accretion disk where the accretion flow from the companion inpacts (White & Swank 1982). X 1624-490 has the longest orbital period of the dipping sources at 21$`\pm `$2 hr (Watson et al. 1985), but the period has not been refined since this determination from Exosat. Dipping is deep, $``$ 75% in the band 1โ10 keV, and the source also exhibits strong flaring in which the X-ray flux can increase by 30% over timescales of a few thousand seconds (Church & Baลuciลska-Church 1995).
The depth, duration and spectral evolution in dipping vary considerably from source to source. However, spectral analysis of dipping sources provides information not available in non-dip sources. For example, spectral models are more strongly constrained by having to fit non-dip and dip data, thus showing clearly the nature of the emission. In addition, the dip ingress and egress times can be used to obtain the sizes of the extended emission regions when the absorber has larger angular extent than the source regions, thus providing information on the geometry of the accretion disk corona (ADC) (e.g. Church et al. 1997). Although the fundamental question of the nature of the emission regions in LMXB is controversial, a unifying model has been proposed for the dipping class (Church & Baลuciลska-Church 1995) which is able to explain the widely disparate behaviour of individual sources. The emission regions consist of the point source neutron star producing blackbody emission, and an extended Comptonizing region, probably the ADC. It has now been shown that this model not only can explain well the spectra of all dipping LMXB (Church et al. in preparation), but can also explain the spectra of all the Z-track and Atoll sources investigated in a recent ASCA survey (Church & Baลuciลska-Church 2000). In a number of dipping sources, the nature of dipping was not understood because of the clear presence of an unabsorbed part of the non-dip spectrum at all levels of dipping. In these sources, dip spectra could be modelled by dividing the non-dip spectral form into two parts: one absorbed and the other unabsorbed but with strongly decreasing normalization (Parmar et al. 1986; Courvoisier et al. 1986; Smale et al. 1992), โabsorbed plus unabsorbedโ modelling. It has been difficult however, to explain these normalization changes convincingly. More recently, an alternative explanation has been suggested in which an extended absorber moves across the extended and point-like emission regions, providing a natural explanation for the unabsorbed component as the uncovered emission which becomes smaller as dipping proceeds. This Progressive Covering model has explained spectral evolution during dipping in XB 1916-053, XB 0748-676 and XB 1323-619 (Church et al. 1997, 1998a,b; Baลuciลska-Church et al. 1999).
X 1624-490 was previously observed in a long Exosat observation of 220 ks and with Ginga (Jones & Watson 1989). The Exosat ME data revealed an apparently stable lower level of dipping supporting the presence of two emission components, one of which was totally absorbed in deep dipping. A blackbody plus bremsstrahlung model was used to parameterize the spectra (Jones & Watson 1989). Church & Baลuciลska-Church (1995; hereafter CBC95) showed that the light curve at higher energies ($`>`$ 5 keV) was dominated by flaring which can strongly modify the spectrum and make the spectral investigation of dipping difficult. By selecting sections of non-dip and dip data without apparent flaring, the above unifying blackbody plus Comptonization model was found to fit the data well showing that in deep dipping the blackbody component was totally absorbed, and that the Comptonized component was relatively little absorbed. However, with only one non-dip and one deep dip spectrum it was not possible to determine the extent of absorption of the Comptonized component. The Galactic column density of X 1624-490 is very high $`8\times 10^{22}`$ atom cm<sup>-2</sup> so that a dust scattered halo of the source is expected, and Angelini et al. (1997) demonstrated an excess of the surface brightness above the point spread function in ASCA GIS.
In the present paper, we present a detailed study of dipping in X 1624-490 and of the effects of dust scattering in this source made using BeppoSAX. With the very broad band, we have been able for the first time to obtain reliably parameters of the Comptonized emission. We also present a determination of the orbital period of X 1624-490 from the RXTE ASM.
## 2 Observations
Data from the Low-Energy Concentrator Spectrometer (LECS; 0.1โ10 keV; Parmar et al. 1997), Medium-Energy Concentrator Spectrometer (MECS; 1.3โ10 keV; Boella et al. 1997), High Pressure Gas Scintillation Proportional Counter (HPGSPC; 5โ120 keV; Manzo et al. 1997) and the Phoswich Detection System (PDS; 15โ300 keV; Frontera et al. 1997) on-board BeppoSAX are presented. All these instruments are coaligned and collectively referred to as the Narrow Field Instruments, or NFI. The MECS consists of three identical grazing incidence telescopes with imaging gas scintillation proportional counters in their focal planes, however prior to the observation of X 1624-490 one of the detectors had failed. The LECS uses an identical concentrator system as the MECS, but utilizes an ultra-thin entrance window and a driftless configuration to extend the low-energy response to 0.1 keV. The non-imaging HPGSPC consists of a single unit with a collimator that is alternatively rocked on- and off-source to monitor the background spectrum. The non-imaging PDS consists of four independent units arranged in pairs each having a separate collimator. Each collimator can be alternatively rocked on- and off-source to monitor the background.
The region of sky containing X 1624-490 was observed by BeppoSAX between 1999 August 11 00:47 and August 11 18:22 UTC. Good data were selected from intervals when the elevation angle above the Earthโs limb was $`>`$$`4^{}`$ for LECS and MECS, $`>`$$`5^{}`$ for the HPGSPC and $`>`$$`10^{}`$ for the PDS and when the instrument configurations were nominal, using the SAXDAS 1.3.0 data analysis package. The standard collimator dwell time of 96 s for each on- and off-source position was used, together with rocking angles of 180 and 210 for the HPGSPC and PDS, respectively. The exposures in the LECS, MECS, HPGSPC, and PDS instruments are 16 ks, 34 ks, 17 ks, and 16 ks, respectively. LECS and MECS data were extracted centered on the position of X 1624-490 using radii of 8 and 4. Background subtraction in the imaging instruments was performed using standard files scaled appropriately to match the background level in the image, this being required because of the location of the source in the Galactic plane, but is not critical for such a bright source. Background subtraction in the non-imaging instruments was carried out using data from the offset intervals.
## 3 Results
### 3.1 The X-ray lightcurve
Figure 1 shows the background-subtracted MECS lightcurves of X 1624-490 with a binning of 32 s in two energy bands: 1.8โ5.0 keV and 5.0โ10.0 keV. Observation of dipping is difficult in this source with a long orbital period if the total observation time is to be kept within limits. In this case the observation was carried out on the basis of a dipping ephemeris we obtained from the RXTE ASM, aiming for the dipping to occur at the centre of the observation. Dipping was detected as seen in Fig. 1, lasting between 3.6 and 8.4 ks with parts being missed in data gaps. The total count rate was $``$11 count s<sup>-1</sup>. Data in the high energy band reveal little flaring which was clearly seen in the Exosat ME as increases in count rate above 5 keV lasting several thousand seconds (CBC95), except for an increase in count rate of 20% at $``$32 ks lasting 1.4 ks. We detected little effect in the spectral fitting that might be due to flaring. An expanded view of the dipping in the band 1.8โ10 keV is shown in Fig. 2 revealing strong variability on timescales of $``$32 s proving โblobbinessโ in the absorber. Dips are not strongly evident in the HPGSPC and PDS lightcurves due to the comparatively reduced signal-to-noise ratio in these instruments and the energy dependence of the dipping.
It can be seen from Fig. 1 having 32 s binning that dipping is not 100% deep in either energy band unlike, for example, XB 1916-053 in which dipping often reaches 100% depth at all energies below 10 keV (Church et al. 1997). However, because of the fast dip ingress and egress times, 32 s binning is not short enough to reveal the true depth. Tests showed that 8 s binning was adequately short, in which case the depth of deepest dipping was $`83\pm 5`$% and $`78\pm 5`$%
in the bands 1.8โ5.0 keV and 5.0โ10.0 keV respectively. In Fig. 3 we show the results of determining the depth of dipping in the energy bands 2.5โ3.5 keV, 3.5โ4.5 keV, 4.5โ5.5 keV, 5.5โ6.5 keV and 6.5โ7.5 keV from MECS data with 8 s binning. Results are shown for data extracted in the standard radius of 4 and also for extraction radii of 2 and 15. For 15 extraction, it was necessary to subtract background to avoid errors in the depth. It was not possible to obtain results outside the overall band of 2.5โ7.5 keV because of poor statistics. Although there is no dramatic change in depth with energy,
there is evidence for the depth increasing at low energies, particularly for 2 extraction with 90% deep dipping at 2.5โ3.5 keV. There is also evidence that dipping was deeper with 2 extraction, but no evidence for differences between 4 and 15 extraction.
Thus dipping is $``$ 80% deep over much of the 1โ10 keV band, but is not actually proven to be 100% at any energy. There can be two reasons for this. Because the Galactic column density in X 1624-490 appears to be high, dust scattering is expected to be important and below 5 keV this can result in a non-zero intensity level in deepest dipping. Above $``$5 keV, dust scattering will not be important, and non-zero dip intensity can be due to incomplete absorption of one emission component. The increase in depth of dipping in 2 extraction is consistent with a decreased amount of dust-scattered halo. The column density of X 1624-490 from spectral fitting is high and so we have investigated possible effects of dust scattering. This is discussed in detail in Sect. 3.3.
### 3.2 The orbital period
We cannot carry out folding analysis of the present BeppoSAX X-ray light curve to determine the orbital period; however, we have examined the RXTE ASM data on this source to determine the period more accurately which previously was only poorly known at 21$`\pm `$2 hr (Watson et al. 1985). Data were used between 1996, Feb. 20 and 2000, Jan. 18 and a period search carried out using standard (XRONOS) power spectrum software spanning the period range 2.5 โ $`4\times 10^4`$ hr. Peaks were seen with high significance corresponding to periods of 20.87$`\pm 0.01`$ hr and 10.438$`\pm 0.001`$ hr, the significance of each of these peaks corresponding to a probability $`>>`$ 99.8% of being real. 32 days of data folded on the period of 20.87 hr are shown in Fig. 4, in which dipping is clearly seen to repeat at 20.87 hr with interdipping also seen between the main dips. This is the first detection of interdipping in this source. In the four years of ASM data analysed, the depth of dipping investigated in 32 day sections of data varies, and in particular, the depth of interdipping varies from being as deep as the main dipping to being undetectable. There is some evidence that this pattern repeats on a timescale of $``$70 days, but this cannot yet be identified definitely as a new periodicity in the system. The 10.438 hr periodicity cannot be the orbital period for several reasons: firstly this periodicity is at times not present in the ASM data when the 20.87 hr periodicity is present. Additionally, Fig. 4 shows dipping at 10 hr from the main dips is weak, entirely consistent with interdipping. If the orbital period were 10.438 hr, then a strong peak at 21 hr would not be seen in the power spectrum. Finally, the Exosat ME lightcurve (Jones & Watson 1989; Church & Baลuciลska-Church 1995) allows the possibility of a 10-hr orbital period to be almost certainly rejected.
### 3.3 The dust scattering halo
Although the column density of X 1624-490 is high ($`9\times 10^{22}`$ atom cm<sup>-2</sup> in the present work), implying that dust scattering effects will be important, radio measurements have indicated a lower value of $`2\times 10^{22}`$ atom cm<sup>-2</sup> (Dickey & Lockman 1990; Stark et al. 1992) (although these measurements may underestimate $`\mathrm{N}_\mathrm{H}`$ when this is high), so that there is a possibility that the high value of $`\mathrm{N}_\mathrm{H}`$ is due to absorption intrinsic to the source. To investigate dust scattering, we have carried out modelling of the radial intensity distribution. This was done using MECS data since spectral evolution during dipping was investigated primarily with MECS. The modelling was based on the technique used by Predehl & Schmitt (1995; hereafter PS95) in their investigation of 25 Galactic sources (not including X 1624-490) subject to high Galactic column densities using the Rosat PSPC. In the case of X 1624-490 we find excesses in the radial profile above the point spread function (PSF) of the instrument for radii greater than $``$100<sup>โฒโฒ</sup> indicating a substantial halo contribution. Software has been developed to allow fitting the radial distribution including the source contribution convolved with the PSF, a dust-scattered halo calculated on the basis of Rayleigh-Gans scattering theory with its associated radial distribution function (Predehl & Klose 1996; PS95), plus a background contribution. As the source lies in the Galactic Plane, the standard background files are not applicable, and we adopted the same approach as PS95 and allowed the background to be a free parameter. A more complete treatment would also convolve the halo with the energy-dependent PSF. However, we investigated the effect of this and found that the value of the optical depth to dust scattering would only be reduced by up to 20%. The point spread function of Boella et al. (1997) was utilised and XIMAGE used to provide a radial distribution function of the data. From the best fit of the model to the data, the halo intensity fraction f<sub>h</sub> was derived, where f<sub>h</sub> is defined as the fraction of the observed intensity due to the halo, and may be written in terms of the observed source intensity $`\mathrm{I}_\mathrm{x}`$ and the observed halo intensity $`\mathrm{I}_\mathrm{h}`$ as
$$\mathrm{f}_\mathrm{h}=\mathrm{I}_\mathrm{h}/(\mathrm{I}_\mathrm{x}+\mathrm{I}_\mathrm{h}).$$
These procedures were tested by applying them to the bright Z-track source GX 17+2 which has been observed both with Rosat and BeppoSAX. Firstly, we modelled the PSPC data on GX 17+2 and derived results similar to those of PS95. Next, we modelled the BeppoSAX MECS data on this source. In the case of GX 17+2 only, PS95 obtained halo fractions in 7 energy bands within the overall PSPC band, which has allowed us to compare MECS results with their results at an energy where the MECS and the PSPC bands overlap. In the band 1.7โ2.1 keV a good fit was obtained with a $`\chi ^2`$/dof of 78/74, and a halo intensity fraction at 1.9 keV of $`27\pm 2`$%, compared with the value of 26% which
we obtain from Fig. 8 of PS95 at this energy. This good agreement gives us confidence that the modelling was correct, and that reliable values of f<sub>h</sub> can be obtained using BeppoSAX. Next, modelling was carried out for X 1624-490. Initially the MECS data were binned to a minimum of 20 counts per radial bin, then further grouping was applied with radial bins grouped together in pairs to reduce fluctuations. Systematic errors of 10% were added between 10โ100<sup>โฒโฒ</sup> where the PSF is uncertain by about this amount, and 2% between 100-1000<sup>โฒโฒ</sup> to account for uncertainties in the PSF, faint, barely resolved sources in the field of view, and other effects. Radial bins between 500-700<sup>โฒโฒ</sup> were ignored where a detector support structure causes an artificial reduction in the radial profile. The fitting was done in four energy bands: 2.5โ3.5, 3.5โ4.5, 4.5โ5.5 and 5.5โ6.5 keV. The best-fit solution is shown in Fig. 5 for the lowest band 2.5โ3.5 keV in which the halo was strongest. Values of the halo fraction f<sub>h</sub> from the best-fit models were found to be: $`30\pm 4`$%, $`20\pm 4`$%, $`5.7\pm 2`$% in the three lowest energy bands. In the band 5.5โ6.5 keV, there was no evidence for any departure of the radial profile from the PSF, and no improvement in the quality of fit by including a halo term in the model. We also calculated the halo fractions of the total count from these fitting results by integrating to a restricted outer radius of 4, the extraction radius used for MECS spectra (Sect. 3.4). The fractions became: $`26\pm 4`$%, $`19\pm 4`$%, $`5.7\pm 2`$% and $`<`$ 2% respectively, in the four bands. When these fractions are compared with the depth of dipping in these bands (Fig. 3), it can be seen that the halo cannot explain the fact that dipping does not reach a depth of 100%, particularly at the higher energies. As discussed in Sect. 3.5, this must be due to incomplete absorption of an extended emission component. In Fig. 2 we compare the halo contribution to the intensity (dashed line) calculated from our results for the band 1.8โ10 keV with the depth of dipping.
Using this limited number of energy bands, we have compared the energy variation with theoretical expectations, and derived the optical depth to dust scattering $`\tau `$, evaluated at 1 keV. The reduction in source intensity is given by $`\mathrm{I}_\mathrm{x}=\mathrm{I}_0\mathrm{e}^\tau `$, from which it can be shown that the halo fraction and $`\tau `$ are related via $`\mathrm{f}_\mathrm{h}=\mathrm{\hspace{0.33em}1}\mathrm{e}^\tau `$, provided that the intensity scattered out of the line-of-sight is balanced by that scattered into the line-of-sight as is normally assumed (e.g. Martin 1970). Since the dust scattering cross-section is expected theoretically to vary as $`\mathrm{E}^2`$ (Mauche & Gorenstein 1986), then the optical depth will also have this dependence, and
$$\mathrm{f}_\mathrm{h}=\mathrm{\hspace{0.33em}1}\mathrm{e}^{\tau _1\mathrm{E}^2}$$
where $`\tau _1`$ is the optical depth at 1 keV, normally quoted. Using this relation, we have derived a value at 1 keV of $`\tau `$ = 2.4$`\pm 0.4`$. Within the errors on the individual values of f<sub>h</sub>, the data are consistent with an $`\mathrm{E}^2`$ dependence of the cross-section.
The results show that dust scattering in the case of X 1624-490 is large. Furthermore, we can compare the above value of $`\tau `$ with values in Fig. 7 of PS95, in which $`\tau `$ is plotted against the X-ray column density for the 25 Galactic sources in this survey, and varies between zero and $``$1.5. Thus in X 1624-490, $`\tau `$ is much larger. The value of $`\tau `$ we obtain, and the value of $`\mathrm{N}_\mathrm{H}`$ from spectral fitting of $`8.6\times 10^{22}`$ atom cm<sup>-2</sup> may be compared with the linear $`\tau `$$`\mathrm{N}_\mathrm{H}`$ relation obtained by PS95. This best relation: $`\tau `$ = $`0.5\mathrm{N}_\mathrm{H}[10^{22}]\mathrm{\hspace{0.17em}0.083}`$ predicts in our case ($`\tau `$ = 2.4) that $`\mathrm{N}_\mathrm{H}`$ = $`5.0\times 10^{22}`$ atom cm<sup>-2</sup>, compared with our fitting result of $`8.6\times 10^{22}`$ atom cm<sup>-2</sup> for the non-dip spectrum. The difference between these may imply a flattening of the relation at higher column density, or possibly intrinsic absorption in the source.
### 3.4 X-ray spectra
It has been shown that a substantial dust scattering halo is observed in X-rays around X 1624-490, and we now consider prior to presenting spectral fitting results how spectra will be affected. In the case of non-dip spectra, the effect is, in fact, expected to be zero (provided all of the halo is collected), since radiation removed from the line-of-sight is replaced by that scattered into the line-of-sight by scattering, both effects taking place predominantly at lower energies, so that the net effect on the non-dip spectrum is zero. The consequence of this is that the observed intensities due to halo: $`\mathrm{I}_\mathrm{h}`$ and due to the source $`\mathrm{I}_\mathrm{x}`$ are equal to the source intensity that would have been observed without scattering; i.e.
$$\mathrm{I}_0=\mathrm{I}_\mathrm{x}+\mathrm{I}_\mathrm{h}$$
Consequently, we did not include a dust scattering term in fitting the non-dip spectra. However, in dipping, the intensity lost by dust scattering is proportional to the dip source intensity while the intensity gained depends on the non-dip intensity because of the time delays in scattered radiation compared with unscattered. Thus, in dip data there will be an additional dust scattered component. We have carried out spectral fitting of the MECS dip spectra firstly without any additional component, and then secondly adding terms to account for the effects of dust scattering both out of and into the line-of-sight. The total halo contains both blackbody and cut-off power law terms from the spectrum incident to scattering.
The spectrum of non-dip emission was investigated by simultaneously fitting data from all the BeppoSAX NFI. Non-dip MECS data were selected by choosing a narrow intensity band from 9.7โ10.3 count s<sup>-1</sup>, also removing the dip data by time filtering. LECS, HPGSPC and PDS data corresponding to these MECS data were selected. Spectral evolution in dipping was investigated using MECS data only since the dips are not strongly seen at higher energies and there are too few counts in the LECS to contribute meaningfully. For non-dip data, the LECS and MECS spectra were rebinned to oversample the full width at half maximum of the energy resolution by a factor of 3, and additionally LECS data were rebinned to a minimum of 20 counts per bin and MECS data to 40 counts per bin to allow use of the $`\chi ^2`$ statistic. The LECS and MECS non-dip spectra were also more heavily grouped to a minimum of 100 counts per bin in each case, as experience has shown that more stable fitting may result. However, in this case, results obtained with the alternative groupings were in excellent agreement. LECS data were only used between 1โ4 keV and MECS data between 1.7โ10.0 keV where the instrument responses are well determined. The HPGSPC data were rebinned using standard binnings in the bands 7โ34 keV and PDS data were grouped appropriately for this source in which the data decrease rapidly with energy. PDS data outside the band 150โ220 keV were ignored.
In the following, the photoelectric absorption cross sections of Morrison & McCammon (1983) were used incorporating the Solar abundances of Anders & Grevesse (1989).
Initially, the non-dip spectrum was fitted with simple models, including absorbed power-law, thermal bremsstrahlung, blackbody and cut-off power law models. Factors were included in the spectral fitting to allow for normalization uncertainties between the instruments. Results are shown in Table 1. The power-law model was completely incapable of fitting the broad-band spectrum producing a $`\chi ^2`$/dof of 867/297; this was only achieved at the expense of a PDS normalization factor of 0.28 relative to MECS which cannot be real
and strong discrepancies between model and data in the PDS band due to down-curving in the spectrum. The bremsstrahlung model similarly did not provide an acceptable fit with a $`\chi ^2`$/dof of 402/296. An absorbed blackbody model gave a fit with $`\chi ^2`$/dof of 651/297, the spectrum being much broader than any simple blackbody. An absorbed multi-temperature disk blackbody similarly could not fit, the model falling below the data above 10 keV. An absorbed cut-off power law model also gave a poor fit with a $`\chi ^2`$/dof of 396/296 and a low value of the Comptonization cut-off energy of $`2.9\pm 0.3`$ keV which is not consistent with the spectrum extending to high energies as observed. A two-component model consisting of a disk blackbody plus a cut-off power law gave $`\chi ^2`$/dof almost as good as the best model (below) but with unphysical power law index and an inner radius for the disk blackbody of $``$0.4 km which is also unphysical.
We next tried the two-component model used extensively to fit other members of the dipping class (see Sect. 1), in which the emission regions are point-like blackbody from the neutron star and extended Comptonized emission from the ADC. This model gave an acceptable fit with a $`\chi ^2`$/dof of 287/294. The unfolded spectrum of this best-fit model is shown in Fig. 6. The values of the normalization factors for the individual instruments (relative to the MECS) were similar to those found for other sources.
### 3.5 Spectral evolution in dipping
After initial trials, MECS dip spectra were extracted with count rates between 2.0โ4.0 count s<sup>-1</sup>, 4.0โ6.0 count s<sup>-1</sup> and 6.0โ8.0 count s<sup>-1</sup> after first binning the data in 8 s intervals. Additionally, a spectrum was initially selected with 8.0โ9.0 count s<sup>-1</sup>, but this lay too close to the non-dip spectrum for parameters to be well-determined as is often found. Given the count rate of the source, a larger number of dip spectra would not be sensible. Tests showed that in this source, in which there is fast variability during dipping, binning the data into bins longer than 8 s before spectra were extracted resulted in unacceptable averaging with the consequence that the depth of dipping can appear less than it actually is. An acceptable spectral model must be able to fit both non-dip and all dip spectra, without any changes in the parameters that characterize the source emission such as blackbody temperature or power law index. In the case of weak sources, it may be necessary to fit non-dip and dip spectra simultaneously, however in X 1624-490 good fits were obtained by applying the non-dip solution to the dip spectra and using the Progressive Covering model. This model was firstly applied without any additional halo component. In this model, the emission components of the best non-dip fit are progressively covered by absorber, i.e. the extended Comptonized emission is progressively covered and the point-like blackbody is rapidly removed when the envelope of the absorber overlaps the blackbody. The model flux may be written:
$$\mathrm{e}^{\sigma _{\mathrm{MM}}\mathrm{N}_\mathrm{H}}(\mathrm{I}_{\mathrm{BB}}\mathrm{e}^{\sigma _{\mathrm{MM}}\mathrm{N}_\mathrm{H}^{\mathrm{BB}}}+\mathrm{I}_{\mathrm{CPL}}(\mathrm{f}\mathrm{e}^{\sigma _{\mathrm{MM}}\mathrm{N}_\mathrm{H}^{\mathrm{CPL}}}+(1\mathrm{f}))$$
Good fits were obtained for all levels of dipping with this model as shown in Table 2a. It can be seen however, that the covering fraction does not rise above 50% which is inconsistent with other sources in which the progressive covering fraction rises to 100%, e.g. XB 1916-053 and XBT 0748-676 (Church et al. 1997, 1998a,b).
Next, we repeated this dip fitting with dust scattering terms added to the above best-fit models, so that
$$\mathrm{I}=\mathrm{I}_\mathrm{d}\mathrm{e}^\tau +\mathrm{I}_\mathrm{n}(1\mathrm{e}^\tau )$$
where $`\mathrm{I}_\mathrm{d}`$ is the source dip intensity and $`\mathrm{I}_\mathrm{n}`$ is the non-dip intensity. The non-dip intensity consists simply of a blackbody plus a cut-off power law with Galactic absorption, and $`\mathrm{I}_\mathrm{d}`$ is given by the equation above in which these emission components are subjected to Progressive Covering. The net model can be expressed in the simplified form: $`\mathrm{AG}\mathrm{e}^\tau (\mathrm{AB}.\mathrm{BB}+\mathrm{PCF}.\mathrm{CPL})+\mathrm{AG}(1\mathrm{e}^\tau )(\mathrm{BB}+\mathrm{CPL})`$ where AG represents Galactic absorption, BB is the blackbody with absorption AB, CPL the cut-off power law and PCF the progressive covering fraction. Thus, the dip intensity is reduced by the cumulative effect of dust scattering and photoelectric absorption at every level of dipping, whereas the intensity scattered towards the observer is constant depending only on the non-dip source level. The optical depth was set to the best value of 2.4 obtained from the radial fitting, and the energy dependence of $`\tau `$ set to $`\mathrm{E}^2`$. Good fits were obtained to the non-dip and dip MECS spectra and the results are shown in Table 2b and Fig. 7. Although there is no significant improvement in $`\chi ^2`$/dof compared with the model without dust scattering, the results including the effects of dust scattering are clearly preferable. It can be seen from Table 2b that the progressive covering factor rises to 82% in the deep dip spectrum (2.0โ4.0 count s<sup>-1</sup>), i.e. still not reaching 100% which must be due to incomplete absorption of the emission components.
In Fig. 7 the fits to the non-dip and 3 levels of dipping are shown, with the evolution of the blackbody and cut-off power law components shown separately. In the top left panel the total model including all components is shown together with the total halo component itself containing blackbody and cut-off power law contributions from the incident spectrum to scattering. Firstly, it can be seen that the blackbody emission (lower right) is rapidly absorbed when the point-source becomes covered by the absorber, and is close to zero flux in the deep dip spectrum. The cut-off power law clearly displays progressive covering in that, in each spectrum, part of the spectrum at low energies is clearly unabsorbed corresponding to the uncovered part of an extended source, i.e. the accretion disk corona. The contribution of this unabsorbed part decreases as dipping deepens. In non-dip and shallow dipping this uncovered component dominates the spectrum below 5 keV. In medium dipping it is about equal to the halo contribution (at $``$3 keV), and in deep dipping the halo is larger than the uncovered emission below about 4.5 keV. However, in addition to emission uncovered by the absorber envelope, the blobbiness of the absorber demonstrated by the fast variability in dipping will also prevent dipping reaching 100%. Between the blobs, a fraction of the Comptonized emission from the ADC will be transmitted.
These results are consistent with the results obtained from Exosat by CBC95, who found in dipping there was strong absorption of the blackbody with weaker absorption of the Comptonized emission. Having available a set of dip spectra in the present work, not just one dip spectrum, the existence of the unabsorbed emission is revealed and the fact that progressive covering takes place.
## 4 Discussion
We have shown that spectral evolution in dipping in X 1624-490 is well-described by Progressive Covering of a two-component model which assumes that X-ray emission consists of point-like blackbody emission from the neutron star plus extended Comptonized emission from an ADC. The 1โ30 keV luminosity of the source is $`7.3\times 10^{37}`$ erg s<sup>-1</sup>, for a distance of 15$`\pm `$5 kpc (Christian & Swank 1997), a substantial fraction of the Eddington limit, and the source is the most luminous of the dipping LMXB.
The bolometric blackbody luminosity is $`2.59\times 10^{37}`$ erg s<sup>-1</sup>, corresponding to a blackbody radius $`\mathrm{R}_{\mathrm{BB}}`$ of 8.3 km. If it is assumed that the emission region is an equatorial region on the neutron star in the plane of the accretion disk (a sphere intersected by two planes), the half-height of the region h calculated using the expression $`4\pi \mathrm{R}_{\mathrm{BB}}^2=\mathrm{\hspace{0.33em}4}\pi \mathrm{R}_\mathrm{x}\mathrm{h}`$, where $`\mathrm{R}_\mathrm{x}`$ is the radius of the neutron star (assumed to be 10 km), is 6.8$`\pm 1.8`$ km. Thus the blackbody emission is from a large fraction of the stellar surface. The half-height H of the radiatively-supported inner disk calculated from the luminosity of the source is 6.3$`\pm `$2.9 km, in agreement with the half-height of the emission region. These results were included in a larger sample of 14 LMXB investigated using ASCA and BeppoSAX (Church & Baลuciลska-Church 2000), in which approximate agreement is found between h and H over more than 3 decades in either parameter. This provides strong evidence that the neutron star and not the accretion disk is the source of blackbody emission in LMXB. Our spectral fitting supports the point-like nature of the blackbody emission and the extended nature of the Comptonized emission. The source joins the group of other dipping sources having an unabsorbed component in dipping which are well described by this combination of emission model with a progressive covering absorption model (Church et al. 1997, 1998a,b; Baลuciลska-Church et al. 1999). The only sources not tested with this model were X 1746-371 and XB 1254-690, but it has been shown that ASCA data on these two sources are well fitted by the model (Church et al. in preparation). It thus appears that all of the dipping LMXB may be explained by this combination of emission model and description of covering during dips.
X 1624-490 is complicated by the dust-scattered halo. Adding halo terms to the spectral model for dip spectra showed that the covering fraction for the extended hard emission rose to $``$82% while modelling without the halo gave a maximum fraction less than 50%. Spectral modelling with halo terms also showed that in shallow and medium dipping the unabsorbed Comptonized emission dominates the low energy spectrum, but in deeper dipping the halo becomes dominant at low energies. In the deepest dip spectrum, the halo exceeds the uncovered Comptonized emission below 4.5 keV. Angelini et al. (1997) in an analysis of ASCA data also used the X-ray image to estimate the extent of the halo, and suggested that the halo could explain the soft excess in dip spectra. The present work shows that the halo dominates in deepest dipping, but in less deep dipping the uncovered Comptonized emission of the ADC is the major origin of the soft excess.
We have modelled the radial intensity distribution function in several energy bands to obtain the halo fraction in these bands, and also the optical depth to dust scattering at 1 keV which was found to be $`\tau `$ = 2.4$`\pm `$0.4. This value is larger than for any of the sources studied by Predehl & Schmitt (PS95), and the halo has appreciable effect on the the dip spectra. It is not sensible to regard dust parameters obtained from the modelling as providing definitive information on interstellar dust, since the radial modelling does not depend sensitively on the dust model used.
Dipping allows us to estimate the size of the ADC from dip ingress times. The fast variability on timescales of $``$32 s is clearly associated with individual blobs of absorber covering the point-source blackbody and so is unrelated to the size of the ADC. However, other observations of the source have consistently shown extended, relatively shallow shoulders to the deep dipping which we can identify with the extended emission region being progressively covered by the absorber. This is just detectable in Fig. 1. Using the Exosat observation and the RXTE observation of Sept. 1999 (Smale et al. in preparation), we estimate an average ingress time for this slow modulation of 12500$`\pm `$2000 s. The dip (shoulder) ingress time $`\mathrm{\Delta }\mathrm{t}`$ is the time taken for the bulge in the outer disk to cross the diameter of the X-ray emitting ADC, and is obtained via the velocity of the outer disk given by
$$2\pi \mathrm{r}_{\mathrm{disk}}/\mathrm{P}=\mathrm{d}_{\mathrm{ADC}}/\mathrm{\Delta }\mathrm{t},$$
where P is the orbital period. Using a period of 20.87 hr and a mass of the neutron star of 1.4$`\mathrm{M}_{\mathrm{}}`$ we derive an accretion disk radius (Frank et al. 1987) of $`1.0\times 10^{11}`$ cm and thus a radius of the ADC of $`5.3\times 10^{10}`$ cm. It is remarkable that in the case of this source, the ADC extends to $``$50% of the accretion disk radius, compared with $``$10% in XB 1916-053 and XB 1323-619 (Church et al. 1998b; Baลuciลska-Church et al. 1999). However, given that the luminosity is $`\text{ }>`$ 10 times higher in X 1624-490 it is not surprising that the ADC, probably formed by evaporation by the central source and the ADC itself, extends to much larger radii.
In summary, we have completed an X-ray study of X 1624-490 using BeppoSAX. We have obtained an improved orbital period of $`20.87\pm 0.01`$ hr and made the first discovery of interdipping. We have investigated the depth of dipping in several energy bands and carried out modelling of the radial intensity distribution to obtain the halo fraction at several energies. From these data, the optical depth to scattering was derived, and an approximate $`\mathrm{E}^2`$ dependence of the optical depth confirmed. Spectral fitting results for the broadband non-dip spectrum are presented, and including a halo component in spectral fitting we have shown that spectral evolution is entirely consistent with progressive covering of blackbody emission from the neutron star and extended Comptonized emission from the ADC.
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# Kaon Condensation in High Density Quark Matter
## Abstract
We point out that the problem of kaon condensation in dense hadronic matter can be addressed in perturbative QCD. Indeed, perturbative calculations suggest that negative kaons are condensed in high density quark matter if the electroweak interaction is taken into account. This observation sheds new light on the proposal that the low density hyperon and high density quark matter phases of QCD are continuously connected.
preprint: SUNY-NTG-00-14
The behavior of hadronic matter at very high baryon density has been a fascinating subject for quite some time. In the early 1970โs Migdal, Sawyer, and Scalapino suggested that nuclear matter might exhibit pion condensation at densities near the saturation point of nuclear matter . In 1986 Kaplan and Nelson pointed out that kaons might condense at densities several times the saturation density . More recently, work on QCD at finite baryon density has mostly focussed on the behavior of quark matter at extremely high baryon density. This work goes back to the basic observation by Frautschi that asymptotic freedom combined with the presence of a Fermi surface implies that cold quark matter is a color superconductor . This idea was revived in where it was emphasized that the corresponding gaps could be quite large, on the order of 100 MeV at densities 5-10 times larger than the nuclear saturation density.
The next important step was taken by Alford, Rajagopal, and Wilczek who realized that in quark matter with three flavors the dominant order parameter involves the coupling of color and flavor degrees of freedom, โcolor-flavor-lockingโ
$$\psi _i^aC\gamma _5\psi _j^b=\varphi \left(\delta _i^a\delta _j^b\delta _i^b\delta _j^a\right).$$
(1)
Here, $`a,b`$ are color indices and $`i,j`$ are flavor indices. This particular order parameter is distinguished by the fact that it has the largest residual symmetry group , and therefore leads to the largest condensation energy . The color-flavor-locked condensate breaks both the original $`SU(3)`$ color symmetry and the $`SU(3)_L\times SU(3)_R`$ flavor symmetry, but leaves a diagonal $`SU(3)`$ symmetry unbroken. This implies that chiral symmetry is spontaneously broken, and that the spectrum contains almost massless pseudoscalar Goldstone bosons. Indeed, the excitation spectrum of high density quark matter bears a remarkable resemblance to the spectrum of low density hyperon matter. This has lead to the suggestion that the low and high density phases of three flavor QCD might be continuously connected .
The systematic study of the low energy effective lagrangian of three flavor QCD at high density was started by Casalbuoni and Gatto . The effective lagrangian for the pseudoscalar Goldstone bosons takes the form
$$_{eff}=\frac{f_\pi ^2}{4}\mathrm{Tr}[_0\mathrm{\Sigma }_0\mathrm{\Sigma }^{}v_\pi ^2_i\mathrm{\Sigma }_i\mathrm{\Sigma }^{}]c[det(M)\mathrm{Tr}(M^1\mathrm{\Sigma })+h.c.].$$
(2)
Here, $`\mathrm{\Sigma }SU(3)`$ is the Goldstone boson field, $`v_\pi `$ is the velocity of the Goldstone modes and $`M=\mathrm{diag}(m_u,m_d,m_s)`$ is the quark mass matrix. The effective description is valid for energies and momenta below the scale set by the gap, $`\omega ,q\mathrm{\Delta }`$. At very high density, $`\mu \mathrm{\Lambda }_{QCD}`$, asymptotic freedom implies that the coupling is weak and the coefficients in the low energy lagrangian can be determined in perturbation theory. The first step is the calculation of the gap. The result for $`N_f=3`$ is
$$\mathrm{\Delta }=512\pi ^42^{1/3}(2/3)^{5/2}\mu g^5\mathrm{exp}\left(\frac{3\pi ^2}{\sqrt{2}g}\right).$$
(3)
Here, the factor $`(2/3)^{5/2}`$ reflects the larger amount of screening in three flavor QCD as compared to the two flavor case, and the factor $`2^{1/3}`$ is related to the structure of the color-flavor locked state.
The low energy constants in (2) were determined by Son and Stephanov , see also . They find $`v_\pi ^2=1/3`$ and
$`f_\pi ^2`$ $`=`$ $`{\displaystyle \frac{218\mathrm{log}(2)}{18}}{\displaystyle \frac{\mu ^2}{2\pi ^2}},`$ (4)
$`c`$ $`=`$ $`{\displaystyle \frac{3\mathrm{\Delta }^2}{2\pi ^2}}.`$ (5)
We can now determine the masses of the Goldstone bosons
$$m_{\pi ^\pm }^2=C(m_u+m_d)m_s,m_{K_\pm }^2=Cm_d(m_u+m_s),$$
(6)
where $`C=2c/f_\pi ^2`$. This result shows that the kaon is lighter than the pion. This can be understood from the fact that, at high density, it is more appropriate to think of the interpolating field $`\mathrm{\Sigma }`$ as
$$\mathrm{\Sigma }_{ij}ฯต_{ikl}ฯต_{jmn}ฯต^{abc}ฯต^{dec}\overline{\psi }_{L,k}^a\overline{\psi }_{L,l}^b\psi _{R,m}^d\psi _{R,n}^e$$
(7)
rather than the more familiar $`\mathrm{\Sigma }_{ij}\overline{\psi }_{L,i}^a\psi _{R,j}^a`$ . Using (7) we observe that the negative pion field has the flavor structure $`\overline{d}\overline{s}us`$ and therefore has mass proportional to $`(m_u+m_d)m_s`$ . Putting in numerical values we find that the kaon mass is very small, $`m_K^{}5`$ MeV at $`\mu =500`$ MeV and $`m_K^{}2.5`$ MeV at $`\mu =1000`$ MeV.
We would like to remind the reader why this is so. First of all, the Goldstone boson masses in the color-flavor-locked phase are proportional to the quark masses squared rather than linear in the quark mass, as they are at zero density. This is due to an approximate $`Z_2`$ chiral symmetry in the color-flavor-locked phase . The diquark condensate is invariant under the transformations $`\psi _{L,R}\psi _{L,R}`$, but a linear Goldstone boson mass term is not. In addition to that, the Goldstone boson masses are suppressed by a factor $`\mathrm{\Delta }/\mu `$. This is a consequence of the fact that the Goldstone modes are collective excitations of particles and holes near the Fermi surface, whereas the quark mass term connects particles and anti-particles, far away from the Fermi surface .
The fact that the meson spectrum is inverted, and that the kaon mass is exceptionally small opens the possibility that in dense quark matter electrons decay into kaons, and a kaon condensate is formed. Consider a kaon condensate $`K^{}=v_Ke^{i\mu _et}`$ where $`\mu _e`$ is the chemical potential for negative charge. The thermodynamic potential $`\mu _eQ`$ for this state is given by
$`ฯต(\rho _q,x,y,\mu _e)`$ $`=`$ $`{\displaystyle \frac{3\pi ^{2/3}}{4}}\rho _q^{4/3}\left\{x^{4/3}+y^{4/3}+(1xy)^{4/3}+\pi ^{4/3}\rho _q^{2/3}m_s^2(1xy)^{2/3}\right\}`$ (9)
$`{\displaystyle \frac{1}{2}}\left(\mu _e^2m_K^2\right)v_K^2+O(v_K^3)+\mu _e\rho _q\left(x{\displaystyle \frac{1}{3}}\right){\displaystyle \frac{1}{12\pi ^2}}\mu _e^4`$
Here, $`\rho _q=3\rho _B`$ is the quark density, and $`x=\rho _u/\rho _q`$ and $`y=\rho _d/\rho _q`$ are the up and down quark fractions. For simplicity, we have dropped higher order terms in the strange quark mass and neglected the electron mass. These corrections are included in the results shown below. We have also assumed that neutrinos can leave the system. This assumption is appropriate in the case of neutron stars. In order to determine the ground state we have to make (9) stationary with respect to $`x,y,\mu _e`$ and $`v_K`$. Minimization with respect to $`x`$ and $`y`$ enforces $`\beta `$ equilibrium, while minimization with respect to $`\mu _e`$ ensures charge neutrality. Below the onset for kaon condensation we have $`v_K=0`$ and there is no kaon contribution to the charge density. Neglecting $`m_e`$ and higher order corrections in $`m_s`$ we find
$$\mu _e\frac{m_s^2}{4p_F}=\frac{m_s^2}{4\pi ^{2/3}\rho _B^{1/3}}.$$
(10)
In the absence of kaon condensation, the electron chemical potential will level off at the value of the electron mass for very high baryon density. The onset of kaon condensation is determined by the condition $`\mu _e=m_K`$. At this point it becomes favorable to convert electrons into negatively charged kaons. Once the amplitude of the kaon condensate starts to grow, nonlinear terms in the effective lagrangian have to be taken into account.
Results for the electron chemical potential and the kaon mass as a function of the light quark Fermi momentum are shown in Fig. 1. In order to assess some of the uncertainties we have varied the quark masses in the range $`m_u=(35)`$ MeV, $`m_d=(68)`$ MeV, and $`m_s=(120150)`$ MeV. We have used the one loop result for the running coupling constant at two different scales $`q=\mu `$ and $`q=\mu /2`$. The scale parameter was set to $`\mathrm{\Lambda }_{QCD}=238`$ MeV, corresponding to $`\alpha _s(m_\tau )=0.35`$ . An important constraint is provided by the condition $`m_s<\sqrt{2p_F\mathrm{\Delta }}`$ which ensures that flavor symmetry breaking does not destroy color-flavor-locking . We have checked that this condition is always satisfied for $`p_F>500`$ MeV. Figure 1 shows that there is significant uncertainty in the relative magnitude of the chemical potential and the kaon mass. Nevertheless, the band of kaon mass predictions lies systematically below the predicted chemical potentials. We therefore conclude that kaon condensation appears likely even for moderate Fermi momenta $`p_F500`$ MeV. For very large baryon density<sup>*</sup><sup>*</sup>*This is not entirely correct. If $`p_F>m_s^2/(4m_e)`$ and kaons are not yet condensed then the system can no longer maintain $`\beta `$ equilibrium and $`\mu _e`$ goes to zero. $`\mu _em_e`$ while $`m_K^{}0`$ and kaon condensation seems inevitable.
In the regime which is of physical interest the numerical values of $`m_K`$ and $`\mu _e`$ are very close, and it is important to address the uncertainties.
1. The most important uncertainty is related to the value of the gap. The leading terms in the perturbative expansion are
$$\mathrm{log}\left(\frac{\mathrm{\Delta }}{\mu }\right)=\frac{3\pi ^2}{\sqrt{2}g}5\mathrm{log}(g)+\mathrm{log}\left(b_0^{}512\pi ^4(2/N_f)^{5/2}\right)+\mathrm{}.$$
(11)
While there is general agreement on the $`O(g^1)`$ and $`O(\mathrm{log}(g))`$ terms, the constant $`b_0^{}`$ in the $`O(g^0)`$ term has not been completely determined yet. Brown et al. calculated the critical temperature up to order $`O(g^0)`$ and find $`b_0^{}=\mathrm{exp}((\pi ^2+4)(N_f1)/16)0.17`$ , which corresponds to a substantial reduction of the gap. The origin of this correction is a reduction of the strength of the quasiparticle pole in the dense medium. Manuel studied the effect of quasiparticle damping and obtained a reduction of the gap by a factor $`2`$ at Fermi momenta $`p_F500`$ MeV . This effect, however, appears to be a true higher order $`O(g)`$ correction. The modification of the gap due to color-flavor-locking was considered in . This leads to a correction factor $`2^{1/3}`$ which we have already included in (3). All these effects reduce the gap and increase the likelihood of kaon condensation, at least as long as the magnitude of the gap exceeds the critical value for color-flavor-locking.
2. A related question is the problem of determining the scale $`\mathrm{\Lambda }`$ at which the running coupling constant is evaluated. This problem cannot really be addressed without performing a higher order calculation. Beane et al. suggested to carry out a leading log resummation of the gap equation . This calculation results in a substantial enhancement of the gap, corresponding to $`b_0^{}=\mathrm{exp}((33/16)(\pi ^2/41))20`$ in (11). This may be serious overestimate, however, because the authors use the perturbative beta function for momenta well below the screening scale $`g\mu `$.
3. At moderate densities QCD may generate a dynamical strange quark mass which is significantly bigger than the current quark mass $`m_s150`$ MeV. This effect helps kaon condensation because the electron chemical potential grows as $`m_s^2`$, whereas the kaon mass behaves as $`m_s^{1/2}`$. If the strange quark mass becomes too large, then color is no longer locked to flavor and the kaon disappears.
4. Several authors have suggested that the Goldstone boson masses in the color-flavor-locked phase are of the form $`m_{GB}^2m_q^2(\mathrm{\Delta }\overline{\mathrm{\Delta }}/\mu ^2)\mathrm{log}(\mu /\mathrm{\Delta })`$ , where $`\overline{\mathrm{\Delta }}`$ is the โgapโ for anti-particles. If $`\overline{\mathrm{\Delta }}=\mathrm{\Delta }`$ then the extra logarithm would lead to a modest increase of the kaon mass. Beane et al. also find a value of $`f_\pi `$ which is smaller, by a factor of 2, than the value quoted above.
5. Manuel and Tytgat considered the contribution of a small instanton-generated quark condensate to the Goldstone boson masses . They conclude that this effect dominates over the perturbative result (6) for chemical potentials of physical interest, $`\mu <3`$ GeV. We believe that this result is based on a mistake in the calculation of $`\overline{\psi }\psi `$ reported in . In that work we calculated the effective quark mass generated by instantons in the color-flavor-locked phase. Using this result we extracted the quark condensate. In this context we made a mistake similar to the one in the first version of : Contrary to the result given in there is no contribution to $`\overline{\psi }\psi `$ which is proportional to the density of states on the Fermi surface. The correct result is suppressed by an additional factor of $`(\mathrm{\Delta }/\mu )`$. As a result, terms linear in the quark mass may give an important contribution to the Goldstone boson masses in the case of moderate densities, $`p_F500`$ MeV, but probably not for larger densities.
6. If the negative kaon mass becomes very small, the electromagnetic contribution to the mass may start to play a role. This effect was considered by Hong who finds $`\delta m_{GB^\pm }^2|_{em}(e/g)^2\mathrm{\Delta }^2`$, where the overall coefficient is of order 100 . This result seems surprisingly large. A different estimate of the electromagnetic contribution to the charged pion and kaon masses can be obtained using a current algebra sum rule, which relates $`\delta m_{GB^\pm }^2|_{em}`$ to the difference between the vector and axial-vector spectral functions . The excitation spectrum in the vector channels was studied by Rho et al. , who find that the vector and axial-vector are degenerate to leading order in perturbation theory. Using their results we conclude that $`\delta m_{GB^\pm }^2|_{em}<O(e^2\mathrm{\Delta }^2e^{c/g})`$. This estimate is oversimplified, because the derivation of the sum rule relies on Lorentz invariance. This question clearly deserves further study.
Conclusions: We find that perturbative calculations suggest that negative kaons are condensed in high density baryonic matter. The mechanism for kaon condensation considered in this work is very different from the mechanism originally proposed by Kaplan and Nelson. In the original work, kaon condensation was driven by the attractive kaon-nucleon interaction implied by the kaon-nucleon sigma term $`\mathrm{\Sigma }_{KN}`$. In the color-flavor locked phase all fermionic excitations have a large gap and the interaction between Goldstone bosons and quarks (baryons) is very weak. Kaon condensation is possible because color-flavor locking inverts the Goldstone boson spectrum and the kinematics of the Fermi surface suppresses Goldstone boson masses. The mechanism considered here shares an important feature with the hadronic scenario of Brown et al. in that the presence of electrons is essential.
It is quite remarkable that the problem of kaon condensation in dense hadronic matter can be addressed in perturbative QCD. This observation also sheds new light on the idea of quark-hadron continuity in QCD at finite baryon density. Even though low and high density QCD are qualitatively similar, there are important quantitative differences. Low density QCD is characterized by large fermion masses and small Fermi surface gaps, whereas high density QCD has small masses and large gaps. Also, while $`f_\pi `$ and $`(\overline{\psi }\psi )^2`$ do not seem to change much between $`\mu =0`$ and $`\mu =500`$ MeV, the quark condensate $`\overline{\psi }\psi `$ is reduced by a large factor. We suggest that the low and high density phase are continuously connected, and that the density above which it becomes more useful to describe matter in terms of quarks and gluons rather than hadrons coincides with the point where the kaon and pion become degenerate.
We should note that a simple and robust mechanism for pion condensation in QCD with zero baryon but finite isospin density, $`\mu _u=\mu _d`$, was recently discussed by Son and Stephanov .
Acknowledgements: This work was supported in part by US DOE grant DE-FG-88ER40388. I would like to acknowledge the hospitality of the European Center for Theoretical Studies in Nuclear Physics and related Areas ECT\* in Treto, Italy, where this work was completed.
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# 1 Introduction
## 1 Introduction
The only way to test big bang nucleosynthesis (BBN) and therefore cosmology at an age of order seconds to minutes, is through the observational abundances of the light elements D, <sup>3</sup>He, <sup>4</sup>He, and <sup>7</sup>Li (see. e.g., Olive, Steigman, & Walker 2000). Because there are no measurements of <sup>3</sup>He at very low metallicity (i.e., significantly below solar) at this time, a higher burden is placed on the remaining three elements. The measurements of D/H in quasar absorption systems are very promising (Burles & Tytler 1998a; 1998b), although not all data agree (Webb et al., 1997; Levshakov, Tytler, & Burles 1998; Tytler et al. 1999). Similarly, <sup>7</sup>Li measurements are continually improving (Ryan, Norris & Beers 1999) and systematic uncertainties are being reduced (Ryan et al. 2000), but the accuracy of the primordial abundance determinations for <sup>7</sup>Li are not probably not much less than a factor of 2. Testing the theory of BBN requires reliable abundances of at least two isotopes. Unlike the other light element abundances, in order to be a useful cosmological constraint, <sup>4</sup>He needs to be measured with a precision at the few percent level. Thus, the determination of the <sup>4</sup>He abundance with improved accuracy continues to be of prime importance to cosmology.
To date, the most useful <sup>4</sup>He abundance determinations are made by observing helium emission lines in HII regions of metal-poor dwarf galaxies. These measurements, which span metallicities ranging down to 1/50th of the solar oxygen abundance, all show <sup>4</sup>He abundances, $`Y`$, between 22 and 26% by mass. This is one of the strongest indications that the majority of the <sup>4</sup>He observed in these systems is in fact primordial and that BBN occurred. At the next level of precision, however, it is necessary to be able to extract a primordial abundance, $`Y_p,`$ from these data (e.g., Pagel et al. 1992, hereafter PSTE). The most common method to determine $`Y_p`$ is by means of a linear regression with respect to a tracer element (Peimbert & Torres-Peimbert 1974; 1976) such as oxygen or nitrogen (other methods such as a Bayesian analysis gives similar results, Hogan et al. 1997). To first order, we expect that along with the stellar production of heavy elements, there is a component of stellar contamination of primordial He. The uncertainty in the primordial abundance of <sup>4</sup>He due to this contamination and its exact relationship to the production of heavy elements is reduced by observing the lowest metallicity objects. Currently there is some controversy concerning the best estimate of $`Y_p`$. Izotov & Thuan (1998b, hereafter IT98) assembled a sample of 45 low metallicity HII regions, observed and analyzed in a uniform manner, and derived a value of $`Y_p`$ $`=`$ 0.244 $`\pm `$ 0.002 and 0.245 $`\pm `$ 0.001 (with regressions against O/H and N/H respectively). This value is significantly higher than the value of $`Y_p`$ $`=`$ 0.228 $`\pm `$ 0.005 derived by PSTE. Analysis based on the combined available data (Olive & Steigman 1995; Olive, Skillman, & Steigman 1997; Fields & Olive 1999) yield an intermediate value of 0.238 $`\pm `$ 0.002 with an estimated systematic uncertainty of 0.005. Peimbert, Peimbert, & Ruiz (2000, hereafter PPR) have derived a very accurate helium abundance for the HII region NGC 346 in the Small Magellanic Cloud, and from this they infer a value of $`Y_p`$ $`=`$ 0.2345 $`\pm `$ 0.0026. These different results depend, in part, on differences in the analyses of the observations. Thus, it is important to better understand any systematic effects that may result due to different analyses methods. Furthermore, as one can plainly see, the differences in the various determinations of the <sup>4</sup>He abundance appears to be many sigma. Thus it is clear that present systematic errors have been underestimated, and the main goal of this paper is to specify methods to better quantify and reduce the systematic uncertainties in <sup>4</sup>He abundance determinations.
Of course, the degree to which we can make an accurate determination of the primordial He abundance ultimately depends on our ability to extract accurate <sup>4</sup>He abundances from individual extragalactic HII regions. All of the information comes from the relative strengths of the emission lines of He I and H I, and the emission lines of heavier elements such as oxygen, nitrogen, and sulfur. To determine a <sup>4</sup>He abundance from the emission line intensities, it is necessary to determine the physical characteristics of the HII region. The electron temperature of the HII region is usually determined from the temperature sensitive ratio of \[O III\] emission lines (but see PPR). Electron densities can be derived from the ratios of \[S II\] and \[O II\] lines, although these may not be favored (see Izotov et al. 1999 and also section 2.4). While the relative H I and He I emissivities have very small dependencies on the electron densities, certain He I emission lines have an enhanced density dependence due to the collisional excitation of electrons out of the metastable 2S state. Additionally, some He I emission lines are subject to enhancement or diminuation through the radiative transfer effects of absorption or florescence.
One also needs to ascertain whether or not neutral helium (or neutral hydrogen) corrections are important (e.g., Shields & Searle 1978; Dinerstein & Shields 1986; Viegas, Gruenwald, & Steigman 2000). Finally, corrections due to possible effects of underlying He I stellar absorption in the spectra must be considered, though in the past, these have usually been neglected. Underlying He I absorption was shown to be an important effect for the NW region of I Zw 18 (Izotov & Thuan 1998a). Skillman, Terlevich, & Terlevich (1998) have demonstrated that the effects of underlying He I absorption may be more important than claimed by IT98 and may explain some of the โanomalousโ line ratios observed by them (which led to the rejection of certain objects from the linear regressions used to determine $`Y_p`$).
In some studies (e.g., Skillman & Kennicutt 1993; Skillman et al. 1994), <sup>4</sup>He abundances determinations were based on a single emission line at $`\lambda `$6678. This line was deemed preferable as it is less subject to the effects of collisional enhancement relative to the stronger He I lines at $`\lambda `$4471 and $`\lambda `$5876 (cf. Pagel & Simonson 1989). Its proximity to H$`\alpha `$ also means that the ratio $`\lambda `$6678/H$`\alpha `$ is practically unaffected by a reddening correction. However, there is always a danger relying on a single emission line. Fortunately, other He I emission lines are available. The three lines $`\lambda `$4471, $`\lambda `$5876, and $`\lambda `$6678 are all relatively insensitive to density and optical depth effects. This means that, on the one hand, the conversion of these line strengths to a helium abundance can be done with greater certainty. On the other hand, they do not provide a reliable estimate of the either the optical depth or density. The latter is known to make a correction of order 1% to 5% (depending on both the density and the temperature) due to collisional excitations. Nevertheless, one could make a case for using only these lines to determine the helium abundance.
Recently, a โself-consistentโ approach to determining the <sup>4</sup>He abundance was proposed by Izotov, Thuan, & Lipovetsky (1994, 1997, hereafter ITL94, ITL97) by considering the addition of other He lines. First the addition of $`\lambda `$7065 was proposed as a density diagnostic, and then, $`\lambda `$3889 was later added to estimate the radiative transfer effects (since these are very important for $`\lambda `$7065). This is the method used by IT98 in their most recent estimate of $`Y_p`$. While this method, in principle, represents an improvement over helium determinations using a single emission line, systematic effects become very important if the helium abundances derived from either $`\lambda `$3889 or $`\lambda `$7065 deviate significantly from those derived from the other three lines (see ยง5).
In this paper, we will attempt to better quantify the true uncertainties in the individual helium determinations in extragalactic HII regions. After a brief discussion of the available observables needed in the determination of $`y^+=`$He<sup>+</sup>/H<sup>+</sup>, we present methods for determining the reddening correction, C(H$`\beta `$), the degree of underlying absorption in H I and He I, and ultimately $`y^+`$. In addition we will show specifically how various uncertainties in measured quantities affect $`y^+`$. In section 4, we will describe several alternative methods for deriving the helium abundance based on 3 to 6 emission lines. Here we will investigate the utility of adding a sixth He I line, $`\lambda `$4026, which may be used to make a quantitative correction for the presence of underlying stellar He I absorption. For various cases based on several emission lines, we will test the minimization procedure (with respect to the recombination values) by calculating Monte Carlo realizations of the input data. This enables us to check the stability of any given solution of the minimization and better estimate the uncertainties in our result. In section 5, we present some examples of synthetic data to demonstrate the power of the method and the dangers of systematic uncertainties in the observed He I line strengths. Our conclusions and prospects for accurate helium determinations will be given in section 6.
The goal of this paper is to explore different analysis methodologies and to promote particular observational and analysis techniques. In the future, we will apply the recommended methods to both new observations and other observations reported in the literature.
## 2 Determination of Physical Parameters
In this section, we will concentrate on the impact of the physical input parameters on He abundance determinations. We will discuss the necessity of obtaining accurate line strengths and the limitations in doing so. We pay special attention to reddening as determined by H I line ratios. The uncertainties in this correction are particularly important as they feed into the uncertainty in all of the subsequent He I line strength determinations. We will also discuss determination of the electron temperature and density.
### 2.1 Measurements of Relative Emission Line Strengths and Errors
With the advent of large format, linear CCD array detectors in the last decade, we are in the best position ever to obtain spectra of emission line objects with the quality and accuracy necessary for helium abundance measurements. While it may seem unnecessary to discuss the measurement of emission line strengths here, this work starts with the assumption that the spectra have been properly calibrated and that errors associated with that calibration have been taken into account. Targets and standard stars should both be observed close to the parallactic angle in order to minimize atmospheric differential refraction (Filippenko 1982). It is important to observe several standard stars (preferably from the HST spectrophotometric standards of Oke 1990). These standard stars are believed to be reliable to about 1% across the optical spectrum, and thus, this sets a fundamental minimum level of uncertainty in any observed emission line ratio. Observations of both red and blue stars allows a check on the possibility of second-order contamination of the spectrum. Typically, one-dimensional spectra are extracted from long-slit (2-D) observations. Special care needs to be taken setting the extraction aperture width and the aperture should be sufficiently wide that small alignment errors do not give rise to systematic errors (this comes at a cost in signal/noise, but ensures photometric fidelity). Given these potential uncertainties, it is unreasonable to record errors of less than one percent in emission line ratios, regardless of the total number of photons recorded. Of course, multiple independent measurements of the same target provide the best estimates of true observational errors, and existing measurements of this type confirm this minimum error estimate (Skillman et al. 1994).
It should also be noted that it is imperative to integrate under the emission line profile (as opposed to fitting the line with a Gaussian profile). Fitting procedures can introduce systematic differences between high signal/noise and low signal/noise lines. Given the dynamic range of the H I and He I emission lines required to produce an accurate He/H abundance (e.g., the faint He I line $`\lambda `$6678 is about 1% of H$`\alpha `$ and He I $`\lambda `$4026 is less than 2% of H$`\beta `$), any systematic error between measuring strong and faint lines will have dramatic results. A special challenge is presented by the presence of underlying stellar absorption. The underlying absorption is generally broader than the emission, so quite often, when observed at a resolution of a few Angstroms or better, the H I or He I emission line is sitting in an absorption trough. Measuring all H I and He I emission lines in a consistent manner is important to obtaining a good solution for both the emission strength and the underlying absorption (see next section). Measurements at maximum resolution possible (while still measuring all lines simultaneously) are preferred.
### 2.2 Determination of Reddening and Underlying H I Absorption from Balmer Lines
Because (1) we know the theoretical emissivities of the recombination lines of H I (e.g., Hummer & Storey 1987), (2) the ratios of the H I recombination lines in emission are relatively insensitive to the physical conditions of the gas (i.e., electron temperature and density), and (3) there are a number of H I recombination lines spread through the optical spectrum, it is possible to use the observed line ratios to solve for the line-of-sight reddening of the spectrum (cf., Osterbrock 1989). If one assumes a reddening law ($`f`$($`\lambda `$), e.g., Seaton 1979), in principle, it is possible to solve for the extinction as a function of wavelength by measuring a single pair of H I recombination lines. Values of C(H$`\beta `$), the logarithmic reddening correction at H$`\beta `$, can be derived from:
$$log\left[\frac{I(\lambda )}{I(H\beta )}\right]=log\left[\frac{F(\lambda )}{F(H\beta )}\right]+C(H\beta )f(\lambda ),$$
(1)
where $`I(\lambda )`$ is the intrinsic line intensity and $`F(\lambda )`$ is the observed line flux corrected for atmospheric extinction. Assuming a reddening law introduces a degree of uncertainty. Studies in our Galaxy have shown that the reddening law exhibits large variations between different lines of sight, but these variations are most important in the ultraviolet (Cardelli, Clayton, & Mathis 1989). Additionally, the total measured extinction can have both Galactic and extragalactic components (and note the added complexity of the shift in wavelength for the reddening law for systems at significant redshift). Note that it is typical that no error is associated with the assumption of a reddening law. Davidson & Kinman (1985) point out that tying the He I emission lines to the nearest pair of bracketing H I lines significantly reduces the impact of assuming a reddening law (i.e., โthe interpolation advantageโ), but it is unlikely that there is absolutely no error incurred with this assumption.
Underlying stellar absorption will affect the ratios of individual H I line pairs, so, in practice, it is best to measure several H I recombination lines. One can then solve for both the reddening and the stellar absorption underlying the emission lines (e.g., Shields & Searle 1978; Skillman 1985). It is generally assumed that the underlying absorption for the brightest Balmer H I lines is constant in terms of equivalent width. It is not clear how much error is incurred through this assumption, and inspection of stellar spectra shows that it is unlikely to be true for the fainter Balmer emission lines (e.g., H8, H9, and higher). However, one has the observational check of comparing these corrected lines to their theoretical values.
We recommend solving for the reddening and the underlying absorption by minimizing the differences between the observed and theoretical ratios for the three Balmer line ratios H$`\alpha `$/H$`\beta `$, H$`\gamma `$/H$`\beta `$, and H$`\delta `$/H$`\beta `$. Both H7 and H8 are blended with other emission lines, so they cannot be used for this purpose. While the H9 and H10 lines are often not observed with sufficient accuracy to constrain the reddening and absorption, in high quality spectra, the relative strengths of H9 and H10 provide a check on the derived solutions. In Appendix A we describe our method of using a $`\chi ^2`$ minimization routine to determine the best values of C(H$`\beta `$), the underlying equivalent width of hydrogen absorption ($`a_{HI}`$), and their associated errors.
Figure 1 is presented for instructional purposes. It shows a comparison of the observed and corrected hydrogen Balmer emission line ratios for three synthetic cases. In constructing this figure, synthetic H I Balmer emission line spectra were calculated assuming an electron temperature (18,000 K), density (100 cm<sup>-3</sup>), and H$`\beta `$ equivalent width (100 ร
). Balmer emission line ratios were derived for three different combinations of reddening and absorption. All emission lines and equivalent widths were given uncertainties of 2%. In the first case, the spectrum was calculated assuming reddening and no underlying absorption. The second case assumes underlying absorption and no reddening. The third case has both. The open circles show the deviations of the original synthesized spectra from the theoretical ratios in terms of the synthesized uncertainties (2% for all lines). Note that reddening and underlying absorption induce corrections in the same direction for all three line ratios, i.e., the H$`\alpha `$/H$`\beta `$ line ratio increases for increased reddening and underlying absorption and the bluer Balmer line ratios all decrease for both effects. This covariance results in a degeneracy, thereby decreasing the diagnostic power of the corrections as we will show.
The filled circles in Figure 1 show the results of using the $`\chi ^2`$ minimization routine described in Appendix A. If such a minimization is used, then the $`\chi ^2`$ should be reported. This allows one to make an independent check on the validity of the magnitude of the emission line uncertainties. As one can see, the minimization procedure accurately reproduces the assumed input parameters. In case 1, the minimization found C(H$`\beta `$) $`=0.10\pm 0.03`$ and $`a_{HI}=0.00\pm 0.57`$. Similarly, for the other two cases, we find C(H$`\beta `$) $`=0.00\pm 0.03`$, $`a_{HI}=2.00\pm 0.59`$ and C(H$`\beta `$)$`=0.10\pm 0.03`$, $`a_{HI}=2.00\pm 0.59`$ respectively. In all three cases, since the data are synthetic, the $`\chi ^2`$ values for the solutions are vanishingly small. Appendix B discusses cases from the literature where the $`\chi ^2`$ values are quite large, indicating either a problem with the original spectrum, an underestimate of the emission line uncertainties, or both.
As a test to determine the appropriateness of the uncertainties for the values of C(H$`\beta `$) and $`a_{HI}`$ as produced by the $`\chi ^2`$ minimization, we have run Monte Carlo simulations of the hydrogen Balmer ratios. The Monte Carlo procedure is described in Appendix A. Figure 2 shows the results of Monte Carlo simulations of solutions for the reddening and underlying absorption from hydrogen Balmer emission line ratios for three synthetic cases based on the input parameters of case 3 of Figure 1. That is, the original input spectra had reddening with C(H$`\beta `$) $`=`$ 0.1 and $`a_{HI}`$ = 2 ร
. For these values of C(H$`\beta `$) and $`a_{HI}`$, we have run the Monte Carlo for three choices of EW(H$`\beta `$) = 50, 100, and 200 ร
. (EW(H$`\beta `$) = 100 was used in Figure 1). Let us first concentrate on the results shown in the bottom panel of Figure 2. Each small point is the minimization solution derived from a different realization of the same input spectrum (with 2% errors in both emission line flux and equivalent width). The large open point with error bars shows the mean result with 1$`\sigma `$ errors derived from the $`\chi ^2`$ solution from the original synthetic spectrum. The large filled point with error bars shows the mean result with 1$`\sigma `$ errors derived from the dispersion in the Monte Carlo solutions. Note that the covariance of the two parameters leads to error ellipses. The Monte Carlo simulations find the correct solutions, but the error bars appropriate to these solutions are significantly larger than the errors inferred from the single $`\chi ^2`$ minimization. In this case there is a small offset in the mean solutions (mostly due to the fact that solutions with negative values are not allowed). In the bottom panel, the errors in C(H$`\beta `$) are 29% larger and the errors in $`a_{HI}`$ are about 61% larger for the Monte Carlo simulations compared to the single $`\chi ^2`$ minimization.
The middle and top panels of Figure 2 show cases for decreasing emission line equivalent width. Note that, given the input assumptions, the constraints on the underlying absorption are stronger in absolute terms for the lower emission line equivalent width cases. In all three cases, the $`\chi ^2`$ minimization errors are smaller than those produced by the Monte Carlo simulations. For the middle panel, the differences are 41% for C(H$`\beta `$) and 80% for $`a_{HI}`$, while for the top panel, the differences are 46% for C(H$`\beta `$) and 86% for $`a_{HI}`$.
These test cases have shown that the errors in C(H$`\beta `$) and the underlying stellar absorption can be underestimated by simply using the output from a $`\chi ^2`$ minimization routine, and that Monte Carlo simulations can be used to give a more realistic estimate of the errors. Based on this experience, we recommend that the best way to determine the true uncertainties in the derived values of C(H$`\beta `$) and $`a_{HI}`$ is to run Monte Carlo simulations of the hydrogen Balmer ratios. Simply running a $`\chi ^2`$ minimization will underestimate the uncertainty (due, in large part, to the covariance of the two parameters being solved for). Since the reddening correction must be applied to the He I lines as well, this uncertainty will propagate into the final estimation of the He abundance. This uncertainty, we find, is too large to be ignored.
If He I lines are observed at a given wavelength $`\lambda `$, their intensities relative to H$`\beta `$ after the reddening correction is given by eq. (1). The ratios $`I(\lambda )/I(H\beta )`$ can then be used self-consistently to determine the He abundance and the physical parameters describing the HII regions, after the effects of collisional excitation, florescence, and underlying absorption as described in the next section. We can quantify the contribution to the overall He abundance uncertainty due to the reddening correction by propagating the error in eq. (1). Ignoring all other uncertainties in $`X_R(\lambda )=I(\lambda )/I(H\beta )`$, we would write
$$\frac{\sigma _X}{X}=\mathrm{ln}10f(\lambda )\sigma _{C(H\beta )}$$
(2)
In the examples discussed above, $`\sigma _{C(H\beta )}0.04`$ (from the Monte Carlo), and values of $`f`$ are 0.237, 0.208, 0.109, -0.225, -0.345, -0.396, for He lines at $`\lambda \lambda `$3889, 4026, 4471, 5876, 6678, 7065, respectively. For the bluer lines, this correction alone is 1 โ 2 % and must be added in quadrature to any other observational errors in $`X_R`$. For the redder lines, this uncertainty is 3 โ 4 %. This represents the minimum uncertainty which must be included in the individual He I emission line strengths relative to H$`\beta `$. Note that these errors alone equal or exceed the 2% errors in the individual line strengths assumed for this exercise. However, the magnitude of the reddening error terms for the red lines can be reduced if these lines are compared directly to H$`\alpha `$. If the corrected H$`\alpha `$/H$`\beta `$ ratio is identical to the theoretical ratio, then it would be allowable to include only the uncertainty in the reddening difference between H$`\alpha `$ and the red He I emission line. On the other hand, it is frequently the case that the corrected H$`\alpha `$/H$`\beta `$ ratio is significantly different from the theoretical ratio.
Finally, we should note that an additional complication is the possibility that, in the highest temperature (lowest metallicity) nebulae, the H$`\alpha `$ line may be collisionally enhanced (Davidson & Kinman 1985; Skillman & Kennicutt 1993). In their detailed modeling of I Zw 18, Stasinska & Schaerer (1999) have found this to be an important effect (of order 7% enhancement in H$`\alpha `$). If this is not accounted for, this has the effect of artificially increasing the determined reddening (and thus, artificially decreasing the helium abundances measured from the lines redward of H$`\beta `$ (e.g., $`\lambda \lambda `$ 5876, 6678) and increasing the helium abundances measured from lines blueward of H$`\beta `$ (e.g., $`\lambda `$4471). More work along the lines Stasinska & Schaerer (1999) with photoionization modeling of high temperature nebulae is needed to determine whether this effect is common in these low metallicity regions.
### 2.3 Electron Temperature Determinations from Collisionally Excited Lines
Since the temperature is governed by the balance between the heating and cooling processes, and since the cooling is governed by different ionic species in different radial zones, one expects different ions to have different mean temperatures (cf. Stasiลska 1990; Garnett 1992). While this is best treated with a complete photoionization model, a reasonable compromise is to treat the spectrum as if it arose in two different temperature zones, roughly corresponding to the O<sup>+</sup> and O<sup>++</sup> zones. Since the oxygen ions play a dominant role in the cooling, this is a reasonable thing to do. Deriving temperatures in the high ionization zone generally consists of measuring the highly temperature sensitive ratio of the emission from the โauroral lineโ of \[O III\] ($`\lambda `$4363) relative to the emission from the โnebular linesโ of \[O III\] ($`\lambda \lambda `$4959,5007). Temperatures for the low ionization zone are usually derived from photoionization modeling (e.g., PSTE); although it is possible to derive temperatures in the low ionization zone from the \[O II\] I($`\lambda `$7320 + $`\lambda `$7330)/I($`\lambda `$3726 + $`\lambda `$3729) ratio and a similar ratio for \[S II\] (e.g., Gonzรกlez-Delgado et al. 1994; PPR).
Note that, to date, usually only the temperature from the high ionization zone is used to derive the He abundance, and the He which resides in the low ionization zone is generally not dealt with in a self-consistent manner. To estimate the potential size of this effect, we can look at the data for SBS1159$`+`$545 from IT98. In SBS1159$`+`$545, 19% of the oxygen is in the O<sup>+</sup> state (and thus 81% in the O<sup>++</sup> state). Assuming all of the gas to be at a temperature of 18,400 K (the \[O III\] temperature), a $`\lambda `$5876/H$`\beta `$ ratio of 0.101 $`\pm `$ 0.002 yields a helium abundance of 0.0855 (before reduction to account for collisional enhancement and in agreement with IT98). Assuming 81% of the gas to be at the \[O III\] temperature of 18,400 K and 19% of the gas to be at the \[O II\] temperature of 15,200 K results in a helium abundance of 0.0848, or a difference of 0.8%. While this is a small difference, it is not negligible when compared to the reported uncertainty in the measurement. Curiously, including the effects of collisional enhancement almost perfectly cancels this effect for the reported density of 110 cm<sup>-3</sup> ($`y^+`$ $`=`$ 0.0815 treated as a single temperature zone and $`y^+`$ $`=`$ 0.0811 treated as two temperature zones for this object). Thus, using a lower temperature for the $`y^+`$ in the O<sup>+</sup> zone can increase or decrease the helium abundance depending on the density. The main point here is that the temperatures used for the two zones and the helium abundance should be treated consistently (as emphasized by PPR).
Steigman, Viegas, & Gruenwald (1997) have investigated the effect of internal temperature fluctuations on the derived helium abundances and find this to be important in the high temperature regime. The presence of temperature fluctuations, when analyzed assuming no temperature fluctuations, results in underestimating both the oxygen and helium abundances (here only \[S II\] densities are used, which are typically higher than the densities derived from He I lines). Assuming a range of relatively large temperature fluctuations (with a maximum of 4000K) results in an overall shift in the derived primordial helium abundance of about 3%. Steigman et al. have argued that, in absence of constraints on the temperature fluctuations, the errors should be increased to account for this uncertainty.
Peimbert, Peimbert, & Ruiz (2000) have shown that the different temperature dependences of the He I emission lines can be used to solve for the density, temperature, and helium abundance simultaneously and self-consistently. They point out that photoionization modeling consistently shows that the electron temperature derived from the \[O III\] lines is always an upper limit to the average temperature for the He I emission, and thus, assuming the \[O III\] temperature will always produce an upper limit to the true helium abundance. Here we will not explore the possibility of adding the electron temperature as a free parameter to our minimization routines. This is, in part, because the main motivations are to explore the method promoted by IT98, to explore the possibility of handling the effects of underlying absorption, and also, because one of our main conclusions, that Monte Carlo modeling is required for a true estimation of the errors will be true regardless of the minimization parameters. Nonetheless, this is a very important result with the implication that most helium abundances reported in the literature to date are really upper limits.
### 2.4 Electron Density Determinations from Collisionally Excited Lines
The average density can be derived by measuring the relative intensities of two collisionally excited lines which arise from a split upper level. In the โlow density regimeโ collisional de-excitation is unimportant and all excitations are followed by emission of a photon. The ratio of the fluxes then simply reflects the ratio of the statistical weights of the two levels. In the โhigh density regimeโ, where the level populations are held at the ratio of their statistical weights, the emission ratio becomes the ratio of the product of the statistical weights and the radiation transition probabilities. In the intermediate regime, near the โcritical densityโ the line ratios are excellent density diagnostics. The best known is that of \[S II\] $`\lambda `$6717/$`\lambda `$6731 which is sensitive in the range from 10<sup>2</sup> to 10<sup>4</sup> cm<sup>-3</sup> and can be observed at moderate spectral resolution. At higher spectral resolution, one can use several other line pairs (e.g., \[O II\] $`\lambda `$3726/$`\lambda `$3729).
In order to convert these line ratios into densities, one needs to know the energy level separations, the statistical weights of the levels, and the radiative and collisional excitation and de-excitation rates. Fortunately, one can use the five-level atom program originally written by De Robertis, Dufour, & Hunt (1987) which has been made generally available within IRAF<sup>*</sup><sup>*</sup>*IRAF is distributed by the National Optical Astronomy Observatories, which is operated by the Association of Universities for Research in Astronomy, Inc. (AURA) under cooperative agreement with the National Science Foundation. by Shaw & Dufour (1995). This program has the additional great advantage that the authors have promised to keep the input atomic data updated.
As emphasized by ITL94, ITL97 and IT98, the \[S II\] line ratio suffers from two problems as a density diagnostic: (1) it is measuring the density is the low ionization zone, which may apply to less than 10% of the emission in a low metallicity giant HII region, and (2) it is relatively insensitive to density below about 100 cm<sup>-3</sup>. Since the collisional excitation of the He I lines is important at the 1% level down to densities as low as 10 cm<sup>-3</sup>, the \[S II\] lines are not ideal density indicators (cf. Izotov et al. 1999), and deriving densities directly from the He I lines is, in principle, preferable. This is discussed further in ยง4. However, calculating the density from the \[S II\] lines (and other collisionally excited lines) provides an excellent consistency check on the density derived from the He I lines.
## 3 Converting Individual He I Lines into He/H Abundances
### 3.1 He I and H I Emissivities
The F(He I)/F(H$`\beta `$) emission line flux ratios are converted to intrinsic intensity ratios, I(He I)/I(H$`\beta `$), by correcting for reddening and underlying H I absorption and then incorporating the errors in these corrections (from eq. (2)) into the errors in the line ratios as discussed in section 2.2. These intrinsic line ratios can then be converted to He/H abundance ratios by using the theoretical emissivities calculated from recombination and radiative cascade theory (e.g., Brocklehurst 1971; 1972). Here we use the H I emissivities calculated by Hummer & Storey (1987) and the He I emissivities calculated by Smits (1996). See Appendix C for further details. Normally, uncertainties in the H I and He I emissivities are not included in the error calculations when determining He/H abundance ratios. It is usually assumed that these uncertainties are small in comparison with the other error terms, however, the quoted uncertainties on derived nebular helium abundances are becoming so small that this assumption may no longer be true. We would like to note that there is still a need for a modern assessment of the uncertainties of the calculated He I emissivities. Benjamin, Skillman, & Smits (1999) have estimated that the uncertainty in the input atomic data alone may limit the accuracy to 1.5%.
### 3.2 Collisional Enhancement of He I Emission Lines
At the high electron temperatures found in metal poor nebulae, collisional excitation from the metastable 2S level can become significant in determining the higher level populations in He I. This effect has an exponential dependence on electron temperature and a linear dependence on density. Thus, the theoretical emissivities need to be โcorrectedโ for the radiative contribution of these collisional excitations. In order to better calculate these collisional corrections to the radiative cascade, quantum calculations of increasing accuracy have been carried out to determine more exact collisional rates (Berrington et al. 1985; Berrington & Kingston 1987; Sawey & Berrington 1993). Here we use the collisional rates of Sawey & Berrington (1993) and the resulting collisional corrections calculated by Kingdon & Ferland (1995). In principle, it is better to join the collisional effects directly into the recombination cascade calculation (e.g., as done by Benjamin et al. 1999), but for the present exercise absolute numbers are less important than judging the relative magnitudes of various effects. One of the original motivations for this work was to reproduce the results published in IT98, so we have adopted an identical treatment of the input atomic data.
### 3.3 The Effects of Underlying Stellar Absorption
A potential source of systematic error is the possibility of stellar absorption underlying the helium emission lines. Certainly there are typically many early type stars exciting the observed HII regions, and certainly many of these stars have strong He I absorption lines.
Judging the degree to which underlying stellar absorption is important has been a real problem in the past (e.g., Shields & Searle 1978). Kunth & Sargent (1983) proposed the very simple test of looking for a trend in derived He abundance with EW(He I emission). They found no evidence for this effect in their data (which span approximately the same range in EW(He I emission) as modern day observations). Skillman, Terlevich, & Terlevich (1998) reexamined their data and found evidence for a slight trend in He/H with EW(H$`\beta `$) implying that underlying absorption may be present at a detectable level. The theoretical modeling results of Olofsson (1995) have also been used as a guide in the past. These models indicated that the EW of $`\lambda `$4471 in absorption was generally of order 0.1 ร
or less. However, Skillman, Terlevich, & Terlevich (1998) pointed out that the model results may not be representative of the typical extragalactic HII region observed for these purposes, and that the underlying absorption values may be much larger than 0.1. They also drew attention to an inconsistency in the relative strengths of He I absorption lines modeled by Olofsson. That is, in observed stars (e.g., Lennon et al. 1993) and in numerical models (e.g., Auer & Mihalas 1972), the strengths of the $`\lambda `$4471 and $`\lambda `$4026 lines are about a factor of two stronger than $`\lambda `$4387 and $`\lambda `$4922, while in the models of Olofsson, the opposite is true. This potentially implies that the underlying absorption in $`\lambda `$4471 and $`\lambda `$4026 could have been underestimated by a factor of 4 in Olofssonโs models (EWs for $`\lambda `$5876 and $`\lambda `$6678 are not calculated). Revisiting the modeling by Olofsson with a view to the specific case of determining nebular helium abundances remains a valuable exercise for the future.
What are the greater implications for this realization that the effects of underlying absorption could have been underestimated in the past? Izotov & Thuan (1998a) have demonstrated that underlying absorption is important in the NW component of I Zw 18. IT98 recognize the potential importance of underlying stellar absorption. They deal with this effect by (1) averaging over three lines or (2) excluding a line from consideration when โabsorption is evidently importantโ.
Here, we feel that a truly self-consistent approach will account for the effects of underlying absorption through detection and correction for such effects. In the next section we present a method for doing this. We pursue two different methods; first we include the possibility of underlying absorption in a $`\chi ^2`$ minimization routine. Second, we experiment with including a sixth line $`\lambda `$4026, which has enhanced sensitivity to underlying absorption.
In order to do this correctly, one must know, a priori, the relative strengths of the underlying He I absorption lines. We assume that the underlying He I stellar absorption lines are all equal in terms of equivalent width. Recall that we made a similar assumption in the case of underlying H I absorption. Similarly, we cannot estimate how much systematic error we are incurring with this assumption in the analysis of real observations. However, by making the same assumption in both the synthesized spectra and the analysis, we can focus on the uncertainties in the method. The assumption of identical equivalent widths is probably not too bad. Observations of individual Galactic B supergiants (Lennon, Dufton, & Fitzsimmons 1993) show that the EW of the absorption lines of $`\lambda `$6678, $`\lambda `$4471, and $`\lambda `$4026 are all of approximately equivalent strength and share the same dependency on stellar effective temperature. The models by Auer & Mihalas (1972) show relatively good agreement for EW($`\lambda `$4026), EW($`\lambda `$4471), EW($`\lambda `$5876), and EW($`\lambda `$6678) for temperatures in excess of 35,000 K and surface gravity values values of log g $`=`$ 4 and 4.5.
### 3.4 He I Optical Depth Effects
In order to compare observational measurements of helium line intensities with theoretical values, it is necessary to consider radiative transfer effects and to determine what effects these have on the resulting line ratios. The standard references for radiative transfer in He I emission lines are those of Robbins (1968) and Robbins & Bernat (1973). Recent examinations of this issue are given by Almog & Netzer (1989), Proga, Mikolajewska, & Kenyon (1994) and Sasselov & Goldwirth (1995). Given the improvements in the atomic data afforded by the re-examination of A-values (Kono & Hattori 1984), the recombination rates (Smits 1996), and collisional rates (Sawey & Berrington 1993), a re-examination of radiative transfer issues should be very useful. For the purpose of reproducing the IT98 results, here we will adopt the fits given by IT98 to the modeling results of Robbins (1968) (the IT98 equations are reproduced in Appendix C). In Figure 3 we show the data from Robbins (1968) and the IT98 fits. Note that for the regime of low values of $`\tau `$(3889) relevant for the current study (values of $`\tau `$(3889) $``$ 1.5 are rarely observed) there is very little data available from Robbins (1968). It is also important to note that these results represent only one set of physical conditions. An important parameter is the velocity gradient of the absorbing gas, which has been assumed to be zero in the models chosen by IT98. This is further motivation for a new study of the He I radiative transfer effects.
### 3.5 Ionization Correction Factors
The degree to which the hydrogen and helium ionization zones in an HII region coincide is generally determined by the hardness of the ionizing radiation field, and may be governed, in part, by geometry (e.g., Osterbrock 1989). Thus, there is always concern that in a specific observation of an HII region that neutral helium is co-existent with ionized hydrogen along the line of sight (see, e.g., discussion in Dinerstein & Shields 1986).
Historically, a correction has been applied to the helium abundances in order to correct for unobserved neutral helium. Vรญlchez & Pagel (1988), following the ideas of Mathis (1982), used the models of Stasiลska (1990) to demonstrate that ratios of ionization fractions of sulfur and oxygen provided an accurate measure of the hardness of the radiation field. Pagel et al. (1992) used this technique to determine whether such a correction was necessary. Their proposed methodology consisted of a simple test: if the radiation field was soft enough that a significant correction for neutral helium was implied, this correction was probably too uncertain for the proposed candidate to be useful for a helium abundance measurement.
ITL94 and ITL97 applied neutral helium corrections based on the models of Stasiลska (1990), without adopting the methodology of PSTE. Unfortunately, the correction derived in ITL94 is based only on the neutral helium fraction and does not take into account the neutral hydrogen fraction (see discussion in Skillman, Terlevich, & Terlevich 1998). IT98 revised these estimates assuming ionization correction factors of one.
Viegas, Gruenwald, & Steigman (2000) have produced photoionization models indicating that H II regions ionized by young, hot, metal-poor stars may actually have more extended ionized helium regions when compared to the ionized hydrogen. This results in a โreverseโ ionization correction, reducing the derived helium abundance by as much as 1% (cf. Figure 2 in Skillman, Terlevich, & Terlevich 1998). At present, lacking observational evidence of this effect, it is not clear that such a correction should be applied, but the fact that it is of order the size of the errors presently quoted on derived helium abundances implies that it should not be ignored in the error budget.
In this work we will simply assume that the ionization correction factors are very close to one. Skillman et al. (1994) noted the constancy of He/H as a function of position in UGC 4483 despite significant variations in oxygen ionization ratios. However, it is very difficult to constrain this uncertainty to less than 1%.
## 4 Self-Consistent Methods for extracting the <sup>4</sup>He Abundance
Having discussed many of the potential pitfalls in determining the <sup>4</sup>He abundance in individual extra-galactic HII regions, we can now discuss the methodology for making such a determination. As we noted earlier, a He abundance can be inferred for each He I emission line observed by comparing the ratio of its observed intensity to H$`\beta `$ with the theoretical ratio and correcting for the effects of collisional excitation, florescence and underlying He I absorption. Thus, as per the discussion of the previous sections, we need to determine three physical parameters, the density, $`n`$, the optical depth, $`\tau `$, and the equivalent width for underlying helium absorption, $`a_{HeI}`$. As argued by ITL94 and ITL97, a self-consistent determination of the parameters, if possible, is preferable. Below we describe a few possible methods for such a determination and stress the need for a careful accounting of the resulting errors, which we deem requires a Monte Carlo simulation of the data.
As we noted above and discuss in detail below, different He I lines are more or less sensitive to the different physical parameters. In principle, it is possible to fix these parameters by minimizing $`\chi ^2`$ using only the three best determined line strengths, $`\lambda `$4471, $`\lambda `$5876 and $`\lambda `$6678. However, because these line strengths are not very sensitive to any of the physical parameters of interest, it may be preferable to consider two or even more additional wavelengths. We describe these various possibilities below. Once the parameters and their associated uncertainties have been fixed, the He abundance may be determined by averaging over all of the He I lines used in the determination of the physical parameters.
We note that we are adopting a different philosophical approach here compare to that in IT98. In the final calculation of $`y^+`$, IT98 use only the main three lines to obtain the final He abundance. Additionally, they adopt and report a minimum density of 10 cm<sup>-3</sup> (reduced from the minimum density of 50 cm<sup>-3</sup> adopted in ITL97) and not lower densities which may be derived from their minimizations. To be truly โself-consistentโ would imply that the helium abundance is derived from all observed lines and the physical parameters are those resulting from the minimization. An inspection of the IT98 data reveals that often the He/H ratios derived from the $`\lambda `$7065 and $`\lambda `$3889 lines are significantly different from the He/H ratios derived from the main three lines. Additionally, when their minimization routine is applied, one often finds unrealistically small values of the density. We take these as warning signs that in some cases either the minimization is not finding the best possible solution due to a degeneracy in the $`\chi ^2`$ minimization, or there are problems with the input data. In such cases, it makes sense to either reject the object from derivations of the primordial helium abundance or to attribute a larger uncertainty to account for the lack of self-consistency in the minimization solution.
We begin our discussion of the merits of various minimization routines by examining the dependence of the line strengths (for the six He I lines of interest) on the physical parameters, $`n,\tau ,`$ and $`a_{HeI}`$. Figure 4 shows six He I emission lines and their relative dependences on the different effects discussed in the last sections. We show the relative effects for a baseline model of T $`=`$ 15,000K, $`n=`$ 10 cm<sup>-3</sup>, $`\tau `$ $`=`$ 0, and no underlying stellar He I absorption ($`a_{HeI}=0`$). The top panel of Figure 4 shows the effects of an error of 500 K. This is of order or larger than the errors typically quoted for electron temperatures for high quality spectra. It can be seen that reasonable errors in electron temperature (or temperature fluctuations) will have a relatively small effect on the derived He/H abundances (note, however, that Peimbert, Peimbert, & Ruiz 2000 have found that a coupling between temperature and density allows solutions with small differences in temperature to result in significant differences in density resulting in larger than expected changes in the derived helium abundance).
The second panel from the top in Figure 4 shows the effect of increasing the density from 10 to 100 and the subsequent collisional enhancement of the He I lines. Clearly, of the six lines, $`\lambda `$7065 is most sensitive to this effect. Of the three lines normally used to calculate He/H abundances, $`\lambda `$5876 is the most sensitive and $`\lambda `$6678 is the least sensitive. $`\lambda `$7065 would be an ideal density diagnostic if not for the sensitivity to optical depth shown in the third panel.
The third panel from the top in Figure 4 shows the effect of increasing the optical depth $`\tau `$(3889) from zero to one. $`\lambda `$7065 has a strong sensitivity to optical depth effects. $`\lambda `$3889 is also sensitive to $`\tau `$(3889), and in the opposite sense, so that in combination these two lines could act to constrain both density and optical depth. Unfortunately, $`\lambda `$3889 is blended with H8 ($`\lambda `$3890). Thus, in order to derive an accurate F($`\lambda `$3889)/F(H$`\beta `$) ratio, the F($`\lambda `$3890) must be subtracted off and underlying stellar H I (and He I) absorption must be corrected for. This generally implies a relatively large uncertainty for F($`\lambda `$3889), and thus, a larger uncertainty in the density and optical depth measures than one would hope for.
Finally, the bottom panel in Figure 4 shows the effects of 0.2 ร
of underlying stellar absorption. The difference of a factor of three between the effect on $`\lambda `$5876 and $`\lambda `$4471 and $`\lambda `$6678 means that there is some sensitivity to underlying absorption through the analysis of just those three lines. However, the effect is very strong for the weaker $`\lambda `$4026 line. Thus, we will explore the possibility of adding $`\lambda `$4026 as a diagnostic line.
It is very important to note from Figure 4 the strong trade-off between density and underlying He I absorption. All six He I line strengths are increased by increasing the density, while all six He I line strengths are decreased by increasing the underlying He I absorption. While the relative effects vary from line to line, the main result is a basic trade-off between density and underlying absorption when both are included in a minimization routine. This means that adding underlying absorption as a free parameter in a minimization routine will open up a larger range of parameter space for good solutions. On the other hand, it means that if absorption is not included in minimizations, its effects may be masked by driving the solutions to lower He abundances or densities.
### 4.1 Using 3 Lines
In principle, under the assumption of small values for the optical depth $`\tau `$(3889), it is possible to use only the three bright lines $`\lambda `$4471, $`\lambda `$5876, and $`\lambda `$6678 and still solve self-consistently for He/H, density, and $`a_{HeI}`$. Of course, because these lines have relatively low sensitivities to collisional enhancement, the derived uncertainties in density will be large. However, as we will show, if there is some reason to suspect a problem with any of the additional lines, the three line method can actually lead to a more accurate result, and hence should be used as a diagnostic if nothing else. Using a minimization routine, as opposed to a direct solution, it is not even necessary to assume that $`\tau `$(3889) $`=`$ 0 in order to derive a helium abundance from just three lines.
The detailed procedure we use to determine the physical parameters along with the He abundance is given in Appendix C. The procedure is actually independent of the number of lines used, though when using fewer lines (as in the present case of 3 lines) the results are likely to be less robust.
### 4.2 Using 5 Lines
A self-consistent approach to determining the <sup>4</sup>He abundance was proposed by Izotov, Thuan, & Lipovetsky (1994,1997) by considering the addition of other $`^{}`$He lines. First the addition of $`\lambda `$7065 was proposed as a density diagnostic and then, $`\lambda `$3889 was later added to estimate the radiative transfer effects (since these are important for $`\lambda `$7065). By minimizing the difference between the ratios of $`\lambda `$3889/$`\lambda `$4471, $`\lambda `$5876/$`\lambda `$4471, $`\lambda `$6678/$`\lambda `$4471, and $`\lambda `$7065/$`\lambda `$4471 and their recombination values, the density, optical depth, and helium abundance can be determined. The latter is determined by a weighted mean of the helium abundance based on $`\lambda `$4471, $`\lambda `$5876, $`\lambda `$6678 once the values of $`n`$ and $`\tau `$(3889) are fixed. This is the method used by IT98 in their most recent estimate of $`Y_p`$. Underlying He I absorption is assumed to be negligible in their method.
While this method, in principle, represents an improvement over helium determinations using a single emission line, systematic effects become very important if the helium abundances derived from either $`\lambda `$3889 or $`\lambda `$7065 deviate significantly from those derived from the other three lines. In addition, working with the ratios of all of the He I lines to a single He I line puts undue weight on that single line (in this case $`\lambda `$4471). This is especially vulnerable to systematic errors in the presence of undetected underlying stellar absorption.
Here, we also consider using these five lines for determining the He abundance along with the physical parameters. However, as described in the appendix B, our minimization procedure is based on the weighted average of the He abundance as determined from the five lines independently. We allow for the presence of underlying He I absorption through the assumption that it will be identical (in terms of equivalent width) for all of the He I lines. In addition, once the physical parameters have been determined by the minimization, all five values of $`y^+(\lambda )`$ are used in a weighted mean to determine the final $`Y^+`$.
### 4.3 Using 6 Lines
Adding $`\lambda `$4026 as a diagnostic line increases the leverage on detecting underlying stellar absorption. This is because the $`\lambda `$4026 line is a relatively weak line. However, this also requires that the input spectrum is a very high quality one. $`\lambda `$4026 is also provides exceptional leverage to underlying stellar absorption because it is a singlet line and therefore has very low sensitivity to collisional enhancement (i.e., $`n`$) and optical depth (i.e., $`\tau `$(3889)) effects.
Our procedure for this case is identical to the one above with the addition of the sixth line. By adding $`\lambda `$4026 as a diagnostic line, we increase our dependence on the assumption of equal equivalent width of underlying absorption for all of the He I lines. Our philosophy is that it is most important to discover underlying absorption when it is present. If underlying absorption is important in an individual spectrum, conservatively, it may be better to reject the object from consideration from studies constraining the primordial helium abundance. If a solution implies significant underlying absorption, and all of the helium lines give the same abundance within errors, it may be taken as an endorsement of the assumption of equal EW of underlying He I absorption.
## 5 Test Cases and Examples
In this section we present the results from a number of test cases varying the input physical parameters, the number of He I emission lines used in the minimizations, and assumptions about certain physical parameters. Our philosophy here has been to test for relatively small variations, since the final goal is helium abundances for individual nebulae with accuracies approaching 1%. That is, we are confident that if assumptions are grossly in error that the derived abundances are wrong, but, more importantly, if there is a very subtle effect (e.g., a very small amount of underlying absorption or a small amount of optical depth), we need to understand how that will affect our derived helium abundances.
### 5.1 Cases with no Systematic Errors
We present here the results of running a few series of test cases. In all cases, input spectra were synthesized with the prescriptions and assumptions described above or in the appendices. We chose a baseline model of T $`=18,000\pm 200`$ K, EW(H$`\beta `$ $`=`$ 100), and He/H $`=`$ 0.080. We then varied the density, $`a_{HeI}`$, and $`\tau `$(3889) to produce different cases. Errors of 2% were assumed for all of the input emission lines and equivalent widths, and then each of these models were run through Monte Carlo realizations. We then analyze the resulting distributions of the results from a $`\chi ^2`$ minimization solution for He/H, density, $`a_{HeI}`$, and $`\tau `$(3889).
Figure 5 presents the results of modeling of 6 synthetic He I line observations for a single case. The four panels show the results of a density = 10 cm<sup>-3</sup>, $`a_{HeI}`$ = 0, and $`\tau `$(3889) $`=`$ 0 model. The solid lines show the input values (e.g., He/H = 0.080) for the original calculated spectrum. The solid circles (with error bars) show the results of the $`\chi ^2`$ minimization solution (with calculated errors) for the original synthetic input spectrum. The small points show the results of Monte Carlo realizations of the original input spectrum. The solid squares (with error bars) show the means and dispersions of the output values for the $`\chi ^2`$ minimization solutions of the Monte Carlo realizations.
Figure 5 demonstrates several important points. First, our $`\chi ^2`$ minimization solution finds the correct input parameters with errors in He/H of about 1% (less than the 2% errors assumed on the input data, showing the power of using multiple lines). In this low density case, the Monte Carlo results are in relatively good agreement with the input data, with similar sized error bars. There is a small offset to lower densities and a similar small offset to non-zero values of underlying absorption. We found this effect throughout our modeling, that when an input parameter such as underlying He I absorption or $`\tau `$(3889) is set to zero, the minimization models of the Monte Carlo realizations (cases with errors) always found slightly non-zero values (although consistent with zero) in minimizing the $`\chi ^2`$. Note that in the lower right panel of Figure 5 that the values of the $`\chi ^2`$ do not correlate with the values of $`y^+`$. The solutions at higher values of absorption and $`y^+`$ are equally valid as those at lower absorption and $`y^+`$.
Figure 6 presents the results of modeling of 6 synthetic He I line observations for a case identical to that of Figure 5 with the exception of a higher density of 100 cm<sup>-3</sup>. For the $`n=100`$ cm<sup>-3</sup> case, there is a systematic trend for the Monte Carlo realizations to tend toward higher values of He/H. This is because, again, the inclusion of errors has allowed minimizations which find lower values of the density and non-zero values of underlying absorption and optical depth. However, in this case, there is more โdistanceโ from the lower bound of $`n=0`$, and thus more parameter space to allow the effects of the parameter degeneracy to be noticed. Note that the size of the error bars in He/H have expanded by roughly 50% as a result. We can conclude from this that simply adding additional lines or physical parameters in the minimization does not necessarily lead to the correct results. In order to use the minimization routines effectively, one must understand the role of the interdependencies of the individual lines on the different physical parameters. Here we have shown that trade-offs in underlying absorption and optical depth allow for good solutions at densities which are too low and resulting in helium abundance determinations which are too high. This is one of the central results of this study. Again, note that there is no trend in the values of $`\chi ^2`$ with $`y^+`$.
Table 1 summarizes the results of a number of different test cases like those shown in Figures 5 and 6. Table 1 is grouped into six different cases of input with five different minimization routines. The first two cases correspond those shown in Figures 5 and 6. The other four cases consider non-zero values of underlying absorption, $`\tau `$(3889), or both. The first two columns show the results of minimizing on 3 lines (both assuming $`\tau `$(3889) is zero and solving for $`\tau `$(3889)). The next two columns show the results of minimizing on 5 lines (both assuming zero underlying absorption and solving for the underlying absorption). The last column shows the results of the six line method which was used to produce Figures 5 and 6.
The numbers in the table correspond to the average of the Monte Carlo results and their dispersion. The row labeled He/H gives the results from averaging the He/H abundances from all of the lines (3, 5 or 6), while the โHe/H (3)โ row gives the He/H values derived from averaging only the three main He I lines (after solving for the physical parameters). Note that the straight minimizations of the input data always returned the input data (except in the cases where an assumption is inconsistent with the input data). Deviations of the Monte Carlo solutions from the input values result because of: (1) inconsistencies between the input data and input assumptions, (2) asymmetries in the Monte Carlo distributions (e.g., in Figure 5, because the absorption is not allowed to go negative, the distribution is truncated on one side, and thus there is a bias to higher values of $`y^+`$), (3) degeneracies between different parameters which result in lower $`\chi ^2`$ values for values of the physical parameters quite far from their input values.
For the first two cases, (no underlying absorption and no optical depth), as expected, the 3 line method constraints on the density are not strong. However the derived helium abundances are consistent, within the errors, with the input values. For the 5 line method, since the first two cases (1 and 2) have no underlying absorption, the method with the correct assumption finds a solution much closer to the correct result (although all solutions are consistent with the correct result, within errors). Again, it is the degeneracy between density and underlying absorption which is responsible for the derived low density and high He abundance. Note, interestingly, that the three line method did not do any worse (in fact it did slightly better) than the 5 line methods, unless we assume a priori the correct answer for underlying absorption ($`a_{HeI}=0`$). Similarly, assuming $`\tau =0`$ also improves the result in this case for obvious reasons. The six line method, within the errors, gave results consistent with but not equal to the input parameters. Indeed, there is a systematic trend to lower density and some underlying absorption even when there is none. The net result is a higher estimate of the He abundance. This systematic trend can be traced to the degeneracy in the trends imposed by the different input parameters. However, the 6 line method does significantly better than the 5 line method at constraining the underlying absorption (as the $`\lambda `$4206 line anchors the values of $`a_{HeI}`$).
We learn more about the various methods when we consider the remaining cases in Table 1. When $`\tau (3889)0`$ (and $`a_{HeI}=0`$), the five and six line methods give very accurate results although, once again, $`\lambda 4206`$ is needed to pin down the value of $`a_{HeI}`$ and break the degeneracy. When the input value of $`a_{HeI}0`$, then only the 5 line method which assumes $`a_{HeI}=0`$ does badly. The 5 and 6 line methods which solve for $`a_{HeI}`$ do quite well. Figure 7 shows the results of the Monte Carlo when both $`\tau `$ and $`a_{HeI}0`$, and $`n=100`$ cm<sup>-3</sup>, i.e., case 6 of Table 1. Thus it is encouraging that in perhaps more realistic cases where the input parameters are non-zero, we are able to derive results very close to their correct values.
Indeed, Figure 7 shows many of effects we have been describing in the previous cases. The average of Monte Carlo realizations is remarkably close to the straight minimization for all of the derived parameters ($`n,a_{HeI},\tau `$ and $`y^+`$). However, there is an enormous dispersion in these results due to the degeneracy in the solutions with respect to the physical input parameters. This results in error estimates for parameters which are significantly larger than in the straight minimization. For example, the uncertainties in both the density and optical depth are almost a factor of 3 times larger in the Monte Carlo. When propagated into the uncertainty in the derived value for the He abundance, we find that the uncertainty in the Monte Carlo result (which we argue is a better, not merely more conservative, value) is a factor of 2.5 times the uncertainty obtained from a straight minimization using 6 line He lines. This amounts to an approximately 4% uncertainty in the He abundance, despite the fact that we assumed (in the synthetic data) 2% uncertainties in the input line strengths. This is an unavoidable consequence of the method - the Monte Carlo routine explores the degeneracies of the solutions and reveals the larger errors that should be associated with the solutions.
From the above, we conclude (1) that adding absorption to the minimization routines can lead to much larger regions of valid solution space; (2) the trivial result that assuming no underlying absorption will lead to incorrect solutions in the presence of underlying absorption, (3) that adding an accurate $`\lambda `$4026 observation to a minimization solution will provide strong diagnostic power for underlying stellar absorption, and (4) that Monte Carlo models are required to determine the true uncertainties in the minimization results.
### 5.2 Cases with Systematic Errors in I($`\lambda `$3889)
In ยง4, it was shown that $`\lambda `$3889 is strongly sensitive to optical depths effects and is required if $`\lambda `$7065 is to be a good tracer of density. It was also pointed out that, unfortunately, $`\lambda `$3889 is blended with H8 ($`\lambda `$3890). Thus, in order to derive an accurate F($`\lambda `$3889)/F(H$`\beta `$) ratio, the F($`\lambda `$3890) must be subtracted off and underlying stellar H I (and He I) absorption must be corrected for.
In the methodology of IT98, the contribution to He I $`\lambda `$3889 from H I emission is subtracted off by assuming the theoretical value for the H I emission (typically, the He I emission accounts for almost 50% of the blended line). The total emission has to be corrected for underlying stellar absorption, which is assumed to be a constant equivalent width for all of the H I lines. This assumption is a potentially dangerous one. Spectral studies of individual stars show that while this may be a good assumption to first order, the equivalent widths of the higher order Balmer lines are not strictly identical (see, for example, the spectral atlas of Galactic B supergiants of Lennon, Dufton, & Fitzsimmons 1992). Secondly, this correction is usually large (corrected He I $`\lambda `$3889 emission line equivalent widths generally lie in the range of 4 to 10ร
compared to the underlying absorption which is in the range of 0.5 to 3ร
). A good test of the uncertainty in this correction would be a comparison of the corrected higher order (H9 and H10) H I emission line strengths compared to their theoretical values. In Appendix B, we show a few cases in the literature, where these comparisons reveal evidence of a problem.
Here we investigate the possible effects of a systematically low strength of $`\lambda `$3889 motivated by the possibility of oversubtracting the underlying H I absorption. We have run identical cases and analyses as in Table 1, but altered the input synthetic spectra by decreasing the relative flux and equivalent width of $`\lambda `$3889 by 10%. These results are presented in Table 2. The first two columns are identical (since they are based on only three unaffected lines) and are repeated for comparison. Note that this exercise was motivated, in part, by the systematically low values of He/H derived from $`\lambda `$3889 when compared with the main three He I lines in a subsample of the highest quality data from IT98.
The 10% drop in $`\lambda `$3889 has dramatic effects. From ยง4, and especially Figure 4, it can be seen, that an underestimate of I($`\lambda `$3889) will lead to both artificially high values of $`\tau `$(3889) and artificially low values of the density. This is born out in inspection of Table 2. Beginning with the cases in which the input values of $`\tau `$ and $`a_{HeI}`$ are 0, we see that the density is grossly underestimated in both input cases with $`n=10`$ and 100 cm<sup>-3</sup>. In the low density case, the He/H solutions based on all available lines are low, while the He/H(3) solutions are close to correct. This main effect is due to including the low value of He/H from $`\lambda `$3889. However, in the high density case, it is the values of He/H(3) which are in error on the high side. This is due to the underestimate of the density (and thus the corrections for collisional enhancement are too small). Note that the solutions for $`\tau `$(3889) have been driven to large values. For both the higher density cases, the density has been underestimated, the $`\tau `$(3889) overestimated, and the He/H(3) overestimated.
In Figure 8, we show the results of the 6 line method Monte Carlo for case 2 of Table 2. Here the low density, high $`\tau `$(3889), and bias towards higher values of He/H are clear (even higher values would be shown if He/H(3) were plotted). Note that the lower right panel shows that the $`\chi ^2`$ values are all systematically high for this case. It would appear that the $`\chi ^2`$ is a sensitive test to check whether the I($`\lambda `$3889) values are systematically biased.
The low density cases show generally low values of He/H and satisfactory values of He/H(3) (although the solutions for $`\tau `$(3889) are all systematically high). The main result of a systematically low values of I($`\lambda `$3889) occurs when the nebula has a high enough density that the collisional enhancement is important. Then the underestimate of density results in systematically higher He/H.
### 5.3 Cases with Systematic Errors in I($`\lambda `$7065)
One of the possible problems of using $`\lambda `$7065 is that in a spectrum where the entire wavelength range from $`\lambda `$3727 to $`\lambda `$7065 is observed in first order, there is the potential for contamination of the red part of the spectrum from blue light in the second order. In principle, if a blue cutoff filter is used (e.g., a CG385 order separation filter) then there should be little contamination blueward of 2 $`\times `$ 3850 ร
or 7700 ร
. However, order separation filters are not perfect cut-on filters at 3850 ร
, but rather start to filter out light above 4000 ร
, reach 50% transparency at about 3850 ร
and then drop to zero transparency somewhere between 3500 and 3600 ร
. Thus, there is potential for some second order contamination for all wavelengths above 7000 ร
. If the observed target has a significant redshift, then the He I $`\lambda `$7065 is even more susceptible to this problem. The problem is worse for bluer order separation filters (e.g., CG375).
This effect can be quite subtle and there are two separate problems to consider. The first is contamination of the standard star spectrum. If a blue standard star (e.g., a white dwarf) is used for flux calibration, then the far red part of the spectrum detects additional second order blue photons, which, when used to calibrate the spectrograph, results in an overestimate of the red sensitivity of the spectrograph. The second problem occurs in the target spectrum. Here the far red continuum will be contaminated by extra second order blue photons. It is possible that if the blue spectral shape of the standard star is similar to the spectral shape of the target, then these two effects will compensate, giving a rather normal looking red continuum. However, the overestimate of the red sensitivity will result in underestimated emission line fluxes and equivalent widths. Since $`\lambda `$7065 lies right at the border of where this effect can become important, it is very important to check for this possibility. This is most easily done by obtaining spectra of both red and blue standard stars and deriving instrument sensitivity curves independently for the two stars. The wavelength at which the two sensitivity curves begin to deviate indicates the onset of second order contamination.
Here we investigate the possible effects of a systematically low strength of $`\lambda `$7065. We have run identical cases and analyses as in Table 1, but altered the input synthetic spectra by decreasing the relative flux and equivalent width of $`\lambda `$7065 by 5%. These results are presented in Table 3. Note that this exercise was motivated, in part, by the systematically low values of He/H derived from $`\lambda `$7065 when compared with the main three He I lines in a subsample of the highest quality data of IT98.
The 5% drop in $`\lambda `$7065 has dramatic effects. Beginning with the cases in which the input values of $`\tau `$ and $`a_{HeI}`$ are 0, we see that the density is grossly underestimated in both input cases with $`n=10`$ and 100 cm<sup>-3</sup>. In the low density cases, this does not have a very strong effect on the derived helium abundances (because the density dependent collisional enhancement term is already quite small).
In the high density case with no underlying absorption or optical depth effects, the five and six line methods give a He abundances which are significantly higher than the correct value of 0.08. In this case, the three line method which is not distracted by the errant $`\lambda `$7065 line does the best at finding the solution. We see the effect of the $`\lambda `$7065 line driving down the density and compensating by allowing for non-zero absorption, which is controlled in the 6 line method due to $`\lambda `$4026.
In Figure 9, we show the results of the six-line method Monte Carlo for case 2 of Table 3. Case 2 shows the most discrepant results in Table 3, and the six-line method is only better than the five-line method with absorption allowed (but not constrained by $`\lambda `$4026. Here it can be seen clearly that the solutions all favor lower density, and thus higher He/H. The trade-off between low density and high values of underlying absorption is clearly shown. Interestingly, the values for $`\chi ^2`$ are relatively low and quite satisfactory. Clearly the $`\chi ^2`$ is not a good diagnostic of an underestimated I($`\lambda `$7065), as the degeneracies allow mathematically acceptable solutions.
Case 6 provides an interesting comparison case to consider when $`\lambda `$7065 is low. Notice here, that the 5 and 6 line methods again over-estimate the He abundance. While both solutions find the approximate underlying absorption (the 6 line method is better) they underestimate the density and the optical depth. Here the 3 line method, even with its lack of sensitivity, still solves for the correct density (to within 8% when $`\tau `$ is not assumed to be zero) and underlying absorption. The He abundance is again very accurately determined by this method.
In Figure 10, we show the results of the six-line method Monte Carlo for case 6 of Table 3. In this case of a small amount of optical depth and a small amount of underlying absorption, the solutions do a pretty good job of finding the correct range of density, optical depth, and underlying absorption. The underestimated $`\lambda `$7065 has resulted in a bias toward lower density, which has resulted in a bias toward larger He/H, but the effect is not very large. The main effect is the size of the error bars. Here it is clear that Monte Carlo errors in He/H are about 3 times larger than the errors from a straight minimization. Note again that the $`\chi ^2`$ values are generally small.
The main result of tests with a systematically low $`\lambda `$7065 is that for nebulae with densities which correspond to significant collisional enhancement corrections, the He/H will be overestimated. The $`\chi ^2`$ is not necessarily a good test of whether $`\lambda `$7065 has been systematically underestimated.
## 6 Discussion
We have pointed out a number of points in the analysis of optical spectra of nebulae that can lead to biased or inaccurate abundance results if not accounted for properly. We hope to draw attention to the treatment of the H I Balmer lines as a critically important step in an accurate abundance analysis.
Our inspection of self consistent minimization methods for determining helium abundances has revealed several things. In the perfect world when all of the uncertainties in the input data are under control, the 6 line method is best at solving for the physical input parameters and ultimately the He abundance. However, minimization routines should used with caution with a eye toward systematically biased observations. The key diagnostics are the values of the $`\chi ^2`$ in a straight minimization, and the results of the 3 line method. When the data are good the $`\chi ^2`$ per degree of freedom should be small, and the results of the 3, 5, and 6 line methods should be consistent. The latter methods should be more accurate and carry smaller error bars on the derived quantities. If either of these conditions are not met, then it is probably not advisable to use those data in a determination of the primordial He abundance. In any case, a Monte Carlo realization of the observations should be conducted to assess the true uncertainties in the resultant abundances.
While it may seem that, in some cases, the straight minimization gives a solution closer to the original input parameters than does the average Monte Carlo result, one must bear in mind that we have been using synthetic data with known values. By running the Monte Carlo on synthetic data we are modeling possible sets of observations consistent with the true physical description of the HII region. That is, each Monte Carlo minimization represents the result of a single possible observation. Running a Monte Carlo realization of real data allows an exploration of all of the possible suitable solutions allowed by the degeneracies in the sensitivities of the various He I lines to the different physical parameters.
Clearly the abundances used in estimating $`Y_p`$ are not observed but rather derived quantities. As we have seen, the derivation of the He abundance relies on several, a priori, unknown but physical input parameters. In this paper, we hope to have clarified the determination process, and quantified the uncertainties in the result. Thus, it may be premature to be arguing over the 3rd decimal place in $`Y_p`$ until a systematic treatment and Monte Carlo analysis of the data has been performed. Our purpose here is not to propose a minimum error for all nebular helium abundances nor to try to give a quantitative estimate of how a given analysis may result in a systematic bias in the derivation of $`Y_p`$. Rather, we wish to promote a methodology for the analysis of all nebular HII region spectra in the pursuit of accurate He abundances. We emphasize the importance of reporting more information (the equivalent widths of all of the H I and He I emission lines, the $`\chi ^2`$ results for minimizations) and the use of Monte Carlo techniques for characterizing error terms. In the future, we will apply the recommended methods to both new observations and other observations reported in the literature.
Acknowledgments
We would like to thank R. Kennicutt and B. Pagel for insightful comments on the manuscript. We also are pleased to thank R. Benjamin, D. Kunth, M. Peimbert, G. Shields, J. Shields, G. Steigman, E. Terlevich, and R. Terlevich for informative and valuable discussions. The work of KAO is supported in part by DOE grant DE-FG02-94ER-40823. EDS is grateful for partial support from a NASA LTSARP grant No. NAGW-3189.
## Appendix A Monte Carlo Estimates of Reddening and Underlying Balmer Absorption
Here we would like to describe the Monte Carlo procedure we use for determining the corrections for reddening and underlying stellar absorption in the Hydrogen lines. Beginning with an observed line flux $`F(\lambda )`$, and an equivalent width $`W(\lambda )`$, we can parameterize the correction for underlying stellar absorption as
$$X_A(\lambda )=F(\lambda )(\frac{W(\lambda )+a_{HI})}{W(\lambda )})$$
(A1)
The parameter $`a_{HI}`$ is expected to be relatively insensitive to wavelength because all of the Balmer lines should be saturated in the stars which are producing the underlying continuum. As described in section 2, the reddening correction is applied to determine the intrinsic line intensity $`I(\lambda )`$ relative to $`H\beta `$
$$X_R(\lambda )=\frac{I(\lambda )}{I(H\beta )}=\frac{X_A(\lambda )}{X_A(H\beta )}10^{f(\lambda )C(H\beta )}$$
(A2)
We assume the intrinsic Balmer line ratios calculated by Hummer & Storey (1987), and we use the reddening function, $`f(\lambda )`$, normalized at H$`\beta `$, from the Galactic reddening law of Seaton (1979), as parameterized by Howarth (1983), assuming a value of R $``$ A<sub>V</sub>/E<sub>B-V</sub> = 3.2. By comparing $`X_R(\lambda )`$ to theoretical values, $`X_T(\lambda )`$, we determine the parameters $`a_{HI}`$ and $`C(H\beta )`$ self consistently, and run a Monte Carlo over the input data to test the robustness of the solution and to determine the systematic uncertainty associated with these corrections.
For definiteness, we list here the theoretical ratios we use:
$`X_T(6563)`$ $`=`$ $`0.3862(\mathrm{log}T_4)^20.4817\mathrm{log}T_4+2.86`$
$`X_T(4340)`$ $`=`$ $`0.01655(\mathrm{log}T_4)^20.02824\mathrm{log}T_4+0.468`$
$`X_T(4101)`$ $`=`$ $`0.01655(\mathrm{log}T_4)^20.02159\mathrm{log}T_4+0.259`$ (A3)
where the temperature is $`T_4=T/10^4`$K. The values for $`f(\lambda )`$ we take are
$$f(6563)=0.329f(4340)=0.137f(4101)=0.193$$
(A4)
We begin therefore with four input fluxes $`F(\lambda )`$ along with their associated observational (statistical) uncertainties and four equivalent widths (and their observational uncertainties). In addition, the theoretical ratios are temperature dependent, so we must add the temperature and its uncertainty as an additional observational input. From these, the ratios, $`X_R(\lambda )`$ for $`H\alpha ,H\gamma `$, and $`H\delta `$ are obtained. The $`\chi ^2`$ statistic is defined by
$$\chi ^2=\underset{\lambda }{}\frac{\left(X_R^2(\lambda )X_T^2(\lambda )\right)}{\sigma _{X_R}^2(\lambda )}$$
(A5)
where $`\sigma _{X_R}(\lambda )`$ is the derived uncertainty in $`X_R`$. The minimization of $`\chi ^2`$, allows us to determine the values of $`a_{HI}`$ and $`C(H\beta )`$. The uncertainties in the two outputs are determined by varying the solution so that $`\chi ^2(a\pm \sigma _a)\chi ^2(a)=1`$. $`\sigma _{C(H\beta )}`$ is similarly determined.
As we indicated above, we further test this solution and its robustness by running a Monte Carlo on the input data. This also allows us to better determine the systematic uncertainty in the output parameters $`a_{HI}`$ and $`C(H\beta )`$. The data for the Monte Carlo are generated from the input data, $`F(\lambda ),W(\lambda )`$ and temperature and the uncertainties in these quantities. A Gaussian distribution of input values centered on the observed values with a spread determined by their observational uncertainties. A new set of data is then randomly generated by picking input values from these Gaussian distributions. Consequently, after running the $`\chi ^2`$ minimization procedure, new values for the output parameters $`a_{HI}`$ and $`C(H\beta )`$ are found. Our Monte Carlo produces 1000 randomly generated data sets from which we can produce a distribution of solutions for $`a_{HI}`$ and $`C(H\beta )`$. One would expect that the mean of the solutions for $`a_{HI}`$ and $`C(H\beta )`$ tracks the original solution based on the actual observational data. The spread in these allows us to test the systematic uncertainty associated with these quantities.
## Appendix B Monte Carlo Estimates of Reddening and Underlying Balmer Absorption in Real Observations
Here we provide examples of deriving reddening and underlying stellar absorption from emission line spectra. We take as a examples, the observations of SBS1159$`+`$545, SBS1415$`+`$437, and SBS1420$`+`$544 as reported in IT98. These three spectra are all reported with very high accuracy; the brightest lines are reported with errors of less than one percent. Since the emission line equivalent widths for all of the Balmer lines are required as input and since only the emission line equivalent width for H$`\beta `$ is reported, we have had to estimate these from the relative line strengths and the spectra shown in figures. The fractional uncertainties in the equivalent widths were assumed to be twice as large as the fractional uncertainties reported in the relative intensities.
We used the values reported in IT98 and calculated C(H$`\beta `$) and $`a_{HI}`$ for the three targets. Our results are shown in Figure B-1. Here we display the originally observed Balmer line ratios, the corrected ratios reported in IT98 and our own solutions. There are two important points to note. First note that the IT98 corrected values for the H$`\gamma `$/H$`\beta `$ and H$`\delta `$/H$`\beta `$ ratios are several $`\sigma `$ away from the theoretical values. In the case of SBS 1159+545, this is because these ratios were already higher than the theoretical ratios, and correcting for reddening and underlying absorption only increases the ratios. In the other two cases, the original ratios were very close to the theoretical ratios, but correcting the H$`\alpha `$/H$`\beta `$ ratio for reddening has caused these ratios to exceed their theoretical ratios. Since the deviations from the theoretical line ratios are large (yielding generally high values of the $`\chi ^2`$), we conclude that the uncertainties in the reported emission lines are underestimated.
The second point to note in Figure B-1 is the difference between our solutions are those of IT98. In all three cases, the IT98 solution yields very good agreement with theory in the H$`\alpha `$/H$`\beta `$ ratio (better than ours) but not as good in the other lines. It would appear that the weighting scheme used by IT98 favors this line ratio more than would be called for by the relative errors in the line ratios.
## Appendix C Monte Carlo Estimates of Self-Consistent Helium Line Ratios
For <sup>4</sup>He, we follow an analogous procedure to that described above. We again start with a set of observed quantities: line intensities $`I(\lambda )`$ which include the reddening correction previously determined and its associated uncertainty which also includes the uncertainty in $`C(H\beta )`$; the equivalent width $`W(\lambda )`$; and temperature $`t`$. The Helium line intensities are scaled to $`H\beta `$ and the singly ionized helium abundance is given by
$$y^+(\lambda )=\frac{I(\lambda )}{I(H\beta )}\frac{E(H\beta )}{E(\lambda )}(\frac{W(\lambda )+a_{Hei})}{W(\lambda )})\frac{1}{(1+\gamma )}\frac{1}{f(\tau )}$$
(C1)
where $`E(\lambda )/E(H\beta )`$ is the theoretical emissivity scaled to $`H\beta `$. The expression (C1), also contains a correction factor for underlying stellar absorption, parameterized now by $`a_{HeI}`$, a density dependent collisional correction factor, $`(1+\gamma )^1`$, and a florescence correction which depends on the optical depth $`\tau `$. Thus $`y^+`$ implicitly depends on three unknowns, the electron density, $`n`$, $`a_{HeI}`$, and $`\tau `$.
To be definite, we list here the necessary components in expression (C1). The theoretical emissivities scaled to $`H\beta `$ are taken from Smits (1996):
$`E(H\beta )/E(3889)`$ $`=`$ $`0.9072T^{0.1715}`$
$`E(H\beta )/E(4026)`$ $`=`$ $`4.3166T^{0.0847}`$
$`E(H\beta )/E(4471)`$ $`=`$ $`2.0094T^{0.1259}`$
$`E(H\beta )/E(5876)`$ $`=`$ $`0.7355T^{0.2298}`$
$`E(H\beta )/E(6678)`$ $`=`$ $`2.5861T^{0.2475}`$
$`E(H\beta )/E(7065)`$ $`=`$ $`4.3588T^{0.3456}`$ (C2)
Our expressions for the collisional correction $`\gamma `$, are taken from Kingdon & Ferland (1995). We list them here for completeness. They are:
$`\gamma (3889)`$ $`=`$ $`(9.34T_4^{0.92}e^{3.699/T_4}+1.64T_4^{0.79}e^{4.379/T_4}+0.83T_4^{0.40}e^{4.545/T_4}`$
$`+0.51T_4^{1.05}e^{4.818/T_4}+0.39T_4^{0.36}e^{4.900/T_4})/D`$
$`\gamma (4026)`$ $`=`$ $`(6.92T_4^{0.45}e^{4.900/T_4})/D`$
$`\gamma (4471)`$ $`=`$ $`(6.95T_4^{0.15}e^{4.545/T_4}+0.22T_4^{0.55}e^{4.884/T_4}+0.98T_4^{0.45}e^{4.901/T_4})/D`$
$`\gamma (5876)`$ $`=`$ $`(6.78T_4^{0.07}e^{3.776/T_4}+1.67T_4^{0.15}e^{4.545/T_4}+0.60T_4^{0.34}e^{4.901/T_4})/D`$
$`\gamma (6678)`$ $`=`$ $`(3.15T_4^{0.54}e^{3.776/T_4}+0.51T_4^{0.51}e^{4.545/T_4}+0.20T_4^{0.66}e^{4.901/T_4})/D`$
$`\gamma (7065)`$ $`=`$ $`(38.09T_4^{1.09}e^{3.364/T_4}+2.80T_4^{1.06}e^{3.699/T_4})/D`$ (C3)
where $`D=1+3130n^1T_4^{0.50}`$. The corrections for florescence are given in terms of the optical depth for the He I $`\lambda \lambda 3389`$ line. We use the IT98 fit of the Robbins (1968) enhancement factors:
$`f(3889)`$ $`=`$ $`2.25\times 10^7\tau ^43.87\times 10^5\tau ^3+2.39\times 10^3\tau ^20.069\tau +1`$
$`f(4026)`$ $`=`$ $`1`$
$`f(4471)`$ $`=`$ $`1+0.001\tau `$
$`f(5876)`$ $`=`$ $`1+0.0049\tau `$
$`f(6678)`$ $`=`$ $`1`$
$`f(7065)`$ $`=`$ $`1+0.4\tau ^{0.55}`$ (C4)
$`f(4026)`$ is not given by IT98, but is assumed to be 1 because it is a singlet line (as is the case for $`\lambda `$6678).
Once the individual values for $`y^+(\lambda )`$ are determined, we can begin the process for self-consistently determining the physical parameters. As described in the text, we may wish to consider 3,5, or 6 different <sup>4</sup>He emission lines. Depending on the number of lines used, we next determine the average helium abundance. $`\overline{y}`$,
$$\overline{y}=\underset{\lambda }{}\frac{y^+(\lambda )}{\sigma (\lambda )^2}/\underset{\lambda }{}\frac{1}{\sigma (\lambda )^2}$$
(C5)
This is a weighted average, where the uncertainty $`\sigma (\lambda )`$ is found by propagating the uncertainties in the observational quantities stemming from the observed line fluxes (which already contains the uncertainty due to C(H$`\beta `$), the equivalent widths, and input temperature. Since the average, $`\overline{y}`$, depends on the parameters, $`n,\tau `$ and $`a_{HeI}`$, we must make an initial estimate for these.
From $`\overline{y}`$, we can define a $`\chi ^2`$ as the deviation of the individual He abundances $`y^+(\lambda )`$ from the average,
$$\chi ^2=\underset{\lambda }{}\frac{(y^+(\lambda )\overline{y})^2}{\sigma (\lambda )^2}$$
(C6)
We then minimize $`\chi ^2`$, to determine $`n,a_{HeI}`$, and $`\tau `$. Uncertainties in the output parameters are determined as in the case for $`a_{HI}`$ and $`C(H\beta )`$, that is by varying the outputs until $`\mathrm{\Delta }\chi ^2=1`$. Propagation in the latter uncertainties give us a reasonable handle on the systematic uncertainties in our final result for $`y^+`$.
This procedure differs somewhat from that proposed by IT98, in that the $`\chi ^2`$ above (C6) is a straight weighted average, whereas IT98 minimize the differences between ratios of He abundances from pairs of He I lines (referenced to one wavelength, typically 4471). When the reference line is particularly sensitive to a systematic effect such as underlying stellar absorption, the uncertainty propagates to all lines this way. In our case, the individual uncertainties in the line strengths are kept separate.
Finally, as in the case for the hydrogen lines, we have performed a Monte-Carlo simulation of the data to test the robustness of the solution for $`n,a_{HeI}`$, and $`\tau `$ from the $`\chi ^2`$ minimization and the true uncertainty in these quantities. As before, starting with the observational inputs and their stated uncertainties, we have generated a data set which is Gaussian distributed for the 6 observed He emission lines (plus the temperature). From each distribution, we randomly select a set of input values and run the $`\chi ^2`$ minimization. The selection of data is repeated 1000 times. We thus obtain a distribution of solutions for $`n,a_{HeI}`$, and $`\tau `$, and we compare the mean and dispersion of these distributions with the initial solution for these quantities.
Figure Captions
* 1. 1. A comparison of the observed and corrected hydrogen Balmer emission line ratios for three synthetic cases (with no errors). The open circles show the deviations of the original synthesized spectra from the theoretical ratios in terms of the synthesized uncertainties (assumed to be 2% for all lines). The filled circles show the corrected values in the same manner. Note that the corrections for reddening and underlying absorption all have the same sense for all three line ratios, i.e., the H$`\alpha `$/H$`\beta `$ line ratio increases for increased reddening and underlying absorption and the higher order Balmer line ratios all decrease for both effects. This covariance results in decreased diagnostic power as shown in Figure 2.
2. The results of Monte Carlo simulations of solutions for the reddening and underlying absorption from hydrogen Balmer emission line ratios for three synthetic cases. Each small point is the solution derived from a different realization of the same input spectrum (with 2% errors in both emission line flux and equivalent width). The original input spectra had reddening with C(H$`\beta `$) $`=`$ 0.1 and $`a_{HI}`$ = 2 ร
. The large filled point with error bars shows the mean result with 1$`\sigma `$ errors derived from the dispersion in the solutions. Note that the covariance of the two parameters leads to error ellipses. The Monte Carlo simulations find the correct solutions, but the error bars appropriate to these solutions are about twice the size of the errors inferred from single $`\chi ^2`$ minimizations. Note that the covariance of the two parameters leads to error ellipses. Note also that, given the input assumptions, that the constraints on the underlying absorption are stronger in absolute terms for the lower emission line equivalent width cases.
3. Graphs showing the IT98 fits to the florescence enhancement figures reported in Robbins (1968). The important point to note is that regime of the calculations is mostly at far larger values of $`\tau `$(3889) than is relevant for work with giant extragalactic HII regions. More detailed work concentrating on the relevant regime is needed.
4. Histograms showing the effects on helium emission lines due to changes in physical parameters. The baseline model is a photoionized gas at 15,000 K with a density of 10 cm<sup>-3</sup>, a negligible optical depth in the $`\lambda `$3889 line, and no underlying absorption in the helium lines (the underlying spectrum has a $`\lambda `$<sup>-2</sup> slope and the equivalent width of the H$`\beta `$ emission line is 100 ร
). The top panel shows that the helium lines are very insensitive to variations in temperature, with differences of order 1% or less for a 500 K variations. The second panel shows that all of the helium lines are sensitive to an increase in density, but that the $`\lambda `$7065 line is far more sensitive than the other lines. The third panel shows that only the $`\lambda `$3889 and $`\lambda `$7065 lines have significant sensitivity to optical depth effects. The bottom panel shows that all lines are very sensitive to small increases in the underlying absorption.
5. Results of modeling of 6 synthetic He I line observations. The four panels show the results of a density = 10, $`a_{HeI}`$ = 0, and $`\tau `$(3889) $`=`$ 0 model. The solid lines show the input values (e.g., He/H = 0.080) for the original calculated spectrum. The solid circles (with error bars) show the results of the $`\chi ^2`$ minimization solution (with calculated errors) for the original synthetic input spectrum. The small points show the results of Monte Carlo realizations of the original input spectrum. The solid squares (with error bars) show the means and dispersions of the output values for the $`\chi ^2`$ minimization solutions of the Monte Carlo realizations.
6. Similar plot to Figure 5 except that the density $`=`$ 100 as opposed to 10 as in Figure 5.
7. Similar plot to Figure 6 except that the underlying absorption is 0.1 ร
and $`\tau `$(3889) $`=`$ 0.1.
8. Similar plot to Figure 6 except that I($`\lambda `$3889) and EW($`\lambda `$3889) are artificially decreased by 10%.
9. Similar plot to Figure 6 except that I($`\lambda `$7065) and EW($`\lambda `$7065) are artificially decreased by 5%.
10. Similar plot to Figure 7 except that I($`\lambda `$7065) and EW($`\lambda `$7065) are artificially decreased by 5%.
11. A comparison of the observed and corrected hydrogen Balmer emission line ratios for three blue compact galaxies from the sample of IT98. The open circles show the deviations of the original observations from the theoretical ratios in terms of the uncertainties in the final reported corrected values (the H$`\alpha `$/H$`\beta `$ ratios for SBS 1415+437 and SBS 1420+544 are off scale at $`+`$ 33 $`\sigma `$ and $`+`$ 25 $`\sigma `$ respectively). The filled circles show the corrected values in the same manner. Note that in all three cases the corrected H$`\gamma `$/H$`\beta `$ and H$`\delta `$/H$`\beta `$ ratios are several $`\sigma `$ away from the theoretical values. In the case of SBS 1159+545, this is because these ratios were already higher than the theoretical ratios, and correcting for reddening and underlying absorption only increases the ratios. In the other two cases, the original ratios were very close to the theoretical ratios, but correcting the H$`\alpha `$/H$`\beta `$ ratio for reddening has caused these ratios to exceed their theoretical ratios. Since the deviations from the theoretical line ratios are large, we conclude that the uncertainties in the reported emission lines are underestimated.
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# 1 Introduction
## 1 Introduction
Central to the current nonperturbative understanding of M-theory has been the prominent role of certain supergravity solutions. Brane solutions were crucial in uncovering dualities between different string theories. The D-brane counterpart of these supergravity solutions helped achieve progress in certain supersymmetric gauge theories. Another class of supergravity solutions that has played an important role has the form $`AdS_d\times S^{Dd}`$, where $`D=10,11`$. These solutions are central in the AdS/CFT correspondence. A particularly attractive feature of a subclass of these solutions is the fact that the dilaton is constant, since this allows for far more control in the CFT side.
Two solutions that have been missing in the class of nondilatonic $`AdS_d\times S^{Dd}`$ were the cases $`d=3`$ and $`d=7`$. Here we provide such solutions as representatives of a class of solutions we outlined. The relevance of these nondilatonic AdS backgrounds to the AdS/CFT remains to be determined but it seems sensible to expect that these solutions will play an important role.
A natural generalization of the AdS/CFT correspondence consists of replacing $`S^d`$ by appropriate spaces that are less symmetric than spheres, the typical example is replacing $`S^5`$ by $`T^{1,1}`$ . This generalization allows for a richer structure in the CFT side. Some of the solutions belonging to the class we discuss in this paper allow for naturally substituting the sphere for less symmetric manifolds.
The fact that parallelizable spaces have a distinguished position in the context of string theory has been known since the 80โs when most of the sigma model analysis took place . It was realized then that parallelizable spaces satisfy the conformal invariance equations. There was, however, a negative feature associated with the fact that in general their central charge is not vanishing. The fact that the central charge is proportional to the scalar curvature imposes a very restrictive condition for critical models, $`R=0`$. This condition will naively lead us to physically uninteresting situations.
In this paper we show how to enforce $`R=0`$ in a class of physically interesting solutions. Basically, we consider 10D spaces that are products of parallelizable spaces. This ansatz provides a solution to the NS-NS sector of string theory provided we adjust the radii of the two manifolds involved to enforce $`R=0`$. A representative of this class, $`AdS_3\times S^7`$, is treated in detail in section 3 after outlining the general argument in section 2. Section 4 contains some comments on possible brane interpretations of solutions containing $`AdS_3`$ as a factor in the near-horizon geometry. Conclusions are drawn in section 5.
## 2 Parallelizability in the NS-NS sector
Consider the NS-NS sector of string theory given by the following action<sup>1</sup><sup>1</sup>1A more fundamental view of this analysis can be presented from the sigma-model point of view . Here, however, we are going to concentrate on the spacetime counterpart assuming $`D=10`$.
$$S=\frac{1}{2\kappa _{10}^2}d^{10}x\sqrt{g}e^{2\varphi }\left(R+4(\varphi )^2\frac{1}{12}H^2\right).$$
(1)
We are going to specialize to the case of $`\varphi =\text{c}onst.`$ The equation of motions are
$`_M(\sqrt{g}H^{MRS})`$ $`=`$ $`0,`$
$`R_{MN}`$ $`=`$ $`{\displaystyle \frac{1}{4}}H_{MPQ}H_N^{PQ},`$
$`R`$ $`=`$ $`{\displaystyle \frac{1}{12}}H^2`$ (2)
Here the third line is a constraint coming from the dilaton equation. Noting that the second line implies $`R=H^2/4`$, one sees that the only solution is $`R=H^2=0`$.
To make the contact with parallelizable spaces more evident, recall that the generalized Riemann tensor is the Riemann tensor calculated from the generalized connection $`\widehat{\mathrm{\Gamma }}^\lambda {}_{\mu \nu }{}^{}=\mathrm{\Gamma }^\lambda {}_{\mu \nu }{}^{}\frac{1}{2}H^\lambda _{\mu \nu }`$,
$`\widehat{R}_{\alpha \beta \gamma \rho }`$ $`=`$ $`R_{\alpha \beta \gamma \rho }+{\displaystyle \frac{1}{2}}_\gamma H_{\alpha \beta \rho }{\displaystyle \frac{1}{2}}_\rho H_{\alpha \beta \gamma }+{\displaystyle \frac{1}{4}}H_{\sigma \alpha \gamma }H^\sigma {}_{\rho \beta }{}^{}{\displaystyle \frac{1}{4}}H_{\sigma \alpha \rho }H^\sigma {}_{\gamma \beta }{}^{},`$
$`\widehat{R}_{\alpha \beta }`$ $`=`$ $`R_{\alpha \beta }{\displaystyle \frac{1}{4}}H_{\alpha \gamma \rho }H_\beta {}_{}{}^{\gamma \rho }+{\displaystyle \frac{1}{2}}^\gamma H_{\gamma \alpha \beta }`$ (3)
A space is parallelizable if $`\widehat{R}_{\alpha \beta \gamma \rho }=0`$ and Ricci-parallelizable if $`\widehat{R}_{\alpha \beta }=0`$. The second equation makes the relevance to the equations of motion of the NS-NS sector of string theory with a constant dilaton explicit. We now have that the Einstein equation is nothing but imposing the vanishing of the symmetric part of the generalized Ricci tensor and that the equation of motion for the NS-NS two-form field is nothing but the vanishing of the antisymmetric part. This means that any Ricci-parallelizable space furnishes us with a potential solution. One needs, however, to take into consideration the constraint coming from the dilaton equation of motion $`R=0`$. For this purpose we consider a 10D space that is the direct product of two spaces, in other words, consider splitting the index $`M`$ into $`(\mu ,m)`$ with $`\mu =0,\mathrm{},d`$ and $`m=d+1,\mathrm{},9d`$ with $`x^M=(x^\mu ,y^m)`$ and the following ansatz for the metric and antisymmetric tensors
$`g_{\mu n}`$ $`=`$ $`0,g_{\mu \nu }=g_{\mu \nu }(x),g_{mn}=g_{mn}(y),`$
$`B_{\mu n}`$ $`=`$ $`0,B_{\mu \nu }=B_{\mu \nu }(x),B_{mn}=B_{mn}(y).`$ (4)
Under these assumptions, all we have to do is to adjust by hand the โradiiโ of the subspaces to guarantee that the total scalar curvature is zero. The situation is strikingly similar to the Freund-Rubin compactification . Here we have that any pair of Ricci-parallelizable spaces with opposite scalar curvature provides us with a solution. Note that in the FR compactification all one needs is a pair of Einstein spaces with opposite scalar curvature. Actually, the solutions presented here are more similar to Englertโs generalization of the FR compactification in the sense that the antisymmetric tensor is nonvanishing in both subspaces. It is precisely in this sense that the construction presented here generalizes part of that of . The $`AdS_7\times S^3`$ background that can be constructed based on the scheme described above has nontrivial three-form tensor in both factors of the space.
## 3 Examples
The first, now standard, result on parallelizable manifolds was obtained by Cartan and Schouten (see also for a modern discussion). It states that only group manifolds and $`S^7`$ admit an absolute parallelism, i.e., are globally parallelizable in a way that leaves the geodesics of the manifold unaltered (with a totally antisymmetric torsion). This classic work was generalized in to pseudo-Riemannian spaces. A particularly interesting generalization to homogeneous spaces was obtained in the series <sup>2</sup><sup>2</sup>2D. Lรผst explicitly constructed the parallelizing torsion for a class of homogeneous coset spaces . Other explicit examples have been considered recently in . An earlier discussion of these homogeneous spaces was conducted in from a different point of view. For a partial list of parallelizable spaces the reader is referred to <sup>3</sup><sup>3</sup>3Most of the classification has been carried out under restrictive conditions, such as, for example, assuming that $`G`$ is simple. The general classification for any $`G`$ is a more difficult question which depends more intricately on concrete embeddings of $`H`$ into $`G`$ .. Some common representatives are group manifolds, Stiefel manifolds with the exception of spheres,<sup>4</sup><sup>4</sup>4$`S^1`$, $`S^3`$ and $`S^7`$ are the only parallelizable spheres. This fact is related to the corresponding division algebras and to the Hopf fiberings. and $`G/T`$ where $`T`$ is a non-maximal toral subgroup.
A proposition by Wolf clarifies why parallelizable spaces are of such interest in various areas of mathematics. It states that for $`M`$ a connected differentiable manifold, there are natural one-one correspondences between (i) absolute parallelisms $`\varphi `$ on $`M`$; <sup>5</sup><sup>5</sup>5This is a statement about vector fields, usually phrased as spaces that can be nonsingularly combed. (ii) smooth trivializations of the frame bundle $`BM`$; (iii) smooth connections $`\mathrm{\Gamma }`$ on $`BM`$ with holonomy group reduced to the identity. This proposition shows that the problem can be tackled using methods of differential geometry, algebraic topology or representation theory.
It is worth noting that any parallelizable space is necessarily Ricci-parallelizable but the converse need not be true. Much of the literature, both in physics and mathematics, has concentrated on parallelizable spaces but we will keep in mind that the condition for being a solution is weaker. Two examples of spaces that are Ricci-parallelizable but are not parallelizable are the squashed $`S^7`$ and a particular embedding of $`(SU(2)\times SU(2))/U(1)`$.
It is also possible to consider more than two factors. The scheme outlined above works perfectly well for the product of any number of Ricci-parallelizable spaces. Recalling that the only parallelizable spheres are $`S^1`$, $`S^3`$ and $`S^7`$ one could form: $`AdS_3\times S^3\times S^3\times S^1`$ or for that matter $`AdS_3\times S^3\times T^4`$, where $`T^4`$ is trivially parallelizable and $`AdS_3\times S^3\times K3`$, where $`K3`$ is Ricci flat and therefore Ricci parallelizable with trivial torsion. The latter model is related to the D1/D5 system and has received much attention recently.
### 3.1 $`AdS_3\times S^7`$
To make the above description more precise let us consider the following background for the $`AdS_3`$ part
$`ds^2`$ $`=`$ $`R_1^2\left({\displaystyle \frac{du^2}{u^2}}+u^2(dt^2+dx^2)\right),`$
$`B_{tx}`$ $`=`$ $`R_1^2u^2.`$ (5)
Some properties of this background are
$$R_{ab}=\frac{2}{R_1^2}g_{ab},R=\frac{6}{R_1^2},H_{utx}=2R_1^2u.$$
(6)
Note that the parallelizing torsion is proportional to the product of the natural dreibein $`R_1^1(R_1/u)(R_1u)^2`$. This fact is not very revealing at this point since this is basically the only three-form in $`AdS_3`$, but in $`S^7`$ the situation will be much different. One can check, using these explicit relations, that it satisfies the equations of motion.
The seven sphere and its parallelizing torsion has received a great deal of attention in the 11D supergravity context. Englert used the dual of the parallelizing torsion to generalized the FR solution. The relation of this parallelizing torsion to the octonions was made explicit, for example, in . Here we are going to restrict ourselves to the simplest case of the round $`S^7`$. For a more detailed analysis, including the squashed $`S^7`$, the reader should consult ; for the physical relevance of torsion in the supergravity context see . The following analysis follows most closely references . We consider the following metric on $`S^7`$
$`ds^2`$ $`=`$ $`R_2^2\left(d\mu ^2+{\displaystyle \frac{1}{4}}\mathrm{sin}^2\mu (\sigma _i\mathrm{\Sigma }_i)^2+(\mathrm{cos}^2{\displaystyle \frac{\mu }{2}}\sigma _i+\mathrm{sin}^2{\displaystyle \frac{\mu }{2}}\mathrm{\Sigma }_i)^2\right),`$
$`\sigma _1`$ $`=`$ $`\mathrm{cos}\psi _1d\theta _1+\mathrm{sin}\psi _1\mathrm{sin}\theta _1d\varphi _1,`$
$`\sigma _2`$ $`=`$ $`\mathrm{sin}\psi _1d\theta _1+\mathrm{cos}\psi _1\mathrm{sin}\theta _1d\varphi _1,`$
$`\sigma _3`$ $`=`$ $`d\psi _1+\mathrm{cos}\theta _1d\varphi _1,`$ (7)
similar relations define $`\mathrm{\Sigma }_i`$ but with the subindex $`1`$ replaced by $`2`$. Following , one naturally introduces the following Siebenbein
$$e^0=R_2d\mu ,e^i=\frac{R_2}{2}\mathrm{sin}\mu (\sigma _i\mathrm{\Sigma }_i),e^{\widehat{i}}=R_2(\mathrm{cos}^2\frac{\mu }{2}\sigma _i+\mathrm{sin}^2\frac{\mu }{2}\mathrm{\Sigma }_i),$$
(8)
where $`i,\widehat{i}=\mathrm{\hspace{0.17em}1},2,3`$. In this orthonormal frame the parallelizing torsion is simply proportional to the octonionic multiplication table. It will be more suggestive to call the values of the parallelizing three-form in the orthonormal frame the octonionic structure constant. This is simply the result of Cartan-Schouten that is discussed in : the parallelizing torsion in the orthonormal frame is given by the structure constant.
For imaginary octonions one has
$$O_aO_b=\delta _{ab}+f_{abc}O_c,f_{0i\widehat{j}}=\delta _{ij},f_{ij\widehat{k}}=ฯต_{ijk},f_{\widehat{i}\widehat{j}\widehat{k}}=ฯต_{ijk}$$
(9)
More precisely one has $`H_{abc}=R_2^1f_{abc}`$. In the orthonormal frame we obtain
$$R_{ab}=\frac{3}{2R_2^2}\delta _{ab},H_{ab}^2=\frac{6}{R_2^2}\delta _{ab},$$
(10)
from which the equations of motions follow automatically. Our last task is to find the relation between the radii of $`AdS_3`$ and $`S^7`$ that makes the total scalar curvature vanish,
$$R=R_{AdS_3}+R_{S^7}=\frac{6}{R_1^2}+\frac{21}{2R_2^2}=0\frac{R_1}{R_2}=\frac{2}{\sqrt{7}}.$$
(11)
It is worth stressing a rather unique property of this solution. The background we are considering is an exact string solution in the sense that it does not receive $`\alpha ^{}`$ corrections. The $`AdS_3`$ part is simply a WZW model on $`SL(2,R)`$ and although $`S^7`$ is not a group manifold, there is a CFT structure defined on it that parallels the WZW construction. This construction is very similar to the WZW model in the sense that the energy-momentum tensor is given by the Sugawara construction using the currents that generate the associated Kac-Moody algebra. The central charge of this CFT is $`c=7k/(k+12)`$ where $`k`$ is the level of the KM algebra. In the semiclassical approximation that we discussed here, $`k=1/\alpha ^{}\mathrm{}`$ and $`c=7`$.
## 4 Relation to Branes
One question that naturally arises is what is the relation of this class of solutions to strings (1-branes). Although a general analysis is possible we will concentrate on backgrounds possibly having $`AdS_3`$ as a factor in the near-horizon geometry. For that purpose we consider the following ansatz
$`ds^2`$ $`=`$ $`e^{2A(r)}(dt^2+dx^2)+e^{2B(r)}dr^2+e^{2C(r)}g_{mn}dy^mdy^n,`$
$`B_{tx}`$ $`=`$ $`e^{C_1(r)},B_{mn}=e^{C_2(r)}b_{mn},\varphi =\text{const.},`$ (12)
where $`b_{mn}`$ generates the parallelizing torsion $`h_{mnp}`$ on a seven-dimensional manifold with metric $`g_{mn}`$. At this point, even without further calculation, we draw certain conclusions about the strings and their near-horizon geometry. Note that if we want a โroundโ $`AdS_3`$ in the near horizon limit, $`A(r)`$ must be related to $`B(r)`$ in an obvious way to give the same radius for the whole $`AdS_3`$. On the other hand, for the typical brane ansatz for the transverse part one has $`C(r)=B(r)+\mathrm{ln}r`$. This means that the near-horizon geometry of the standard string can be reached only for a 7D having the same radius as $`AdS_3`$. More explicitly, in the near-horizon limit to have a โroundโ $`AdS_3`$ we need $`A(r)=\mathrm{ln}(rR_1)`$ and $`B(r)=\mathrm{ln}(R_1/r)`$; for the standard string $`B(r)=C(r)\mathrm{ln}r=\mathrm{ln}(R_2/r)`$. This means that we can only achieve both conditions (round $`AdS_3`$ and standard string ansatz) when the radii of the two parallelizable manifolds are the same ($`R_1=R_2`$). This is possible for $`AdS_3\times S^3\times ๐ฉ`$ with $`๐ฉ`$ being $`T^4`$ or $`K3`$ which is dictated by the โeffectiveโ dimensionality of the parallelizable spaces. This simple analysis also shows that $`AdS_3\times S^7`$ can not be reached from a standard string $`(C(r)=B(r)+\mathrm{ln}r`$). The ingredients for the equations of motion are
$`0`$ $`=`$ $`_r\left(e^{2AB+7C}๐_1\right),`$
$`0`$ $`=`$ $`_r\left(e^{2AB+3C}๐_2\right),`$
$`R_{\mu \nu }`$ $`=`$ $`\eta _{\mu \nu }e^{2(AB)}(A^{\prime \prime }+2(A^{})^2A^{}B^{}),`$
$`{\displaystyle \frac{1}{4}}H_{\mu \nu }^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}\eta _{\mu \nu }๐_1^2e^{2A2B},`$
$`R_{rr}`$ $`=`$ $`2(A^{\prime \prime }+(A^{})^2A^{}B^{})7(C^{\prime \prime }+(C^{})^2B^{}C^{}),`$
$`{\displaystyle \frac{1}{4}}H_{rr}^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}๐_1^2e^{4A}+{\displaystyle \frac{1}{2}}๐_2^2e^{4C}b^2,`$
$`R_{mn}`$ $`=`$ $`R_{mn}(g)g_{mn}e^{2(CB)}(C^{\prime \prime }+7(C^{})^2B^{}C^{}),`$
$`{\displaystyle \frac{1}{4}}H_{mn}^2`$ $`=`$ $`{\displaystyle \frac{1}{4}}h_{mn}^2e^{2C_24C}+{\displaystyle \frac{1}{2}}๐_2^2b_{mn}^2e^{2B2C},`$ (13)
where $`๐_i=(e^{C_i})^{}`$, $`b^2=b_{mn}b_{pq}g^{mp}g^{nq}`$, $`b_{mn}^2=b_{mp}b_{nq}g^{pq}`$. If we want to engineer a solution for which the Einstein equation for $`(n,m)`$ is of the form $`R_{mn}=h_{mn}^2/4`$, we must take $`C_2=2C`$. In order to get rid of the term containing $`b_{mn}^2`$ we need $`๐_2=0`$. Altogether this implies that $`C_2`$ and $`C`$ are constants; the term containing $`g_{mn}`$ also vanishes for constant $`C`$.
For constant $`C_2`$ and $`C`$, the whole system can be uniquely solved with $`A^{}=\frac{q}{2}e^B`$. This uniquely fixes the metric to be $`AdS_3`$. Namely, going to a new coordinate $`dR=e^Bdr`$ the 3D part of the metric can be written as
$$ds^3=e^{qR}(dt^2+dx^2)+dR^2,$$
(14)
which is nothing but $`AdS_3`$ in Poincare coordinates. We conclude that, if one insists in a parallelizable manifold as the near-horizon limit of a string, the only solution is $`AdS_3`$. It might be natural to expect that $`AdS_3\times S^7`$ arises as the limit of branes intersections. A very exhaustive study of brane configurations and the corresponding $`AdS`$ factor was carried out in . This analysis reveals that the $`AdS_3\times S^7`$ geometry does not arise from brane intersections either .
It is worth noting that actually for most of the explicit constructions of parallelizable manifolds, the parallelizing torsion in the orthonormal frame is constant. This means that the two-form that generates this torsion should be proportional to the product of vielbeins. This might conspire to produce $`b_{mn}^2`$ proportional to $`g_{mn}`$ and therefore allow for non constant $`C`$. Here we will not explore such possibility as it is clear that it depends on the explicit form of $`b_{mn}`$ but we think it is a very feasible scenario for constructing branes. Another very viable possibility <sup>6</sup><sup>6</sup>6This is the generalization needed for the D1/D5 system is to generalize the ansatz we considered here to allow $`\varphi =\varphi (r)`$ with the condition $`\varphi =const`$ enforced only in the near-horizon limit.
## 5 Conclusions
We have described a class of solutions to the NS-NS sector of string theory with constant dilaton. Some of the representatives of this class were known from supergravity analysis , but some are new. This class of solutions puts a number of particular cases under one unifying scheme, in particular we now recognize the relation between $`AdS_3\times S^3\times S^3\times S^1`$, $`AdS_3\times S^3\times T^4`$, $`AdS_3\times S^3\times K3`$ and $`AdS_3\times S^7`$.
We have described in detail the case of $`AdS_3\times S^7`$. We have also discussed the possibility of constructing strings whose near-horizon geometry is of the form $`AdS_3\times ๐ฉ`$ where $`๐ฉ`$ is a Ricci-parallelizable manifold. We found certain restrictions on $`๐ฉ`$ for a specific brane ansatz. In particular we showed that there is no brane solution if one insists that the Einstein equation of motion of $`๐ฉ`$ is strictly the condition of Ricci-parallelizability. We pointed out, however, that it might be possible, by a more detailed analysis, to construct string solutions with the desired near-horizon geometry.
One of the interesting characteristics of this class of solutions is associated with the fact that the NS-NS sector is a universal sector of various string theories. Using U-dualities one could generate backgrounds with R-R fields. This universality property has been exploited in , through the use of a web of dualities, to generate new string solutions whose brane worldvolume is a curved space.
We would like to point out that a general scheme for studying the supersymmetric properties of these solutions is lacking and one would have to deal with it on a case by case basis. In other words, Ricci-parallelizability does not guarantee neither does it forbid preservation of some fraction of the supersymmetry. For example, in the case of $`AdS_3\times ๐ฉ`$ it has been established that in the framework of type IIB some solutions are supersymmetric but some are not. Another feature pointing to the need for a more particular analysis is that the supersymmetry tranformation of these solutions are model-depending. As we have pointed out, these solutions can be embedded in N=2 or N=1 supersymmetric string theories as well as 11D supergravity. This and other related matters will be further discussed in a future publication.
Acknowledgments
I am grateful to M. Cederwall for several explanations on topics related to $`S^7`$; M. Duff for encouragement and many useful suggestions; M. Einhorn for encouragement and helpful criticism. I would especially like to thank A.A. Tseytlin for discussions on very related issues, advice and pointing out an error in the previous version. I would like to acknowledge helpful suggestions by J.T. Liu, J.X. Lu and S. Monni. I would also like to acknowledge the Office of the Provost at the University of Michigan and the High Energy Physics Division of the Department of Energy for support.
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# Topological Insights from the Chinese Rings
## 1 Introduction
In some of the popular puzzles one is supposed to take a ring off a rope which is usually tangled with the rigid part of the puzzle. Typically, such puzzles possess ingenious solutions which, if considered carefully enough, lead to interesting problems in low-dimensional topology. This phenomenon can be observed in the Chinese Rings which are shown below. The purpose of the puzzle is to take the loose ring off the rope.
Although this puzzle was for a long time a toy of the first authorโs children, we become seriously interested in it only after L. Kauffman pointed to us some interesting mathematical aspects of it, \[K2\]. The history of the Chinese Rings can be found in \[K2, BC\]. The goal of this paper is to prove that a particular solution of the Chinese Rings puzzle is the simplest possible, as conjectured in \[K2\].
If you have not thought about this puzzle before, then we suggest that you try to solve it now in order to gain an appreciation for this beautiful problem. Do not be discouraged by the initial difficulty in finding a solution. Indeed it is almost impossible to see all the necessary moves to be performed on the rope just by staring at the picture above. However, it is easy to see that a solution exists: Imagine for a moment that the toy is made out of a flexible material and press the longer columns down so that all columns have the same length, as shown in Figure 1.
Figure 1.
Now the solution becomes obvious! Since now the rope is completely separated from the columns, it can also be untangled in the original puzzle. (Actually, we need to be sure that the rope is long enough for this theoretical solution to be correct; this can be confirmed by direct experimentation).
The above solution shows how a simple topological idea can yield a beautiful solution to what seems to be a complicated problem. The same idea shows that the Chinese Rings can be presented in a somewhat more regular form:
Figure 2.
Note that we replaced the rope by another column with an attached ring. The problem now is to separate the loose ring (which is assumed to be infinitely elastic) from the solid part of the puzzle. The problem addressed in this paper is to find the simplest solution to this puzzle. As we will see soon, the solution to this problem involves an inductive argument in the number of columns. For that reason we consider a more general version of the puzzle of Fig. 2 composed of an arbitrary number of columns (all but one with an attached ring at the top).
A precise answer to our problem requires an objective measure of the complexity of possible solutions to the puzzle. For that, imagine an arc $`A,`$ drawn below with a dashed line, joining the highest column of the toy with the base. The complexity of a solution for the puzzle is the minimal number of times the elastic ring passes through the arc $`A`$ in the process of that solution.
Figure 3.
###### Theorem 1.1
The minimal complexity of a solution for the Chinese Rings with $`n`$ columns presented at Fig 3 is $`2^{n1}.`$
This result was conjectured by L. Kauffman in \[K2\], who wrote:
โThis problem in the topology of the Chinese Rings is a useful test case for questions that can arise in applications of knot theory to natural structures where there is always a mixture of topology and mechanical/geometrical modeling.
A solution to the Ring Conjecture will probably involve the discovery of new techniques for understanding topology of graph embeddings in three-dimensional space. It is fun to be able to take a classical puzzle as fascinating as the Chinese Rings and find within it a significant topological problem. Let us find the solution! โ
Habiro Moves There is a surprising connection between the Chinese Rings (known for hundreds of years) and a very recent theory of Vassiliev invariants of knots, \[BL\]. K. Habiro \[H\] proved that two knots cannot be distinguished by Vassiliev invariants of order $`n`$ if and only if they are related by a sequence of moves (called Habiro moves) presented below:
Note that the Habiro move corresponds exactly to the operation of untangling the loose ring in the version of Chinese Rings presented in Figure 3!
## 2 Proof
The solution of the puzzle presented at the beginning of the paper requires that we first untangle the rings attached to the columns. Note that as a result of this deformation of the puzzle, the arc $`A`$ will assume the form presented below.
Figure 4.
Because we can now remove the ring by passing through the $`2^{n1}`$ strands of $`A,`$ the complexity of this algorithm is obviously at most $`2^{n1}.`$ We are going to show that this is the simplest solution to the Chinese Rings; i.e. the complexity of any other solution is not less than $`2^{n1}.`$ For the purpose of the proof we are allowed to relax the conditions of the problem and consider it in a topological setting by allowing arbitrary deformations of the dimensions and the shape of the toy. Moreover we add a point at infinity to the ambient three-space and hence consider the problem in $`S^3.`$ These assumptions make the problem simpler and surely do not increase the complexity of the minimal solution.
The body of the Chinese Rings with $`n`$ columns (and with the loose ring excluded) is a handlebody $`H_{n1}`$ of genus $`n1`$ embedded in the standard way into $`S^3.`$ Its complement, $`H_{n1}^{},`$ is also a handlebody of genus $`n1.`$ The loose ring is contractible in $`H_{n1}^{},`$ and this is the reason for which the puzzle has a solution. The arc $`A`$ assumes a complicated position in $`H_{n1}^{}`$ which can be deduced from Fig. 4, see Fig. 5
Figure 5: Complement of the puzzle $`=H_{n1}^{}`$
If we remove the arc $`A`$ from $`H_{n1}^{}`$ then the loose ring, $`S^1,`$ will no longer be contractible. Recall that the complexity of a solution for the puzzle is the minimal number of passes of the ring through $`A`$ necessary for contracting the ring to a point in $`H_{n1}^{}A.`$ We need to show that this number is at least $`2^{n1}.`$ Unfortunately, the position of the ring $`S^1`$ in $`H_{n1}^{}A`$ is very complicated; try to figure it out by yourself to see that, indeed, it is not an easy problem! In order to avoid this problem we use three tricks: First, we take a dual approach: we fix the ring $`S^1`$ in $`H_{n1}^{}`$ and count the number of times the arc $`A`$ has to pass through $`S^1`$ in order to make $`S^1`$ contractible in $`H_{n1}^{}A.`$ Second, we slightly relax the conditions of the puzzle, by assuming that $`A`$ can be deformed by an arbitrary homotopy fixing its endpoints. We assume that the endpoints of $`A`$ are at some $`x_0H_{n1}^{}.`$ Therefore we consider $`A`$ as an element of $`\pi _1(H_{n1}^{}S^1,x_0).`$ Our intention is to prove that under these relaxed conditions the complexity of the puzzle is at least $`2^{n1}.`$ This will surely imply that the complexity of the puzzle under original assumptions is also at least $`2^{n1}.`$
Third, we modify the puzzle by attaching the loose ring to the base of the puzzle by an additional column, and we try to untangle $`A`$ in the modified puzzle. This seems to be a more difficult problem, but actually it is not. Observe that the modified puzzle is homeomorphic to a handlebody of genus $`n,H_n`$ and that its complement is homeomorphic also to a handlebody, $`H_n^{}.`$ Notice also that we have an embedding $`i:H_n^{}H_{n1}^{}S^1`$ corresponding to the fact that the modified toy differs from the original only by an additional column. One can prove using Van-Kampenโs Theorem that the map $`i`$ induces an isomorphism of the fundamental groups, $`i_{}:\pi _1(H_n^{})\pi _1(H_{n1}^{}S^1).`$ Therefore the additional column does not create any new obstacle for $`A`$! (Recall that we consider the arc $`A`$ up to homotopy only.) The benefit of this trick is that the modified puzzle is much easier to solve because it does not have any loose ring. Observe that the arc $`A`$ lies in $`H_n^{}`$ in the pattern presented in Figure 6.
Figure 6.
Denote the loops going around the holes in $`H_n^{}`$ in the manner presented below by $`g_1,g_2,\mathrm{},g_n.`$
Figure 7.
$`F_n=\pi _1(H_n^{},x_0)`$ is the free group on generators $`g_1,\mathrm{},g_n.`$ We want to determine the presentation of the element $`a_nF_n`$ representing the arc $`A`$ given as in Fig. 6, with say an anti-clock orientation. The presentations of $`a_1`$ and $`a_2`$ are as follows:
Figure 8: $`a_1=g_1`$ and $`a_2=g_2g_1g_2^1`$
Observe that $`a_{n+1}`$ can be built inductively from $`a_n`$ by replacing the $`n`$-th hole in $`H_n^{}`$ by two holes and twisting them $`180^0,`$ see Fig 6. This operation corresponds to replacing all $`g_n^{\pm 1}`$ in the presentation of $`a_n`$ by $`g_{n+1}g_n^{\pm 1}g_{n+1}^1.`$ Therefore
$$a_3=g_3g_2g_3^1g_1g_3g_2^1g_3^1,a_4=g_4g_3g_4^1g_2g_4g_3^1g_4^1g_1g_4g_3g_4^1g_2^1g_4g_3^1g_4^1,\mathrm{etc}.$$
Note that each such presentation is reduced, i.e. none of the words $`a_n`$ has a subword of the form $`g_i^{\pm 1}g_i^1.`$ Indeed, this is true for $`n=1,2,3,4.`$ In general, if this is true for some $`n`$ then it is also true for $`n+1:`$ Suppose that $`a_n`$ is reduced. The only difference between $`a_n`$ and $`a_{n+1}`$ is that $`g_n`$ in $`a_n`$ is replaced by $`g_{n+1}g_ng_{n+1}^1.`$ Therefore, $`a_{n+1}`$ cannot contain $`g_i^{\pm 1}g_i^1`$ for $`in.`$ Hence, if $`a_{n+1}`$ was not reduced, it would have to have a reduction in $`g_{n+1}`$โs. That is, it would have to contain a subword composed of $`g_{n+1}g_n^{\pm 1}g_{n+1}^1`$ and its inverse. But this is impossible, since this would mean that $`a_n`$ contains the subword $`g_n^{\pm 1}g_n^1.`$
Observe also that the number of appearances of $`g_n^{\pm 1}`$ in $`a_n`$ is $`2^{n1}.`$ This can also be proved by induction: $`g_1`$ appears once in $`a_1,`$ and $`g_{n+1}`$ appears in $`a_{n+1}`$ twice as many times as $`g_n`$ in $`a_n.`$
Therefore we proved the following
###### Proposition 2.1
The above inductively defined presentation of $`a_nF_n`$ is reduced and $`g_n^{\pm 1}`$ appears $`2^{n1}`$ times in it.
Recall that we are supposed to count the minimal number of times the the ring $`S^1`$ has to pass through the arc $`A`$ (in the original puzzle) in a process of contracting it to a point. Equivalently, we can calculate the number of times the arc $`A`$ has to pass through the $`n`$-th hole in $`H_n^{}`$ in order to be placed inside $`H_{n1}^{}H_n^{}`$ (in the situation in which the modified puzzle is considered). We claim that this number is at least $`2^{n1}.`$
Whenever $`A`$ passes through the $`n`$-th hole, $`xg_n^{\pm 1}x^1`$ is inserted in a word representing $`A`$ or deleted from it. Intuitively, since $`g_n^{\pm 1}`$ appears $`2^{n1}`$ times in $`a_n`$ one has to repeat this process $`2^{n1}`$ times. This may seem as an obvious fact at first, but after a closer look one can realize that it requires a proof. We will see in the next section that this problem is a special case of an interesting problem in the combinatorial group theory. In order to finish our proof we need the following fact.
###### Proposition 2.2
If letters $`b_1,b_2,\mathrm{},b_k\{g_1^{\pm 1},\mathrm{},g_{n1}^{\pm 1}\}`$ form a reduced word $`b_1b_2\mathrm{}b_k`$ then the minimal number of insertions or deletions of conjugates of $`g_n^{\pm 1}`$ into a word $`w=g_n^{\alpha _0}b_1g_n^{\alpha _1}b_2\mathrm{}b_kg_n^{\alpha _k}F_n`$ necessary for transforming $`w`$ into an element of $`F_{n1}`$ is $`_{i=0}^k|\alpha _i|`$
We will prove the above proposition in the next section. Right now we complete the proof of the main theorem: Recall that $`a_n`$ can be obtained from $`a_{n1}`$ by replacing all $`g_{n1}^{\pm 1}`$ appearing in $`a_{n1}`$ by $`g_ng_{n1}^{\pm 1}g_n^1.`$ Therefore, $`a_n=g_n^{\alpha _0}b_1g_n^{\alpha _1}b_2\mathrm{}b_kg_n^{\alpha _k},`$ where, by Proposition 2.1, $`b_1b_2\mathrm{}b_k=a_{n1}`$ is reduced and $`_{i=0}^k|\alpha _i|=2^{n1}.`$ By the last proposition one needs at least $`2^{n1}`$ insertions of conjugates of $`g_n^{\pm 1}`$ into a word representing $`a_n`$ or deletions of such conjugates from $`a_n`$ in order to eliminate all appearances of $`g_n`$ in it. Therefore the arc $`A`$ has to pass at least $`2^{n1}`$ times through the $`n`$-th hole in $`H_n^{}`$ in order to be placed inside $`H_{n1}^{}H_n^{}.`$
Final Remark. We found the complexity of the Chinese Rings by the study of the homotopical properties of the arc $`A`$ in a handlebody and by the use of the fundamental group. One can however consider more sophisticated puzzles, whose solutions require more advanced tools than homotopy theory. For example in order to show that the arc $`A`$ of Fig. 9 can not be contracted to a point (without crossing changes) one can use the Kauffman bracket skein module of the solid torus \[P\] โ an algebraic construction which generalizes the Kauffman bracket polynomial, \[K\].
Figure 9
## 3 Problems in group theory involved in the proof of Kauffmanโs conjecture
The group theoretical problem which we encountered at the end of the proof of the main theorem can be presented in a more general form as follows: Consider a free group $`F=<g_1,g_2,\mathrm{}|>`$ and a quotient map $`\pi :FG=<g_1,g_2,\mathrm{}|r_1,r_2,\mathrm{}>.`$ By an elementary operation on $`wF`$ we mean an insertion of a conjugate of $`r_i^{\pm 1}`$ into a word representing $`w.`$ Observe that a deletion of $`xr_i^{\pm 1}x^1`$ from a word representing $`w`$ can be also realized as an insertion of $`x^1r_i^1x`$ into this word (followed by a reduction) and, therefore, it is also an elementary operation. Observe also that two elements $`x,yF`$ have the same image, $`\pi (x)=\pi (y),`$ if and only if they are related by a sequence of elementary operations.
Problem 1 Given $`x,yF,\pi (x)=\pi (y),`$ what is the minimal number of elementary operations necessary for transforming $`x`$ into $`y`$? We denote this number by $`(x,y).`$ If $`\pi (x)\pi (y)`$ then we set $`(x,y)=\mathrm{}.`$
The above problem can be stated in a different form: Any $`wKer(\pi )`$ can be presented as $`w=_{i=1}^kp_ir_{\alpha _i}^{\pm 1}p_i^1`$, and we define $`w`$ to be the minimal number $`k`$ of conjugates of $`r_\alpha ^{\pm 1}`$ appearing in such a presentation. If $`wKer(\pi )`$ then $`w=\mathrm{}.`$
Problem 2 Given $`wKer(\pi )`$ calculate $`w.`$
It turns out that that Problems 1 and 2 are equivalent and that the symbols $`(,)`$ and $`||||`$ have several interesting properties:
###### Proposition 3.1
1. $`||||:F\{0,1,2,..,\mathrm{}\}`$ is a โnormโ on $`F`$ i.e. (a) $`w=0`$ iff $`w=e`$ in $`F,`$ (b) $`vwv+w,`$ (c) $`w^1=w.`$
2. $`(x,y)=xy^1`$ and $`(,)`$ is a metric on $`F,`$ which is finite on $`\pi ^1(g),`$ for any $`gG.`$
Proof: The proof of (1) is straightforward. Also, the claim that $`(,)`$ is a metric on $`F`$ follows immediately form (1) and the equality $`(x,y)=xy^1.`$ Therefore we include only the proof of that equality: If $`\pi (x)\pi (y)`$ then $`(x,y)=\mathrm{}=xy^1.`$ Hence we can assume that $`\pi (x)=\pi (y).`$ Since $`xy^1=_{i=1}^kp_ir_{\alpha _i}^{\pm 1}p_i^1,`$ where $`k=xy^1,`$ $`x=_{i=1}^kp_ir_{\alpha _i}^{\pm 1}p_i^1y`$ can by transformed into $`y`$ by $`k`$ elementary operations. Therefore, $`xy^1(x,y).`$
In order to prove the opposite inequality we need the following fact:
If $`z`$ is obtained from $`1`$ by $`k`$ elementary operations then $`z`$ can be presented as $`_{i=1}^kp_ir_{\alpha _i}^{\pm 1}p_i^1.`$ We prove this fact by induction. The statement is true for $`k=1.`$ Suppose it is also true for $`k1`$ and suppose that $`z`$ is obtained from $`1`$ by $`k`$ elementary operations. By the inductive assumption, after $`k1`$ operations we get a product of $`k1`$ conjugates, $`z^{}.`$ The word $`z`$ is obtained by inserting a word $`qr_\beta ^{\pm 1}q^1`$ into $`z^{}.`$ Therefore $`z=z_1qr_\beta ^{\pm 1}q^1z_2,`$ for some $`z_1,z_2`$ such that $`z^{}=z_1z_2.`$ Thus $`z=z^{}z_2^1qr_\beta ^{\pm 1}q^1z_2`$ is a product of $`k`$ conjugates.
Since $`x`$ is obtained from $`y`$ by $`(x,y)`$ elementary operations, $`xy^1`$ may be obtained from $`yy^1=1`$ also by $`(x,y)`$ elementary operations. Therefore, by the fact proved above, $`xy^1`$ can be presented as a product of $`(x,y)`$ conjugates of $`r_i^{\pm 1}`$โs. Thus $`xy^1(x,y).`$
Notice that Problems 1-2 generalize the word problem in $`G`$ and that they may be very difficult to solve in general. However, fortunately to us, the group theoretic problem encountered at the end of the previous section is a special, solvable, case of Problems 1-2:
From now on $`\pi :F_nF_{n1}F_n`$ will be a projection given by $`\pi (g_i)=g_i,`$ for $`i<n`$ and $`\pi (g_n)=1.`$ Let $`b_1b_2\mathrm{}b_k`$ be a reduced word in $`F_{n1}.`$ We consider the problem of determining the minimal number of elementary operations on $`w=g_n^{\alpha _0}b_1g_n^{\alpha _1}b_2\mathrm{}b_kg_n^{\alpha _k}`$ necessary for transforming this word into an element of $`F_{n1}.`$ Since $`w\pi ^1(b_1b_2\mathrm{}b_k),`$ any word obtained by applying elementary operations to $`w`$ will still be in $`\pi ^1(b_1b_2\mathrm{}b_k).`$ Observe that the only element of $`\pi ^1(b_1b_2\mathrm{}b_k)`$ which can be presented as a word in the letters $`g_1^{\pm 1},\mathrm{},g_{n1}^{\pm 1}`$ (i.e. a word without the letter $`g_n^{\pm 1}`$ in it) is $`b_1b_2\mathrm{}b_kF_{n1}F_n.`$ Therefore Proposition 2.2 can be restated as
Proposition 2.2 If letters $`b_1,b_2,\mathrm{},b_k\{g_1^{\pm 1},\mathrm{},g_{n1}^{\pm 1}\}`$ form a reduced word $`b_1b_2\mathrm{}b_k`$ then
$$(g_n^{\alpha _0}b_1g_n^{\alpha _1}b_2\mathrm{}b_kg_n^{\alpha _k},b_1b_2\mathrm{}b_k)=\underset{i=0}{\overset{k}{}}|\alpha _i|.$$
Let $`P`$ be a word of the form $`s_1s_2\mathrm{}s_k`$. Place points corresponding to $`s_i`$โs on the $`x`$-axis, $`s_{i+1}`$ after $`s_i`$; compare Fig. 10. A connection, $`C,`$ on $`P`$ is a set of pairwise disjoint arcs in the upper half plane. Each arc connects some $`g_i`$ with $`g_i^1`$, in such a way that only some $`g_n^{\pm 1}`$โs may be left unconnected. The norm of the connection, $`|C|`$, is the number of unconnected letters. Fig. 10 shows two different connections for the word $`P=g_1g_ng_1^1g_ng_1g_n^1g_1^1`$, one of norm $`3`$ and another of norm $`1.`$
Figure 10
We denote by $`|w|_c`$ the minimum of $`|C|,`$ where $`C`$ varies over all connections on a word $`w.`$ If $`w`$ has no connection then $`|w|_c=\mathrm{}.`$
###### Theorem 3.2
For any word $`w,`$ $`|w|_c=w.`$
Observe, that since each word has only a finite number of connections on it and it is easy to construct all of them, the above theorem gives an explicit method of calculating $`w.`$
Proof:
1. We prove $`|w|_cw`$ first.
If $`w`$ has no connection then $`|w|_c=\mathrm{}`$ and the inequality is obvious. Therefore we may assume that $`w`$ has a connection $`C.`$ Consider two kinds of operations on $`w`$:
(I) If there is an unconnected letter $`g_n^{\pm 1}`$ in $`w`$ then we delete this letter and we obtain a new word $`w^{}`$ with a connection $`C^{}`$ (composed of the same arcs as $`C`$).
(II) If there is a pair $`g_i,g_i^1`$ of letters in $`w`$ connected by an arc which is not nested (i.e. $`g_i,g_i^1`$ are neighbors) then we remove these letters and the arc connecting them and we obtain a new word $`w^{}`$ of a shorter length with a connection $`C^{}.`$
Observe that each of the above operations decreases the length of $`w,`$ and we can always apply at least one of them to $`w,`$ unless $`w`$ is the trivial word $`1.`$ Therefore any word $`w`$ can be reduced to $`1`$ by a sequence of operations of the first and the second type. Observe that Operation I changes $`w`$ by at most one and decreases the norm of the connection on $`w`$ by $`1.`$ Operation II does not change $`w`$ nor the norm of the connection on $`w.`$ Since at the end of the process (when $`w=1`$) both $`w`$ and the norm of the connection on $`w`$ are $`0,`$ $`|C|w.`$ Since this inequality holds for any connection $`C`$ on $`w,`$ we also have $`|w|_cw.`$
2. We also claim that $`|w|_cw.`$
We can assume that $`wKer(\pi ),`$ since otherwise $`w=\mathrm{}.`$ There is a word $`w^{}=_{i=1}^kp_ig_n^{\pm 1}p_i^1`$ representing the same element of the group $`F_n`$ as the word $`w,`$ with $`k=w`$. Each factor $`p_ig_n^{\pm 1}p_i^1`$ has a connection of a norm $`1`$ (a nested family of arcs). Therefore the product $`w^{}`$ has a connection of a norm $`w`$. The word $`w^{}`$ can be transformed into the word $`w`$ by a sequence of insertions and deletions of subwords of the form $`g_i^{\pm 1}g_i^1,i=1,2,\mathrm{},n.`$ Observe that after each insertion we obtain a new word with a connection of the same norm. Moreover, it is not difficult to see, that after each deletion we obtain a new word with a connection of the same norm, if $`i<n,`$ or lower or equal norm, if $`i=n.`$ Therefore $`w`$ has a connection $`C`$ of norm $`|C|w`$ and, hence, $`|w|_cw.`$
Proof of Proposition 2.2โ: Since
$$(g_n^{\alpha _0}b_1g_n^{\alpha _1}b_2\mathrm{}b_kg_n^{\alpha _k},b_1b_2\mathrm{}b_k)\underset{i=0}{\overset{k}{}}|\alpha _i|,$$
we only need to prove the opposite inequality. By Proposition 3.1 and Theorem 3.2 it is enough to prove that each connection on
$$g_n^{\alpha _0}b_1g_n^{\alpha _1}b_2\mathrm{}b_kg_n^{\alpha _k}b_k^1\mathrm{}b_2^1b_1^1$$
has its norm greater or equal to $`_{i=0}^k|\alpha _i|.`$ Let $`C`$ be any such connection. Observe that it is enough to prove that $`C`$ does not connect any pair of letters $`g_n^{\pm 1},g_n^1.`$ Suppose that $`C`$ does connect letters $`g_n^{\pm 1}`$ and $`g_n^1`$ enclosing a word $`b_ig_n^{\alpha _i}b_{i+1}\mathrm{}g_n^{\alpha _{j1}}b_j.`$ The connection $`C`$ restricts to a connection on this word and therefore $`b_ig_n^{\alpha _i}b_{i+1}\mathrm{}g_n^{\alpha _{j1}}b_jKer(\pi ).`$ Hence $`b_ib_{i+1}\mathrm{}b_j=e`$ in $`F_{n1}=<g_1,\mathrm{},g_{n1}>`$ and therefore $`b_1b_2\mathrm{}b_k`$ is reducible, what contradicts our assumption.
Authors address:
Department of Mathematics, University of Maryland
College Park, MD 20742
e-mails: przytyck@gwu.edu and asikora@math.umd.edu
The first author is on leave from
Department of Mathematics, The George Washington University
Washington, DC 20052
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# Phase Transitions in one-dimensional nonequilibrium systems
## 1 Introduction
In recent years the study of nonequilibrium systems has come to the fore in statistical mechanics. Basically, one can consider two types of nonequilibrium systems: those relaxing towards thermal equilibrium and those held far from thermal equilibrium e.g. by the system being driven by some external field. In the present article we will be mainly concerned with the latter scenario.
To be more specific we define our nonequilibrium systems as those evolving through a local stochastic dynamics which a priori does not obey detailed balance, at least not with respect to any โreasonableโ energy function. The question of what is a reasonable energy function is a moot point. One might propose that the energy contains only local interactions, or is extensive, or is written down according to some physical principles; but any answer to the question is subjective. However, the basic point is that the nonequilibrium system is defined by its dynamics without regard to any concept of energy and it is the dynamics which should seem reasonable or โphysicalโ. This is distinct from an equilibrium system where the energy function should be โphysicalโ and the dynamics is usually defined in an ad hoc way simply to guarantee that one obtains the Gibbs-Boltzmann weight with the specified energy. The easiest way to do this is to use the detailed balance condition.
A natural way to construct a nonequilibrium steady state is to drive the system by forcing a current of some conserved quantity, for example energy or mass, through the system. Such systems are known as driven diffusive systems (DDS). The archetypal model was introduced Katz, Lebowitz and Spohn . Basically it comprises a two dimensional Ising-like lattice gas evolving under conservative Kawasaki dynamics (spin exchange) and with a drive direction imposed. It has been shown that a continuous phase transition exists in the driven system, as is also the case in the undriven (Ising) system, but, most interestingly, one sees generic long range (power-law decay) correlations as opposed to the undriven systems where long-range correlations are only seen at criticality. Although exact results are not available for this system, it is often thought that generic power-law correlations are related to the existence of an effective long-range Hamiltonian for the system (see e.g. ).
More recently it has been realised that DDS in one dimension exhibit non-trivial behaviour. The interest has been from a fundamental viewpoint but also in the context of applications such as interface growth and traffic flow modelling . Also it turns out that problems of transport with a single-file constraint have long been of interest in biological contexts such as transport across membranes and the kinetics of biopolymerisation.
One intriguing feature of one-dimensional systems is the possibility of phase ordering and phase transitions. In recent years this possibility has begun to be explored and some examples are by now well studied. To appreciate the significance one should recall the general dictum that in one-dimensional equilibrium systems phase ordering and phase transitions do not occur (except in the limit of zero-temperature, or with long range interactionโsee section 2). In the one-dimensional nonequilibrium systems studied so far it appears that the presence of conserved quantities and an imposed drive are important in allowing ordering and phase transitions. However there still does not exist a general theoretical framework within which to understand the phenomena.
The purpose of this article is twofold. Firstly I wish to give a broad overview of phase transitions and phase ordering in one dimensionโthis is carried out in Section 2. In particular, in Section 2.1 we discuss the conditions under which ordering and phase transitions may occur in equilibrium systems i.e. the requisite properties of the energy function to allow such phenomena. Then in Section 2.2 we catalogue some nonequilibrium, one dimensional systems which exhibit non-trivial phase behaviour
The second purpose is to discuss a very simple class of microscopic models, the zero-range processes , which are presented in section 3.1. For these models the steady state can be calculated exactly since it factorises into a product measure. There is some irony in the fact that the system has found widespread application in the modelling of nonequilibrium phenomena (see Section 6), although the zero-range process was originally introduced by Spitzer as a dynamics which could lead to Gibbs measures. In section 4 we discuss generalisations of the basic model which also have a product measure steady state. We show in Section 5 how the model can exhibit a phase transition, that we shall refer to as a condensation transition, which is analysed in some detail. We also discuss an interesting sharp crossover phenomenon whereby models, although not fulfilling the conditions for strict condensation and phase ordering, may often appear to be in a condensed phase on a finite system. The simplicity of the system allows us to explore the roles of a conserved quantity, the presence of a drive and effective long-range energy functions. Conclusions are drawn in Section 7.
## 2 Phase transitions in one dimension
### 2.1 One-dimensional equilibrium systems
As mentioned above, it is received wisdom that in one-dimensional equilibrium systems phase transitions do not occur. In fact any careful statement of this requires a few caveats and, indeed, a general rigorous statement is hard to formulate (see for a discussion).
Perhaps the best known argument is that of Landau and Lifshitz . For simplicity, consider a one dimensional lattice of $`L`$ sites with two possible states, say $`A`$ and $`B`$, for each site variable. Let us assume the ordered phases, where all sites take state $`A`$ or all sites take state $`B`$, have the lowest energy, and assume a domain wall (a bond on the lattice which divides a region of $`A`$ phase from that of $`B`$) costs a finite amount of energy $`ฯต`$. Then $`n`$ domain walls will cost energy $`nฯต`$ but the entropic contribution to the free energy due to the number or ways of placing $`n`$ walls on $`L`$ sites $`nT\left[\mathrm{ln}(n/L)1\right]`$ $`\text{for}1nL`$. Thus for any finite temperature a balance between energy and entropy ensures that the number of domain walls grows until it scales as $`L`$, that is, until the typical ordered domain size is finite.
Note that this argument relies on a finite energy cost for domain walls, and short range interactions so that one may ignore the interaction energy of domain walls. Indeed, the Ising model with long-range interactions decaying with distance as $`J(r)r^{1\sigma }`$ has been well studied and it has been demonstrated that the one-dimensional system orders at low temperatures for $`\sigma 1`$ . Also, of course we require non-zero temperature so that entropy comes into play, otherwise the two fully ordered states (ground states) would dominate the partition sum and the system would be frozen into them.
Another even simpler way of thinking of this is from a dynamical perspective. For a disordered state to order, domain walls must annihilate each other. However in one dimension no energy is gained by the two domain walls at opposite ends of a domain moving closer to one another; a domain always has two domain walls costing energy $`2ฯต`$ no matter what its size is. Therefore there is no effective force to eliminate domains and the system is disordered. Again, this argument requires a short range interaction so that one can ignore the energy of interaction of domain walls above some finite distance.
A more mathematical way of addressing the question of phase transition in 1d is to use the transfer matrix technique . For example, on a periodic one-dimensional homogeneous system of $`N`$ sites, the partition sum can be written as the trace of a product of $`N`$ transfer matrices $`T`$ :
$$Z=\text{Trace}\left[T^N\right]=\underset{\lambda }{}\lambda ^N$$
(1)
where $`\lambda `$ are the eigenvalues of the transfer matrix. Now, since the transfer matrix is finite and the entries are all positive the Perron-Frobenius theorem tells us that the largest eigenvalue $`\lambda _{\mathrm{max}}`$ is non-degenerate. Thus, there can be no crossing of the largest eigenvalue as we vary some control parameter. Consequently the free energy $`Flim_N\mathrm{}(\mathrm{ln}Z)/N=\lambda _{\mathrm{max}}`$ is analytic and we have no phase transitions (which would be signalled by some non-analyticity of the free energy).
Again, there are exceptions to this reasoning i.e. when the Perron-Frobenius theorem no longer applies. This can occur when the transfer matrix becomes infinite due, for example, either to long range interactions or when the local degree of freedom at each lattice site is not restricted to a finite number of states e.g. . (An extreme instance of the latter case is when we are actually considering a two dimensional system!) Another case when the Perron-Frobenius theorem does not apply is when the transfer matrix becomes reducible i.e. when there exists components of $`T^N`$ that are zero for all values of $`N`$. This can occur at zero temperature or when some interaction strengths are set to infinity, an example being the first order transition in the KDP model discussed in .
In this section we have discussed three arguments, presented here at different (low) levels of rigour, which all point to phase transitions in equilibrium one-dimensional systems only being possible in the case of long-range interactions, zero-temperature limit or infinite interaction energies, or unbounded local variable at a site. As we shall see the situation for nonequilibrium systems is less restrictive although some parallels can be drawn.
### 2.2 One-dimensional nonequilibrium systems
Here we give an overview of one-dimensional systems where phase transitions and phase ordering may occur. We focus our attention on hopping particle models that, despite their simplicity, offer a wide range of non-trivial behaviour.
A simple one-dimensional model of a driven diffusive system is the asymmetric simple exclusion process (ASEP). Here particles hop in a preferred direction on a one-dimensional lattice with hard-core exclusion (at most one particle can be at any given site). Indicating the presence of a particle by a 1 and an empty site (hole) by 0 the dynamics comprises the following exchanges at nearest neighbour sites
$`\mathrm{1\; 0}`$ $``$ $`\mathrm{0\; 1}\text{with rate}1`$
$`\mathrm{0\; 1}`$ $``$ $`\mathrm{1\; 0}\text{with rate}q`$ (2)
The open system was studied by Krug and boundary induced phase transitions shown to be possible. Specifically one considers a lattice of $`N`$ sites where at the left boundary site (site 1) a particle is introduced with rate $`\alpha `$ if that site is empty, and at the right boundary site (site $`N`$) any particle present is removed with rate $`\beta `$. Thus the dynamical processes at the boundaries are
$`\text{at site }10`$ $``$ $`1\text{with rate}\alpha `$
$`\text{at site }N1`$ $``$ $`0\text{with rate}\beta .`$ (3)
These boundary conditions force a steady state current of particles $`J`$ through the system. Phase transitions occur when $`lim_N\mathrm{}J`$ exhibits non-analyticities. The steady state of this system was solved exactly for the totally asymmetric case and more recently for the general $`q`$ case . When $`q<1`$ the phase diagram comprises three phases: a high-density phase where the current is limited by a low exit rate $`\beta `$ and takes the expression $`J=\beta (1q\beta )/(1q)`$; a low-density phase where the current is limited by a low injection rate $`\alpha `$ and takes the expression $`J=\alpha (1q\alpha )/(1q)`$; a maximal-current phase where both $`\alpha ,\beta >(1q)/2`$ and the current is $`J=(1q)/4`$. In the maximal current phase generic long-range correlations exist, an example being the decay of particle density from the left boundary to the bulk value $`1/2`$ which is a power law $`1/x^{1/2}`$ where $`x`$ is distance from the left boundary.
Clearly the presence of a conserved quantity and a drive, leading to non-zero current $`J`$ is crucial to the phase transition. Indeed, the qualitative phase diagram appears robust for stochastic one-dimensional driven systems . For the case of no bulk drive $`q=1`$ , or โreverse biasโ $`q>1`$ the current vanishes with increasing system size and there are no boundary-induced phase transitions.
The model has been generalised to two oppositely moving species of particle: one species is injected at the left, moves rightwards and exits at the right; the other species is injected at the right, moves leftwards and exits at the left . Spontaneous symmetry breaking has been shown to occur, whereby for low exit rates ($`\beta `$) the lattice is dominated by one of the species at any given time. In the low $`\beta `$ limit the mean flip time between the two symmetry-related states has been calculated analytically and shown to diverge exponentially with system size .
In these models the open boundaries can be thought of as inhomogeneities where the order parameter (particle density) is not conserved. Inhomogeneities which conserve the order parameter can be considered on a periodic system. Indeed a single defect bond on the lattice (through which particles hop more slowly) is sufficient to cause the system to separate into two macroscopic regions of different densities : a high density region which can be thought of as a traffic jam behind the defect and a low density region in front of the defect. Here the presence of the drive appears necessary for the defect to induce the phase separation.
Moving defects (i.e. particles with dynamics different from that of the others) have also been considered and exact solutions obtained . In the model studied in , varying the rate at which the defect particle hops forward, denoted $`\alpha `$, and the rate at which it is overtaken and exchanges places with normal particles, denoted $`\beta `$, produces a phase diagram closely related to the open boundary problem. Moreover for low $`\beta `$ and high $`\alpha `$ there is a phase where the defect particle induces phase separation between a high density region behind it and a low density region in front of it.
For some of the examples discussed so far the steady state has been solved exactly by constructing a matrix product which is reviewed in . This reveals that the steady state weights are very complicated functions of the particle number and positions. It does not appear easy to relate this to any concept of an energy function. Indeed, it has been shown that a matrix product state is non-Gibbsian .
A natural question to ask is whether systems related to the hopping particle models described so far, but without inhomogeneities, can exhibit phase ordering. A very simple model was introduced in comprising three species of conserved particles, amongst which all possible exchanges are allowed. However a key feature is that the dynamics has a cyclic symmetry. To be specific let each site of a one-dimensional periodic lattice be occupied either by an $`A,B`$ or $`C`$ particle (there are no holes in this model). The dynamical exchanges are
$`AB`$ $``$ $`BA\text{with rate}q`$
$`BA`$ $``$ $`AB\text{with rate}1`$
$`BC`$ $``$ $`CB\text{with rate}q`$
$`CB`$ $``$ $`BC\text{with rate}1`$
$`CA`$ $``$ $`AC\text{with rate}q`$
$`AC`$ $``$ $`CA\text{with rate}1`$ (4)
and we will take $`q<1`$. For example, the hopping of an $`A`$ particle is biased to the right when it is an environment of $`C`$s and it is biased to the left when it is in an environment of $`B`$s.
The phase separation observed in the model is rather easy to understand: if the system has separated into a domain of $`A`$s, followed by a domain of $`B`$s, followed by a domain of $`C`$s (in that order), then the domain walls that are present $`AB`$, $`BC`$, $`CA`$ are all stable objects. This is clear from (4) since, for example, any $`A`$ particles which penetrate the $`B`$ domain will be driven backwards by the dynamics. On the other hand $`BA`$, $`CB`$ or $`AC`$ walls are all unstable objects and would be quickly eliminated by the dynamics.
In the special case of exactly equal numbers of $`A,B`$ and $`C`$ particles it was shown that the model actually obeys detailed balance with respect to a long range asymmetric, energy function. In fact the energy is non-extensive in the sense that most configurations have energies of order $`N^2`$. The partition sum was calculated in the large $`N`$ limit (with $`q`$ fixed) and shown to depend linearly on $`N`$. This reflects the fact that the phase separation is into three pure domains and the partition sum is dominated by the $`N`$ equivalent translations of the structure comprising three pure domains. When the numbers of particles are not identical, detailed balance does not hold but the phase separation into pure domains remains. Similar behaviour has been found in other related models with conserving dynamics . Another interesting model is where phase separation occurs on a quasi-one-dimensional system ($`2\times N`$ sites) but not on a strictly one-dimensional system . It should also be mentioned that systems with a cyclic symmetry but with non-conserving dynamics have been studied and shown to order into a frozen state .
Any discussion of nonequilibrium phase transitions is not complete without mentioning the most well known class, that of directed percolation. Various models are reviewed elsewhere in this volume so here I just sketch the basic behaviour by referring to a particular model, the contact process . Each site of a lattice is either empty or contains a particle. Particles are annihilated with rate $`1`$ and particles are created at empty sites with rate $`n\lambda /2`$ where $`n`$ is the number of occupied nearest neighbours of the site ($`n=0,1,2`$). Note that the โinactive stateโ where all sites are empty is an absorbing state. Above a critical value of $`\lambda `$ there is a finite probability that starting from a single particle on an infinite lattice, the system will remain active as $`t\mathrm{}`$. This phase transition has well-studied associated critical exponents and scaling behaviour. Moreover it appears to be a universality class in the sense that the same exponents are found in all systems, with the same symmetry and conservation laws, exhibiting a phase transition from an absorbing inactive state to an active state.
However as described so far the contact process is distinct from the other hopping particle models discussed in that on any finite lattice the absorbing state is reached in a finite time and is therefore the steady state. The active state only becomes available as a steady state on an infinite system. We mention briefly that it is in fact possible to define hopping particle models, similar in spirit to the nonequilibrium models discussed in previous paragraphs, that exhibit phase transitions connected with directed percolation. These models can have non-conserved order parameter or conserved order parameter . Although there are no absorbing states in these models, they have the common feature of certain microscopic processes being forbidden.
A final class of transitions in one-dimensional hopping particle models is that involving spatial condensation, whereby a finite fraction of the particles condenses onto the same site. Examples include the appearance of a large aggregate in models of aggregation and fragmentation and the emergence of a single flock in dynamical models of flocking . In the Section 5 we shall examine a very simple example of a condensation transition which occurs in the zero-range process and see how it is related to a defect induced transition.
## 3 The zero-range process
The zero-range process was first introduced into the mathematical literature as an example of interacting Markov processes . Since then the mathematical achievements have been to prove existence theorems, invariant measures and hydrodynamic limits .
It is not widely appreciated that the zero-range process has many physical applications; moreover it has often appeared incognito in a wide range of different contexts. Examples include the repton model of polymer dynamics with periodic boundary conditions ; a model of sandpile dynamics ; the backgammon model for glassy dynamics due to entropic barriers; the drop-push model for the dynamics of a fluid moving through backbends in a porous medium ; microscopic models of step flow growth and a bosonic lattice gas . We shall discuss some of these in the sequel. The zero-range process is also closely related to the more widely known asymmetric exclusion process as we shall describe below.
### 3.1 Model definition
In general one can consider the zero-range process on a lattice of arbitrary dimension, and of (countably) infinite or finite number of sites. Initially Spitzer considered a finite number of sites. However, subsequently most mathematical works tackle the invariant measure on an infinite system . For our purposes, it is most convenient to consider a finite system, compute the steady state and only then take the limit of an infinite system. Note that the steady state $`t\mathrm{}`$ and the infinite volume limit do not necessarily commute e.g. on an infinite system the invariant measure (steady state) is not necessarily unique.
We consider a one-dimensional finite lattice of $`M`$ sites with sites labelled $`\mu =1\mathrm{}M`$ and periodic boundary conditions. Each site can hold an integer number of indistinguishable particles. The configuration of the system is specified by the occupation numbers $`n_\mu `$ of each site $`\mu `$. The total number of particles is denoted by $`L`$ and is conserved under the dynamics. The dynamics of the system is given by the rates at which a particle leaves a site $`\mu `$ (one can think of it as the topmost particleโsee Figure 1a). As our first example we assume it moves to the left nearest neighbour site $`\mu 1`$. The hopping rates $`u(n)`$ are a function of $`n`$ the number of particles at the site of departure. Some particular cases are: if $`u(n)=n`$ then the dynamics of each particle is independent of the others; if $`u(n)=\mathrm{const}`$ for $`n>0`$ then the rate at which a particle leaves a site is unaffected by the number of particles at the site (as long as it is greater than zero). It is helpful to think of performing a Monte-Carlo simulation: in the $`u(n)=n`$ case at each update a particle would be picked at random and moved to its nearest neighbour site; in the $`u(n)=`$ constant case a site would be picked at random and a single particle moved to the nearest neighbour site.
A possible source of confusion in the definition of the model is that in and some other papers the hop rates $`u(n)`$ are defined as the hop rate per particle at a site; thus $`u(n)`$ in those works are $`1/n`$ of the $`u(n)`$ defined here.
The important attribute of the zero-range process is that it yields a steady state described by a product measure. By this it is meant that the steady state probability $`P(\{n_\mu \})`$ of finding the system in configuration $`\{n_1,n_2\mathrm{}n_M\}`$ is given by a product of factors $`f(n_\mu )`$ often referred to as marginals
$$P(\{n_\mu \})=\frac{1}{Z(M,L)}\underset{\mu =1}{\overset{M}{}}f(n_\mu ).$$
(5)
Here the normalisation $`Z(M,L)`$ is introduced so that the sum of the probabilities for all configurations, with the correct number of particles $`L`$, is one. We shall explore later in Section 5 the interesting possibilities afforded by the form (5).
In the basic model described above, $`f(n)`$ is given by
$`f(n)`$ $`=`$ $`{\displaystyle \underset{m=1}{\overset{n}{}}}{\displaystyle \frac{1}{u(m)}}\text{for}n1`$ (6)
$`=`$ $`1\text{for}n=0`$
Note that $`f(n)`$ is defined only up to a multiplicative constant and we could have included a factor $`z^n`$ in (6). Later this factor reappears as a fugacity in Section 5.
The proof of (5,6) is, happily, straightforward. One simply considers the stationarity condition on the probability of a configuration (probability current out of the configuration due to hops is equal to probability current into the configuration due to hops):
$$\underset{\mu }{}\theta (n_\mu )u(n_\mu )P(n_1\mathrm{}n_\mu \mathrm{}n_L)=\underset{\mu }{}\theta (n_\mu )u(n_{\mu +1}+1)P(n_1\mathrm{}n_\mu 1,n_{\mu +1}+1\mathrm{}n_L).$$
(7)
We have included the Heaviside function to highlight that it is the sites with $`n>1`$ that allow exit from the configuration (lhs of (7)) but also allow entry to the configuration (rhs of (7)). Equating the terms $`\mu `$ with $`\mu >1`$ and cancelling common factors assuming (5), results (for $`n_\mu 1`$) in
$$u(n_\mu )f(n_{\mu 1})f(n_\mu )=u(n_{\mu +1}+1)f(n_\mu 1)f(n_{\mu +1}+1)$$
(8)
This equality can be recast as
$$u(n_\mu )\frac{f(n_\mu )}{f(n_\mu 1)}=u(n_{\mu +1}+1)\frac{f(n_{\mu +1}+1)}{f(n_{\mu +1})}=\text{constant}$$
(9)
Setting the constant equal to unity implies
$$f(n_\mu )=\frac{f(n_\mu 1)}{u(n_\mu )}$$
(10)
and iterating (10) leads to (6) where we have chosen $`f(0)=1`$.
### 3.2 Relation to the asymmetric exclusion process
There exists an exact mapping from a zero-range process to an asymmetric exclusion process. This is illustrated in Figure 1. The idea is to consider the particles of the zero-range process as the holes (empty sites) of the exclusion process. Then the sites of the zero-range process become the moving particles of the exclusion process. This is possible because of the preservation of the order of particles under the simple exclusion dynamics. Note that in the exclusion process we have $`M`$ particles hopping on a lattice of $`M+L`$ sites
An interesting feature of the mapping is that it converts a model where the local degree of freedom can take unbounded values (particle number in the zero-range process) to a model where the local site variable is restricted to two values. On the other hand, a hopping rate $`u(m)`$ which is dependent on $`m`$ corresponds to a hopping rate in the exclusion process which depends on the gap to the particle in front. So in principle the particles can feel each otherโs presence and it is possible to have a long-range interaction.
## 4 Generalisations
We now show how the totally asymmetric, homogeneous zero-range process we have considered so far may be generalised yet retain steady states of a similar form to (5,6).
### 4.1 Inhomogeneous system
First we consider an inhomogeneous system by which we mean the hopping rates are site dependent: the hopping rate out of site $`\mu `$ when it contains $`n_\mu `$ particles is $`u_\mu (n_\mu )`$. It is easy to check that the steady state is simply modified to
$$P(\{n_\mu \})=\frac{1}{Z(M,L)}\underset{\mu =1}{\overset{L}{}}f_\mu (n_\mu ).$$
(11)
where $`f_\mu `$ are given by
$`f_\mu (n)`$ $`=`$ $`{\displaystyle \underset{m=1}{\overset{n}{}}}{\displaystyle \frac{1}{u_\mu (m)}}\text{for}n1`$ (12)
$`=`$ $`1\text{for}n=0`$
The proof is identical to that given above for the homogeneous case, with the trivial replacement of $`u(n_\mu )`$ by $`u_\mu (n_\mu )`$
### 4.2 Discrete Time Dynamics
A further generalisation is to the case of discrete time dynamics. This has been studied in in the context of a disordered asymmetric exclusion process. Here we translate the results into the zero-range process. Rather than processes occurring with a rate, time is counted in discrete steps and at each time step events occur with certain probabilities.
In the case of Parallel Dynamics, at each time-step all sites are updated. One particle from each site $`\mu `$ is moved to the left, each with probability $`p_\mu (n_\mu )`$ where $`n_\mu `$ is the number of particles at the site before the update. Note that the particles move simultaneously and particles do not move more than one site.
It turns out that the steady state again has the form (11). It was shown in that
$`f_\mu (n)`$ $`=`$ $`1p_\mu (1)\text{for}n=0`$ (13)
$`=`$ $`{\displaystyle \frac{1p_\mu (1)}{1p_\mu (n)}}{\displaystyle \underset{m=1}{\overset{n}{}}}{\displaystyle \frac{1p_\mu (m)}{p_\mu (m)}}\text{for}n>0.`$
To recover the continuous time dynamics we can call the interval between time steps $`dt`$ and let $`p_\mu (n_\mu )=u_\mu (n_\mu )dt`$. Then continuous time dynamics is given by the limit $`dt0`$ and, to within a constant factor $`dt^n`$, (13) recovers (12). In this way one can interpolate between discrete time, parallel dynamics and continuous time dynamics.
In ordered sequential updating schemes were also considered. These are discrete time updating schemes were one site is updated at a time, but the sites are updated in a fixed order. The steady states for the forwards and backwards updating sequences were derived and it turns out they too have the form (11) with $`f_\mu `$ taking an expression related to the parallel case (13).
### 4.3 Arbitrary Network
In the original paper paper of Spitzer some more general versions of the zero range process were considered. Here we discuss one interesting case which serves to generalise the (totally asymmetric) zero range process defined above to a process on a more general lattice or for any finite collection of points with a prescribed transition matrix for the dynamics of a single particle .
In this case the rate of hopping of a particle at site $`\mu `$ containing $`n_\mu `$ particles is equal to $`u_\mu (n_\mu )`$ and the probability that a particle leaving site $`\mu `$ will move to site $`\nu `$ is denoted $`W(\mu \nu )`$. Thus the probability that in time $`dt`$ a particle at $`\mu `$ moves to $`\nu `$ is
$$u_\mu (n_\mu )W(\mu \nu )dt.$$
(14)
Note that the probabilities $`W(\mu \nu )`$ define a stochastic matrix for a single particle moving on a finite collection of $`M`$ sites and we take
$$\underset{\nu }{}W(\mu \nu )=1.$$
(15)
so that probability is conserved. We refer to the collection of points together with the prescribed transition matrix $`W(\mu \nu )`$ as the network.
We assume that the transition matrix is irreducible (i.e. the particle can pass from any given point to any other after sufficient time and the system is ergodic) so that we have a unique steady state probability for the single particle problem:
$$s_\nu =\underset{\mu }{}s_\mu W(\mu \nu ).$$
(16)
We now show that the steady state for the many-particle problem defined above is given by (11) where now $`f_\mu (n)`$ is given by
$`f_\mu (n)`$ $`=`$ $`{\displaystyle \underset{m=1}{\overset{n}{}}}\left[{\displaystyle \frac{s_\mu }{u_\mu (m)}}\right]\text{for}n1`$ (17)
$`=`$ $`1\text{for}n=0`$
The proof is again a straightforward generalisation of that of Section 3.1. Equation (7) is modified to
$$\underset{\mu }{}\theta (n_\mu )u_\mu (n_\mu )P(n_1\mathrm{}n_L)=\underset{\mu }{}\underset{\nu \mu }{}\theta (n_\mu )p(\nu \mu )u_\nu (n_\nu +1)P(n_1\mathrm{}n_\nu +1\mathrm{}n_\mu 1\mathrm{}n_L).$$
(18)
Equating the terms $`\mu `$ on each side of (18), assuming (11) and cancelling common factors yields
$$\theta (n_\mu )u_\mu (n_\mu )f_\mu (n_\mu )=\theta (n_\mu )\underset{\nu \mu }{}W(\nu \mu )u_\nu (n_\nu +1)f_\mu (n_\mu 1)\frac{f_\nu (n_\nu +1)}{f_\nu (n_\nu )}.$$
(19)
Inserting (17) leads to the condition
$$s_\mu =\underset{\nu \mu }{}s_\nu W(\nu \mu )$$
(20)
which is the same as the single particle steady state condition (16).
A simple case considered by Spitzer is when $`W(\mu \nu )`$ is a doubly stochastic matrix which is defined by the property
$$\underset{\nu }{}W(\nu \mu )=\underset{\mu }{}W(\nu \mu )=1.$$
(21)
Equations (21) and (16) then imply that the single particle problem has a homogeneous steady state $`s_\mu =`$ constant.
Let us also discuss an example where the single particle problem has an inhomogeneous steady state. We consider a one-dimensional lattice where hops to the left and right neighbours are allowed but with probabilities that depend on the site. Thus, we may write
$`W(\mu \nu )`$ $`=`$ $`q_\mu \text{for}\nu =\mu +1`$ (22)
$`=`$ $`1q_\mu \text{for}\nu =\mu 1`$ (23)
$`=`$ $`0\text{otherwise}.`$ (24)
The steady state of the single particle problem (random walker on a disordered one dimensional lattice )
$$s_\mu =(1q_{\mu +1})s_{\mu +1}+q_{\mu 1}s_{\mu 1}$$
(25)
can be solved and one obtains
$$s_\mu =\left[\underset{i=0}{\overset{M1}{}}\frac{1}{q_{\mu i}}\underset{\nu =0}{\overset{i}{}}\frac{q_{\mu \nu }}{1q_{\mu \nu }}\right].$$
(26)
This network is relevant in the disordered one-dimensional exclusion process studied in . The sites in the present model correspond to the particles in the exclusion process which each have their own forward and backward hopping rates. Another, particular instance of this network occurs in , where a repton model of gel electrophoresis is studied in the case of periodic boundary conditions (see Section 6).
In special cases of the zero-range process detailed balance may hold. The condition for this is
$$u_\mu (n_\mu )W(\mu \nu )P(n_1\mathrm{}n_L)=u_\nu (n_\nu +1)W(\nu \mu )P(n_1\mathrm{}n_\nu +1\mathrm{}n_\mu 1\mathrm{}n_L).$$
(27)
Substituting the form (11,17) leads to the condition
$$s_\mu W(\mu \nu )=s_\nu W(\nu \mu )$$
(28)
which is just the detailed balance condition for the single particle problem.
An interesting consequence of the form of the steady state (17) is that it allows one to relate an arbitrary zero-range process to a model obeying detailed balance. The idea is that if detailed balance doesnโt hold, we can always define a new zero-range process (to be denoted by a prime) with the same steady state, but with a different dynamics obeying detailed balance. To do this, we solve the single particle problem (16) for the original model to obtain $`s_\mu `$. For any collection of points we can always define a new single particle transition matrix $`W^{}(\mu \nu )`$ that satisfies detailed balance with respect to a homogeneous steady state ($`s_\mu ^{}`$ = constant). The new model is defined by a new set of hopping rates $`u_\mu ^{}(m)=u_\mu (m)s_\mu ^{}/s_\mu `$ together with the new transition matrix $`W^{}(\mu \nu )`$. It is easy to check from (17) that the new model has the same steady state as the original.
Thus, within the realm of zero-range processes, to the steady state of any nonequilibrium model we can always identify a model satisfying detailed balance and therefore an energy function. Of course, although the steady states are the same, there is no reason for the dynamical behaviour of the two systems to be related. To clarify this point we will discuss a simple example in Section 5.1.
The marginals (17) have the interesting structure of being a product of a term $`(s_\mu )^n`$ that depends on the nature of the network and a term involving the product of $`u_\nu (m)`$ which reflects the interactions at the site. The network can represent an arbitrary dimensional lattice or the effects of disorder, the only difficulty to surmount in obtaining the steady state is the solution of the single particle problem.
## 5 Condensation Transitions
We now proceed to analyse the steady states of form (11) and the condensation transition that may occur. The important quantity to consider is the normalisation $`Z(M,L)`$ as it plays the role of the partition sum. The normalisation is defined through the condition
$$Z(M,L)=\underset{n_1,n_2\mathrm{}n_M}{}\delta (\underset{\mu }{}n_\mu L)\underset{\mu =1}{\overset{M}{}}f_\mu (n_\mu )$$
(29)
where the $`\delta `$ function enforces the constraint of $`L`$ particles. The normalisation may be considered as the analogue of a canonical partition function of a thermodynamic system.
We define the โspeedโ $`v`$ as the average hopping rate out of a site
$`v`$ $`=`$ $`{\displaystyle \frac{1}{Z(M,L)}}{\displaystyle \underset{n_1,n_2\mathrm{}n_M}{}}\delta ({\displaystyle \underset{\mu }{}}n_\mu L)u(n_1){\displaystyle \underset{\mu =1}{\overset{M}{}}}f_\mu (n_\mu )`$ (30)
$`=`$ $`{\displaystyle \frac{Z(M,L1)}{Z(M,L)}}`$
where we have used (11,12). Note that (30) tells us that the speed is independent of site and thus may be considered a conserved quantity in the steady state of the system. In the totally asymmetric system considered in Section 3.1 the speed is equal to the current of particles flowing between neighbouring sites and is clearly a conserved quantity in the steady state. More generally, however, the speed is not equal to the current and the fact that the speed is a conserved quantity is not a priori obvious. For example, in a system obeying detailed balance the (net) current is zero, but the speed as defined above remains finite. The speed is a ratio of partition functions of different system sizes (30) and corresponds to a fugacity, as we shall see below.
We will consider also the probability distribution of the number of particles at a site, taken here to be site $`1`$
$`P_1(n_1=x)`$ $`=`$ $`{\displaystyle \frac{1}{Z(M,L)}}{\displaystyle \underset{n_2\mathrm{}n_M}{}}\delta (x+n_2+\mathrm{}n_ML)f_1(x){\displaystyle \underset{\mu =2}{\overset{M}{}}}f_\mu (n_\mu )`$ (31)
$`=`$ $`f_1(x){\displaystyle \frac{Z(M1,Lx)}{Z(M,L)}}`$
(where $`Z(M1,Lx)`$ is the partition function for a system with site 1 removed). In general the probability distribution is site dependent but for a homogeneous system ($`f_\mu `$ independent of $`\mu `$) it will be the same for all sites.
We now use the integral representation of the delta function to write the partition function as
$$Z(M,L)=\frac{dz}{2\pi i}z^{(L+1)}\underset{\mu =1}{\overset{M}{}}F_\mu (z),$$
(32)
where
$$F_\mu (z)=\underset{m=0}{\overset{\mathrm{}}{}}z^mf_\mu (m).$$
(33)
For large $`M,L`$ (32) is dominated by the saddle point of the integral and the value of $`z`$ at the saddle point is the fugacity. The equation for the saddle point reduces to
$$\frac{L}{M}=\frac{z}{M}\underset{\mu =1}{\overset{M}{}}\frac{}{z}\mathrm{ln}F_\mu (z)$$
(34)
which, defining $`\varphi =L/M`$, can be written as
$$\varphi =\frac{z}{M}\underset{\mu =1}{\overset{M}{}}\frac{F_\mu ^{}(z)}{F_\mu (z)}.$$
(35)
In the thermodynamic limit,
$$M\mathrm{}\text{with}L=\varphi M,$$
(36)
where the density $`\varphi `$ is held fixed, the question is whether a valid saddle point value of z can be found from (35). We expect that for low $`\varphi `$ the saddle point is valid but, as we shall discuss, there exists a maximum value of $`z`$ and if at this maximum value the rhs of (35) is finite, then for large $`\varphi `$ (35) cannot be satisfied. We now consider separately, and in more detail, how condensation may occur in the inhomogeneous and the homogeneous case.
### 5.1 Inhomogeneous case
In general, the inhomogeneous case i.e. where $`F_\mu (z)`$ depends on the site $`\mu `$ through (17), is difficult to analyse. Here we would just like to give an idea of how a condensation transition may occur by discussing a simple example. We then go on to analyse perhaps the simplest example of a condensation transition: a single inhomogeneous site .
First we take the general model discussed in Section 4.3 and set $`u_\mu (m)=u_\mu `$ for $`m>0`$ i.e. the hopping rate does not depend on the number of particles at a site. We consider doubly stochastic transition matrices $`W(\mu \nu )`$ (see Eq. 21) so that we may take $`s(\mu )=constant`$ and without loss of generality we set the constant equal to one. For the moment we do not specify further the transition matrix; later we will discuss two specific examples one obeying detailed balance and one not. Under these conditions $`f_\mu `$ is given by
$$f_\mu (n)=\left(\frac{1}{u_\mu }\right)^{n_\mu }$$
(37)
and the probability of occupancies $`\{n_1,n_2,\mathrm{},n_M\}`$ is
$$P(\{n_1,n_2,\mathrm{},n_M\})=\frac{1}{Z(M,L)}\underset{\mu =1}{\overset{M}{}}\left(\frac{1}{u_\mu }\right)^{n_\mu }.$$
(38)
The mapping to an ideal Bose gas is evident: the $`L`$ particles of the zero-range process are viewed as Bosons which may reside in $`M`$ states with energies $`E_\mu `$ determined by the site hopping rates: $`\mathrm{exp}(\beta E_\mu )=1/u_\mu `$. Thus the ground state corresponds to the site with the lowest hopping rate. The normalisation $`Z(M,L)`$ is equivalent to the canonical partition function of the Bose gas. We can sum the geometric series (33) to obtain $`F_\mu `$ and $`F_\mu ^{}`$ then taking the large $`M`$ limit allows the sum over $`\mu `$ to be written as an integral
$$\varphi =_{u_{\mathrm{min}}}^{\mathrm{}}๐u๐ซ(u)\frac{z}{uz}$$
(39)
where $`๐ซ(u)`$ is the probability distribution of site hopping rates with $`u_{\mathrm{min}}`$ the lowest possible site hopping rate. Interpreting $`๐ซ(u)`$ as a density of states, equation (39) corresponds to the condition that in the grand canonical ensemble of an ideal Bose gas the number Bosons per state is $`\varphi `$. The theory of Bose condensation tells us that when certain conditions on the density of low energy states pertain we can have a condensation transition. Then (35) can no longer be satisfied and we have a condensation of particles into the ground state, which is here the site with the slowest hopping rate. This case is discussed further, in the context of an asymmetric exclusion process on an infinite system, by J. Krug in this volume .
We now turn to the simplest case of an inhomogeneous system: site 1 has $`u_1=p`$ while the other $`M1`$ particles have hopping rates $`u_\mu =1`$ when $`\mu >1`$. It is easy to see that (11) simplifies to
$$P(\{n_\mu \})=\frac{1}{Z(M,L)}\frac{1}{p^{n_1}}$$
(40)
In this case the normalisation $`Z(M,L)`$ is easy to calculate combinatorially:
$`Z(M,L)`$ $`=`$ $`{\displaystyle \underset{n_1,n_2\mathrm{}n_M}{}}\delta ({\displaystyle \underset{\mu }{}}n_\mu L)p^{n_1}`$ (43)
$`=`$ $`{\displaystyle \underset{n_1=0}{\overset{L}{}}}\left(\begin{array}{c}L+Mn_12\\ M2\end{array}\right)p^{n_1},`$
yielding an exact expression for the speed through (30). In the thermodynamic limit the sum (43) is dominated by $`n_1๐ช(1)`$ for $`\varphi <p/(1p)`$ and $`n_1๐ช(L)`$ for $`\varphi >p/(1p)`$ and it can be shown that
$`\text{for}\varphi <{\displaystyle \frac{p}{1p}}`$ $`Z(M,L)\left(\begin{array}{c}L+M\\ M\end{array}\right){\displaystyle \frac{1}{1+\varphi }}{\displaystyle \frac{p}{p\varphi (1p)}}`$ $`\text{and}v1\rho `$ (46)
$`\text{for}\varphi >{\displaystyle \frac{p}{1p}}`$ $`Z(M,L)p^L(1p)^{(M1)}`$ $`\text{and}v\varphi /(1+\varphi )`$ (47)
In the high density phase, defined by (47) we have a condensate since the average number of particles at site 1 is $`n_1/L=\varphi p/(1p)`$. In the low density phase (46) the particles are evenly spread between all sites and we will refer to it as the homogeneous phase.
We now discuss two models which both have this steady state: a driven system and a system obeying detailed balance. This provides an illustration of the idea discussed in Section 4.3 whereby a zero range process not obeying detailed can be related to one obeying detailed balance.
First we take the totally asymmetric model so that particles move to the site to the left: the transition matrix is
$$W(\mu \nu )=\delta _{\nu ,\mu 1}.$$
So this model is similar to that discussed in Section 3.1, and a mapping to a totally asymmetric exclusion process can be made in the same way as Section 3.2. The equivalent exclusion process is illustrated in Figure 2. We see that the equivalent exclusion process is system of hard-core particles hopping to the right, one particle being slower than the rest. The interpretation of the two phases within the context of the exclusion process is that in the condensed phase (for the exclusion process a low density of particles) a โtraffic jamโ forms behind the slow particle and the slow particle has a finite fraction of the lattice as โempty roadโ ahead. Whereas in the homogeneous phase (a high density of particle for the exclusion process) the particles are roughly evenly spaced.
On the other hand one may consider the case where the one particle problem is a symmetric random walk so that the system obeys detailed balance. The transition matrix is given by
$$W(\mu \nu )=\frac{1}{2}\delta _{\nu ,\mu 1}+\frac{1}{2}\delta _{\nu ,\mu +1}.$$
When we map this system to a simple exclusion process we see from Figure 2 that we have a system of particles, the bulk of which perform a symmetric exclusion dynamics but with two adjacent asymmetric particles: the left one biased to the left and the right one biased to the right. In the condensed phase the gap between these particles diverges. Previously a single asymmetric particle in a sea of symmetric particles has been studied but in that case there is no phase transition. At first it seems that we have found a counterexample to the received wisdom that no phase transition should occur in an equilibrium system, since we have a condensation transition in a model with local dynamics obeying detailed balance. Inferring an energy function from the steady state (40) through the following equation
$$\mathrm{exp}\left[(\beta E)\right]=\mathrm{exp}\left[(x_2x_1)\mathrm{ln}p\right]$$
reveals that our effective energy increases linearly with distance $`x_2x_1`$ between the two asymmetric particles. Therefore the energy is โunphysicalโ in that it has very long range interactions. Thus the phase transition can be rationalised within the categories of exceptions discussed in Section 2.1
We have seen that this simplest example of a condensation transition (a single inhomogeneous site in the zero range process) is exhibited both in a driven model and also in a model obeying detailed balance but with long-range energy function. Again it should be stressed that although the steady states of these two models are equivalent, the dynamical properties should be very different. For example in the homogeneous phase of the driven model we expect asymmetric exclusion like behaviour and the dynamic exponent should be $`3/2`$ implying relaxation times of $`M^{3/2}`$ on a finite system. However in the homogeneous phase of the model obeying detailed balance we expect symmetric exclusion like behaviour and the dynamic exponent to be $`2`$ implying relaxation times of $`M^2`$ .
### 5.2 Homogeneous case
We now consider the homogeneous zero-range process where in (14) the hopping rates are site independent and the single particle problem (16) has a homogeneous steady state $`s_\mu =1`$ . A similar analysis has been carried out in the context of balls-in-boxes and branched polymer models .
In the present case, (33) is independent of $`\mu `$ and reads
$$F(z)=\underset{n=0}{\overset{\mathrm{}}{}}\underset{m=1}{\overset{n}{}}\left[\frac{z}{u(m)}\right]$$
(48)
The fugacity $`z`$ must be chosen so that $`F`$ converges or else we could not have performed (33). Therefore $`z`$ is restricted to $`z\beta `$ where we define $`\beta `$ to be the radius of convergence of $`F(z)`$. From (48) we see that $`\beta `$ is the limiting value value of the $`u(m)`$ i.e. the limiting value of the hopping rate out of a site for a large number of particles at a site. We interpret (35) as giving a relation between the density of holes (number of holes per site) and the fugacity $`z`$. The saddle point condition (35) becomes
$$\varphi =\frac{zF^{}(z)}{F(z)}$$
(49)
Given that the rhs of (49) is a monotonically increasing function of $`z`$ (which is not difficult to prove) we deduce that density of particle increases with fugacity. However if at $`z=\beta `$, the maximum allowed value of $`z`$, the rhs of (49) is still finite then one can no longer solve for the density and one must have a condensation transition. Physically, the condensation would correspond to a spontaneous symmetry breaking where one of the sites is spontaneously selected to hold a finite fraction of the particles.
Thus, for condensation to occur (i.e. when $`\varphi `$ is large enough for (49) not to have a solution for the allowed values of $`z`$) we require
$$\underset{z\beta }{lim}\frac{F^{}(z)}{F(z)}<\mathrm{}.$$
(50)
We now assume that $`u(n)`$ decreases uniformly to $`\beta `$ in the large $`n`$ limit as
$$u(n)=\beta (1+\zeta (n))$$
(51)
where $`\zeta (n)`$ is a monotonically decreasing function. Analysis of the series
$`F(\beta )`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\mathrm{exp}\left\{{\displaystyle \underset{m=1}{\overset{n}{}}}\mathrm{ln}\left[1+\zeta (m)\right]\right\}`$
$`F^{}(\beta )`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}n\mathrm{exp}\left\{{\displaystyle \underset{m=1}{\overset{n}{}}}\mathrm{ln}\left[1+\zeta (m)\right]\right\}`$ (52)
reveals that the condition for condensation is simply that $`F^{}(\beta )`$ is finite and this occurs if $`u(n)`$ decays to $`\beta `$ more slowly than $`\beta (1+2/n)`$. (This is easiest to see by expanding $`\mathrm{ln}\left[1+\zeta \right]`$ and approximating the sum over $`m`$ by an integral in (52).)
In order to fit this result into the picture of section Section 2.1 one can argue that since the condensate has an extensive number of particles at a site, the local site variable is unbounded. Therefore the โno phase transition ruleโ does not apply. One also gains insight by translating the results into the language of the simple exclusion process. In this context we can have condensation if the hop rate of a particle into a gap of size $`n`$ decays as $`\beta (1+2/n)`$ therefore there is an effective long range interaction.
### 5.3 Sharp crossover phenomena
Having discussed the case where a true phase transition occurs we now consider a homogeneous example where, although there is no strict condensation transition, some interesting crossover phenomena occur .
Consider
$`u(n)`$ $`=`$ $`1\text{for}n<r`$ (53)
$`u(n)`$ $`=`$ $`\beta \text{for}nr.`$ (54)
One can interpret these hop rates as meaning that a site only distinguishes whether it contains greater than $`r`$ particles. When we use the mapping of section 3.2 to a totally asymmetric exclusion process $`r`$ becomes the range of the interaction in the sense that it is the number of sites ahead upto which a particle in the exclusion process distinguishes.
When these hopping rates are inserted in (48) one obtains
$$F(z)=\underset{n=0}{\overset{r1}{}}z^n+\underset{n=r}{\overset{\mathrm{}}{}}z^n\beta ^{rn1}.$$
(55)
Performing the geometric series readily yields
$`F(z)`$ $`=`$ $`{\displaystyle \frac{1z^r}{1z}}+{\displaystyle \frac{z^r}{\beta z}}`$ (56)
$`zF^{}(z)`$ $`=`$ $`z\left[{\displaystyle \frac{1z^r}{(1z)^2}}{\displaystyle \frac{rz^{r1}}{1z}}+{\displaystyle \frac{z^r}{(\beta z)^2}}+{\displaystyle \frac{rz^{r1}}{(\beta z)}}\right].`$ (57)
Then we find the condition (49) can be written after a little algebra as
$`(\beta z)^2\left[\varphi z(1+\varphi )\right]`$ $`=`$ $`z^r(1\beta )\left[(1+\beta 2z)z\varphi (1z)(\beta z)\right]`$ (58)
$`+rz^r(1z)(\beta z)(1\beta )`$
Therefore for large $`r`$ we find the solutions
$`\text{for}\varphi <{\displaystyle \frac{\beta }{1\beta }}`$ $`z{\displaystyle \frac{\varphi }{1+\varphi }}r\left({\displaystyle \frac{\varphi }{1+\varphi }}\right)^r{\displaystyle \frac{1\beta }{(1+\varphi )(\varphi \beta (1+\varphi ))}}`$ (59)
$`\text{for}\varphi ={\displaystyle \frac{\beta }{1\beta }}`$ $`z\beta \beta ^{(1+r)/3}(1\beta )`$ (60)
$`\text{for}\varphi >{\displaystyle \frac{\beta }{1\beta }}`$ $`z\beta \beta ^{(1+r)/2}{\displaystyle \frac{1\beta }{(\varphi \beta (1+\varphi ))^{1/2}}}`$ (61)
Thus we see as $`r\mathrm{}`$ we have two phases: a high density phase $`\varphi >\beta /(1\beta )`$ where the speed is $`\beta `$ and a low density phase where the speed is $`\varphi /(1+\varphi )`$. In fact these phases correspond exactly to those of the single defect problem discussed in the previous subsection (46, 47) with $`\beta `$ playing the role of $`p`$. For finite $`r`$, $`z`$ is actually a smoothly increasing function of $`\varphi `$ but we see from (59,61) that the curve sharpens as $`r`$ increases. This is illustrated in Figure 3 where the numerical solution to (58) is plotted is plotted for $`r=10,20,30`$. One sees a dramatic sharpening as $`r`$ increases leading to a sharp crossover between a low density and high density regime.
In order to see the effects of this sharp crossover it is interesting to consider the particle number probability distribution (31) which for this system is site independent and given by
$`P(x)`$ $``$ $`z^x\text{for}x<r`$ (62)
$``$ $`(z/\beta )^x\text{for}xr.`$ (63)
One can think of this as a sum of two distributions, one for poorly occupied sites $`x<r`$ and one for well occupied sites $`xr`$. When $`\varphi >\beta /(1\beta )`$ the probability distribution for large $`x>r`$ goes as
$`P(x)\mathrm{exp}\left\{x\beta ^{(1+r)/2}{\displaystyle \frac{1\beta }{(\varphi \beta (1+\varphi ))^{1/2}}}\right\}`$ (64)
so that the typical occupancy of well-occupied sites goes as $`\beta ^{r/2}`$. Taking, for example $`\beta =0.1`$ and $`r=10`$ leads to a typical occupancy of $`10^5`$. Therefore to simulate the model one requires a number of particles very much larger than this! If care is not taken to do this, and the total number of particles in the system is comparable to the typical occupancy, one would have an apparent condensate on a finite system.
An example of this phenomenon was studied recently within the context of a โbus route modelโ . There the underlying motivation was to consider how a non-conserved quantity could mediate an effective long-range interaction amongst a conserved quantity in a driven system with a strictly local dynamical rule. The model considered was defined on a $`1d`$ lattice. Each site (bus-stop) is either empty, contains a bus (a conserved particle) or contains a passenger (non-conserved quantity). The dynamical processes are that passengers arrives at an empty site with rate $`\lambda `$; a bus moves forward to the next stop with rate 1 if that stop is empty; if the next stop contains passengers the bus moves forward with rate $`\beta `$ and removes the passengers. Since the buses are conserved, there is a well defined steady state average speed $`v`$. This fact can be used to integrate out the non-conserved quantity (passengers) within a mean-field approximation. The idea is that a bus stop, next to bus 1 say, will last have been visited by a bus (bus 2) a mean time ago of $`n/v`$ where $`n=x_2x_1`$ is the distance between bus 2 and bus 1. Therefore the mean-field probability that the site next to bus 1 is not occupied by a passenger is $`\mathrm{exp}(\lambda n/v)`$. From this probability an effective hopping rate for a bus into a gap of size $`n`$ is obtained by averaging the two possible hop rates $`1,\beta `$:
$$u(n)=\beta +(1\beta )\mathrm{exp}(\lambda n/v).$$
(65)
We can now see that this mean-field approximation to the bus-route model is equivalent to a homogeneous zero-range process as discussed earlier in this section. Since $`u(n)`$ decays exponentially, with decay length $`r=v/\lambda `$, the condition for a strict phase transition is not met. It is reasonable to believe that the system behaves in a similar way to the system with a finite โrangeโ $`r`$ discussed in Section 5.3. Since $`r`$ can be made arbitrarily large as $`\lambda 0`$, on any finite system an apparent condensation will be seen. In the bus route problem this corresponds to the universally irritating situation of all the buses on the route arriving at once.
## 6 Some further applications
As mentioned earlier the zero-range process and related models have appeared several times in the modelling of nonequilibrium phenomena. Here we briefly discuss a few of these instances to illustrate the ubiquity of the basic model.
In models of sandpile dynamics are considered. A zero range process is used to model the toppling of sand on a one-dimensional lattice; specifically the system is homogeneous and the occupation number of a site becomes the height of sand ($`h`$) at that site. The hopping rates are set as $`u(1)=1`$ and $`u(h)=\lambda `$ for $`h>1`$, with the transition matrix a symmetric random walk, and the limit of large $`\lambda `$ considered. This limit means that a particle (grain of sand) keeps moving until it finds an unoccupied site, thus a hopping event may play the role of an avalanche. (Although in terms of sandpiles and self-organised criticality this model is rather trivial, it did serve to investigate the idea of a diverging diffusion constant.) Note that a slightly different $`\lambda \mathrm{}`$ limit (where the direction of the initial move of the particle is maintained until it finds an unoccupied site) was also considered but the product measure is still retained.
In a different context Barma and Ramaswamy introduced the โdrop-pushโ model of activated flow involving transport through a series of traps. Each trap can only hold a finite number of particles. For the trap depth set equal to one this model is essentially the same as the sandpile model of discussed above (i.e. it is a zero-range process with some infinite rates). In fact the version studied in is precisely the limit of $`u(n)\mathrm{}`$ for $`n>1`$ of the totally asymmetric zero-range process described in Section 3.1. A generalisation to inhomogeneous traps, and partially asymmetric hopping rates dependent on the occupancy of the trap was made in and a steady state similar to (11,17) demonstrated.
The zero-range process is also relevant in the context of $`1+1`$ dimensional interface growth by the step flow mechanism. The interface can be visualised as an ascending staircase of terraces. Adatoms land on the terraces and diffuse until they bind to the ascending step. If the ratio of deposition rates over diffusion rates tends to zero then the resulting dynamics is that a terrace shrinks by one unit (and the adjacent higher terrace grows by one unit) with a rate proportional to the size of the terrace. Thus the terrace lengths are equivalent to the site occupancies of an asymmetric zero-range process that was discussed in Section 3.1. The equivalence of zero range processes to a general class of step flow models is discussed in .
Finally we note that the repton model of gel-electrophoresis studied in the case of periodic boundary conditions by is equivalent to an inhomogeneous zero-range process. In this case, the particles of the zero-range process represent the excess stored length of a polymer which diffuses along the tube of the polymer. The sites in the zero-range process represent the segments of the polymer tube and the inhomogeneities in site hopping rates reflect the shape of the polymer tube.
## 7 Conclusion
In this work the aims were to give an overview of the area of phase transitions and ordering in one-dimensional systems and also to analyse in some detail a particularly simple model, the zero-range process. In section 2 several features were identified which could lead to the anomalous behaviour of ordering and phase transitions in equilibrium systems: long-range interactions; zero temperature; unbounded local variable. For nonequilibrium systems some concepts which may be important emerged: conserved order parameter; drive; forbidden microscopic transitions.
The simplicity of the zero-range process allowed us to analyse the steady state of the model in detail. First we derived the steady state for a general class of zero-range processes in Sections 3 and 4. We then analysed the condensation transitions that can occur. On an inhomogeneous system the condensation is very reminiscent of Bose-Einstein condensation. For it to occur requires certain conditions to hold on the distribution of hopping rates. In the homogeneous system the condensation corresponds to a spontaneous symmetry breaking, since an arbitrary site is selected to hold the condensate. The condition for it to occur is that the hopping rate dependence on the site occupancy decays sufficiently slowly. It was also shown that when the condition for condensation does not hold, one can still observe very sharp crossover behaviour and apparent condensation on a finite system
An interesting possibility that was explored was that of the existence of an effective energy function. We saw that any steady state of the form (11,17) can be obtained from a process obeying detailed balance. However when the effective energy is inferred for cases where phase transition occurs (as was carried out for an explicit example in section 5.3) we find that it contains long-range interactions. Thus the condensation transition can be rationalised within the equilibrium framework.
Moreover in the zero-range process the existence of a drive or preferred direction, producing a conserved particle current, is not essential for the occurrence of a condensation transition. What does appear necessary, however, is the conservation of particles. The fixed number of particles implies implies the introduction of a fugacity $`z`$ through (32), which in turn controls the condensation transition. As we saw the fugacity gives the hopping rate out of a site (referred to as speed in section 5) which is a conserved quantity.
On the other hand, for other models the presence of a preferred direction and conserved current does seem crucial for the existence of phase transitions. For example, the asymmetric exclusion process defined in Section 2.2 has non-trivial phase behaviour but the undriven version (symmetric exclusion) does not.
In summary, although a general theoretical framework for the description of phase transitions in one dimensional systems is not yet available, we hope that the issues and models discussed in the present paper serve to show that our understanding is developing.
Acknowledgements
Some of the work described here, particularly in Section 2.2, has been the outcome of many enjoyable collaborations over the years and I thank all of my collaborators warmly. Special thanks are due to Owen OโLoan who kindly allowed me to borrow from parts of his PhD thesis in sections 5.2 and 5.3 and with whom I have enjoyed many enlightening discussions. I also thank Isao Hiyane for pointing out the KDP model to me and Richard Blythe, Deepak Dhar and Joachim Krug for helpful comments on the manuscript.
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# 1 Introduction
## 1 Introduction
Many interesting things happen when quantum field theory is formulated on a non-trivial gauge field or metric background. One of these is that the background can cause virtual particles to move so as to engender currents or stresses which act to change it. This is the phenomenon of back-reaction.
Our own fascination with back-reaction concerns a quantum gravitational process which occurs on an inflating background. Superluminal expansion rips apart virtual pairs of gravitons โ or any other effectively massless particle which is not conformally invariant. Although the total energy of these pairs grows exponentially with the co-moving time, the corresponding growth of the 3-volume results in only a constant energy density. The interesting secular effect comes at the next order when one considers the gravitational potentials engendered by the pairs. As each pair recedes these potentials remain behind to add with those of newly created pairs, and the accumulated gravitational self-interaction grows. Because gravity is attractive this self-interaction must act to slow inflation. Because gravity is a weak interaction at typical inflationary scales, inflation can proceed for a very long time before the slowing becomes significant. Because the process is infrared it can be studied by naively quantizing general relativity, without regard to that theoryโs lack of perturbative renormalizability. And explicit perturbative computations confirm that the slowing effect eventually becomes non-perturbatively strong, both for pure gravity and for certain scalar models .
The potential phenomenological implications of this mechanism are staggering. It at once provides a realistic model of inflation and an explanation for why the currently observed cosmological constant is so small. If one forbids unnaturally light scalars the model has only a single free parameter โ the dimensionless product of Newtonโs constant and the bare cosmological constant. It can therefore make unique and cosmologically testable predictions in a way that scalar-driven inflation, with its arbitrary potential, can never do. This was exploited recently to make predictions for the tensor-to-scalar ratio and for the tensor and scalar spectral indices of anisotropies in the cosmic microwave background .
There is nonetheless a widespread dissatisfaction with the model. For one thing, its most interesting predictions are not easy to infer because they come after the slowing effect has become strong and perturbation theory has broken down. Even in the perturbative regime there are well-motivated objections to the use of gauge fixed expectation values in the explicit computations which have been done . On a more subjective level there is the feeling that nothing can be understood about quantum gravity without first resolving the ultraviolet problem and that the new physics behind this should also resolve the problem of the cosmological constant. Finally, conventional particle physicists lack intuition about the locally de Sitter background in which the process occurs. For all these reasons it is interesting to study the phenomenon of back-reaction in a simpler and more conventional setting for which there is no doubt either about what happens qualitatively or how it can be computed analytically. One such setting is the response of quantum electrodynamics to a homogeneous electric field.
What happens initially when a prepared state is released in the presence of a homogeneous electric field is that electron-positron pairs emerge from the vacuum to form a current which diminishes the electric field. If the state is released on a surface of constant $`x^0`$ with no initial charge then the electric field at later times depends only upon $`x^0`$. This process was considered long before the ultraviolet problem of quantum electrodynamics was resolved . Schwinger invented what we now know as the in-out background field effective action to compute the rate of particle production per unit volume in the presence of a strictly constant electric field . Since then a variety of articles and monographs have treated the issue of what happens when the effect becomes strong.
We cannot hope to add much to the physical picture which has emerged through the efforts of so many fine scientists. Indeed, our motive for studying this system is that the physics of what happens is not in doubt. However, we do have a technical contribution to make by working out the closely related process in which a source-free state is released on a surface of constant $`x_+(x^0+x^3)/\sqrt{2}`$ in the presence of an electric field which is parallel to $`x^3`$. The resulting evolution yields a homogeneous electric field which depends upon $`x_+`$ rather than $`x^0`$. An interesting feature of Dirac theory in any such background is that the mode functions are simple. This fact was noted recently by Srinivasan and Padmanabhan for the special case of a charged scalar in a constant electric field, although we do not agree with their WKB solution.
It should be pointed out that our background is not the plane wave treated by Wolkow and Schwinger . In that background the electric field is perpendicular to $`x^3`$, there is a perpendicular magnetic field of the same magnitude, and the two together obey the free Maxwell equations. In our background the electric field is parallel to $`x^3`$, there is no magnetic field, and the free Maxwell equations are only obeyed when the field is constant. What we have instead is an explicit form for the fermion mode functions for a class of backgrounds which is general enough to include the actual evolution of the electric field as it changes under the impact of quantum electrodynamic back-reaction. By taking the expectation value of the current operator in this general class of backgrounds we obtain the source term for the effective field equation obeyed by the actual electric field. This is precisely what we should like to do for quantum gravity in order to treat the problem of what happens when the slowing effect becomes non-perturbatively strong. Therefore many of the same issues of gauge fixing, the use of expectation values, renormalization and the breakdown of perturbation theory can be examined in a setting where the answer is not in doubt.
This paper contains seven sections of which this introduction is the first. In Section 2 our lightcone coordinate and gauge conventions are stated and we work out the dynamics of a classical charged particle moving in our general background. In Section 3 we give a complete operator solution for free QED in the presence of this background, expressed in terms of the field operators on the surfaces of $`x_+=0`$ and $`x_{}=\mathrm{}`$. It turns out that pair creation is a discrete event on the lightcone. Each mode passes from positive to negative frequency at a certain value of $`x_+`$ depending upon the mode. At this instant each mode experiences a drop in amplitude with the missing amplitude taken up by operators from the surface at $`x_{}=\mathrm{}`$. We use these results in Section 4 to give an explicit, analytic derivation for the rate of particle production per unit volume for our general background. In Section 5 we compute the one loop expectation value of the current induced by such a background. As expected, the ultraviolet divergence resolves itself into a renormalization of local terms in Maxwellโs equations. Here, as in gravity, pair production and back-reaction are infrared effects which can be studied without understanding the ultraviolet provided one subtracts the divergences and uses the physical couplings in the effective field equations. A peculiar feature of our one loop result is that back-reaction becomes infinitely strong infinitely fast. This is explained in Section 6 by noting that our lightcone system is the singular, infinite boost limit of the traditional system in which the state is prepared on a surface of constant $`x^0`$ and the electric field depends upon $`x^0`$ rather than $`x_+`$. Similar correspondence limits have been recognized since the earliest work on lightcone quantum field theory . Our conclusions comprise Section 7.
## 2 Classical electrodynamics on the lightcone
All the analysis of this paper is done with a flat, timelike metric. We define the lightcone coordinates as follows:
$$x_\pm \frac{1}{\sqrt{2}}\left(x^0\pm x^3\right).$$
(1)
The other (โtransverseโ) components of $`x^\mu `$ comprise the 2-vector $`\stackrel{~}{x}`$. The same conventions apply to the momentum vector $`p^\mu `$, so one might write
$$x^\mu p_\mu =x^0p^0x^3p^3\stackrel{~}{x}\stackrel{~}{p}=x_+p_{}+x_{}p_+\stackrel{~}{x}\stackrel{~}{p}.$$
(2)
Note, however, that (1) results in derivatives with respect to $`x_+`$ and $`x_{}`$ having their natural expression in terms of derivatives with lowered indices,
$$_\pm =\frac{1}{\sqrt{2}}\left(_0\pm _3\right).$$
(3)
Since we define $`\stackrel{~}{}`$ as the transverse components of $`_\mu `$ one can write
$$p^\mu _\mu =p^0_0+p^3_3+\stackrel{~}{p}\stackrel{~}{}=p_+_++p_{}_{}+\stackrel{~}{p}\stackrel{~}{}.$$
(4)
We define the lightcone components of the vector potential $`A_\mu `$ in analogy with those of the derivative operator $`_\mu `$
$$A_\pm \frac{1}{\sqrt{2}}\left(A_0\pm A_3\right).$$
(5)
Our gauge condition is $`A_+=0`$ and we restrict attention to configurations for which $`A_{}`$ and $`\stackrel{~}{A}`$ vanish at $`x_+=0`$. This means that only $`A_{}`$ is ever nonzero, and it depends only upon $`x_+`$. The nonzero components of the field strength tensor are
$$F^{30}=F^{03}=F_{03}=F_{30}=A_{}^{}(x_+).$$
(6)
Since we want the electric field, $`\stackrel{}{E}=\widehat{z}F^{30}`$ to be initially directed along the positive $`z`$-axis, it follows that $`A_{}^{}(0)<0`$. When necessary, we will therefore assume that $`A_{}(x_+)`$ is a decreasing function of $`x_+`$. Since the electronโs charge is negative ($`e<0`$) our nominal assumption is that $`eA_{}(x_+)`$ is an increasing function of $`x_+`$.
It is instructive to consider the dynamics of a point particle of mass $`m`$ and charge $`e<0`$ which moves under the influence of $`A_{}(x_+)`$. From the differential form of the Lorentz force law,
$$dp^\mu =eF^{\mu \nu }dx_\nu ,$$
(7)
we infer the following relations for the lightcone coordinates and momenta:
$`dp_+`$ $`=`$ $`eA_{}^{}(x_+)dx_+,`$ (8)
$`dp_{}`$ $`=`$ $`eA_{}^{}(x_+)dx_{},`$ (9)
$`d\stackrel{~}{p}`$ $`=`$ $`0.`$ (10)
Since $`A_{}^{}(x_+)dx_+=dA_{}`$, the relation for $`p_+`$ implies that
$$k_+p_+(x_+)+eA_{}(x_+),$$
(11)
is a conserved quantity. Since $`dx_{}=(p_{}/p_+)dx_+`$, the relation for $`p_{}`$ implies that the product $`p_{}(x_+)\times p_+(x_+)`$ is also conserved. This product cannot involve $`A_{}(x_+)`$, because the latter depends upon $`x_+`$, so the correspondence limit in which $`A_{}`$ vanishes determines the mass shell relation,
$$2p_+(x_+)p_{}(x_+)=\stackrel{~}{p}\stackrel{~}{p}+m^2\stackrel{~}{\omega }^2.$$
(12)
In the free quantum field theory which corresponds to the motion of such a point particle, the conserved quantity $`k_+`$ is the Fourier conjugate to the coordinate $`x_{}`$ of the field which creates charge $`e`$ and annihilates charge $`e`$. We shall follow the convention of Kluger et al. in distinguishing between the constant canonical momentum $`k_+`$ and the $`x_+`$ dependent kinetic momentum $`p_+(x_+)=k_+eA_{}(x_+)`$. We will also see that
$$p_{}(x_+)=\frac{\stackrel{~}{\omega }^2/2}{p_+(x_+)}=\frac{\stackrel{~}{\omega }^2/2}{k_+eA_{}(x_+)},$$
(13)
is indeed the eigenvalue of the operator $`i_+`$. A fact of crucial importance is that it changes sign when $`p_+(x_+)`$ passes through zero.
We conclude by following the trajectory of a point particle of mass $`m`$ and charge $`e<0`$ as it moves under the influence of $`A_{}(x_+)`$. Since $`dx_{}=(p_{}/p_+)dx_+`$ we can integrate to find
$$x_{}(x_+)=x_{}(0)+_0^{x_+}\frac{\frac{1}{2}\stackrel{~}{\omega }^2du}{[k_+eA_{}(u)]^2}.$$
(14)
Under our nominal assumption that $`eA_{}(u)`$ is an increasing function, $`k_+eA_{}(u)`$ must pass through zero at some value $`u_{\mathrm{crit}}>0`$, at least for modes whose initial momentum $`k_+`$ is small. The integral diverges if $`k_+eA_{}(u)`$ goes to zero even as fast as $`\sqrt{u_{\mathrm{crit}}u}`$ โ and note that $`eA_{}(x_+)`$ is growing linearly at $`x_+=0`$. What this divergence means physically is that the electron accelerates to the speed of light and leaves the manifold moving parallel to the $`x_{}`$ axis as shown on Fig. 1.
The result for positrons is obtained by simply changing $`e`$ to $`e`$. Note that although positrons also accelerate to the speed of light they move parallel to the $`x_+`$ axis and do not leave the manifold. We can therefore anticipate that, for $`E(x_+)>0`$, pair creation on the lightcone manifests itself by the accumulation of a charge density of positrons whose electron partners have left the manifold. Since electrons exit the manifold by reaching the speed of light we can also anticipate that they induce an infinite current. These suspicions will be confirmed by the detailed calculations of Sections 4 and 5. Why the lightcone must show an infinite effect will be explained by the correspondence limit of Section 6.
## 3 QED on the lightcone
The lightcone components of the gamma matrices are
$$\gamma _\pm \frac{1}{\sqrt{2}}\left(\gamma ^0\pm \gamma ^3\right).$$
(15)
Note that $`(\gamma _\pm )^2=0`$. We follow Kogut and Soper in defining lightcone spinor projection operators,
$$P_\pm \frac{1}{2}\left(I\pm \gamma ^0\gamma ^3\right)=\frac{1}{2}\gamma _{}\gamma _\pm .$$
(16)
These act on the Dirac bispinor to give its โ$`+`$โ and โ$``$โ components,
$$\psi _\pm P_\pm \psi ,\psi _\pm ^{}\psi ^{}P_\pm .$$
(17)
It is convenient to Fourier transform on the transverse coordinates,
$$\stackrel{~}{\psi }_\pm (x_+,x_{},\stackrel{~}{k})d^2\stackrel{~}{x}e^{i\stackrel{~}{k}\stackrel{~}{x}}\psi _\pm (x_+,x_{},\stackrel{~}{x}).$$
(18)
Note that the transverse derivative operator $`\stackrel{~}{}`$ becomes $`i\stackrel{~}{k}`$ in the Fourier representation. Because transverse coordinates play so little role we shall often omit $`\stackrel{~}{k}`$ from the argument list to simplify the notation.
With these conventions the Dirac equation becomes
$$\left(\gamma ^\mu i_\mu \gamma ^\mu eA_\mu m\right)\stackrel{~}{\psi }=\left(\gamma _+i_++\gamma _{}(i_{}eA_{})\stackrel{~}{\gamma }\stackrel{~}{k}m\right)\stackrel{~}{\psi },$$
(19)
where it should be noted that $`e=|e|`$ is the charge of the electron. Multiplication alternately with $`\gamma _{}`$ and $`\gamma _+`$ gives
$`i_+\stackrel{~}{\psi }_+(x_+,x_{})`$ $`=`$ $`\left(m\stackrel{~}{\gamma }\stackrel{~}{k}\right){\displaystyle \frac{1}{2}}\gamma _{}\stackrel{~}{\psi }_{}(x_+,x_{}),`$ (20)
$`\left({\displaystyle \frac{}{}}i_{}eA_{}(x_+)\right)\stackrel{~}{\psi }_{}(x_+,x_{})`$ $`=`$ $`\left(m\stackrel{~}{\gamma }\stackrel{~}{k}\right){\displaystyle \frac{1}{2}}\gamma _+\stackrel{~}{\psi }_+(x_+,x_{}).`$ (21)
One can integrate (20) from the initial value surface at $`x_+=0`$,
$$\stackrel{~}{\psi }_+(x_+,x_{})=\stackrel{~}{\psi }_+(0,x_{})_0^{x_+}๐u\left(m\stackrel{~}{\gamma }\stackrel{~}{k}\right)\frac{i}{2}\gamma _{}\stackrel{~}{\psi }_{}(u,x_{}).$$
(22)
A similar integration of (21) from the surface at $`x_{}=L`$ can be achieved by multiplying with $`e^{ieA_{}x_{}}`$,
$`\stackrel{~}{\psi }_{}(x_+,x_{})=e^{ieA_{}(x_+)(x_{}+L)}\stackrel{~}{\psi }_{}(x_+,L)`$ (23)
$`e^{ieA_{}(x_+)x_{}}{\displaystyle _L^x_{}}๐ve^{ieA_{}(x_+)v}\left(m\stackrel{~}{\gamma }\stackrel{~}{k}\right){\displaystyle \frac{i}{2}}\gamma _+\stackrel{~}{\psi }_+(x_+,v).`$
Substituting this into the previous equation for $`\stackrel{~}{\psi }_+`$ and iterating gives the complete initial value solution for $`\stackrel{~}{\psi }_+`$ on the region $`x_+>0`$ and $`x_{}>L`$:
$`\stackrel{~}{\psi }_+(x_+,x_{})={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{1}{2}}\stackrel{~}{\omega }^2\right)^n{\displaystyle _0^{x_+}}๐u_1e^{ieA_{}(u_1)x_{}}{\displaystyle _L^x_{}}๐v_1e^{ieA_{}(u_1)v_1}\mathrm{}`$ (24)
$`\mathrm{}{\displaystyle _0^{u_{n1}}}du_ne^{ieA_{}(u_n)v_{n1}}{\displaystyle _L^{v_{n1}}}dv_ne^{ieA_{}(u_n)v_n}\{{\displaystyle \frac{}{}}\stackrel{~}{\psi }_+(0,v_n)`$
$`{\displaystyle _0^{u_n}}due^{iA_{}(u)v_n}(m\stackrel{~}{\gamma }\stackrel{~}{k}){\displaystyle \frac{i}{2}}\gamma _{}e^{ieA_{}(u)L}\stackrel{~}{\psi }_{}(u,L)\}.`$
A similar expansion for $`\stackrel{~}{\psi }_{}=\stackrel{~}{\omega }^2(m\stackrel{~}{\gamma }\stackrel{~}{k})\gamma _+i_+\stackrel{~}{\psi }_+`$ follows from (20).
Of course we are interested in the limit as $`L`$ becomes infinite, in which case the series (24) can be summed. For $`n>0`$ we first extend the integration over $`v_n`$ to the full real line using the identity:
$$\theta (v_{n1}v_n)e^{ieA_{}(u_n)[v_nv_{n1}]}=_{\mathrm{}}^{\mathrm{}}\frac{dk_+}{2\pi }\frac{ie^{i(k_++iฯต)[v_nv_{n1}]}}{k_+eA_{}(u_n)+iฯต}.$$
(25)
Owing to the factor of $`e^{ฯตv_n}`$ the integration over $`v_n`$ only makes sense provided the integration over $`k_+`$ is done first. To change the order of integration one must appropriately regulate the lower limit,
$$_{\mathrm{}}^{\mathrm{}}๐v_nF(v_n)_{\mathrm{}}^{\mathrm{}}\frac{dk_+}{2\pi }G(k_+)=\underset{ฯต0^+}{lim}_{\mathrm{}}^{\mathrm{}}\frac{dk_+}{2\pi }G(k_+)_{1/ฯต}^{\mathrm{}}๐vF(v).$$
(26)
The limit $`ฯต0^+`$ will be understood in all subsequent expressions, as per the usual convention (for a different $`ฯต`$) in quantum field theory.
The next step is to move the $`k_+`$ integration all the way to the left and perform the integrations over $`v_i`$ successively, from $`i=n1`$ to $`i=1`$, using,
$$_{\mathrm{}}^{v_{i1}}๐v_ie^{i[k_+eA_{}(u_i)+iฯต]v_i}=\frac{ie^{i[k_+eA_{}(u_i)+iฯต]v_{i1}}}{k_+eA_{}(u_i)+iฯต}.$$
(27)
Since the integrand at this stage is the product over the same function of each $`u_i`$$`f(u_i)[k_+eA_{}(u_i)+iฯต]^1`$ โ one can factor the $`u_i`$ integrations,
$`{\displaystyle _0^{x_+}}๐u_1f(u_1)\mathrm{}{\displaystyle _0^{u_{n1}}}๐u_nf(u_n)`$ $`=`$ $`{\displaystyle \frac{1}{n!}}\left[{\displaystyle _0^{x_+}}๐u_1f(u_1)\right]^n,`$ (28)
$`{\displaystyle _0^{x_+}}๐u_1f(u_1)\mathrm{}{\displaystyle _0^{u_n}}๐ug(u)`$ $`=`$ $`{\displaystyle _0^{x_+}}๐u{\displaystyle \frac{g(u)}{n!}}\left[{\displaystyle _u^{x_+}}๐u_1f(u_1)\right]^n.`$ (29)
The $`n=0`$ term can be included using the Fourier inversion theorem,
$$h(x_{})=_{\mathrm{}}^{\mathrm{}}\frac{dk_+}{2\pi }e^{i(k_++iฯต)x_{}}_{1/ฯต}^{\mathrm{}}๐ve^{i(k_++iฯต)v}h(v).$$
(30)
The resulting series gives an exponential. For the terms proportional to $`\stackrel{~}{\psi }_{}`$ we get,
$`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n!}}\left[{\displaystyle \frac{i}{2}}\stackrel{~}{\omega }^2{\displaystyle _u^{x_+}}{\displaystyle \frac{du_1}{k_+eA_{}(u_1)+iฯต}}\right]^n`$ (31)
$`=\mathrm{exp}\left[{\displaystyle \frac{i}{2}}\stackrel{~}{\omega }^2{\displaystyle _u^{x_+}}{\displaystyle \frac{du_1}{k_+eA_{}(u_1)+iฯต}}\right][A_{}](u,x_+;k_+,\stackrel{~}{k}).`$
The terms proportional to $`\stackrel{~}{\psi }_+`$ give $`[A_{}](0,x_+;k_+,\stackrel{~}{k})`$.
It remains to perform the final integration over $`v`$. For the terms proportional to $`\stackrel{~}{\psi }_+`$ this gives our $`ฯต`$-regulated Fourier transform,
$$\mathrm{\Xi }_0(k_+,\stackrel{~}{k})_{1/ฯต}^{\mathrm{}}๐ve^{i(k_++iฯต)v}\stackrel{~}{\psi }_+(0,v,\stackrel{~}{k}).$$
(32)
For the terms proportional to $`\stackrel{~}{\psi }_{}`$ the integral over $`v`$ results in a delta sequence,
$$\mathrm{\Delta }(k_+eA_{}(u);ฯต)\frac{ie^{i[k_+eA_{}(u)+iฯต]/ฯต}}{k_+eA_{}(u)+iฯต},$$
(33)
whose distributional limit would be $`2\pi \delta (k_+eA_{})`$ if it were multiplied by a test function. The final result is,
$`\stackrel{~}{\psi }_+(x_+,x_{},\stackrel{~}{k})`$ (34)
$`={\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dk_+}{2\pi }}e^{i(k_++iฯต)x_{}}\{[A_{}](0,x_+;k_+,\stackrel{~}{k})\mathrm{\Xi }_0(k_+,\stackrel{~}{k})`$
$`{\displaystyle _0^{x_+}}du\mathrm{\Delta }(k_+eA_{}(u);ฯต)[A_{}](u,x_+;k_+,\stackrel{~}{k})\mathrm{\Phi }_{\mathrm{}}(u,\stackrel{~}{k})\},`$
where we define,
$$\mathrm{\Phi }_{\mathrm{}}(u,\stackrel{~}{k})\underset{L\mathrm{}}{lim}\left(m\stackrel{~}{\gamma }\stackrel{~}{k}\right)\frac{i}{2}\gamma _{}\stackrel{~}{\psi }_{}(u,L,\stackrel{~}{k})e^{ieA_{}(u)L}.$$
(35)
Because the factor of $`[A_{}](u,x_+;k_+,\stackrel{~}{k})`$ develops a singular phase as $`k_+`$ approaches $`eA_{}(u)`$, the distributional limit of the delta sequence in the second term must be taken with care. We shall postpone this to the next section.
It is worth commenting on two exceptional properties of our solution (34). First, it is valid for arbitrary vector potential $`A_{}(x_+)`$. If the state at $`x_+=0`$ is translation invariant in $`x_{}`$ and $`\stackrel{~}{x}`$ then back-reaction will change the way $`A_{}`$ depends upon $`x_+`$ but it cannot induce other potentials or dependence upon other coordinates. Of course the photon propagator is not affected by the background, nor are the vertices. So we can evaluate the expectation value of the current operator โ to as high an order in the loop expansion as is desired โ for a class of vector potentials which certainly includes the actual solution. The only additional simplification one would obtain by making the electric field constant ($`A_{}(x_+)=Ex_+`$) is that then the integral over $`u_1`$ in the mode functions (31) can be explicitly performed. We shall see, in Sections 4 and 5, that this is not required in order to be able to compute either the rate of particle production or the expectation value of the current operator.
The second property is that our $`iฯต`$ prescription provides a precise definition for the ambiguity at zero $`+`$ momentum which, for $`m0`$ and/or more than two spacetime dimensions, is traditionally left unresolved in lightcone quantum field theory. (See, for example, footnote #12 in the work of Kogut and Soper .) One can usually avoid doing this because the analyticity of scattering amplitudes permits one to infer the zero momentum limit from the result for nonzero momentum. In our background the problem is aggravated by the fact that every mode with positive canonical momentum $`k_+`$ becomes singular when its kinetic momentum $`p_+(x_+)=k_+eA_{}(x_+)`$ passes through zero. At this instant the mode functions $`[A_{}](0,x_+;k_+,\stackrel{~}{k})`$ oscillate with infinite rapidity and one requires the $`iฯต`$ prescription to precisely define what happens. Note too that we have derived it rather than simply making an ah hoc guess. As an essential part of the derivation we have found that $`\psi _+(x_+,x_{},\stackrel{~}{x})`$ is determined not just by $`\psi _+(0,x_{},\stackrel{~}{x})`$ but also by $`\psi _{}(x_+,\mathrm{},\stackrel{~}{x})`$. When $`A_{}=0`$ (and $`m0`$ and/or the number of spacetime dimensions is greater than two) one can ignore the data from the surface at $`x_{}=\mathrm{}`$ because it remains segregated in the $`k_+=0`$ mode whose contribution to scattering processes is inferred by analytically continuing the result from $`k_+0`$. We shall see in the next section that this data cannot be ignored in our background and that it plays an essential role in the process of particle production.
To complete our operator construction of free Dirac theory in the presence of $`A_{}(x_+)`$ we must specify how the fundamental operators $`\mathrm{\Xi }_0(k_+,\stackrel{~}{k})`$ and $`\mathrm{\Phi }_{\mathrm{}}(u,\stackrel{~}{k})`$ act upon one another. Of course the operator algebra derives from canonical quantization. The Fourier transform (in $`\stackrel{~}{x}`$) of the Dirac Lagrangian is,<sup>1</sup><sup>1</sup>1Note that the quantity $`\stackrel{~}{\psi }^{}`$ is computed by Fourier transforming first and then taking the adjoint.
$``$ $`=`$ $`\stackrel{~}{\psi }^{}\gamma ^0\left(\gamma ^\mu i_\mu \gamma ^\mu eA_\mu m\right)\stackrel{~}{\psi },`$ (37)
$`=`$ $`\sqrt{2}\stackrel{~}{\psi }_+^{}\left[i_+\stackrel{~}{\psi }_+(m\stackrel{~}{\gamma }\stackrel{~}{k}){\displaystyle \frac{1}{2}}\gamma _{}\stackrel{~}{\psi }_{}\right]`$
$`+\sqrt{2}\stackrel{~}{\psi }_{}^{}\left[(i_{}eA_{})\stackrel{~}{\psi }_{}(m\stackrel{~}{\gamma }\stackrel{~}{k}){\displaystyle \frac{1}{2}}\gamma _+\stackrel{~}{\psi }_+\right].`$
The variable conjugate to $`\stackrel{~}{\psi }_+`$ under $`x_+`$ evolution is $`i\sqrt{2}\stackrel{~}{\psi }_+^{}`$, so we must have,
$$\{\stackrel{~}{\psi }_+(x_+,x_{},\stackrel{~}{k}),\stackrel{~}{\psi }_+^{}(x_+,y_{},\stackrel{~}{q})\}=\frac{1}{\sqrt{2}}P_+\delta (x_{}y_{})(2\pi )^2\delta ^2(\stackrel{~}{k}\stackrel{~}{q}).$$
(38)
Since the variable conjugate to $`\stackrel{~}{\psi }_{}`$ under $`x_{}`$ evolution is $`i\sqrt{2}\stackrel{~}{\psi }_{}^{}`$, we must similarly have,
$$\{\stackrel{~}{\psi }_{}(x_+,x_{},\stackrel{~}{k}),\stackrel{~}{\psi }_{}^{}(y_+,x_{},\stackrel{~}{q})\}=\frac{1}{\sqrt{2}}P_{}\delta (x_+y_+)(2\pi )^2\delta ^2(\stackrel{~}{k}\stackrel{~}{q}).$$
(39)
Operators on an arbitrary surface of constant $`x_+`$ do not generally anti-commute with those on an arbitrary surface of constant $`x_{}`$. However, by causality we know that the operators at $`x_+=0`$ do anti-commute with those at $`x_{}=\mathrm{}`$. So the only nonzero anti-commutators among the fundamental operators are:
$`\{\mathrm{\Xi }_0(k_+,\stackrel{~}{k}),\mathrm{\Xi }_0^{}(q_+,\stackrel{~}{q})\}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}P_+(2\pi )^3\delta (k_+q_+)\delta ^2(\stackrel{~}{k}\stackrel{~}{q}),`$ (40)
$`\{\mathrm{\Phi }_{\mathrm{}}(x_+,\stackrel{~}{k}),\mathrm{\Phi }_{\mathrm{}}^{}(y_+,\stackrel{~}{q})\}`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{\omega }^2}{2\sqrt{2}}}P_+\delta (x_+y_+)(2\pi )^2\delta ^2(\stackrel{~}{k}\stackrel{~}{q}).`$ (41)
## 4 Particle production on the lightcone
Equation (34) expresses the free field $`\stackrel{~}{\psi }_+(x_+,x_{},\stackrel{~}{k})`$ in terms of the fundamental operators $`\mathrm{\Xi }_0(k_+,\stackrel{~}{k})`$ and $`\mathrm{\Phi }_{\mathrm{}}(u,\stackrel{~}{k})`$. We have just seen in (40-41) how these fundamental operators act upon one another and upon their adjoints. Their particle interpretation in free field theory derives from the lightcone โHamiltonianโ โ that is, from the generator of $`x_+`$ evolution. Since the Dirac Lagrangian vanishes as a consequence of the field equations the Hamiltonian density is just the $`p\dot{q}`$ term,
$$(x_+,x_{},\stackrel{~}{x})=\sqrt{2}\psi _+^{}(x_+,x_{},\stackrel{~}{x})i_+\psi _+(x_+,x_{},\stackrel{~}{x}).$$
(42)
The Hamiltonian is the integral of this over $`\stackrel{~}{x}`$ and our $`ฯต`$-truncated portion of the $`x_{}`$ axis. We can express it in terms of $`\stackrel{~}{\psi }_+(x_+,x_{},\stackrel{~}{k})`$ using Parsevalโs theorem,
$$H(x_+)=_{1/ฯต}^{\mathrm{}}๐x_{}\frac{d^2\stackrel{~}{k}}{(2\pi )^2}\sqrt{2}\stackrel{~}{\psi }_+^{}(x_+,x_{},\stackrel{~}{k})i_+\stackrel{~}{\psi }_+(x_+,x_{},\stackrel{~}{k}).$$
(43)
As might have been expected from this systemโs invariance under translations in $`x_{}`$ and $`\stackrel{~}{x}`$, the Hamiltonian becomes diagonal in momentum space. To see this we take the fieldโs $`ฯต`$-regulated Fourier transform on $`x_{}`$,
$`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k}){\displaystyle _{1/ฯต}^{\mathrm{}}}๐x_{}e^{i(k_++iฯต)x_{}}\stackrel{~}{\psi }_+(x_+,x_{},\stackrel{~}{k}),`$ (45)
$`=[A_{}](0,x_+;k_+,\stackrel{~}{k})\mathrm{\Xi }_0(k_+,\stackrel{~}{k})`$
$`{\displaystyle _0^{x_+}}๐u\mathrm{\Delta }(k_+eA_{}(u);ฯต)[A_{}](u,x_+;k_+,\stackrel{~}{k})\mathrm{\Phi }_{\mathrm{}}(u,\stackrel{~}{k}).`$
In the limit of small $`ฯต`$ the Hamiltonian becomes,
$$H(x_+)=_{\mathrm{}}^{\mathrm{}}\frac{dk_+}{2\pi }\frac{d^2\stackrel{~}{k}}{(2\pi )^2}\sqrt{2}\mathrm{\Psi }^{}(x_+,k_+,\stackrel{~}{k})i_+\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k}).$$
(46)
This last expression for $`H(x_+)`$ implies that the $`x_+`$-dependent โenergyโ carried by $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ is its eigenvalue under $`i_+`$. From the first term of (45) we see that, if $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ is an eigenfunction of $`i_+`$, its eigenvalue must be,
$$i_+\mathrm{ln}\left\{[A_{}](0,x_+;k_+,\stackrel{~}{k})\right\}=\frac{\stackrel{~}{\omega }^2/2}{k_+eA_{}(x_+)+iฯต}.$$
(47)
When $`ฯต`$ vanishes this is precisely minus the result (13) we found at the end of Section 2 for the $`p_{}`$ momentum of a classical charged particle moving in our vector potential. We therefore expect $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ to annihilate electrons for $`k_+>eA_{}(x_+)`$ and to create positrons for $`k_+<eA_{}(x_+)`$.
It remains to show that $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ is actually an eigenstate of $`i_+`$. Since the first term of (45) obviously has this property our task reduces to taking the distributional limit of the delta sequence $`\mathrm{\Delta }(k_+eA_{};ฯต)`$ in the second term. We shall do this under the assumption that $`k_+`$ is well separated from the singular points at $`k_+=0`$ and at $`k_+=eA_{}(x_+)`$. Two pieces of notation we shall find useful are the inverse vector potential $`X(k_+)`$,
$$k_+=eA_{}(X(k_+)),$$
(48)
and the dimensionless ratio of $`\stackrel{~}{\omega }^2`$ to ($`2e`$ times) the electric field,
$$\lambda (k_+,\stackrel{~}{k})\frac{\stackrel{~}{\omega }^2}{2eA_{}^{}(X(k_+))}.$$
(49)
The first step is to change variables from $`u`$ to $`z=[k_+eA_{}(u)]/ฯต`$,
$$_L^U๐z\frac{ie^{i(z+i)}}{z+i}(X(k_+ฯตz),x_+;k_+,\stackrel{~}{k})\frac{\mathrm{\Phi }_{\mathrm{}}(X(k_+ฯตz),\stackrel{~}{k})}{eA_{}^{}(X(k_+ฯตz))},$$
(50)
where the upper and lower limits are,
$$U\frac{k_+}{ฯต},L\frac{k_+eA_{}(x_+)}{ฯต}.$$
(51)
As $`ฯต`$ approaches zero they go to positive and negative infinity, respectively, for $`k_+`$ in the range $`0<k_+<eA_{}(x_+)`$. This is the only case in which one gets a nonzero result.
We can absorb the Jacobian in (50) by defining a new fundamental field,
$$\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k})\sqrt{\frac{2\pi }{\lambda (k_+,\stackrel{~}{k})}}\frac{\mathrm{\Phi }_{\mathrm{}}(X(k_+),\stackrel{~}{k})}{eA_{}^{}(X(k_+))},$$
(52)
This brings us to the form,
$$_L^U\frac{dz}{2\pi }\frac{ie^{i(z+i)}}{z+i}(X(k_+ฯตz),x_+;k_+,\stackrel{~}{k})\sqrt{2\pi \lambda }\mathrm{\Xi }_{\mathrm{}}(k_+ฯตz,\stackrel{~}{k}).$$
(53)
Note from (41) that the anti-commutator of $`\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k})`$ with its adjoint is the same as that of $`\mathrm{\Xi }_0`$ with $`\mathrm{\Xi }_0^{}`$,
$$\{\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k}),\mathrm{\Xi }_{\mathrm{}}^{}(q_+,\stackrel{~}{q})\}=\frac{1}{\sqrt{2}}P_+(2\pi )^3\delta (k_+q_+)\delta ^2(\stackrel{~}{k}\stackrel{~}{q}).$$
(54)
Now consider the mode function in expression (53),
$$(X(k_+ฯตz),x_+;k_+,\stackrel{~}{k})=\mathrm{exp}\left[\frac{i}{2}\stackrel{~}{\omega }^2_{X(k_+ฯตz)}^{x_+}\frac{du_1}{k_+eA_{}(u_1)+iฯต}\right].$$
(55)
For $`z<0`$ the lower limit of the integral is a little below the singular point where the real part of the denominator vanishes. For $`z>0`$ the lower limit is a little above this point. Straddling the singular point like this leads to great sensitivity with respect to $`z`$, even as $`ฯต`$ goes to zero. To isolate this $`z`$ dependence we factor the mode function,
$`(X(k_+ฯตz),x_+;k_+,\stackrel{~}{k})=`$ (56)
$`(X(k_+ฯตz),X(k_+);k_+,\stackrel{~}{k})\times (X(k_+),x_+;k_+,\stackrel{~}{k}).`$
The second factor is independent of $`z`$ and can be pulled outside the integral. We can also take $`ฯต`$ to zero in $`\lambda (k_+ฯตz,\stackrel{~}{k})`$ and in $`\mathrm{\Xi }_{\mathrm{}}(k_+ฯตz,\stackrel{~}{k})`$.
Taking the small $`ฯต`$ limit of the first factor requires care. We first change variables in the exponent from $`u_1`$ to $`y[k_+eA_{}(u_1)]/ฯต`$ and then expand the Jacobian for small $`ฯต`$,
$`{\displaystyle \frac{i}{2}}\stackrel{~}{\omega }^2{\displaystyle _{X(k_+ฯตz)}^{X(k_+)}}{\displaystyle \frac{du_1}{k_+eA_{}(u_1)+iฯต}}`$ (58)
$`=i\lambda (k_+,\stackrel{~}{k}){\displaystyle _0^z}{\displaystyle \frac{dy}{y+i}}\times {\displaystyle \frac{A_{}^{}(X(k_+))}{A_{}^{}\left(X(k_+)ฯตy\right)}},`$
$`=i\lambda (k_+,\stackrel{~}{k})\mathrm{ln}(z+i){\displaystyle \frac{\pi }{2}}\lambda (k_+,\stackrel{~}{k})+O(ฯต).`$
Dropping the terms which vanish with $`ฯต`$ and putting everything together gives,
$$\theta (k_+)\theta (eA_{}(x_+)k_+)[A_{}](X(k_+),x_+;k_+,\stackrel{~}{k})\sqrt{2\pi \lambda }\gamma (\lambda )\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k}),$$
(59)
where
$$\gamma (\lambda )e^{\frac{\pi }{2}\lambda }_{\mathrm{}}^{\mathrm{}}\frac{dz}{2\pi }\frac{ie^{i(z+i)}}{z+i}e^{i\lambda \mathrm{ln}(z+i)}.$$
(60)
Substituting (59) into (45) results in the following for $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$:
$`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})[A_{}](0,x_+;k_+,\stackrel{~}{k})\mathrm{\Xi }_0(k_+,\stackrel{~}{k})`$ (61)
$`\theta (k_+)\theta (eA_{}k_+)[A_{}](X,x_+;k_+,\stackrel{~}{k})\sqrt{2\pi \lambda }\gamma (\lambda )\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k}).`$
We mention again that this is only valid for modes which are well separated from the singular points at $`k_+=0`$ and $`k_+=eA_{}(x_+)`$. If one wishes to study the behavior of modes which are arbitrarily near either point there is no alternative to taking a new distributional limit for the delta sequence in (45).
Since $`[A_{}](X(k_+),x_+;k_+,\stackrel{~}{k})`$ has the same $`i_+`$ eigenvalue (13) as the first mode function, $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ is indeed an eigenfunction of $`i_+`$. This means that it carries a definite energy,
$$[H(x_+),\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})]=\frac{\stackrel{~}{\omega }^2/2}{k_+eA_{}(x_+)}\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k}).$$
(62)
That has implications for the fundamental operators from which it is constructed, and for the state upon which they act. The latter is supposed to be โemptyโ at $`x_+=0`$. At that instant (45) implies,
$$\mathrm{\Psi }(0,k_+,\stackrel{~}{k})=\mathrm{\Xi }_0(k_+,\stackrel{~}{k}).$$
(63)
Since the potential vanishes at $`x_+=0`$ we can see from (62) that the modes with $`k_+>0`$ carry negative energy while those with $`k_+<0`$ carry positive energy. It follows that the state should obey,
$$\mathrm{\Xi }_0(k_+,\stackrel{~}{k})|\mathrm{\Omega }=0=\mathrm{\Xi }_0^{}(k_+,\stackrel{~}{k})|\mathrm{\Omega }k_+>0.$$
(64)
The $`\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k})`$ operators (or, equivalently, the $`\mathrm{\Phi }_{\mathrm{}}(u,\stackrel{~}{k})`$ operators) are not present at $`x_+=0`$. However, when they do appear โ for $`0<k_+<eA_{}(x_+)`$ โ it is always with positive energy. It is therefore natural to regard them as creators and to define the state to be annihilated by their adjoints,
$$\mathrm{\Xi }_{\mathrm{}}^{}(k_+,\stackrel{~}{k})|\mathrm{\Omega }=0k_+>0\mathrm{\Phi }_{\mathrm{}}^{}(u,\stackrel{~}{k})|\mathrm{\Omega }=0u>0.$$
(65)
What this seems to mean physically is that we allow no particles to enter the manifold from the surface at $`x_{}=\mathrm{}`$.
Now consider what happens as the system evolves in $`x_+`$. Under the assumption that $`eA_{}(x_+)`$ is an increasing function of $`x_+`$, modes with $`k_+<0`$ begin as positron creation operators and remain that way, although their kinetic momenta increase according to the relation, $`p_+(x_+)=k_++eA_{}(x_+)`$. The associated mode functions begin as unity and retain unit magnitude in the limit that $`ฯต`$ vanishes. For $`k_+>0`$ the picture is more complicated. These modes begin as electron annihilation operators, also with mode functions of unit magnitude. However, when $`x_+=X(k_+)`$ the energy each mode carries passes from $`\mathrm{}`$ to $`+\mathrm{}`$ and we must regard the mode as creating a positron. It is not possible to follow this process using (61) because that expression was derived under the assumption that the mode was not arbitrarily close to singularity. But we can use (61) a little before and a little after singularity. Before singularity $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ consists of only the term proportional to $`\mathrm{\Xi }_0(k_+,\stackrel{~}{k})`$, and it has unit magnitude. After singularity the magnitude of this term has dropped to $`e^{\pi \lambda (k_+,\stackrel{~}{k})}`$, and the term proportional to $`\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k})`$ has appeared. Let us pause at this point to evaluate the function $`\gamma (\lambda )`$ in order to show that the $`\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k})`$ term acquires the missing amplitude.
Evaluating $`\gamma (\lambda )`$ is complicated by the branch cut of the integrand. However, when $`\lambda =in`$ the integrand is meromorphic and elementary methods give $`\gamma (in)=1/n!`$. By partial integration one can also derive the recursion relation $`\gamma (\lambda )=(1+i\lambda )\gamma (\lambda i)`$. These results together imply that we are dealing with an inverse gamma function,
$$\gamma (\lambda )=\frac{1}{\mathrm{\Gamma }(1+i\lambda )}.$$
(66)
Its magnitude follows from a result of Lobachevskiy,
$$\frac{1}{\mathrm{\Gamma }(1+i\lambda )\mathrm{\Gamma }(1i\lambda )}=\frac{e^{\pi \lambda }e^{\pi \lambda }}{2\pi \lambda }.$$
(67)
As previously noted, the magnitude of the first mode function $`(0,x_+;k_+,\stackrel{~}{k})`$ is $`e^{\pi \lambda }`$ following the singularity. Because the integral in the exponent of the second mode function $`(X(k_+),x_+;k_+,\stackrel{~}{k})`$ begins precisely at the singularity, the magnitude of the second mode function is $`e^{\frac{\pi }{2}\lambda }`$. Putting everything together gives the following result for the magnitude of the various terms multiplying $`\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k})`$:
$$\frac{\sqrt{2\pi \lambda }}{\mathrm{\Gamma }(1+i\lambda )}(X(k_+),x_+;k_+,\stackrel{~}{k})=\sqrt{1e^{2\pi \lambda }}.$$
(68)
Since $`\mathrm{\Xi }_0(k_+,\stackrel{~}{k})`$ and $`\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k})`$ are independent and canonically normalized operators this is precisely the correct factor for $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ to retain unit magnitude after singularity.
Heisenberg states can not change but our interpretation of them can. Before singularity $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ is proportional to $`\mathrm{\Xi }_0(k_+,\stackrel{~}{k})`$, which annihilates $`|\mathrm{\Omega }`$. Since $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ is an electron annihilation operator before singularity this means that both electron spin states with $`p_+=k_+eA_{}(x_+)`$ and $`\stackrel{~}{p}=\stackrel{~}{k}`$ are empty. After singularity $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ must be a positron creation operator because it carries positive charge and energy. If $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ were still proportional to $`\mathrm{\Xi }_0(k_+,\stackrel{~}{k})`$ it would annihilate $`|\mathrm{\Omega }`$ and we should have to conclude that both positron spin states with $`p_+=k_++eA_{}(x_+)`$ and $`\stackrel{~}{p}=\stackrel{~}{k}`$ had been filled with unit probability. To see what actually happens pick the positron spin created by the $`i`$-th spinor component of $`\mathrm{\Psi }(x_+,k_+,\stackrel{~}{k})`$ and note that any state can be written as the sum of a state containing this particle and a state which does not contain it,
$$|\frac{}{}\mathrm{\Omega }=\sqrt{\mathrm{Prob}(k_+,\stackrel{~}{k})}|\frac{}{}\mathrm{Full}+\sqrt{1\mathrm{Prob}(k_+,\stackrel{~}{k})}|\frac{}{}\mathrm{Empty}.$$
(69)
Now act with $`2^{1/4}\mathrm{\Psi }_i(x_+,k_+,\stackrel{~}{k})`$ and make sequential use of its expansion in terms of $`\mathrm{\Xi }_0`$ and $`\mathrm{\Xi }_{\mathrm{}}`$ and the fact that it fills the one particle state with unit amplitude,
$`2^{1/4}\mathrm{\Psi }_i(x_+,k_+,\stackrel{~}{k})|{\displaystyle \frac{}{}}\mathrm{\Omega }`$ $`=`$ $`{\displaystyle \frac{2^{1/4}\sqrt{2\pi \lambda }}{\mathrm{\Gamma }(1+i\lambda )}}(X,x_+;k_+,\stackrel{~}{k})\mathrm{\Xi }_\mathrm{}i|{\displaystyle \frac{}{}}\mathrm{\Omega },`$ (70)
$`=`$ $`\sqrt{1\mathrm{Prob}(k_+,\stackrel{~}{k})}|{\displaystyle \frac{}{}}\mathrm{Full}.`$ (71)
Use of the anti-commutation relations to compute the norm and comparison with (68) shows that the probability for the state to contain a positron of this spin is $`\mathrm{Prob}(k_+,\stackrel{~}{k})=e^{2\pi \lambda (k_+,\stackrel{~}{k})}`$.
Note that we do not see the electron of the electron-positron pair. This is because electrons and positrons are both created with $`p_+0^+`$ on the lightcone. As explained in Section 2, the positrons accelerate in the $`+z`$ direction to $`p_++\mathrm{}`$, and eventually move parallel to the $`x_+`$ axis. But the electrons accelerate in the $`z`$ direction to $`p_+=0`$ and therefore leave the manifold moving parallel to the $`x_{}`$ axis immediately after creation. We will see their contribution to the $`J_{}`$ current in Section 5.
The picture we have just developed of particle production on the lightcone is probably the most complete we shall ever have of this otherwise obscure phenomenon. To illustrate the power it confers we shall compute the rate per unit volume of particle production. For $`x_+>0`$ all modes with $`0<k_+<eA_{}(x_+)`$ will have passed through singularity, so the probability for the entire state to still be in vacuum at this instant is,
$`P_{\mathrm{vac}}(x_+)={\displaystyle \underset{0<k_+<eA_{}}{}}{\displaystyle \underset{\stackrel{~}{k}}{}}\left(1e^{2\pi \lambda (k_+,\stackrel{~}{k})}\right)^2,`$ (72)
$`=`$ $`\mathrm{exp}\left[V_{}{\displaystyle _0^{eA_{}(x_+)}}{\displaystyle \frac{dk_+}{2\pi }}\stackrel{~}{V}{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}2\mathrm{ln}\left(1e^{2\pi \lambda (k_+,\stackrel{~}{k})}\right)}\right],`$ (73)
$`=`$ $`\mathrm{exp}\left[V_{}\stackrel{~}{V}{\displaystyle _0^{eA_{}(x_+)}}๐k_+{\displaystyle \frac{eA_{}^{}(X(k_+))}{4\pi ^3}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n^2}}e^{\frac{n\pi m^2}{eA_{}^{}(X)}}\right],`$ (74)
where $`V_{}`$ and $`\stackrel{~}{V}`$ are the volumes of $`x_{}`$ and $`\stackrel{~}{x}`$ respectively. The rate of production per 4-volume is minus the logarithmic derivative of this probability,
$$\frac{\mathrm{ln}\left[P_{\mathrm{vac}}(x_+)\right]}{x_+V_{}\stackrel{~}{V}}=\frac{eA_{}^{}(x_+)^2}{4\pi ^3}\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n^2}e^{\frac{n\pi m^2}{eA_{}^{}(x_+)}}.$$
(75)
Note that we do not need to work asymptotically, like Schwinger , nor do we require an ad hoc interpretation for the momentum integral, like Kluger et al. . It is also significant that our result applies for any monotonically decreasing function $`A_{}(x_+)`$. It would not be difficult to remove even this restriction.
## 5 Back-reaction on the lightcone
The $`\pm `$ current operators are nominally $`\sqrt{2}e\psi _\pm ^{}\psi _\pm `$. To enforce invariance under charge conjugation we take one half of the commutator of the two field operators. To deal with the singularity of coincident operators we shall point split in the $`x_+`$ direction. Since the $`A_+=0`$ this procedure is gauge invariant. Since point splitting does break Hermiticity, we shall take the real part,
$`J_\pm (x_+,x_{},\stackrel{~}{x})`$ $``$ $`{\displaystyle \frac{e}{\sqrt{2}}}\underset{\mathrm{\Delta }x_+0}{lim}\mathrm{Re}\{\psi _\pm ^{}(x_+,x_{},\stackrel{~}{x})\psi _\pm (x_++\mathrm{\Delta }x_+,x_{},\stackrel{~}{x})`$ (76)
$`\mathrm{Tr}\left[\psi _\pm (x_++\mathrm{\Delta }x_+,x_{},\stackrel{~}{x})\psi _\pm ^{}(x_+,x_{},\stackrel{~}{x})\right]\}.`$
To compute the expectation value of $`J_+`$ it is sufficient to use the simplified expansion (61) derived in the last section:
$`\psi _+(x_++\mathrm{\Delta }x_+,x_{},\stackrel{~}{x})`$ (77)
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dk_+}{2\pi }}e^{ik_+x_{}}{\displaystyle }{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}}e^{i\stackrel{~}{k}\stackrel{~}{x}}\{{\displaystyle \frac{}{}}(0,x_++\mathrm{\Delta }x_+;k_+,\stackrel{~}{k})\mathrm{\Xi }_0(k_+,\stackrel{~}{k})`$
$`\theta (k_+)\theta \left(eA_{}(x_++\mathrm{\Delta }x_+)k_+\right){\displaystyle \frac{\sqrt{2\pi \lambda }}{\mathrm{\Gamma }(1+i\lambda )}}`$
$`{\displaystyle \frac{}{}}\times (X(k_+),x_++\mathrm{\Delta }x_+;k_+,\stackrel{~}{k})\mathrm{\Xi }_{\mathrm{}}(k_+,\stackrel{~}{k})\},`$
$`\psi _+^{}(x_+,x_{},\stackrel{~}{x})`$ (78)
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dk_+}{2\pi }}e^{ik_+x_{}}{\displaystyle }{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}}e^{i\stackrel{~}{k}\stackrel{~}{x}}\{{\displaystyle \frac{}{}}^{}(0,x_+;k_+,\stackrel{~}{k})\mathrm{\Xi }_0^{}(k_+,\stackrel{~}{k})`$
$`\theta (k_+)\theta (eA_{}(x_+)k_+){\displaystyle \frac{\sqrt{2\pi \lambda }}{\mathrm{\Gamma }(1i\lambda )}}^{}(X,x_+;k_+,\stackrel{~}{k})\mathrm{\Xi }_{\mathrm{}}^{}(k_+,\stackrel{~}{k})\}.`$
We note also two important identities concerning the mode function $``$:
$`^{}(0,x_+;k_+\stackrel{~}{k})(0,x_++\mathrm{\Delta }x_+;k_+,\stackrel{~}{k})`$ (79)
$`=e^{2\pi \lambda \theta (k_+)\theta (eA_{}k_+)}(x_+,x_++\mathrm{\Delta }x_+;k_+,\stackrel{~}{k}),`$
$`^{}(X,x_+;k_+\stackrel{~}{k})(X,x_++\mathrm{\Delta }x_+;k_+,\stackrel{~}{k})`$ (80)
$`=e^{\pi \lambda }(x_+,x_++\mathrm{\Delta }x_+;k_+,\stackrel{~}{k}).`$
Combining these relations with the conditions (64-65) which define the state and the anti-commutation relations (40) and (54) we obtain the following result for the expectation value of $`J_+`$:
$`\mathrm{\Omega }\left|J_+(x_+,x_{},\stackrel{~}{x})\right|\mathrm{\Omega }`$ (82)
$`=`$ $`e\underset{\mathrm{\Delta }x_+0^+}{lim}{\displaystyle }{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}}\mathrm{Re}\{{\displaystyle _{\mathrm{}}^0}{\displaystyle \frac{dk_+}{2\pi }}+{\displaystyle _0^{eA_{}}}{\displaystyle \frac{dk_+}{2\pi }}[1e^{2\pi \lambda (k_+,\stackrel{~}{k})}]`$
$`{\displaystyle _0^{eA_{}}}{\displaystyle \frac{dk_+}{2\pi }}e^{2\pi \lambda (k_+,\stackrel{~}{k})}{\displaystyle _{eA_{}}^{\mathrm{}}}{\displaystyle \frac{dk_+}{2\pi }}\left\}\right(x_+,x_++\mathrm{\Delta }x_+;k_+,\stackrel{~}{k}),`$
$`=`$ $`2e{\displaystyle _0^{eA_{}}}{\displaystyle \frac{dk_+}{2\pi }}{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}e^{2\pi \lambda (k_+,\stackrel{~}{k})}}`$
$`+e\underset{\mathrm{\Delta }x_+0^+}{lim}\mathrm{Re}\{{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dq}{2\pi }}{\displaystyle }{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}}[(x_+,x_+\mathrm{\Delta }x_+;q+eA_{},\stackrel{~}{k})`$
$`{\displaystyle \frac{}{}}(x_+,x_++\mathrm{\Delta }x_+;q+eA_{},\stackrel{~}{k})]\}.`$
The final term in (82) vanishes. To see this first perform the integration over $`\stackrel{~}{k}`$,
$$\frac{d^2\stackrel{~}{k}}{(2\pi )^2}(x_+,x_++\mathrm{\Delta }x_+;\pm q+eA_{},\stackrel{~}{k})=\frac{i}{2\pi }\frac{e^{\frac{i}{2}m^2I(\mathrm{\Delta }x_+,\pm q)}}{I(\mathrm{\Delta }x_+,\pm q)},$$
(83)
where we define
$$I(\mathrm{\Delta }x_+,\pm q)_{x_+}^{x_++\mathrm{\Delta }x_+}\frac{du}{\pm q+eA_{}(x_+)eA_{}(u)+iฯต}.$$
(84)
This brings the final term in (82) to the form,
$$\frac{e}{4\pi ^2}\underset{\mathrm{\Delta }x_+0^+}{lim}\mathrm{Im}\left\{_0^{\mathrm{}}๐q\left[\frac{e^{\frac{i}{2}m^2I(\mathrm{\Delta }x_+,q)}}{I(\mathrm{\Delta }x_+,q)}\frac{e^{\frac{i}{2}m^2I(\mathrm{\Delta }x_+,+q)}}{I(\mathrm{\Delta }x_+,+q)}\right]\right\}.$$
(85)
The function $`I(\mathrm{\Delta }x_+,\pm q)`$ can be expanded in powers of the splitting parameter $`\mathrm{\Delta }x_+`$,
$`I(\mathrm{\Delta }x_+,\pm q)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }x_+}{\pm q+iฯต}}\{1+{\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{eA_{}^{}\mathrm{\Delta }x_+}{\pm q+iฯต}}\right]+{\displaystyle \frac{1}{6}}\left[{\displaystyle \frac{eA_{}^{\prime \prime }\mathrm{\Delta }x_+^2}{\pm q+iฯต}}\right]`$ (86)
$`+{\displaystyle \frac{1}{3}}\left[{\displaystyle \frac{eA_{}^{}\mathrm{\Delta }x_+}{\pm q+iฯต}}\right]^2+O\left(\mathrm{\Delta }x_+^3\right)\}.`$
Since $`I(\mathrm{\Delta }x_+,\pm q)`$ goes to zero with $`\mathrm{\Delta }x_+`$, and for large $`q`$, we can expand the exponentials of (85) inside the $`q`$ integration. When this is done it is easy to see that every term vanishes either in taking the imaginary part or in taking $`\mathrm{\Delta }x_+`$ to zero,
$`\underset{\mathrm{\Delta }x_+0^+}{lim}\mathrm{Im}\left\{{\displaystyle \frac{e^{\frac{i}{2}m^2I(\mathrm{\Delta }x_+,q)}}{I(\mathrm{\Delta }x_+,q)}}{\displaystyle \frac{e^{\frac{i}{2}m^2I(\mathrm{\Delta }x_+,+q)}}{I(\mathrm{\Delta }x_+,+q)}}\right\}`$ (87)
$`=`$ $`\underset{\mathrm{\Delta }x_+0^+}{lim}\mathrm{Im}\left\{{\displaystyle \frac{1}{I(\mathrm{\Delta }x_+,q)}}{\displaystyle \frac{i}{2}}m^2+\mathrm{}{\displaystyle \frac{1}{I(\mathrm{\Delta }x_+,+q)}}+\mathrm{}\right\},`$
$`=`$ $`\underset{\mathrm{\Delta }x_+0^+}{lim}\mathrm{Im}\left\{{\displaystyle \frac{q+iฯต}{\mathrm{\Delta }x_+}}{\displaystyle \frac{1}{2}}eA_{}^{}+\mathrm{}{\displaystyle \frac{(q+iฯต)}{\mathrm{\Delta }x_+}}+{\displaystyle \frac{1}{2}}eA_{}^{}+\mathrm{}\right\},`$ (88)
$`=`$ $`0.`$ (89)
$`J_+`$ gives the charge density on surfaces of constant $`x_+`$ and we have seen that its expectation value is,
$`\mathrm{\Omega }\left|J_+(x_+,x_{},\stackrel{~}{x})\right|\mathrm{\Omega }`$ $`=`$ $`2e{\displaystyle _0^{eA_{}}}{\displaystyle \frac{dk_+}{2\pi }}{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}e^{2\pi \lambda (k_+,\stackrel{~}{k})}},`$ (90)
$`=`$ $`{\displaystyle \frac{e}{\pi }}{\displaystyle _0^{x_+}}๐u\left[{\displaystyle \frac{eA_{}^{}(u)}{2\pi }}\right]^2\mathrm{exp}\left[{\displaystyle \frac{\pi m^2}{eA_{}^{}(u)}}\right].`$ (91)
The first form (90) is actually the simplest to understand physically. It says that the charge density accumulates each of the two positron spin states with probability $`e^{2\pi \lambda }`$ as the mode with canonical momenta $`k_+`$ and $`\stackrel{~}{k}`$ passes through singularity. As noted before, the electron partners in the pair creation event accelerate to the speed of light in the $`z`$ direction and leave the manifold moving parallel to the $`x_{}`$ axis. It might seem that since the manifold becomes charged the vector potential must depend upon $`x_{}`$, and we have therefore not solved the problem for a sufficiently general class of potentials to include the actual back-reacted solution. However, we shall see that the response from $`J_{}`$ is actually infinite and infinitely fast โ precisely because the electrons have exited by reaching the speed of light. This means that back-reaction drives the actual potential to zero infinitely fast, before $`J_+`$ can become nonzero.
Evaluating the expectation value of $`J_{}(x_+,x_{},\stackrel{~}{x})`$ is complicated because the result must diverge as $`ฯต`$ approaches zero. To see this note that since the expectation value of $`\stackrel{~}{J}(x_+,x_{},\stackrel{~}{x})`$ vanishes, current conservation and our result (90) for the expectation value of $`J_+(x_+,x_{},\stackrel{~}{x})`$ imply,
$`_{}\mathrm{\Omega }\left|J_{}(x_+,x_{},\stackrel{~}{x})\right|\mathrm{\Omega }`$ $`=`$ $`_+\mathrm{\Omega }\left|J_+(x_+,x_{},\stackrel{~}{x})\right|\mathrm{\Omega },`$ (92)
$`=`$ $`{\displaystyle \frac{1}{\pi }}e^2A_{}^{}(x_+){\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}e^{2\pi \lambda (eA_{},\stackrel{~}{k})}}.`$ (93)
Integration from the lower limit of our $`ฯต`$-regulated range of $`x_{}`$ gives,
$`\mathrm{\Omega }\left|J_{}(x_+,x_{},\stackrel{~}{x})\right|\mathrm{\Omega }`$ $`=`$ $`\mathrm{\Omega }\left|J_{}(x_+,ฯต^1,\stackrel{~}{x})\right|\mathrm{\Omega }`$ (94)
$`+\left(x_{}+{\displaystyle \frac{1}{ฯต}}\right){\displaystyle \frac{1}{\pi }}e^2A_{}^{}(x_+){\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}e^{2\pi \lambda (eA_{},\stackrel{~}{k})}}.`$
The final term has a simple physical interpretation. $`J_{}`$ is a charge flux so it must register the newly created electrons which rush off the manifold parallel to the $`x_{}`$ axis. (Because they are moving in the $`z`$ direction at the speed of light.) The rate at which this charge is created, per unit volume in $`x_{}`$ and $`\stackrel{~}{x}`$, is just $`_+J_+`$. An electron created at position $`(x_+,x_{},\stackrel{~}{x})`$ must pass through all points $`(x_+,y_+,\stackrel{~}{x})`$, for $`y_{}>x_{}`$, on its way off the manifold. So the net electronic flux through any point $`x_{}`$ is the integral of $`_+J_+(x_+,y_{},\stackrel{~}{x})`$ over all points $`y_{}<x_{}`$. We have cut the lower limit off at $`1/ฯต`$, so the electronic contribution to the expectation value of $`J_{}`$ must diverge as $`ฯต`$ goes to zero.
Although there is a good physical reason for it, the fact that the expectation value of $`J_{}`$ diverges like $`1/ฯต`$ means that we must use special care in evaluating distributional limits which involve $`ฯต`$. For example, the field equations can be inverted to give $`\stackrel{~}{\psi }_{}`$ in terms of $`\stackrel{~}{\psi }_+`$,
$$\stackrel{~}{\psi }_{}(x_+,x_{},\stackrel{~}{k})=\left(\frac{m\stackrel{~}{\gamma }\stackrel{~}{k}}{\stackrel{~}{\omega }^2}\right)\gamma _+i_+\stackrel{~}{\psi }_+(x_+,x_{},\stackrel{~}{k}).$$
(95)
However, we cannot simply substitute the $`x_+`$ derivative of expression (61) because the distributional limit in the second term of that formula was computed assuming that $`k_+`$ is separated from zero and $`eA_{}(x_+)`$. When $`_+`$ acts upon the second $`\theta `$-function in (61) it gives a $`\delta `$-function which invalidates that assumption by setting $`k_+=eA_{}(x_+)`$. One can tell from the ultralocality of this term at $`k_+=eA_{}(x_+)`$ that it is responsible for the electronic contribution computed above. Rather than forcing everything through from the cumbersome, initial expressions we shall just compute the expectation value of $`J_{}`$ without this term and then compensate by adding in the electron current found above.
Our computational shortcut amounts to making the following replacements:
$`\psi _{}(x_++\mathrm{\Delta }x_+,x_{},\stackrel{~}{x})`$ (96)
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dk_+}{2\pi }}e^{ik_+x_{}}{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}e^{i\stackrel{~}{k}\stackrel{~}{x}}\frac{\frac{1}{2}(m\stackrel{~}{\gamma }\stackrel{~}{k})\gamma _+\mathrm{\Psi }(x_++\mathrm{\Delta }x_+,k_+,\stackrel{~}{k})}{k_+eA_{}(x_++\mathrm{\Delta }x_+)+iฯต}},`$
$`\psi _{}^{}(x_+,x_{},\stackrel{~}{x})`$ (97)
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dk_+}{2\pi }}e^{ik_+x_{}}{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}e^{i\stackrel{~}{k}\stackrel{~}{x}}\frac{\mathrm{\Psi }^{}(x_+,k_+,\stackrel{~}{k})\frac{1}{2}\gamma _{}(m+\stackrel{~}{\gamma }\stackrel{~}{k})}{k_+eA_{}(x_+)iฯต}}.`$
The integrand of this expression for $`\psi _{}`$ is just the same as for $`\psi _+`$ multiplied by a factor $`\frac{1}{2}(m\stackrel{~}{\gamma }\stackrel{~}{k})\gamma _+`$ and divided by $`p_++iฯต`$ at the appropriate value of $`x_+`$. Hence the contribution to the expectation value of $`J_{}`$ is the same as to $`J_+`$ but with an additional factor of
$$\frac{\frac{1}{2}(m\stackrel{~}{\gamma }\stackrel{~}{k})\gamma _+}{p_+(x_++\mathrm{\Delta }x_+)+iฯต}\times \frac{\frac{1}{2}\gamma _{}(m+\stackrel{~}{\gamma }\stackrel{~}{k})}{p_+(x_+)iฯต}=\frac{\frac{1}{2}\stackrel{~}{\omega }^2P_{}}{[p_+(x_++\mathrm{\Delta }x_+)+iฯต][p_+(x_+)iฯต]}.$$
(98)
The expectation value of $`J_{}`$, sans its electronic component, can therefore be obtained by simply including this factor in our previous expression (82) for the expectation value of $`J_+`$,
$`\mathrm{\Omega }\left|J_{}(x_+,x_{},\stackrel{~}{x})\right|\mathrm{\Omega }(\mathrm{electronic}\mathrm{contribution})=e\underset{\mathrm{\Delta }x_+0^+}{lim}`$ (100)
$`{\displaystyle }{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}}\mathrm{Re}\{[{\displaystyle _{\mathrm{}}^0}{\displaystyle \frac{dk_+}{2\pi }}+{\displaystyle _0^{eA_{}}}{\displaystyle \frac{dk_+}{2\pi }}(1e^{2\pi \lambda }){\displaystyle _0^{eA_{}}}{\displaystyle \frac{dk_+}{2\pi }}e^{2\pi \lambda }`$
$`{\displaystyle _{eA_{}}^{\mathrm{}}}{\displaystyle \frac{dk_+}{2\pi }}]{\displaystyle \frac{\frac{1}{2}\stackrel{~}{\omega }^2(x_+,x_++\mathrm{\Delta }x_+;k_+,\stackrel{~}{k})}{[k_+eA_{}(x_++\mathrm{\Delta }x_+)+iฯต][k_+eA_{}(x_+)iฯต]}}\},`$
$`=2e{\displaystyle _0^{eA_{}}}{\displaystyle \frac{dk_+}{2\pi }}{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}\frac{\frac{1}{2}\stackrel{~}{\omega }^2e^{2\pi \lambda (k_+,\stackrel{~}{k})}}{[k_+eA_{}(x_+)]^2+ฯต^2}}+e\underset{\mathrm{\Delta }x_+0^+}{lim}{\displaystyle \frac{}{\mathrm{\Delta }x_+}}`$
$`\times \mathrm{Re}\left\{{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dq}{2\pi }}{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}\left[\frac{ie^{\frac{i}{2}\stackrel{~}{\omega }^2I(\mathrm{\Delta }x_+,q)}}{q+iฯต}\frac{ie^{\frac{i}{2}\stackrel{~}{\omega }^2I(\mathrm{\Delta }x_+,+q)}}{qiฯต}\right]}\right\},`$
where the function $`I(\mathrm{\Delta }x_+,q)`$ is defined in equation (84).
The first term of (100) has a simple interpretation as the ($`ฯต`$-regulated) current due to the created positrons. Each of the two positron spin states is created with probability $`e^{\pi \lambda (k_+,\stackrel{~}{k})}`$, and each contributes a factor of $`ep_{}/p_+`$ to the current density. It is simple to perform the integration over $`\stackrel{~}{k}`$ and to recast the remaining integration to one over $`x_+`$,
$`2e{\displaystyle _0^{eA_{}}}{\displaystyle \frac{dk_+}{2\pi }}{\displaystyle \frac{d^2\stackrel{~}{k}}{(2\pi )^2}\frac{\frac{1}{2}\stackrel{~}{\omega }^2e^{2\pi \lambda (k_+,\stackrel{~}{k})}}{[k_+eA_{}(x_+)]^2+ฯต^2}}`$ (101)
$`=`$ $`{\displaystyle \frac{e}{8\pi ^4}}{\displaystyle _0^{x_+}}๐u[eA_{}^{}(u)]^2{\displaystyle \frac{[\pi m^2+eA_{}^{}(u)]e^{\frac{\pi m^2}{eA_{}^{}(u)}}}{[eA_{}(u)eA_{}(x_+)]^2+ฯต^2}}.`$
Although the positron current can diverge like $`1/ฯต`$ it must vanish at $`x_+=0`$. This crucial fact distinguishes it from the electron current,
$$\left(x_{}+\frac{1}{ฯต}\right)\frac{1}{\pi }e^2A_{}^{}(x_+)\frac{d^2\stackrel{~}{k}}{(2\pi )^2}e^{2\pi \lambda (eA_{},\stackrel{~}{k})}=\left(x_{}+\frac{1}{ฯต}\right)\frac{e^3A_{}^2(x_+)}{4\pi ^3}e^{\frac{\pi m^2}{eA_{}^{}(x_+)}}.$$
(102)
Even though the state is initially empty there is no way to prevent particle production at $`x_+=0`$ because there are modes with $`k_+`$ arbitrarily close to zero. The electron current comes entirely from particles which are created moving with the speed of light at the same instant that the current is being measured, so it must be present even at $`x_+=0`$. This means that the negative electron current must initially dominate the positive positron current. Hence back-reaction acts in the physically sensible direction to reduce the initial electric field. Since the initial electron current is not only negative definite but infinite, as $`ฯต`$ goes to zero, back-reaction becomes infinitely strong, infinitely fast.
The final term in (100) is the charge renormalization. One sees this because it contains the logarithmic ultraviolet divergence and because it is proportional to the right hand side of the relevant one of Maxwellโs equations for this background,
$$A_{}^{\prime \prime }(x_+)=\mathrm{\Omega }\left|J_{}(x_+,x_{},\stackrel{~}{x})\right|\mathrm{\Omega }.$$
(103)
We evaluate it by the same strategy as for the analogous (vanishing) contribution to $`J_+`$. First perform the integration over $`\stackrel{~}{k}`$, then expand in powers of the function $`I(\mathrm{\Delta }x_+,\pm q)`$, expand $`I(\mathrm{\Delta }x_+,\pm q)`$ in powers of $`\mathrm{\Delta }x_+`$ according to (86), and finally take the derivative, the real part and the limit inside the integration over $`q`$. The result is,
$`{\displaystyle \frac{e}{4\pi ^2}}\underset{\mathrm{\Delta }x_+0^+}{lim}{\displaystyle \frac{}{\mathrm{\Delta }x_+}}\mathrm{Re}\left\{{\displaystyle _0^{\mathrm{}}}๐q\left[{\displaystyle \frac{e^{\frac{i}{2}m^2I(\mathrm{\Delta }x_+,q)}}{(q+iฯต)I}}{\displaystyle \frac{e^{\frac{i}{2}m^2I(\mathrm{\Delta }x_+,+q)}}{(qiฯต)I}}\right]\right\}`$
$`=`$ $`{\displaystyle \frac{e}{4\pi ^2}}\underset{\mathrm{\Delta }x_+0^+}{lim}{\displaystyle \frac{}{\mathrm{\Delta }x_+}}\mathrm{Re}\{{\displaystyle _0^{\mathrm{}}}dq`$
$`[{\displaystyle \frac{1}{q+iฯต}}({\displaystyle \frac{1}{I(\mathrm{\Delta }x_+,q)}}{\displaystyle \frac{i}{2}}m^2{\displaystyle \frac{1}{8}}m^4I(\mathrm{\Delta }x_+,q)+\mathrm{})`$
$`{\displaystyle \frac{1}{qiฯต}}({\displaystyle \frac{1}{I(\mathrm{\Delta }x_+,+q)}}{\displaystyle \frac{i}{2}}m^2{\displaystyle \frac{1}{8}}m^4I(\mathrm{\Delta }x_+,+q)+\mathrm{})]\},`$
$`=`$ $`{\displaystyle \frac{e}{4\pi ^2}}\underset{\mathrm{\Delta }x_+0^+}{lim}{\displaystyle \frac{}{\mathrm{\Delta }x_+}}\mathrm{Re}\{{\displaystyle _0^{\mathrm{}}}dq`$
$`[{\displaystyle \frac{1}{\mathrm{\Delta }x_+}}+{\displaystyle \frac{\frac{1}{2}eA_{}^{}}{q+iฯต}}+{\displaystyle \frac{\frac{1}{6}eA_{}^{\prime \prime }\mathrm{\Delta }x_+}{q+iฯต}}{\displaystyle \frac{\left[\frac{1}{12}(eA_{}^{})^2+\frac{1}{8}m^4\right]\mathrm{\Delta }x_+}{q^2+ฯต^2}}+\mathrm{}`$
$``$ $`{\displaystyle \frac{1}{\mathrm{\Delta }x_+}}+{\displaystyle \frac{\frac{1}{2}eA_{}^{}}{qiฯต}}+{\displaystyle \frac{\frac{1}{6}eA_{}^{\prime \prime }\mathrm{\Delta }x_+}{qiฯต}}+{\displaystyle \frac{\left[\frac{1}{12}(eA_{}^{})^2+\frac{1}{8}m^4\right]\mathrm{\Delta }x_+}{q^2+ฯต^2}}+\mathrm{}]\},`$ (105)
$`=`$ $`{\displaystyle \frac{e}{12\pi ^2}}eA_{}^{\prime \prime }(x_+){\displaystyle _0^{\mathrm{}}}๐q{\displaystyle \frac{q}{q^2+ฯต^2}}.`$ (106)
Had we computed the expectation value of $`J_+`$ for a more general class of vector potentials depending upon $`x_{}`$ as well as $`x_+`$, we would have found the same term as (106) but with $`A_{}^{\prime \prime }(x_+)`$ replaced by $`_+_{}A_{}(x_+,x_{})`$.
To get the one loop correction to Maxwellโs equation (103) we must combine the constituents of the expectation value of $`J_{}`$: expressions (101), (102) and (106). Since (106) is a charge renormalization its proper place is on the left hand side of the equation. The result is,
$`\left[1+{\displaystyle \frac{e^2}{12\pi ^2}}{\displaystyle _0^{\mathrm{}}}๐q{\displaystyle \frac{q}{q^2+ฯต^2}}\right]A_{}^{\prime \prime }(x_+)=\left(x_{}+{\displaystyle \frac{1}{ฯต}}\right){\displaystyle \frac{e^3A_{}^2(x_+)}{4\pi ^3}}e^{\frac{\pi m^2}{eA_{}^{}(x_+)}}`$ (107)
$`{\displaystyle \frac{e}{8\pi }}{\displaystyle _0^{x_+}}๐u\left[{\displaystyle \frac{eA_{}^{}(u)}{\pi }}\right]^2{\displaystyle \frac{\left[m^2+\frac{eA_{}^{}(u)}{\pi }\right]e^{\frac{\pi m^2}{eA_{}^{}(u)}}}{[eA_{}(u)eA_{}(x_+)]^2+ฯต^2}}.`$
Now recall from standard QED that the renormalized charge $`e_R`$ and field $`A_R(x_+)`$ are related to the unrenormalized ones by square roots of the field strength $`Z`$,
$$e_R\sqrt{Z}e,A_R(x_+)\frac{1}{\sqrt{Z}}A_{}(x_+).$$
(108)
Note particularly that $`eA_{}(x_+)=e_RA_R(x_+)`$. Multiplying (107) by $`\sqrt{Z}`$ we obtain,
$`\left[Z+{\displaystyle \frac{e_R^2}{12\pi ^2}}{\displaystyle _0^{\mathrm{}}}๐q{\displaystyle \frac{q}{q^2+ฯต^2}}\right]A_R^{\prime \prime }(x_+)=\left(x_{}+{\displaystyle \frac{1}{ฯต}}\right){\displaystyle \frac{e^3A_{}^2(x_+)}{4\pi ^3}}e^{\frac{\pi m^2}{eA_{}^{}(x_+)}}`$ (109)
$`{\displaystyle \frac{e_R}{8\pi }}{\displaystyle _0^{x_+}}๐u\left[{\displaystyle \frac{e_RA_R^{}(u)}{\pi }}\right]^2{\displaystyle \frac{\left[m^2+\frac{e_RA_R^{}(u)}{\pi }\right]e^{\frac{\pi m^2}{e_RA_R^{}(u)}}}{[e_RA_R(u)e_RA_R(x_+)]^2+ฯต^2}}.`$
If we recognize the one loop field strength renormalization as
$$Z=1\frac{e_R^2}{12\pi ^2}_0^{\mathrm{}}๐q\frac{q}{q^2+ฯต^2},$$
(110)
(up to finite renormalizations) then the equation assumes its standard form,
$`A_R^{\prime \prime }(x_+)=\left(x_{}+{\displaystyle \frac{1}{ฯต}}\right){\displaystyle \frac{e_R^3A_R^2(x_+)}{4\pi ^3}}e^{\frac{\pi m^2}{e_RA_R^{}(x_+)}}`$ (111)
$`{\displaystyle \frac{e_R}{8\pi }}{\displaystyle _0^{x_+}}๐u\left[{\displaystyle \frac{e_RA_R^{}(u)}{\pi }}\right]^2{\displaystyle \frac{\left[m^2+\frac{e_RA_R^{}(u)}{\pi }\right]e^{\frac{\pi m^2}{e_RA_R^{}(u)}}}{[e_RA_R(u)e_RA_R(x_+)]^2+ฯต^2}}.`$
For small $`ฯต`$ (which we must take to zero anyway) the instantaneous electron current dominates the positron current and the equation becomes local,
$$A_R^{\prime \prime }(x_+)\frac{e_R^3A_R^2(x_+)}{4\pi ^3ฯต}e^{\frac{\pi m^2}{e_RA_R^{}(x_+)}}.$$
(112)
When compared with the sorts of equations one finds for the traditional problem of evolving from a surface of constant $`x^0`$ (for example, see Section 3 of ) expression (112) is almost unbelievably simple. We can simplify it further by rescaling both the evolution variable,
$$\tau \left(\frac{e_Rm}{2\pi }\right)^2\frac{x_+}{ฯต},$$
(113)
and the electric field,
$$F(\tau )\frac{e_RA_R^{}(x_+)}{\pi m^2}.$$
(114)
The result is a first order, ordinary differential equation,
$$\frac{d}{d\tau }e^{F^1}=1.$$
(115)
The solution is straightforward,
$$F(\tau )=\frac{1}{\mathrm{ln}\left(e^{1/F_0}+\tau \right)}.$$
(116)
Since $`\tau `$ approaches infinity for any fixed, positive value of $`x_+`$ our solution means that back-reaction forces the electric field to zero before any fixed, positive value of $`x_+`$. This is as far as the equations can be used because they were derived under the assumption that $`eA_R(x_+)`$ is an increasing function of $`x_+`$. Note that our solution also implies the vanishing of the vector potential before any fixed, positive value of $`x_+`$. So the expectation value of $`J_+`$ is really zero at the physical solution, and there is no need to consider backgrounds which depend upon $`x_{}`$.
## 6 The infinite boost correspondence limit
The results of the past section have a single unsatisfying feature: the factors of $`1/ฯต`$ in the expectation value of $`J_{}`$ mean that back-reaction on the lightcone becomes infinitely strong, infinitely fast. This seems to be in dramatic distinction with what happens for the traditional problem in which the state is released on a surface of constant $`x^0`$. There the induced current grows smoothly from $`x^0=0`$, and it remains finite for finite $`x^0`$. The purpose of this section is to show that our result is not distinct from the traditional one. Rather the problem we have worked out can be viewed as the infinite boost limit of the traditional problem, in the same way that lightcone quantum field theory can always be viewed as the infinite momentum frame .
To fix notation let us consider two inertial frames. The one in which we have been working will be denoted the unprimed frame. The primed frame moves with speed $`\beta `$ along the minus $`z`$ axis, so the Lorentz transformation between the two systems is,
$`t^{}`$ $`=`$ $`\gamma (t+\beta z),`$ (117)
$`z^{}`$ $`=`$ $`\gamma (z+\beta t),`$ (118)
where $`\gamma 1/\sqrt{1\beta ^2}`$. Note that the time coordinate of the primed frame has the following expression in terms of the lightcone coordinates in the unprimed frame,
$$t^{}=\sqrt{\frac{1+\beta }{1\beta }}\frac{x_+}{\sqrt{2}}+\sqrt{\frac{1\beta }{1+\beta }}\frac{x_{}}{\sqrt{2}}.$$
(119)
The relation between the two frames is shown in Fig. 2.
We wish to compare evolution in $`x_+`$ in the unprimed frame with evolution in primed frame in the limit that $`\beta `$ approaches one. We assume that the vector potential and the current density of the primed frame depend only upon $`t^{}`$ and have the form,
$`A_0^{}(t^{})=0`$ , $`A_3^{}(t^{})=A(t^{}),`$ (120)
$`J^0(t^{})=0`$ , $`J^3(t^{})=J(t^{}).`$ (121)
Transforming the vector potential covariantly gives,
$`A_0`$ $`=`$ $`\gamma (A_0^{}+\beta A_3^{})=\beta \gamma A(t^{}),`$ (122)
$`A_3`$ $`=`$ $`\gamma (A_3^{}+\beta A_0^{})=\gamma A(t^{}).`$ (123)
The current density transforms as a contravariant vector to give,
$`J^0`$ $`=`$ $`\gamma (J^0\beta J^3)=\beta \gamma J(t^{}),`$ (124)
$`J^3`$ $`=`$ $`\gamma (J^3\beta J^0)=\gamma J(t^{}).`$ (125)
The lightcone components $`A_\pm =(A_0\pm A_3)/\sqrt{2}`$ of the unprimed frame vector potential are,
$`A_+(x_+,x_{})`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\sqrt{{\displaystyle \frac{1+\beta }{1\beta }}}A\left(\sqrt{{\displaystyle \frac{1+\beta }{1\beta }}}{\displaystyle \frac{x_+}{\sqrt{2}}}+\sqrt{{\displaystyle \frac{1\beta }{1+\beta }}}{\displaystyle \frac{x_{}}{\sqrt{2}}}\right),`$ (126)
$`A_{}(x_+,x_{})`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\sqrt{{\displaystyle \frac{1\beta }{1+\beta }}}A\left(\sqrt{{\displaystyle \frac{1+\beta }{1\beta }}}{\displaystyle \frac{x_+}{\sqrt{2}}}+\sqrt{{\displaystyle \frac{1\beta }{1+\beta }}}{\displaystyle \frac{x_{}}{\sqrt{2}}}\right).`$ (127)
We can enforce our $`A_+=0`$ gauge condition with the tranformation,
$$\widehat{A}_\pm (x_+,x_{})=A_\pm (x_+,x_{})_\pm _0^t^{}๐s^{}A(s^{}),$$
(128)
which gives,
$$\widehat{A}_{}(x_+,x_{})=\sqrt{2}\sqrt{\frac{1\beta }{1+\beta }}A\left(\sqrt{\frac{1+\beta }{1\beta }}\frac{x_+}{\sqrt{2}}+\sqrt{\frac{1\beta }{1+\beta }}\frac{x_{}}{\sqrt{2}}\right).$$
(129)
The (gauge invariant) electric field is,
$$E(x_+,x_{})=_+\widehat{A}_{}(x_+,x_{})=A^{}\left(\sqrt{\frac{1+\beta }{1\beta }}\frac{x_+}{\sqrt{2}}+\sqrt{\frac{1\beta }{1+\beta }}\frac{x_{}}{\sqrt{2}}\right).$$
(130)
The lightcone components $`J_\pm =(J^0\pm J^3)/\sqrt{2}`$ of the unprimed frame current vector are,
$`J_+(x_+,x_{})`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\sqrt{{\displaystyle \frac{1\beta }{1+\beta }}}J\left(\sqrt{{\displaystyle \frac{1+\beta }{1\beta }}}{\displaystyle \frac{x_+}{\sqrt{2}}}+\sqrt{{\displaystyle \frac{1\beta }{1+\beta }}}{\displaystyle \frac{x_{}}{\sqrt{2}}}\right),`$ (131)
$`J_{}(x_+,x_{})`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\sqrt{{\displaystyle \frac{1+\beta }{1\beta }}}J\left(\sqrt{{\displaystyle \frac{1+\beta }{1\beta }}}{\displaystyle \frac{x_+}{\sqrt{2}}}+\sqrt{{\displaystyle \frac{1\beta }{1+\beta }}}{\displaystyle \frac{x_{}}{\sqrt{2}}}\right).`$ (132)
The key relations are (129-132). Let us consider them as $`\beta `$ approaches one, first under the assumption that back-reaction is turned off. In this case the electric field is constant so the vector potential and the current density in the primed frame both grow linearly in $`t^{}`$,
$$A(t^{})=E_0t^{},J(t^{})=J_0t^{}.$$
(133)
From relations (129) and (130) we see that the lightcone vector potential is also linear, and the electric field is also constant,
$$\widehat{A}_{}(x_+,x_{})E_0x_+,E(x_+,x_{})E_0.$$
(134)
Relation (131) reveals a linearly growing lightcone charge density,
$$J_+(x_+,x_{})\frac{1}{2}J_0x_+,$$
(135)
just as our field theoretic computation produces for the case of a constant electric field. The really interesting relation is (132) which gives an infinite (and $`x_{}`$ dependent) result for $`J_{}`$,
$$J_{}(x_+,x_{})\frac{1}{2}J_0\left(\frac{1+\beta }{1\beta }x_++x_{}\right).$$
(136)
The physics of these results is quite simple. First note that any $`e^+e^{}`$ pair which is created with finite speed in the primed frame must be moving at the speed of light in the $`z`$ direction after the infinite boost needed to reach the unprimed frame. Recall that an on-shell particle has,
$$p^3=\frac{1}{\sqrt{2}}\left(p_+\frac{\stackrel{~}{\omega }^2}{2p_+}\right),$$
(137)
so $`p^3\mathrm{}`$ corresponds to $`p_+=0^+`$. This is why we only see particle production on the lightcone at $`p_+=0`$. Since electrons must accelerate in the $`z`$ direction they immediately leave the manifold moving parallel to the $`x_{}`$ axis. Positrons accelerate in the $`+z`$ direction so they stay on the manifold and, at late values of $`x_+`$, move parallel to the $`x_+`$ axis. This is why the lightcone charge density $`J_+`$ grows. The reason $`J_{}`$ tends to be infinite is that both particles of each pair are created moving at the speed of light, so they contribute an infinite $`p_{}/p_+`$. Of course they tend to cancel by virtue of their opposite charges. The reason $`J_{}`$ is infinitely negative is that the electrons speed up while the positrons slow down. Finally, we can anticipate from the form of (119) that any nontrivial time dependence in the primed frame must give rise to infinitely rapid evolution in $`x_+`$ on the unprimed frame.
Now consider the situation in the primed frame with back-reaction turned on. What one sees at one loop is an approximately oscillatory electric field and current . Let us assume, for simplicity, that the behavior is exactly oscillatory and consistent with the Maxwell equation $`A^{\prime \prime }(t^{})=J(t^{})`$,
$$A(t^{})=\frac{E_0}{\omega }\mathrm{sin}(\omega t^{}),J(t^{})=\omega E_0\mathrm{sin}(\omega t^{}).$$
(138)
From relation (129) one sees that the vector potential oscillates infinitely fast with infinitely small amplitude,
$$\widehat{A}_{}(x_+,x_{})\sqrt{1\beta }\frac{E_0}{\omega }\mathrm{sin}\left(\frac{\omega x_+}{\sqrt{1\beta }}\right).$$
(139)
The electric field oscillates with the same amplitude as in the primed frame but with infinite frequency,
$$E(x_+,x_{})E_0\mathrm{cos}\left(\frac{\omega x_+}{\sqrt{1\beta }}\right).$$
(140)
From relation (131) we see that $`J_+`$ goes to zero,
$$J_+(x_+,x_{})\frac{1}{2}\sqrt{1\beta }\omega E_0\mathrm{sin}\left(\frac{\omega x_+}{\sqrt{1\beta }}\right),$$
(141)
which means we do not need to consider vector potentials that depend upon $`x_{}`$ in addition to $`x_+`$. Of course the source of the infinitely rapid oscillations is the $`J_{}`$ current which has infinite amplitude in addition to infinite frequency,
$$J_{}(x_+,x_{})\frac{\omega E_0}{\sqrt{1\beta }}\mathrm{sin}\left(\frac{\omega x_+}{\sqrt{1\beta }}\right).$$
(142)
This all looks very much like what we found in the previous section.
## 7 Discussion
We have constructed a complete operator solution (34) for free QED in the presence of an electric field that depends arbitrarily upon the lightcone coordinate $`x_+`$. This class of backgrounds is general enough to include the actual evolution of the electric field as it changes due to back-reaction from the current of electron-positron pairs which it induces. One determines the actual electric field (to some order in the loop expansion) by computing the expectation value of $`J_{}`$ (to this order), setting this equal to $`A_{}^{\prime \prime }(x_+)`$, and solving the resulting equation. We did this to one loop order in Section 6 and there is no essential obstacle to including higher loop effects. The vertices of QED do not even depend upon the background, nor does the photon propagator. And with our operator solution we have the essential elements of the electron propagator.
It might be useful to recapitulate the rather subtle way the equations of motion can be satisfied within our class of backgrounds. We started with the mode functions in a generic $`A_{}(x_+)`$ gauge field. One consequence was expression (90) which states that the expectation value of $`J_+`$ grows with $`eA_{}(x_+)`$. But then the Maxwell equation $`_{}_+A_{}=J_+`$ implies that $`A_{}`$ must depend on $`x_{}`$, contradicting our initial ansatz. The resolution of this apparent contradiction derives from equation (111) for the renormalized expectation value of $`J_{}`$. In the limit that $`ฯต`$ goes to zero the leading contribution to this source is negative infinite and independent of $`x_{}`$. Hence so too is $`_+E`$. In other words, having a finite, positive electric field causes the $`x_+`$ derivative of the electric field to become infinitely negative, which of course drives the electric field to zero. At this point one of the assumptions of our formalism breaks down, but it is easy to see, on physical grounds, that the electric field must fall below zero and that the resulting negative electric field engenders a positive infinite $`J_{}`$ current. This would lift it back up through zero, whereupon the (not necessarily periodic) cycle would start again. Since the induced currents are infinite, the response time is zero. So the picture is of an electric field undergoing oscillations of finite amplitude with infinite frequency. Since our vector potential vanishes at $`x_+=0`$ we can recover it from the electric field by integration,
$$A_{}(x_+)=_0^{x_+}๐y_+E(y_+).$$
(143)
But this integral must vanish for an electric field undergoing oscillations of finite amplitude with infinite frequency. Therefore our result (90) gives zero for the expectation value of $`J_+`$, and there is no need for the solution to depend upon $`x_{}`$.
One of the novel features of our solution is that the phenomenon of pair creation is a discrete event on the lightcone. Evolution is diagonal in the Fourier basis of $`k_+`$ and $`\stackrel{~}{k}`$, however, it is the minimally coupled, kinetic momentum $`p_+=k_+eA_{}(x_+)`$ which determines whether a particular Fourier component creates or annihilates particles at any given value of $`x_+`$. When $`p_+`$ passes from negative to positive that particular Fourier component experiences pair creation with probability $`e^{2\pi \lambda (k_+,\stackrel{~}{k})}`$, where $`\lambda `$ is given by (49). We exploited this at the end of Section 4 to give a simple and explicit derivation of the particle production rate per unit volume, in real time and without resorting to ad hoc interpretations for formally meaningless expressions.
Why pair creation is so simple on the lightcone was explained in Section 6. Quantum field theory on surface of constant $`x_+`$ can be viewed as the infinite boost limit of the conventional problem formulated on surfaces of constant $`t^{}`$ . Pair production is not localized in time when the electric field is homogeneous on surfaces of constant $`t^{}`$. Each of the various momentum modes has a nonzero probability of appearing in any time interval. However, when subject to an infinite boost one sees that the newly created particles must appear, to the lightcone observer, to be moving with $`p^3\mathrm{}`$. This corresponds to $`p_+0^+`$, which is why particles are created on the lightcone only when their kinetic momentum $`p_+=k_+eA_{}(x_+)`$ passes through zero.
Before a particular Fourier component undergoes pair production, the field at $`x_+`$ is a mode function of modulus unity times the same Fourier component of the field at $`x_+=0`$. After pair production the modulus of the mode function drops by a factor of $`e^{\pi \lambda (k_+,\stackrel{~}{k})}`$. The missing amplitude is acquired by new operators which come in from $`x_{}=\mathrm{}`$. This may be one of the more interesting features of our solution for lightcone experts. It has long been known that specifying the fields on a surface of constant $`x_+`$ cannot completely determine their future evolution. This is obvious for massless fields in two spacetime dimensions. However, the problem has always been hidden at $`k_+=0`$ when either $`m0`$ or $`D>2`$. It ever needed to be resolved if one only desired scattering amplitudes; these can be computed away from $`k_+=0`$ and then analytically continued. In our analysis the problem could not be avoided because more and more modes are pulled through zero kinetic momentum $`p_+=k_+eA_{}(x_+)`$ as the long as the electric field remains positive.
Our original motivation for studying this problem was to see what it can teach us about techniques for treating the related problem of quantum gravitational back-reaction on inflation. It is worth summarizing what we have learned in that context. First, there does not seem to be any generic problem with using expectation values to study back-reaction. The results we obtained by doing this in Section 6 have a transparently correct physical interpretation. We should caution, however, that the current operator is a gauge invariant, unlike the metric.
The second point of relevance is that back-reaction is an infrared effect. The important physics is associated with the finite range of modes whose kinetic momentum has passed through zero. We saw in Section 6 that the ultraviolet divergent contribution to the expectation value of $`J_{}`$ comes from different terms and has a different dependence upon the fields. Had we merely subtracted these terms and replaced the bare charge and field everywhere with the renormalized ones we would have gotten the correct result. This had to work from the context of effective field theory, but it is comforting to see it actually do so.
Finally, there is at least the possibility that one can follow the system into the regime where back-reaction is a strong effect. This can happen if the 1PI diagrams past some finite order in the loop expansion make no large contribution to the effect. Then one will get the right result by simply solving the effective field equations obtained by evaluating the expectation value of the current operator to that finite order. Note especially that one does not have to simply do this and hope that it works. Once the solution from the truncated effective field equations is obtained one can always check to see whether the higher loop diagrams are in fact negligibly small in this background. So the way is open to making a potentially self-consistent calculation.
Acknowledgements
We wish to acknowledge a stimulating conversation with D. Boyanovsky. This work was partially supported by DOE contract DE-FG02-97ER41029, by the Greek General Secretariat of Research and Technology grant 97 E$`\mathrm{\Lambda }`$-120, by EU grant HPRN-CT-2000-00122. The authors also express their gratitude to the Institute for Fundamental Theory at the University of Florida and to the Department of Physics at the University of Crete for hospitality during mutual visits.
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# Non-vacuum twisting type N metrics 11footnote 1Research supported by Komitet Badaล Naukowych (Grant nr 2 P03B 060 17) Paweล Nurowski 22footnote 2e-mail: nurowski@fuw.edu.pl Instytut Fizyki Teoretycznej, Uniwersytet Warszawski ul. Hoลผa 69, 00-618 Warszawa, Poland Jerzy F. Plebaลski 33footnote 3e-mail: Jerzy.Plebanski@fis.cinvestav.mx Departamento de Fisica, CINVESTAV Apdo postal 14-740, 07000 Mexico, DF
## 1 Introduction
A way of obtaining the maximally reduced system of equations corresponding to the metrics with the energy momentum tensor of the form $`T_{\mu \nu }=k_\mu k_\nu `$, where $`k_\mu `$ is a quadruple principal null direction, was presented by one of us (JFP) in an unpublished paper . The method<sup>4</sup><sup>4</sup>4The results of Ref. are described in pp. 240-242. of Ref. can be also applied to the vacuum type N equations
$$R_{\mu \nu }=\lambda g_{\mu \nu }$$
(1)
with cosmological constant $`\lambda `$. It turns out that any type N metric satisfying the Einstein equations (1) is generated by a single complex function $`L=L(u,z,\overline{z})`$ of variables $`u`$ (real) and $`z`$ (complex), subjected to the following equations
$`\overline{๐}^2๐L๐^2\overline{๐}\overline{L}={\displaystyle \frac{\lambda }{3}}(๐\overline{L}\overline{๐}L)^3`$ (2)
$`\overline{๐}_u๐L={\displaystyle \frac{\lambda }{2}}(๐\overline{L}\overline{๐}L)[๐^2\overline{L}\overline{๐}๐L].`$
Here, $`๐=_zL_u`$. In terms of $`L`$ the metric reads
$$g=2(\theta ^1\theta ^2\theta ^3\theta ^4)$$
$`\theta ^3=\overline{\theta ^3}=\mathrm{d}u+L\mathrm{d}z+\overline{L}\mathrm{d}\overline{z}`$
(3)
$`\theta ^1=\overline{\theta ^2}=[r+{\displaystyle \frac{1}{2}}(๐\overline{L}\overline{๐}L)]\mathrm{d}z+\overline{L}_u\theta ^3`$
$`\theta ^4=\overline{\theta ^4}=\mathrm{d}r+[L_u(๐\overline{L}\overline{๐}L){\displaystyle \frac{1}{2}}๐(๐\overline{L}\overline{๐}L)]\mathrm{d}z+[\overline{L}_u(\overline{๐}L๐\overline{L}){\displaystyle \frac{1}{2}}\overline{๐}(\overline{๐}L๐\overline{L})]\mathrm{d}\overline{z}+`$
$`[{\displaystyle \frac{\lambda }{6}}(r^2+{\displaystyle \frac{5}{4}}(๐\overline{L}\overline{๐}L)^2){\displaystyle \frac{1}{2}}_u(๐\overline{L}+\overline{๐}L)]\theta ^3,`$
and the 4-dimensional space-time is parametrized by $`(r,u,z,\overline{z})`$, $`r`$ beeing a real coordinate. The only nonvanishing coefficient of the Weyl tensor is
$$\mathrm{\Psi }_4=\frac{๐_u^2\overline{๐}\overline{L}+\frac{\lambda }{6}(3\overline{L}_u\overline{๐})(\overline{๐}^2L๐\overline{๐}\overline{L})}{r\frac{1}{2}(๐\overline{L}\overline{๐}L)}.$$
(4)
The metric (3) has a quadruple principall null direction $`k=_r`$. It is twisting iff and only iff
$$๐\overline{L}\overline{๐}L0.$$
(5)
If $`k`$ is non-twisting all the metrics corresponding to solutions of (2) are known . On the other hand, if condition (5) is satsified no explicit solution to the equations (2) is avaliable. Even the Hauser explicit solution is not easily expressible in terms of function $`L`$ only.
## 2 The Feferman class
In this paper we relax the Einstein condition and search for twisting type N metrics, which do not satisfy any additional curvature conditions. One class of such metrics is given by the Feferman conformal class , which in the context of GR was first studied by Sparling . To describe the Feferman metrics one needs the notion of a Cauchy-Riemann structure.
###### Definition 1
A Cauchy-Riemann (CR) structure $`(๐ฉ,[(\mathrm{\Omega },\mathrm{\Omega }_1)])`$ is a 3-dimensional manifold $`๐ฉ`$ equipped with a class of pairs of 1-forms $`[(\mathrm{\Omega },\mathrm{\Omega }_1)]`$ such that $`\mathrm{\Omega }`$ is real- and $`\mathrm{\Omega }_1`$ is complex-valued, $`\mathrm{\Omega }\mathrm{\Omega }_1\overline{\mathrm{\Omega }}_10`$ at each point of $`๐ฉ`$, two pairs $`(\mathrm{\Omega },\mathrm{\Omega }_1)`$ and $`(\mathrm{\Omega }^{},\mathrm{\Omega }_1^{})`$ are equivalent iff there existsnonvanishing functions $`f`$ (real) and $`h`$ (complex) and a complex function $`p`$ on $`๐ฉ`$ such that
$$\mathrm{\Omega }^{}=f\mathrm{\Omega }\mathrm{\Omega }_1^{}=h\mathrm{\Omega }_1+p\mathrm{\Omega }.$$
(6)
A Cauchy-Riemann structure is nondegenerate iff $`\mathrm{d}\mathrm{\Omega }\mathrm{\Omega }0`$.
Given a nondegenerate CR structure $`(๐ฉ,[(\mathrm{\Omega },\mathrm{\Omega }_1)])`$ one can always choose a representative $`(\mathrm{\Omega },\mathrm{\Omega }_1)`$ from the class $`[(\mathrm{\Omega },\mathrm{\Omega }_1)]`$ such that
$$\mathrm{d}\mathrm{\Omega }=i\mathrm{\Omega }_1\overline{\mathrm{\Omega }}_1.$$
(7)
Since $`(\mathrm{\Omega },\mathrm{\Omega }_1,\overline{\mathrm{\Omega }}_1)`$ constitutes a basis of 1-forms on $`๐ฉ`$ then the differential of $`\mathrm{\Omega }_1`$ uniquely defines functions $`\alpha ,\theta `$ (complex) and $`\beta `$ (real) such that
$$\mathrm{d}\mathrm{\Omega }_1=\overline{\alpha }\mathrm{\Omega }_1\overline{\mathrm{\Omega }}_1+i\beta \mathrm{\Omega }\mathrm{\Omega }_1\theta \mathrm{\Omega }\overline{\mathrm{\Omega }}_1.$$
(8)
Let $`(_0,,\overline{})`$ be a basis of vector fields on $`๐ฉ`$ dual to $`(\mathrm{\Omega },\mathrm{\Omega }_1,\overline{\mathrm{\Omega }}_1)`$, respectively. Then the equation $`\mathrm{d}^2\mathrm{\Omega }_10`$ implies the following identity
$$_0\alpha i\beta +\overline{}\overline{\theta }+i\beta \alpha \overline{\alpha }\overline{\theta }=0.$$
(9)
It is convenient to introduce the following operators
$$\mathrm{}=\alpha \delta =_0+i\beta .$$
(10)
Condition (6) does not fix the forms $`(\mathrm{\Omega },\mathrm{\Omega }_1)`$ totally. They still can be transformed by means of the following transformations
$$\mathrm{\Omega }t\overline{t}\mathrm{\Omega }\mathrm{\Omega }_1t[\mathrm{\Omega }_1+i\overline{}\mathrm{log}(t\overline{t})\mathrm{\Omega }],$$
(11)
where $`t`$ is a nonvanishing complex function on $`๐ฉ`$. The corresponding transformations of functions $`\alpha ,\beta ,\theta `$ are
$`\alpha {\displaystyle \frac{1}{t}}(\alpha \mathrm{log}(t\overline{t}^2))`$
$`\theta {\displaystyle \frac{1}{\overline{t}^2}}(\theta +\overline{\alpha }z+\overline{}z+iz^2)`$ (12)
$`\beta {\displaystyle \frac{1}{|t|^2}}[\beta \overline{}\mathrm{log}t\overline{}\mathrm{log}\overline{t}\alpha \overline{}\mathrm{log}t\overline{\alpha }\mathrm{log}\overline{t}2(\overline{}\mathrm{log}t+\mathrm{log}\overline{t}\overline{})\mathrm{log}|t|],`$
where $`z=i\overline{}\mathrm{log}(t\overline{t})`$.
Let $`(๐ฉ,[(\mathrm{\Omega },\mathrm{\Omega }_1)])`$ be a CR-structure with $`(\mathrm{\Omega },\mathrm{\Omega }_1)`$ satisfying (7). One defines a manifold
$$=๐\times ๐ฉ$$
(13)
with a canonical projection $`\pi :๐ฉ`$ and pull-backs the forms $`(\mathrm{\Omega },\mathrm{\Omega }_1)`$ to $``$ by means of $`\pi `$. Then, using the same letters to denote the pull-backs, one equipps $``$ with a class of Lorentzian metrics of the form
$$g=\mathrm{e}^{2\varphi }[\mathrm{\Omega }_1\overline{\mathrm{\Omega }}_1\mathrm{\Omega }(\mathrm{d}r+W\mathrm{\Omega }_1+\overline{W}\overline{\mathrm{\Omega }}_1+H\mathrm{\Omega })].$$
(14)
Here $`\varphi ,H`$ (real) and $`W`$ (complex) are arbitrary functions on $`๐ฉ`$ and $`r`$ is a real coordinate along the factor $`๐`$ in $`=๐\times ๐ฉ`$.
It follows that the vector field $`k=_r`$ is null geodesic and shear-free in any metric (14). It generates a congruence of shear-free and null geodesics in $``$ which is always twisting due to condition (7). The converse is also true. Any space-time admitting a twisting congruence of shear-free and null geodesics can be obtained in this way . This, in particular, means that any such sace-time defines its corresponding CR-structure - the 3-dimensional manifold of the lines of the congruence.
In the context of the present paper it is interesting to ask when the metrics (14) are of type N with $`k`$ beeing a quadruple principal null direction. The answer is given by the following theorem .
###### Theorem 1
The metric (14) has $`k=_r`$ as a quadruple principal null direction if and only if
$`W=2ai\mathrm{e}^{ir}+b`$
$`H=\mathrm{e}^{ir}(\overline{\mathrm{}}i\overline{b})a+\mathrm{e}^{ir}(\mathrm{}+ib)\overline{a}+h`$ (15)
$`h=i(\mathrm{}\overline{b}\overline{\mathrm{}}b)6a\overline{a}{\displaystyle \frac{1}{2}}(\mathrm{}\overline{\alpha }+\overline{\mathrm{}}\alpha +\beta )`$
where the complex functions $`a:๐ฉ๐`$ and $`b:๐ฉ๐`$ satisfy
$`2iha2\delta ai\overline{\mathrm{}}a(\overline{b}a)b\overline{\mathrm{}}a+ib\overline{b}a=0`$ (16)
$`4\overline{\alpha }\overline{\theta }2\overline{}\overline{\theta }+3i(\delta b\overline{\theta }\overline{b})+(\overline{\mathrm{}}b\mathrm{}\overline{b}4ih)+8i(a\mathrm{}\overline{a}(a\overline{a})+iba\overline{a})=0.`$ (17)
Take
$$a=0,b=\frac{2}{3}i\alpha .$$
(18)
Then equation (16) is automatically satisfied and equation (17) becomes the identity (9). Then, applying Theorem 1 we have the following Corollary.
###### Corollary 1
Let $`(๐ฉ,[(\mathrm{\Omega },\mathrm{\Omega }_1)])`$ be a CR-structure generated by forms $`(\mathrm{\Omega },\mathrm{\Omega }_1)`$ satisfying condition (7). Then the metric
$$g=\mathrm{e}^{2\varphi }\{\mathrm{\Omega }_1\overline{\mathrm{\Omega }}_1\mathrm{\Omega }[\mathrm{d}r+\frac{2}{3}i\alpha \mathrm{\Omega }_1\frac{2}{3}i\overline{\alpha }\overline{\mathrm{\Omega }}_1+\frac{1}{6}(\mathrm{}\overline{\alpha }+\overline{\mathrm{}}\alpha 3\beta )\mathrm{\Omega }]\}$$
(19)
on manifold $`=๐\times ๐ฉ`$ is of type N with twisting shear-free null geodesics generated by the quadruple principal null dierction $`k=_r`$.
The metrics (19) are called the Feferman metrics . Their main property is presented in the following theorem.
###### Theorem 2
Let a pair $`(\mathrm{\Omega },\mathrm{\Omega }_1)`$ satisfying (7) undergoes transformation (11). Then the metric $`g`$ of (19) transforms according to<sup>5</sup><sup>5</sup>5To get this result one has to redefine the $`r`$ coordinate according to $`rr+\frac{i}{3}\mathrm{log}\frac{t}{\overline{t}}`$ $`gt\overline{t}g`$.
Thus, any nondegenerate CR-structure defines a conformal class of Feferman metrics (19). Each of the metrics in the class is of type N and its quadruple principal null direction defines a congruence of shear-free and null geodesics with twisting rays. We stress here that Corollary 1 provides an effective method of evaluating Feferman twisting type N metrics for each nondegenrate CR-structure. For example, if the CR-structure $`๐ฉ`$ is embeddable in $`๐^2`$ (cf. , p. 499 for definition of embeddability) it may be parametrized by coordinates $`(u,z,\overline{z})`$, $`u`$ \- real, $`z`$ \- complex, and generated by a free complex function $`L=L(u,z,\overline{z})`$ such that $`๐\overline{L}\overline{๐}L0`$. The 1-forms $`(\mathrm{\Omega },\mathrm{\Omega }_1)`$ satisfying (7) may be choosen to be
$$\mathrm{\Omega }=i\frac{\mathrm{d}u+L\mathrm{d}z+\overline{L}\mathrm{d}\overline{z}}{๐\overline{L}\overline{๐}L}$$
(20)
$$\mathrm{\Omega }_1=\mathrm{d}zi\overline{w}\mathrm{\Omega },$$
where
$$w=L_u+๐\mathrm{log}(๐\overline{L}\overline{๐}L).$$
(21)
Then, the Feferman metric (19) is
$$g=\mathrm{e}^{2\varphi }\{\mathrm{d}z\mathrm{d}\overline{z}\mathrm{\Omega }[\mathrm{d}r\frac{i}{3}w\mathrm{d}z+\frac{i}{3}\overline{w}\mathrm{d}\overline{z}\frac{1}{6}๐\overline{w}\mathrm{\Omega }]\}$$
(22)
Inserting (2)-(21) into (22) gives an explicit form of the Feferman metric for each embeddable CR-structure.
Another characterization of the Feferman class of metrics is given by the following theorem .
###### Theorem 3
Feferman metrics $`g`$ are the only metrics satisfying the following three conditions:
* $`g`$ are of type N with a quadruple principal null direction generated by a vector filed $`k`$,
* k is geodesic, shear-free and twisting,
* k is a conformal Killing vector field.
A bit disapointing property of the Feferman class is given below .
###### Theorem 4
None of the Feferman metrics satisfies Einstein equations $`R_{\mu \nu }=\lambda g_{\mu \nu }`$.
## 3 Twisting type N metrics with 3-dimensional group of conformal symmetries
In this section we find a local form of all Lorentzian metrics $`g`$ which satisfy the following assumptions
* $`g`$ are of type N with $`k`$ beeing a quadruple principal null direction,
* $`k`$ is geodesic, shear-free and twisting,
* $`g`$ is not conformally equivalent to any of the Feferman metrics and not conformally flat,
* $`g`$ admit at least 3 conformal Killing vector fields.
The following theorem is implicit in Sections 4-6 of Ref. .
###### Theorem 5
All the metrics satisfying assumptions (i)-(iv) can locally be represnted by
$$g=\mathrm{e}^{2\varphi }[\mathrm{\Omega }_1\overline{\mathrm{\Omega }}_1\mathrm{\Omega }(\mathrm{d}r+W\mathrm{\Omega }_1+\overline{W}\overline{\mathrm{\Omega }}_1+H\mathrm{\Omega })],$$
(23)
where
$$W=2ai\mathrm{e}^{ir}+b,H=a[\mathrm{e}^{ir}(\overline{\alpha }+i\overline{b})+\mathrm{e}^{ir}(\alpha ib)]+i(\overline{\alpha }b\alpha \overline{b})6a^2\frac{1}{2}\beta +\alpha \overline{\alpha }$$
(24)
and the functions $`a>0,b,\alpha ,\beta ,\theta `$ are constants <sup>6</sup><sup>6</sup>6If $`a0`$ then the corresponding metric is in the Feferman class., satisfying
$$12ia^2\overline{\alpha }b+ib\overline{b}+2\alpha (i\overline{\alpha }+\overline{b})3i\beta =0$$
(25)
$$8ia^2(\alpha ib)3b\beta +4\overline{\alpha }\overline{\theta }3i\overline{b}\overline{\theta }=0.$$
(26)
$`\mathrm{\Omega }`$ and $`\mathrm{\Omega }_1`$ are related to $`\alpha ,\beta ,\theta `$ by (8) and satisfy (7). The space-time is locally a cartesian product $`=๐\times ๐ฉ`$, with $`(๐ฉ,(\mathrm{\Omega },\mathrm{\Omega }_1))`$ beeing a three dimensional nondegenerate CR-structure. The coordinate $`r`$ is choosen so that the orbits of the three conformal symmetries $`X_i`$, $`i=1,2,3`$ are given by $`r`$=const and $`X_i(r)=0`$. The three symmetries $`X_i`$ are such that
$$_{X_i}\mathrm{\Omega }=_{X_i}\mathrm{\Omega }_1=0i=1,2,3,$$
(27)
so that they constitute also three symmetries of the CR-structure $`(๐ฉ,(\mathrm{\Omega },\mathrm{\Omega }_1))`$.
It follows from this theorem that all the metrics satisfying (i)-(iv) can be obtained by inspecting the list of all nondegenerate CR-structures admitting three symmetries. Such structures are classified according to the Bianchi type of the corresponding symmetries. For each Bianchi type the forms $`\mathrm{\Omega },\mathrm{\Omega }_1`$ and the constants $`\alpha ,\beta ,\theta `$ are presented in Ref. . Using this list, one has to check whether a given Bianchi type represented by constants $`\alpha ,\beta ,\theta `$ is admitted by the type N equations (25)-(26). If it is, one finds the corresponding $`a`$ and $`b`$.
It turns out that only CR-structures with symmetry groups of Bianchi types $`VI_h`$ and $`VIII`$ are admitted by equations (25)-(26). Below we describe the corresponding solutions.
### 3.1 Solutions for Bianchi type $`VIII`$
In this case one has a 1-parameter family of nonequivalent CR-structures, parametrized by $`k0`$, $`k1`$. The manifold $`๐ฉ`$ of such CR-structures can be coordinatized by $`(u,z,\overline{z})`$, ($`u`$-real, $`z`$-complex) and the forms $`\mathrm{\Omega },\mathrm{\Omega }_1`$ and the constants $`\alpha ,\beta ,\theta `$ of Theorem 5 can be choosen so that
$`\mathrm{\Omega }={\displaystyle \frac{2}{k^21}}\lambda _0\mathrm{\Omega }_1=\mu _0{\displaystyle \frac{k}{k^21}}\lambda _0`$
$`\mu _0={\displaystyle \frac{2\mathrm{e}^{iu}}{z\overline{z}1}}\mathrm{d}z\lambda _0=\mathrm{d}u+{\displaystyle \frac{k\mathrm{e}^{iu}i\overline{z}}{z\overline{z}1}}\mathrm{d}z+{\displaystyle \frac{k\mathrm{e}^{iu}+iz}{z\overline{z}1}}\mathrm{d}\overline{z}`$ (28)
$`\alpha =0\beta ={\displaystyle \frac{1}{4}}(k^22)\theta ={\displaystyle \frac{i}{4}}k^2.`$
Inserting the above $`\alpha ,\beta ,\theta `$ to the type N equations (25)-(26) one finds two branches of solutions for $`a`$ and $`b`$. The corresponding metrics are
$$g=\mathrm{e}^{2\varphi }[\mathrm{\Omega }_1\overline{\mathrm{\Omega }}_1\mathrm{\Omega }\nu ]$$
(29)
where the forms $`\mathrm{\Omega }`$ and $`\mathrm{\Omega }_1`$ are given by (28) and the real 1-form $`\nu `$ is given below for each branch (a) and (b) separately.
* If $`0k\frac{\sqrt{2}}{2}`$ then
$`\nu =\mathrm{d}r+{\displaystyle \frac{i}{2}}\sqrt{3(1k^2)}(\mathrm{e}^{ir}\pm \sqrt{{\displaystyle \frac{12k^2}{1k^2}}})\mathrm{\Omega }_1{\displaystyle \frac{i}{2}}\sqrt{3(1k^2)}(\mathrm{e}^{ir}\pm \sqrt{{\displaystyle \frac{12k^2}{1k^2}}})\overline{\mathrm{\Omega }}_1+`$
$`({\displaystyle \frac{3}{8}}\sqrt{(12k^2)(1k^2)}(\mathrm{e}^{ir}+\mathrm{e}^{ir})+k^2{\displaystyle \frac{7}{8}})\mathrm{\Omega }.`$
Solutions are not conformally flat iff $`k\frac{\sqrt{2}}{2}`$.
* If $`k0`$, $`k1`$, $`k\sqrt{3}`$ then
$`\nu =\mathrm{d}r+{\displaystyle \frac{\sqrt{3}}{2}}(i\mathrm{e}^{ir}\pm \sqrt{1+k^2})\mathrm{\Omega }_1+{\displaystyle \frac{\sqrt{3}}{2}}(i\mathrm{e}^{ir}\pm \sqrt{1+k^2})\overline{\mathrm{\Omega }}_1+`$
$`{\displaystyle \frac{1}{8}}(3i\sqrt{1+k^2}(\mathrm{e}^{ir}\mathrm{e}^{ir})k^27)\mathrm{\Omega }.`$
Solutions are not conformally flat iff $`k1`$, $`k\sqrt{3}`$.
### 3.2 Solutions for Bianchi type $`VI_h`$
In this case one has only one CR-structures for each value of the real parameter $`h=(\frac{1d}{1+d})^2`$, $`1<d1`$. For each value of $`d`$ the CR-manifold $`๐ฉ`$ can be coordinatized by real $`(u,x,y)`$, and the forms $`\mathrm{\Omega },\mathrm{\Omega }_1`$ and the constants $`\alpha ,\beta ,\theta `$ of Theorem 5 can be choosen so that
$`\mathrm{\Omega }={\displaystyle \frac{2}{d+1}}\lambda _0\mathrm{\Omega }_1=\mu _0+{\displaystyle \frac{d}{d+1}}\lambda _0`$
$`\mu _0=y^1\mathrm{d}(x+iy)\lambda _0=y^d\mathrm{d}uy^1\mathrm{d}x`$
$`\alpha ={\displaystyle \frac{i}{2}}(d1)\beta ={\displaystyle \frac{1}{4}}d\theta ={\displaystyle \frac{i}{4}}d.`$
For the above $`\alpha ,\beta ,\theta `$ the type N equations (25)-(26) imply that the constant $`b`$ is real and satsifies
$$8b^3+8(d1)b^22(1+4d+d^2)b2d^33d^2+3d+2=0.$$
(30)
Note that equation (30) always admits at least one real solution. Once the real solution $`b=b(d)`$ of this equation is known one has to check, whether the quantity
$$A=\frac{1}{48}[4b^2+6(d1)b+2d^2d+2]$$
is positive. If it is positive, the constant
$$a=\sqrt{A}.$$
(31)
Otherwise there is no solution to (25)-(26) corresponding to $`b=b(d)`$.
To describe an example of explicit solutions to equations (30)-(31) we choose
$$d=\frac{1}{2}.$$
(32)
Then, there are three different solutions for $`a`$ and $`b`$:
$$b_1=\frac{1}{4}(\sqrt{6}+1)a_1=\frac{1}{8}\sqrt{6+\frac{5}{3}\sqrt{6}},$$
(33)
$$b_2=1a_2=\frac{1}{4},$$
(34)
$$b_3=\frac{1}{4}(\sqrt{6}1)a_3=\frac{1}{8}\sqrt{6\frac{5}{3}\sqrt{6}}.$$
(35)
The corresponding metrics are given by
$$g=\mathrm{e}^{2\varphi }[\mathrm{\Omega }_1\overline{\mathrm{\Omega }}_1\mathrm{\Omega }\nu ]$$
(36)
where the forms $`\mathrm{\Omega }`$ and $`\mathrm{\Omega }_1`$ are given by (3.2) with $`d=\frac{1}{2}`$, and the real 1-form $`\nu `$ is given below for each of the three above solutions by
$`\nu _1=\mathrm{d}r+{\displaystyle \frac{1}{4}}[i\sqrt{6+{\displaystyle \frac{5}{6}}\sqrt{6}}\mathrm{e}^{ir}\sqrt{6}1]\mathrm{\Omega }_1+{\displaystyle \frac{1}{4}}[i\sqrt{6+{\displaystyle \frac{5}{6}}\sqrt{6}}\mathrm{e}^{ir}\sqrt{6}1]\overline{\mathrm{\Omega }}_1+`$
$`{\displaystyle \frac{1}{32}}[i\sqrt{36+10\sqrt{6}}(\mathrm{e}^{ir}\mathrm{e}^{ir})\sqrt{6}10]\mathrm{\Omega }`$
$`\nu _2=\mathrm{d}r+[{\displaystyle \frac{i}{2}}\mathrm{e}^{ir}+1]\mathrm{\Omega }_1+[{\displaystyle \frac{i}{2}}\mathrm{e}^{ir}+1]\overline{\mathrm{\Omega }}_1+`$
$`[{\displaystyle \frac{5}{16}}i(\mathrm{e}^{ir}\mathrm{e}^{ir}){\displaystyle \frac{3}{4}}]\mathrm{\Omega }`$
$`\nu _3=\mathrm{d}r+{\displaystyle \frac{1}{4}}[i\sqrt{6{\displaystyle \frac{5}{6}}\sqrt{6}}\mathrm{e}^{ir}+\sqrt{6}1]\mathrm{\Omega }_1+{\displaystyle \frac{1}{4}}[i\sqrt{6{\displaystyle \frac{5}{6}}\sqrt{6}}\mathrm{e}^{ir}+\sqrt{6}1]\overline{\mathrm{\Omega }}_1+`$
$`{\displaystyle \frac{1}{32}}[i\sqrt{3610\sqrt{6}}(\mathrm{e}^{ir}\mathrm{e}^{ir})+\sqrt{6}10]\mathrm{\Omega }`$
Each of these metrics is conformally non-flat.
Although equation (30) can be solved explicitely, the formula for $`b`$ is not very useful in obtaining the explicit forms of the metrics. It is more convenient to solve equation (30) for particular values of $`d`$ as we did above for $`d=\frac{1}{2}`$. Instead of giving further examples we present the qualitative description of the solutions, which was obtained by numerical analysis of (30)- (31). We have three possible branches of solutions, corresponding to three different roots $`b_1(d),b_2(d),b_3(d)`$ of (30). These branches are as follows.
* The solutions corresponding to the first root $`b_1(d)`$ are only possible if $`d0.511878`$. It turns out then, that for each value of $`d0.511878`$ there exists a type N metric, which is not conformally flat iff $`d\frac{1}{2}`$ and $`d0`$.
* The second root $`b_2(d)`$ admits solutions for each value of the parameter $`d0`$. For each such $`d`$ there exists precisely one type N metric, which is non conformally flat iff $`d0`$.
* The third root $`b_3(d)`$ admits solutions only for $`0.511878d0.220789`$ or $`d0`$. For each such $`d`$ there exists precisely one type N metric which is conformally non-flat iff $`d0.333347`$, $`d0.220789`$, $`d0`$, $`d1`$.
We close this section with a remark that the metrics satisfying assumptions (i)-(iv) are not conformally equivalent to the Ricci flat metrics. This result follows directly from the analysis performed in Ref. .
## 4 Examples of twisting type N metrics admitting two conformal symmetries.
In this section we present examples of type N metrics admitting two conformal symmetries. We additionally assume that the metrics are not conformally flat and that they do not belong to the Feferman class. The general solution for such a problem is rather hopeless to obtain but the following two examples can be given.
Case A.
Consider a 3-dimensional manifold parametrized by the real coordinates $`(u,x,y)`$. The CR-structure $`(๐ฉ,[(\mathrm{\Omega },\mathrm{\Omega }_1)])`$ is generated on $`๐ฉ`$ by the forms
$$\mathrm{\Omega }=\mathrm{d}uy\mathrm{d}x\mathrm{\Omega }_1=\frac{\sqrt{2}}{2}(\mathrm{d}x+i\mathrm{d}y).$$
(37)
The forms (37) satisfy (7). On $`=๐\times ๐ฉ`$ introduce a coordinate $`r`$ along the $`๐`$ factor and consider the metric
$$g=\mathrm{e}^{2\varphi }[\mathrm{\Omega }_1\overline{\mathrm{\Omega }}_1\mathrm{\Omega }\nu ]$$
(38)
with the 1-form $`\nu `$ defined by
$`\nu =\mathrm{d}r+y^1[({\displaystyle \frac{\sqrt{2}}{2}}\sqrt{3}+({\displaystyle \frac{3}{2}})^{\frac{1}{4}}i\mathrm{e}^{ir})\mathrm{\Omega }_1+({\displaystyle \frac{\sqrt{2}}{2}}\sqrt{3}({\displaystyle \frac{3}{2}})^{\frac{1}{4}}i\mathrm{e}^{ir})\overline{\mathrm{\Omega }}_1]+`$
$`y^2[{\displaystyle \frac{i6^{\frac{1}{4}}}{4}}(\sqrt{6}2)(\mathrm{e}^{ir}\mathrm{e}^{ir})+{\displaystyle \frac{\sqrt{6}}{4}}1]\mathrm{\Omega }`$ (39)
It is a matter of straigthforward calculation to see that the so defined metric is of type N, admits a congruence of twisting shear-free and null geodesics aligned with the principal null direction and is never conformally flat. Moreover it has only two conformal symmetries $`X_1=_u`$, $`X_2=_x`$.
Case B
Now the CR-structure $`(๐ฉ,[(\mathrm{\Omega },\mathrm{\Omega }_1)])`$ is generated by the forms
$$\mathrm{\Omega }=\mathrm{d}uy^2\mathrm{d}x\mathrm{\Omega }_1=\sqrt{y}(\mathrm{d}x+i\mathrm{d}y).$$
(40)
The forms (40) satisfy (7). The type N metric is defined on $`=๐\times ๐ฉ`$ by
$$g=\mathrm{e}^{2\varphi }[\mathrm{\Omega }_1\overline{\mathrm{\Omega }}_1\mathrm{\Omega }\nu ]$$
(41)
with the 1-form $`\nu `$ defined by
$`\nu =\mathrm{d}r+{\displaystyle \frac{1}{2y^{3/2}}}[(i\sqrt{5+2\sqrt{19}}\mathrm{e}^{ir}\sqrt{19})\mathrm{\Omega }_1+(i\sqrt{5+2\sqrt{19}}\mathrm{e}^{ir}\sqrt{19})\overline{\mathrm{\Omega }}_1]+`$
$`{\displaystyle \frac{i}{8y^3}}[\sqrt{5+2\sqrt{19}}(\sqrt{19}1)(\mathrm{e}^{ir}\mathrm{e}^{ir})162\sqrt{19}]\mathrm{\Omega }.`$ (42)
Here $`r`$ is a coordinate $`r`$ along the factor $`๐`$ in $``$.
The above metric is of type N, admits a congruence of twisting shear-free and null geodesics aligned with the principal null direction and is never conformally flat. It has only two conformal symmetries $`X_1=_u`$, $`X_2=_x`$.
## 5 Example of a type N metric with vanishing Bach tensor and not conformal to an Einstein metric
It is interesting to ask whether metrics (38)-(39), (41)-(42) are conformally equivalent to Einstein metrics. It is known that a neccessary condition for a metric to be conformal to an Einstein metric is that its Bach tensor
$$B_{\mu \nu }=C_{\mu \rho \nu \sigma }^{;\sigma \rho }+\frac{1}{2}C_{\mu \rho \nu \sigma }R^{\rho \sigma }$$
(43)
identically vanishes . (We denoted the Weyl conformal curvature by $`C_{\mu \rho \nu \sigma }`$.)
With a help of an extremely powerful symbolic algebra package GRTensor we calculated the Bach tensor for metrics (38)-(39) and (41)-(42). In both cases it is never vanishing, so we conclude that the metrics (38)-(39) and (41)-(42) are not conformally equivalent to any Einstein metric.
Surprisingly within the Feferman class we found a metric which has vanishing Bach tensor. This metric reads as follows:
$$g=\mathrm{e}^{2\varphi }[\mathrm{d}x^2+\mathrm{d}y^2\frac{2}{3}(\mathrm{d}x+y^3\mathrm{d}u)(y\mathrm{d}r+\frac{11}{9}\mathrm{d}x\frac{1}{9}y^3\mathrm{d}u)].$$
(44)
This metric, like any other from the Feferman class, is of type N, admits a congruence of twisting shear-free and null geodesics aligned with the principal null direction and is not conformally flat. It is interesting that it satisfies the Bach equations and, beeing in the Feferman class, is not conformal to any Einstein metrics. To the best of our knowledge this is the only known example of a Lorentzain metric having this last property .
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# DISTANCE TO THE LARGE MAGELLANIC CLOUD: THE RR LYRAE STARS 1footnote 11footnote 1Based on observations collected at the European Southern Observatory, proposal numbers 62.N-0802, 66.A-0485, and 68.D-0466
## 1 Introduction
The Large Magellanic Cloud (LMC) is widely considered as a benchmark in the definition of the astronomical distance scale; however no general consensus has been reached so far on its actual distance and a dichotomy at a 0.2-0.3 mag level seems to persist between short and long distances to the LMC as derived from Population I and II indicators. Population I distance indicators have a preference to cluster around a long distance modulus for the LMC in the range from 18.5 to 18.7 mag. An internal dichotomy is presented instead by the Population II indicators with most indicators based on โfield starsโ (Baade-Wesselink, B-W, and Statistical Parallax methods, in particular) yielding a short distance modulus of 18.3, while indicators based on โcluster starsโ (e.g. the Main Sequence Fitting method: Gratton et al. 1997, Carretta et al. 2000b, Gratton et al. 2002a; the globular clusters dynamical models; or the pulsational properties of RR Lyraeโs in globular clusters: Sandage 1993a) support a longer modulus in the range from 18.4 to 18.6. Indeed, the well-known discrepancy between short and long distance scales derived from old, Population II stars is still an unsolved issue (see e.g. Gratton et al. 1997), in spite of the impressive improvements in measuring distances achieved thanks to the Hipparcos mission. The average difference between the two scales (0.25-0.30 mag) translates into a difference of about 3-4$`\times 10^9`$ years in the corresponding age of the Galactic globular clusters and in turn in the age of the Universe.
### 1.1 The RR Lyrae distance scale to the LMC
The distance to the LMC from Population II objects is finally founded on the luminosity of the RR Lyrae variables: observations provide the โapparent luminosityโ of the LMC RR Lyraeโs: m(RR<sub>LMC</sub>). Various techniques provide the absolute luminosity of the RR Lyraeโs: M(RR). Distance to the LMC simply follows from the well known relation between apparent and absolute magnitudes. The first step actually includes two issues: (a) the derivation/use of a relation between the absolute luminosity of RR Lyrae stars and metallicity; and (b) the derivation of the apparent magnitude of RR Lyrae stars at a given metal abundance. Both issues are addressed in this paper with the help of new, photometric and spectroscopic data we have obtained for more than 100 RR Lyrae stars in the bar of the LMC.
Various estimates of the apparent luminosity of RR Lyrae stars in the LMC existed so far, with small but significant differences. (i) Walker (1992a) published average luminosities in the Johnson system for RR Lyraeโs in 7 clusters of the LMC; the mean dereddened apparent magnitude of these stars is 18.95 $`\pm `$ 0.04 mag (182 variables) at an average metal abundance of \[Fe/H\]= $`1.9`$, and for an average reddening value of $`<\mathrm{E}(\mathrm{B}\mathrm{V})>`$=0.09 mag. A slightly different value of 18.98 $`\pm `$ 0.04 mag (160 variables) and $`<\mathrm{E}(\mathrm{B}\mathrm{V})>`$=0.07 mag is obtained if NGC 1841, a cluster suspected to be about 0.2 mag closer to us (Walker 1992a), is discarded. (ii) The MACHO microlensing experiment has led to the discovery of about 8,000 RR Lyraeโs in the bar of the LMC (Alcock et al. 1996, hereinafter referred to as A96), among which 73 double-mode pulsators (Alcock et al. 1997, hereinafter referred to as A97). The average dereddened apparent magnitude of the RR Lyraes published by A96 for a subsample of 500 of these variables is 19.09 at \[Fe/H\]=$``$1.6 (the most frequent metallicity value in A96 spectroscopic abundances of 15 RR Lyraeโs in their sample) and for an assumed reddening value of $`E(BV)`$=0.1. Recently, MACHO photometry has been re-calibrated to the standard Johnson-Cousins photometric system (Alcock et al. 1999, hereinafter referred to as A99) superseding all prior calibrations. Alcock et al. (2000, hereinafter referred to as A00) present the color-magnitude diagram of 9 million stars (9M CMD) contained in 22 MACHO fields covering the LMC bar, and provide also median luminosity and metallicity of about 680 RRabโs: $`V`$=19.45 mag, and \[Fe/H\]=$`1.6`$, respectively, and the revised average luminosity of A97 RRdโs: $`<V>=19.327\pm 0.021`$, based on the new photometric calibration. (iii) A further estimate of the apparent dereddened average luminosity of RR Lyraeโs in the LMC comes from observations obtained during the second phase of the Optical Gravitational Lensing Experiment, OGLE-II (Udalski, Kubiak & Szymaลski 1997). Udalski (1998a) quotes an apparent dereddened average luminosity of $`<`$V<sub>0</sub>(RR)$`>`$=18.86 $`\pm `$0.04 mag at an average metallicity of \[Fe/H\]=$`1.6\pm 0.2`$ (see Table 6 of Udalski 1998a) and for assumed reddening values in the range from $`E(BV)`$=0.17 to 0.20 mag (see Table 2 of Udalski et al. 1998) based on 104 RR Lyraeโs observed in OGLE-II fields LMC\_SC14, 15, 19 and 20. This value was lately revised to $`<`$V<sub>0</sub>(RR)$`>`$=18.94 $`\pm `$0.04 mag (Udalski et al. 1999b), on the claim that extinction was slightly overestimated in Udalski (1998a). Extrapolating back from this revised $`<`$V<sub>0</sub>(RR)$`>`$, the new adopted E(BโV) shoud be about 0.025 mag smaller than in Udalski (1998a). Udalski (2000b) has furtherly revised the OGLE-II apparent dereddened average luminosity of the RR Lyrae in the LMC bar to $`<`$V<sub>0</sub>(RR)$`>`$=18.91 $`\pm `$0.01 mag, apparently based on the total sample of Lyrae variables detected by OGLE-II in the LMC bar, at \[Fe/H\]=$``$1.6 and for E(B$``$V)=0.143 mag. These new $`<`$V<sub>0</sub>(RR)$`>`$ and reddening are inconsistent with both Udalski (1998a) and Udalski et al. (1999b) values for these quantities; we further note that if the 0.3 dex difference in metallicity between Udalski (2000b) and Walker (1992a) samples is taken into account, Walkerโs RR Lyraes should be 0.06 mag brighter and not 0.04 (or 0.07) mag fainter than Udalski (2000b). Both authors claim that their photometric zero-points are good to 0.02-0.03 mag, so this could suggest that Walkerโs reddening is too small or Udalskiโs too large by E(B$``$V)=0.03โ0.04 mag.
Estimates of the absolute magnitude of the RR Lyrae stars come from the B-W method (Liu & Janes 1990; Jones et al. 1992; Cacciari, Clementini & Fernley 1992; Skillen et al. 1993; Fernley 1994), and from the Hipparcos based Statistical parallaxes (Fernley et al. 1998a; Tsujimoto et al. 1998; Gould & Popowski 1998), applied to field RR Lyraeโs.
Fernley et al. (1998b) provide a summary of previous B-W analyses and discuss the slope and zero-point of the RR Lyrae absolute magnitude โ metallicity relation. They quote a zero-point of M<sub>V</sub>(RR)=0.98$`\pm `$0.15 mag (at \[Fe/H\]=0.0), and a mild slope of 0.18$`\pm `$0.03 mag, given by the weighted average of the B-W slope (0.20$`\pm `$0.04) and of results for 8 globular clusters (GCs) in M31 observed with the Hubble Space Telescope (Fusi Pecci et al. 1996: 0.13$`\pm `$ 0.07). However, analysis of an enlarged sample of 19 M31 GCs (Rich et al. 2001) now suggests a steeper slope of 0.22 mag/dex. An even steeper slope of 0.30 mag/dex was found by Sandage (1993a) from the pulsational properties of RR Lyrae stars. Finally, a shallow slope of $``$ 0.18-0.22 mag/dex has been obtained from evolutionary HB models (e.g. Caloi et al. 1997, Cassisi et al. 1998). Moreover, recent evolutionary/pulsation and HB models also suggest that the slope may be not unique in the metallicity range spanned by the Galactic GCs (Castellani et al. 1991, Cassisi et al. 1998, Caputo 1997, Demarque et al. 2000) with two different regimes for metallicities below and above \[Fe/H\]=$`1.5`$.
Statistical parallaxes lead to M<sub>V</sub>(RR)=0.77$`\pm `$0.15 mag at \[Fe/H\]=$``$1.53 (Fernley et al. 1998a), 0.69 $`\pm `$0.10 mag at \[Fe/H\]=$``$1.58 (Tsujimoto et al. 1998), and 0.77$`\pm `$0.13 at \[Fe/H\]=$``$1.60 (Gould & Popowski 1998), but do not provide information on the slope of the M<sub>V</sub>(RR)-\[Fe/H\] relation.
In the remaining part of this Section we assume a value of $`\mathrm{\Delta }\mathrm{M}_\mathrm{V}(\mathrm{RR})/\mathrm{\Delta }`$\[Fe/H\]=0.2 mag/dex<sup>2</sup><sup>2</sup>2We will return on the value of the slope of the luminosity-metallicity relation in Sect. 5.2. (which is supported by both the B-W and the new M31 results) to transform the above M<sub>V</sub>(RR) values to the average metallicity of the LMC RR Lyrae stars in our sample. This is assumed to be \[Fe/H\]=$`1.5\pm 0.2`$, which is the most commonly adopted average value for the RR Lyrae variables in the LMC, and it was confirmed by the $`\mathrm{\Delta }`$S metal abundances derived by Bragaglia et al. (2001) for 6 of the LMC RRdโs in our sample. This metallicity is also consistent with A96, and with the average metal abundance we derived from low resolution spectroscopy of about 80% of the RR Lyrae stars considered in this paper (see Sections 3.3 and Gratton et al. 2002b).
We thus derive M<sub>V</sub>(RR)=0.72 $`\pm `$ 0.15 mag as average of the B-W (0.68 mag at \[Fe/H\]= $``$1.5)<sup>3</sup><sup>3</sup>3The B-W determination of the absolute luminosity of the Galactic field RR Lyraeโs is being revised in order to test the effects on this technique of the most recent model atmospheres (Kurucz 1995; Castelli 1999; Canuto & Mazzitelli 1992) with various approximations in the treatment of convection, different values of turbulent velocity and more complete and accurate opacity tables, as well as the use of instantaneous gravity along the pulsation cycle. Preliminary results (Cacciari et al. 2000) give M<sub>V</sub>(RR)=0.56 mag, for one star at \[Fe/H\]=$``$1.5 (RR Cet); this is about 0.12 mag brighter than found from previous studies (e.g. Fernley et al. 1998b). A similar analysis is presently being performed on a larger sample of field RR Lyraeโs at \[Fe/H\]=$``$1.5 (Cacciari, Clementini & Castelli 2003, in preparation), and on RR Lyrae stars in the globular cluster M3. and of the statistical parallaxes results (0.76 at \[Fe/H\]=$``$1.5). This value, when combined with Walkerโs apparent luminosity for the LMC cluster RR Lyraeโs leads to a distance modulus for the LMC of $`\mu _{\mathrm{LMC}}`$=18.32 (at \[Fe/H\]=$``$1.5 dex) in better agreement with the short distance scale. On the other hand, MACHOโs revised value ($`V`$=19.45 mag at \[Fe/H\]=$``$1.6) leads to a longer modulus of 18.44 mag for the LMC, but further complicates the scenario since it also seems to suggest that an intrinsic difference of $`0.1`$ mag might exist between field and cluster RR Lyraeโs. In fact, if allowance is given for the 0.3 dex difference in metallicity between Walkerโs and A96/A00 samples and according to $`\mathrm{\Delta }\mathrm{M}_\mathrm{V}(\mathrm{RR})/\mathrm{\Delta }`$\[Fe/H\]=0.2, A00 apparent luminosity for the field RR Lyraeโs is 0.12 mag fainter than Walkerโs apparent luminosity for the cluster variables<sup>4</sup><sup>4</sup>4Even with the steep slope of $`\mathrm{\Delta }\mathrm{M}_\mathrm{V}(\mathrm{RR})/\mathrm{\Delta }`$\[Fe/H\]$``$0.3, supported by Sandage (1993a) there is still a $``$0.10 mag difference between Walkerโs and A00, and a +0.13 mag difference between Walkerโs and Udalski (2000b), reddening corrected, apparent luminosities for the LMC RR Lyraeโs.. Finally, if the bright average magnitude proposed by Udalski (2000b) is correct ($`<`$V<sub>0</sub>(RR)$`>`$=18.91 $`\pm `$0.01 mag at \[Fe/H\]=$``$1.6), the distance modulus to the LMC would be as short as $`\mu _{\mathrm{LMC}}`$=18.21. This shows that simply considering different recent determinations for the average magnitude of the RR Lyrae stars, the range in the distance modulus values for the LMC is larger than 0.2 mag. This situation is clearly unsatisfactory and requires further inquiry of this issue.
### 1.2 What may cause these differences in $`<`$V<sub>0</sub>(RR)$`>`$?
An intrinsic difference at $`0.10.2`$ mag level between the luminosity of HB stars in globular clusters and in the field was tentatively suggested by Gratton (1998) calibration of the absolute magnitude of field horizontal branch (HB) metal-poor stars with good parallaxes from Hipparcos. Sweigart (1997) evolutionary models, which include some extra-mixing of He and other heavy elements (C,N,O) might give some support to this hypothesis, since there is observational evidence for extra-mixing in cluster red giants but not among field stars (Gratton et al. 2000c). However, Grattonโs suggestion was tested qualitatively by Catelan (1998) and, lately and in a more quantitative way, by Carretta, Gratton & Clementini (2000a) using the pulsational properties of a selected sample of field and cluster RR Lyraeโs. Their results show that field and cluster variables, in our Galaxy, cannot be distinguished in the $`\mathrm{\Delta }\mathrm{log}\mathrm{P}_{\mathrm{field}\mathrm{cluster}}`$ โ \[Fe/H\] plane, so that the actual existence of a luminosity difference between field and cluster variables seems very unlikely.
Alternative explanations for the differences in the apparent luminosity of the LMC RR Lyraeโs found by Walker (1992a), A00, and Udalski (2000b) should be considered. We notice that:
(i) MACHO photometry is in non standard blue and red filters, which are very different from the Johnson passbands of Walkerโs cluster RR Lyrae photometry (see fig. 1 of A99). A99 find that there is a systematic shift of $`\mathrm{\Delta }V0.035`$ mag between MACHO and other literature data with MACHO photometry being brighter (see fig.7 of A99). Additional concern also arises from the accuracy of the MACHO photometry at the limiting magnitude typical for the LMC RR Lyraeโs (19-20 mag); the problem is clearly shown in fig. 6 of A99. Comparison with MACHO is presented in Section 2.2, and the problem is considered at lenght in Di Fabrizio et al. (2002, hereinafter referred to as DF02), where we find that MACHO photometric zero-points, while apparently correct in some of their fields, appear to present a mismatch in others (see Section 2.2).
Udalski et al. (1997) provide a detailed description of the instrumental set up of OGLE-II. They briefly mention the OGLE-II filter passbands and comment that, except for the ultraviolet filter, they are very close to the standard Johnson-Cousins UBVRI photometric system. Udalski et al. (2000) compared OGLE-II apparent magnitudes and colors for a few local standard stars in the field of NGC 1835 they have in commom with Walker (1993). They found a mean difference of $`\mathrm{\Delta }`$V=โ0.026$`\pm `$0.025 mag (based on 6 stars, Walkerโs magnitudes beeing slightly brighter), and $`\mathrm{\Delta }`$(BโV)=โ0.026$`\pm `$0.028 (based on 4 star, Walkerโs colors being bluer), but also noted that for stars redder than (BโV)$``$1.2 mag OGLE colors are redder by more than 0.1 mag. Udalski et al. (2000) attribute this discrepancy to the Walker B-band filter, that matches rather poorly the standard B-band (the color coefficient of the transformation is about 1.2, see Walker 1992b). However, given the small number of objects in common between Walker (1993) and Udalski et al. (2000), any firm conclusion on the comparison between the two photometries seems premature, particularly at red colors. This point is considered more extensively in DF02, where we conclude that OGLE-II systematically overestimates apparent luminosities for stars close to the limit of their $`B`$, $`V`$ photometry, including RR Lyrae and clump stars.
(ii) It may be possible that due to projection effects combined to small number statistics, the globular clusters in Walker (1992a) sample are, on average, closer to us than the bar of the LMC. Indeed, Walker (1992a) assumed that the clusters were on the same plane as younger populations, based on similarity in kinematics (Schommer et al. 1992). However, this assumption may be questioned in view of the large scatter of the individual objects in the sky (see Figure 1), and Walker himself cautions that at least one of the clusters in his sample (NGC 1841) could actually be about 10% closer to us.
(iii) A major crucial point is the actual reddening towards and inside the LMC. Walker (1992a; see his Table 1) derives reddening values from a number of methods in each cluster of his sample, including two techniques based on the pulsational properties of RR Lyraeโs, namely the color of the edges of the instability strip, and Sturchโs (1966) method. These reddenings range from $`E(BV)`$= 0.03 for the Reticulum cluster to $`E(BV)`$= 0.18 for NGC 1841, with an average value of $`E(BV)`$= 0.09 mag. However, in some clusters the adoption of such reddening values results in a too blue dereddened instability strip (NGC 1835), suggesting that in these cases the reddening may be overestimated. In other clusters (NGC 1786, NGC 1841) the strip may be not totally filled: reddening estimates are rather uncertain in these cases. A96 do not derive an independent reddening estimate, but simply assume $`E(BV)`$=0.1 mag, based on Bessel (1991) re-examination of the reddening towards and inside the two Clouds.
Udalski (1998a) adopts an average reddening value of $`E(BV)`$=0.185 mag for his RR Lyraeโs sample, but Udalski et al. (1999b) claim that this value is too high. They do not give the revised value, but extrapolating back from the revised $`<V_0(RR)>`$, the new adopted $`E(BV)`$ shoud be about 0.16 mag. Udalski et al. (1999a) published reddening values for all the 21 LMC fields observed by OGLE-II. They range from E(BโV)=0.105 to 0.201 mag with an average value of 0.143$`\pm `$0.017 mag. This average value is 0.042 and 0.017 mag smaller than the reddenings adopted for the LMC RR Lyrae stars in Udalski (1998a) and Udalski et al. (1999b) respectively.
Finally, we recall that the reddening value derived from Cepheids in the bar of the LMC is E(B$``$V)= 0.07 mag (Laney & Stobie 1994), i.e. $``$ 0.02-0.03 mag smaller than Walkerโs and A96, and about 0.07 mag smaller than Udalski (2000b). This would be enough to justify most of the spread observed in different distance scales. The work presented in this paper represents a step toward the solution of these inconsistencies.
## 2 Our new data-sets
We have undertaken a photometric and spectroscopic observational campaign of two fields close to the bar of the LMC using the 1.5 m Danish, the 3.6 m, and the VLT ESO telescopes. Within our program we have obtained (1) accurate $`B,V`$ and $`I`$ photometric light curves directly tied to the Johnson-Cousins photometric system for 152 variable stars in these areas, among which 125 RR Lyrae stars, and (2) low resolution spectra for 101 of the RR Lyrae stars, among which 9 of A97 LMC double-mode pulsators, and for more than 300 clump stars. The main purposes of the observing program were (a) the definition of the average luminosity, and (b) the measure of the metal abundance of RR Lyrae and clump stars in the LMC, in order to investigate the luminosity-metallicity and mass-metallicity (for double-mode pulsators) relations of the RR Lyraeโs, and the metallicity distribution of the clump stars in the LMC bar. The photometric data are presented in DF02.
Metal abundances for a first sample of 6 double-mode RR Lyrae stars were derived using the $`\mathrm{\Delta }`$S method (Preston 1959), and masses of the stars were estimated from new pulsational models and the Petersen diagram (Petersen 1973). The mass-metallicity distribution of the RR Lyraeโs in the LMC was found to be indistinguishable from that obtained from Galactic globular clusters, thus ruling out any intrinsic difference in mass which might induce intrinsic differences between field and cluster RR Lyraeโs. The results from this first spectroscopic study are described in Bragaglia et al. (2001). New spectroscopic metal abundances for a sample comprising 80% of the RR Lyrae stars discussed in the present paper were obtained with FORS at the VLT in December 2001. The metallicity derivation technique is briefly outlined in Section 3.3 and described in detail in Gratton et al. (2002b).
The present paper is devoted to the presentation of the results obtained from the combination of the photometric and specroscopic study of the RR Lyrae stars. The new photometry has allowed us to define a very precise average apparent luminosity for the RR Lyrae stars in the bar of the LMC, which can be compared to Walker (1992a) estimate for the LMC cluster RR Lyraeโs, as well as to the mean apparent luminosity of the LMC clump stars found in the same fields. These data also allow an independent estimate of the reddening in these regions of the LMC bar, with fundamental fall-backs on the derivation of the distance to the LMC. The individual metallicities are combined with the apparent V<sub>0</sub> luminosities to firmly establish the slope of the luminosity-metallicity relation for RR Lyrae stars.
The photometric and spectroscopic datasets used in this paper are briefly described in Sections 2.1, 2.2, and 2.3 where we also provide a summary of the results from the comparison of our, MACHO and OGLE-II photometries, based on large samples of stars in common between the three independent data-bases. The properties of the RR Lyrae variables in our sample (apparent average luminosity, period and metallicity distributions) are discussed in Section 3. Section 4 addresses the problem of measuring the reddening in the LMC, and new estimates of $`E(BV)`$ from the color of the edges of the instability strip defined by our RR Lyrae sample, and from Sturch method applied to the RRabโs with known metal abundances are presented. In Section 5 we summarize our results on the RR Lyrae average luminosity and on the LMC reddening, and present the luminosity-metallicity relation defined by the RR Lyrae stars in our sample, based on our new photometric and spectroscopic analyses. Comparison with Walker (1992a), MACHO and OGLE-II average luminosity of the LMC RR Lyrae stars is presented in Section 6, where we also briefly review the use of the clump as distance indicator, and compare the average luminosity of the RR Lyrae stars to the luminosity distribution of the clump stars in the same areas. Finally, in Section 7 we summarize our results and discuss the impact of the present new photometry, spectroscopy, and reddening values on the derivation of the distance to the LMC.
Photometric data, variable star identification and period search procedures, and the detailed comparison between our, MACHO, and OGLE-II photometries, are fully described in DF02, where we publish the photometric catalogue with multicolor light curves and the individual measurements for all the variable stars in our sample. Spectroscopic data, along with a detailed description of the metallicity derivation technique, and the individual spectroscopic metallicities derived for the RR Lyrae stars are presented in Gratton et al. (2002b), where we also provide details on the derivation of the RR Lyrae luminosity-metallicity relation. Discussion of the luminosity and metallicity distribution of clump stars, based on the spectroscopic database obtained with the VLT, is postponed to a following paper in preparation.
### 2.1 The photometric dataset
The photometric dataset used in this paper arises from observations taken with the 1.54 m Danish telescope (La Silla, Chile) in two separate observing runs in January 1999 (four nights) and January 2001 (two nights), respectively. We observed at two different positions, hereinafter called field A and B, close to the bar of the LMC and contained in fields #6 and #13 of the MACHO microlensing experiment. Field A is also about 40% overlapped with OGLE-II field LMC\_SC21 (Udalsky et al. 2000). In the 1999 run, observations were done in the Johnson-Bessel $`B`$ and $`V`$ filters (ESO 450, and 451, see ESO web page), and we obtained 58 $`V`$ and 27 $`B`$ frames for field A, and 55 $`V`$ and 24 $`B`$ frames for field B. In the 2001 run observations were done in the Johnson-Bessel-Gunn $`B`$, $`V`$ and $`i`$ filters (ESO 450, 451, and 425) and we obtained 14 $`V`$, 14 $`B`$ and 14 $`i`$ frames for field A, and 15 $`V`$, 14 $`B`$, and 14 $`i`$ frames for field B. Both nights of the 2001 run were photometric, and with good seeing conditions, while only one of the nights in 1999 was photometric.
Reduction and analysis of the 1999 photometric data were done using the package DoPHOT (Schechter, Mateo & Saha 1993). Photometric reductions of the 2001 data were done using DAOPHOT/ALLSTAR II (Stetson 1996) and ALLFRAME (Stetson 1994). A detailed description of the reduction procedures can be found in DF02.
In the 2001 run, nights were superior to the ones in the 1999 run, and a much larger number of standard stars were observed. Therefore our entire photometric dataset was tied to the standard Johnson-Cousins photometric system through the absolute photometric calibration of the 2001 run. Calibration equations are provided in DF02. They are based on 127 measurements in two separate nights of 27 standard stars selected from Landolt (1992) - Stetson (2000) standard fields PG0918+029, PG0231+051, PG1047+003, and SA98, with magnitude and colors in the ranges $`12.773<V<17.729`$, $`0.273<BV<1.936`$, $`0.304<VI<2.142`$. Photometric zero-points accuracies are of 0.02 mag in $`V`$ and 0.03 mag in $`B`$ and $`I`$, respectively.
Variable stars were identified on the 1999 time-series dataset using the program VARFIND, written for this purpose by P. Montegriffo. Candidate variable objects picked up interactively from the scatter diagram produced by VARFIND were checked for variability using the program GRATIS (GRaphycal Analyzer TIme Series) a private software developed at the Bologna Observatory by P. Montegriffo, G. Clementini and L. Di Fabrizio. Confirmed variable stars were then counteridentified on the 2001 frames using private software by P. Montegriffo (see DF02 for further details.)
We detected 152 variable objects in the two fields, and an additional 7 candidate variable objects of unknown type. 125 of the certain variables are of RR Lyrae type (115 single-mode and 10 double-mode RR Lyraeโs, one of which not previously known from A97). Of course, the high fraction of RR Lyrae stars among the identified variable stars is due to the type of observations and variable stars search we made.
Periods for all the identified variable stars were defined using the program GRATIS on the instrumental differential photometry with respect to stable, well isolated objects used as reference stars. Thanks to the two years base line of our observations we were able to: (i) derive periods and epochs for all the 152 variables accurate to better than the fourth- fifth decimal place; the accuracy depends on the light curve data sampling, which in the best cases is 72 $`V`$, 41 $`B`$, 14 $`I`$ data points for variables in field A, and 70 $`V`$, 38 $`B`$, 14 $`I`$ data points for variables in field B; (ii) identify the Blazhko modulation of the light curve (Blazhko 1907) in about 15 % of our RR Lyrae stars; and finally (iii) to derive complete and well sampled $`B`$ and $`V`$ light curves for about 95% of the RR Lyrae stars. Typical accuracies<sup>5</sup><sup>5</sup>5Accuracies are the average residuals from the Fourier best fitting models of the light curves. for the single-mode, non Blazhko variables are 0.02-0.03 mag in $`V`$, and 0.03-0.04 mag in $`B`$.
Apart from RR Lyraeโs, we also fully covered the light curve of 4 Anomalous Cepheids, 9 eclipsing binaries with short orbital period (P$`<`$1.$`{}_{}{}^{\mathrm{d}}4`$), 6 classical Cepheids, and reasonably well sampled the light curves of the other 5 Cepheids.
Examples of the light curves of an ab, c and d type RR Lyrae, as well as of an anomalous Cepheid, a classical Cepheid and an eclipsing binary in our sample are shown in Figure 2 and 3. The full catalogue of individual photometric measurements and light curves is provided in DF02.
The location of the variable stars on the HR diagram of field A and B is shown in Figure 4 and 5, respectively, where they are plotted according to their intensity-average magnitudes and colors, and with different symbols corresponding to the various types.
### 2.2 Comparison with MACHO and OGLE-II photometries
Our fields are contained in MACHOโs fields #6 and #13, and there is about 40% overlap between field A and OGLE-II field LMC\_SC21. This occurrence has allowed us to make a detailed comparison between our, MACHO, and OGLE-II photometries, based on large samples of stars, and without any assumption about reddening.
The comparison with MACHO was restricted only to the variable stars in common, since calibrated photometry of individual stars was readily available only for the variable star subsample. We found that we have about 30% and 20% more short period variables ($`P<4`$ days) than MACHO in field A and B, respectively. We also found that MACHO classification of some of the variable stars in common did not match our classification (see details in DF02).
The average $`V`$ difference, in the sense present photometry minus MACHO, is $`0.174`$ mag ($`\sigma =0.092`$, 58 stars) in field A, and $`0.010`$ mag ($`\sigma =0.085`$, 40 stars) in field A. The quite large systematic shift found for variable stars in field A, with MACHO luminosities being fainter than ours, is rather surprising and of no obvious explanation, since the different treatment of the background in the reduction package used by MACHO (SoDoPhot) is expected to produce brighter magnitudes than DAOPHOT+ALLFRAME photometry (A99). Moreover, we notice (i) that a shift by +0.174 mag of field A photometry would result in an average luminosity of the RR Lyrae stars in this area about 0.24 mag fainter than A00 median luminosity of the RRabโs in the LMC, and (ii) given the good agreement existing in field B, it would imply a rather unlikely difference of about 0.27 mag in the average luminosity of RR Lyrae stars in the two fields.
Our field A is 42.13 % overlapped with OGLE-II field LMC\_SC21. In this common area we measured 21,524 objects (in all three photometric bands), our limiting magnitude reaches about 1.5 mag fainter, and we resolved about 39, 26, and 22% more stars (in $`B`$, $`V`$ and $`I`$, respectively) than OGLE-II.
There are about 13,000 objects in common between the two photometries, with $`V`$ magnitude in the range from 16 to about 22.5 mag. Among these objects OGLE-II reports 114 variable stars; 96 of them have a counterpart in our database, but only 14 are identified as variable stars in our photometry. On the other hand, in the same area we have 22 further variable stars all having a counterpart, but not recognized as variable objects by OGLE-II. A more significant comparison with OGLE-II can be achieved by restricting the sample to the stars in common that have photometric errors smaller than 0.1 mag in all photometric passbands in both databases (about 5400, 6500, and 7200 stars in $`V,B`$, and $`I`$, respectively). Average residuals between the two photometries were computed dividing objects in magnitudes bins; they are provided in Table 5 of DF02. At the magnitude level of RR Lyrae and clump stars ($`V19.4,B19.8,I18.8`$; and $`V19.3,B20.2,I18.3`$, respectively) offsets are: $`\mathrm{\Delta }V`$ = 0.06 ($`\sigma _V`$=0.03), $`\mathrm{\Delta }B`$ = 0.03 ($`\sigma _B`$=0.04), $`\mathrm{\Delta }I`$ = 0.07 ($`\sigma _I`$=0.05), and $`\mathrm{\Delta }V`$ = 0.06 ($`\sigma _V`$=0.03), $`\mathrm{\Delta }B`$ = 0.03-0.04 ($`\sigma _B`$=0.04-0.05), $`\mathrm{\Delta }I`$ = 0.07 ($`\sigma _I`$=0.04-0.05), with our photometry being systematically fainter than OGLE-II DoPhot photometry. This is not unexpected since DoPhot is reported to give systematically brighter magnitudes for faint stars in crowded regions than DAOPHOT, and since we resolve many more faint stars than OGLE-II in the area in common.
The interested reader is referred to DF02 for a thorough discussion of the comparison with MACHO and OGLE-II photometries.
### 2.3 The spectroscopic dataset
Low resolution spectra (R$``$450) at minimum light for 6 of the double mode pulsators in our sample were obtained in January 1999, with the Faint Object Spectrograph and Camera of the 3.6 m ESO telescope. We used the classical $`\mathrm{\Delta }S`$ method (Preston 1959) to measure \[Fe/H\] abundances, as fully described in Bragaglia et al. (2001).
A more extended spectroscopic survey was conducted in 2001 with FORS at the VLT. We obtained low resolution spectra (R$``$815) for 80% of the RR Lyrae stars discussed in this paper and for about 300 clump stars. Metal abundances for the RR Lyrae stars were obtained using a revised version of the $`\mathrm{\Delta }S`$ technique: we estimated metallicities for individual stars by comparing directly the strength of H lines and the K Ca II line with analogous data for RR Lyrae stars in 3 Galactic Globular clusters of known metal abundance (namely NGC 1851, M 68 and NGC 3201). An advantage of this technique is that we do not need an explicit phase correction; even if accuracy of our \[Fe/H\] determinations is still a function of phase (as represented by the strength of the H lines): determinations accurate to about 0.2 dex are obtained only from observations taken far from maximum light. Note however that the allowed phase range is about two times larger than that required for a safe application of the original $`\mathrm{\Delta }`$S method. A detailed description of the metallicity derivation technique can be found in Gratton et al. (2002b).
## 3 The RR Lyrae stars
### 3.1 The apparent luminosity
The average apparent luminosities of Lyraeโs with full coverage of the $`V`$ and $`B`$ light curves are: $`<V>=19.412\pm 0.019`$ ($`\sigma `$=0.153, 62 stars), $`<B>=19.807\pm 0.022`$ ($`\sigma `$=0.172, 62 stars) in field A; and $`<V>=19.320\pm 0.023`$ ($`\sigma `$=0.159, 46 stars), $`<B>=19.680\pm 0.024`$ ($`\sigma `$=0.163, 46 stars) in field B. The $`I`$ light curve coverage is inferior, being based only on the 2001 data, and we do not expand further on this band.
The double-mode RR Lyrae stars in our sample are slightly overluminous compared to the single-mode pulsators: $`<V_{RRd}>=19.394\pm 0.066`$ ($`\sigma `$=0.161, 6 stars), and $`<V_{RRd}>=19.239\pm 0.085`$ ($`\sigma `$=0.171, 4 stars), in field A and B respectively. A similar result is found also by A96/A00.
There is a difference of 0.092 and 0.127 mag, respectively, between the average $`V`$ and $`B`$ magnitudes of the RR Lyrae stars in the two fields, explained by a difference in the reddening towards the two areas, with field A being 0.03 mag more reddened than field B (see Section 4). A few RR Lyraeโs were discarded when calculating the above average values. These were 11 objects (4 RRc and 4 RRab in field A, and 2 RRc and 1 RRab in field B), for which systematic offsets were present between the 1999 and 2001 light curves, possibly due to not resolved blends in either of the two datasets; variable stars whose light curves were not evenly covered (2 stars in field A and 3 in field B, respectively); and 1 object in field A which fell on a bad CCD column in the 1999 run.
The intrinsic dispersions of the average $`B`$ and $`V`$ apparent luminosities (and, in turn, of the average $`B`$ and $`V`$ absolute magnitudes) of the RR Lyraeโs in the two fields are: $`\sigma _B0.17`$ and $`\sigma _V0.16`$ mag, respectively. A number of sources contribute to these dispersions:
* the internal photometric errors of the present photometry: 0.02 mag standard deviation of the average
* the metallicity distribution of the RR Lyraeโs in our sample. The dispersion around the mean value of \[Fe/H\]=$`1.48`$ found from the VLT low resolution spectroscopy of 101 RR Lyrae stars in the sample is $`\sigma `$ = 0.29 dex (see Section 3.3 and Gratton et al. 2000b). This metallicity dispersion well compares with the $``$0.4 dex dispersion we would derive taking into account the total period distribution spanned by the ab type RR Lyraeโs in our sample (0.<sup>d</sup>40โ0.<sup>d</sup>74). According to $`\mathrm{\Delta }\mathrm{M}_\mathrm{V}(\mathrm{RR})/\mathrm{\Delta }`$\[Fe/H\]=0.2 mag/dex, these metallicity dispersions correspond to a magnitude dispersion of about 0.06 mag.
* the level of evolution off the Zero Age Horizontal Branch (ZAHB) of the variables in our sample. Here what matters is not the global systematic difference between ZAHB and average luminosity of the RR Lyraeโs, but rather the dispersion around the average RR Lyrae luminosity due to the evolution off the ZAHB of each individual RR Lyrae. Sandage (1990) studied the vertical height of the HB of a number of globular clusters of different metallicity, and found for M3 and NGC 6981, clusters whose metallicity is close to the average value of the LMC, HB luminosities with standard dispersions of 0.064 and 0.097 mag respectively, giving an average value of 0.08 mag<sup>6</sup><sup>6</sup>6 This is likely to be an overestimate of the real contribution due to evolution, because the field RR Lyrae population should be dominated by stars closer to the ZAHB than variables in clusters at same metallicity (see Carney et al. 1992); and, finally
* the intrinsic depth of the observed fields.
Adding up in quadrature all dispersion contributions except the latter, we obtain a total dispersion of about 0.10 mag to compare with the observed $`V`$ dispersion of 0.16 mag. This gives us some hint on the actual intrinsic depth of our observed fields, for which we derive a most probable value of 0.13 and an upper limit of about 0.15 mag corresponding to a dispersion in depth of 6.5% and 7.5 % or 3.3 kpc and 3.8 kpc (for an assumed distance modulus $`\mu _{\mathrm{LMC}}`$=18.50 mag, see Section 7).
Based on the spatial density profile of the MACHO RRab stars and on data for six additional fields from Kinman et al. (1991), A00 conclude that the majority of the old and metal-poor LMC field stars are likely to lie in a disk with $`i`$=35 $`\mathrm{deg}`$, line of nodes running North-South, and center near the optical center (Westerlund 1997), and not in a spheroid. Our results on the intrinsic depths of field A and B are not in contrast with A00 results.
The comparison of the apparent luminosity of our RR Lyrae sample with other estimates available in the literature (Walker 1992a; Udalski et al. 2000, Udalski 2000b, and A00) is postponed to Section 6.
We have formed $`<B><V>`$ and $`<V><I>`$ colors from the intensity average $`B,V,`$ and $`I`$ magnitudes for all the variables with complete light curves. These intensity average magnitudes and colors ($`<V>`$, $`<B><V>`$, $`<I>`$, $`<V><I>`$) were used to place the variables on the color-magnitude diagrams of the two fields, shown in Figure 4 and 5.
### 3.2 The period distribution
Two peaks are clearly visible in the period distribution of the single-mode RR Lyraeโs in our sample (115 objects), corresponding to the c (38 objects), and the ab (77 objects) type pulsators (see Figure 8 of DF02). The number of c-type pulsators divides almost equally among the two fields (20 and 18 RRcโs in field A and B, respectively). On the other hand, the number of RRabโs is about 50$`\%`$ larger in field A. This difference, although not statistically significant, may suggest that we could be missing some c type pulsators in field A, likely due to the smaller amplitude of the variables and the larger crowding of the field.
The mean period of the c and ab type RR Lyraeโs is: $`<\mathrm{P}_{\mathrm{RR}_\mathrm{c}}>`$=0.<sup>d</sup>327 ($`\sigma `$=0.047, 38 stars), and $`<\mathrm{P}_{\mathrm{RR}_{\mathrm{ab}}}>`$=0.<sup>d</sup>580 ($`\sigma `$=0.064, 77 stars), respectively, to be compared with 0.<sup>d</sup>342 and 0.<sup>d</sup>583 of A96.
A96, on the basis of their $`<\mathrm{P}_{\mathrm{RR}_{\mathrm{ab}}}>`$=0.<sup>d</sup>583, conclude that the preferred period of the ab-type variables of the LMC falls between the periods of the Galactic RR Lyrae stars of Oosterhoff (1939) type I (Oo I) and II (Oo II), but it is actually closer to the Oo I cluster periods (being $`<`$P$`{}_{\mathrm{RR}_{\mathrm{ab}}}{}^{}>`$=0.<sup>d</sup>55, and 0.<sup>d</sup>65 in the Oo I and II clusters, respectively). This finding is confirmed and strengthened by our results.
The period-amplitude diagram of MACHO Bailey diagram sample (935 RRabโs, see Section 4.2 of A00), is found to be very similar to the ridgeline defined by the RRabโs in M3, from which A00 infer similarity of the mean metallicity of the Bailey sample with M3. $`B`$ and $`V`$ amplitudes (A<sub>B</sub>, A<sub>V</sub>) were calculated for all the RR Lyraeโs in our sample with full coverage of the light curve as the difference between maximum and minimum of the best fitting models (see DF02), and have been used together with the newly derived periods to build period - amplitude diagrams. The overlap in the transition region between ab and c type is small (6 objects) and the transition period between c and ab type occurs in our sample at P$`{}_{\mathrm{tr}}{}^{}0.^d`$40, while P<sub>tr</sub> = 0.<sup>d</sup>457, in A96. The period - amplitude distributions of the LMC variables were compared with the relations defined by the ab type RR Lyraeโs in the globular clusters M3, M15 and $`\omega `$ Cen. RR Lyraeโs in field B seem to better follow the amplitude-period relations of the variables in M3 and to belong to the OoI type. Variables in field A, instead, have pulsational properties more intermediate between the two Oostheroff types (see Figure 9 of DF02).
According to A97, nine double-mode pulsators were expected to fall in the observed areas. We actually detected all of them and also found evidence for one possible additional RRd candidate not previously known from A97 : star #2249 (see Table 5 of DF02).
### 3.3 The metallicity distribution
Metal abundances derived by Bragaglia et al. (2001) for a first subset of 6 of the double-mode pulsators in our sample using Preston (1959) $`\mathrm{\Delta }`$S technique range from $``$1.09 to $``$1.78, with an average value of \[Fe/H\]=$`1.49\pm 0.11`$ (6 stars, rms=0.28 dex), on Clementini et al. (1995) metallicity scale, quite similar to Zinn & West (1984) scale (see Section 4 of Bragaglia et al. 2001).
Metallicities obtained from the spectroscopic survey conducted in 2001 with FORS at the VLT, for 101 of the RR Lyrae stars discussed in this paper range from $`0.5`$ to $`2.1`$ with an average metal abundance of \[Fe/H\] = $`1.48\pm 0.03`$ ($`\sigma `$=0.29, 101 stars, see Gratton et al. 2002b). These metallicities are tied to Harris (1996) metal abundances for the Galactic globular clusters NGC 1851, NGC 3201, and M 68 that we used as calibrators. The values (available at http://www.physics.mcmaster.ca/Globular.html) we have used are: \[Fe/H\]=$`1.26`$, $`1.48`$, and $`2.06`$, respectively, to compare to $`1.33`$, $`1.56`$, and $`2.09`$ of Zinn & West (1984). Thus they are on a metallicity scale that, on average, is 0.06 dex more metal rich than Zinn & West scale.
Photometric metallicities from the parameters of the Fourier decomposition of the $`V`$ light curves were also derived for 29 RRabโs in our sample, 6 of which do not have spectroscopic metal abundances, appling Jurcsik & Kovacs (1996) and Walker & Kovacs (2001) techniques (see DF02, for details). These metal abundances are on the metallicity scale defined by Jurcsik (1995) which is, on average, about 0.2 dex more metal rich than Harris (1996) scale. The average metallicity of this subsample of stars is: \[Fe/H\]=$`1.27`$ ($`\sigma `$=0.35, 29 stars), in good agreement with the average values derived from the above spectroscopic analyses, once differences between metallicity scales are taken into account. The comparison between photometric and spectroscopic abundances can be found in Gratton et al. (2002b).
The spectroscopic abundances also well compare with both the range and the most frequent value of A96 spectroscopic analysis of 15 LMC RRabโs, thus confirming both the similarity with M3 suggested by A00, and the existence of RRabโs very metal poor which, according to A00, might trace a spheroid population.
## 4 The reddening of the LMC
Accurate corrections for interstellar reddening are crucial for precise distance estimates. On the other hand, there is strong evidence that the reddening within the LMC is patchy and varies from one region to the other. This originates quite a lot of confusion in the various distance determinations to the LMC.
### 4.1 Literature values
Bessel (1991) provides a re-examination of the reddening of the LMC obtained by several independent methods and concludes that the foreground $`E(BV)`$ reddening probably lies between 0.04 and 0.09 mag, while the average reddening within the LMC is probably about 0.06 mag but with many regions with higher and lower than average reddening.
Walker (1992a) derives reddening values ranging from 0.03 to 0.18 mag for the 7 clusters he analyzes based on a combination of several independent methods and estimates: (i) Burnstein & Heiles (1982) maps; (ii) the position of the Red Giant Branch in the color magnitude diagram of the clusters (the so called $`(BV)_{0,g}`$ method); (iii) the pulsational properties of the variables is his sample \[namely: Sturch (1966) method applied to the ab type RR Lyrae at minimum light and with $`E(BV)`$=0.00 mag for the reddening at the polar caps; and the colors of the edges of the instability strip defined by the RR Lyraeโs in each individual cluster of his sample\].
The reddening maps (based on COBE/DIRBE and IRAS data) of Schlegel, Finkbeiner, & Davis (1998) give a foreground reddening, measured from dust emission in an annulus surrounding the LMC, of $`E(BV)`$=0.075. Schlegel et al. find that their reddenings are offset by $`E(BV)`$= +0.02 mag with respect to those provided by Burstein & Heiles (1982), which are based on HI column densities and deep galaxy counts<sup>7</sup><sup>7</sup>7On average, the reddenings of Schlegel et al. agree quite well with those usually adopted for the Galactic globular clusters (see data set by Harris, 1996) for reddening values smaller than 0.10 mag; for more reddened clusters, the reddenings by Schlegel et al. are systematically larger by 30%.. The same maps give upper limits of $`E(BV)`$=0.218 and 0.128 for field A and B, respectively. However Schlegel et al. maps do not provide reliable reddening for extended objects like the Clouds or M31 close to their centers.
Foreground and internal reddenings have also been estimated from $`UBV`$ photometry of individual early type stars by Oestreicher, Gochermann & Schmidt-Kaler (1995) and Oestreicher & Schmidt-Kaler (1996). The values for the directions of our two fields are: $`E(BV)`$=0.056 and 0.062 (foreground), 0.150 and 0.140 (internal). We may then derive lower and upper limits of the reddening of $`0.056<E(BV)<0.206`$ and $`0.062<E(BV)<0.202`$ for field A and B, respectively. However, Zaritsky (1999) noted that reddenings derived from early type stars may be biased towards large values, likely because these stars are preferentially located near star forming regions.
Udalski et al. (1999a) published reddening values determined along 84 lines of sights for all of the 21 LMC fields observed with OGLE-II. They used the red clump stars for mapping the fluctuations of mean reddening in their fields, treating the mean I-band magnitude as the reference brightness. Differences of the observed $`I`$-band magnitudes of the red clump stars were assumed as differences of the mean A<sub>I</sub> extiction and transformed into differences of $`E(BV)`$ reddening assuming the standard extinction curve $`E(BV)`$= A<sub>I</sub>/1.96 by Schlegel et al. (1998). We note that this procedure neglects possible systematic differences in the intrinsic mean $`I`$-band luminosity of the LMC red clump due to age or metallicity variations from field to field of the LMC. As discussed in Section 6.2, this may be a too crude assumption. The zero-points of OGLE-II reddening maps were based on determinations around two LMC star clusters, namely NGC 1850 \[$`E(BV)=0.15\pm `$ 0.05 mag, based on $`UBV`$ photometry by Lee 1995\], and NGC1835 \[$`E(BV)=0.13\pm `$ 0.03 mag, based on colors of RR Lyr stars, Walker 1993\]<sup>8</sup><sup>8</sup>8We recall however that the instability strip of NGC 1835 dereddened according to this $`E(BV)`$ value appears too blue; and on determinations based on OB-stars in the field of the eclipsing variable star HV2274 (Udalski et al. 1999a)<sup>9</sup><sup>9</sup>9The value of $`E(BV)=0.149\pm 0.015`$ used by Udalski et al. for this star has been questioned by Nelson et al. (2000), and Groenewegen & Salaris (2001), who suggested lower values of $`E(BV)=0.088\pm 0.025`$ and $`0.103\pm 0.007`$, respectively.. These reddenings range from $`E(BV)`$=0.105 to 0.201 mag, with an average value of 0.143$`\pm `$0.017 mag. This average value is respectively 0.042 and 0.017 mag lower than the reddenings adopted for the LMC RR Lyraes in Udalski (1998a) and Udalski et al (1999b).
Much smaller reddenings are obtained by considering individual Cepheids. Reddenings for a total number of 80 individual Cepheids have been published by Caldwell & Coulson (1986) and Gieren, Fouquรฉ & Gomez (1998). These are the values used by Laney & Stobie (1994) and most other works on Cepheids. The two sets of reddenings are on the same system, and are coincident for the majority of the stars in common. These Cepheids have distances from the centers of our fields ranging from 0.66 up 7.8 degrees. In Table 1 we give identification number and reddening value in both Caldwell & Coulson (1986) and Gieren, Fouquรฉ & Gomez (1998) systems, for a subsample of Cepheids with projected distances within two degrees from either of the centers of our fields. An average of these reddening values gives $`E(BV)=0.067\pm `$0.006 mag (7 stars) and $`E(BV)=0.067\pm `$0.023 mag (15 stars) for field A and B, respectively. A weighted average of the reddening estimates (with weights proportional to the inverse square of the projected distance from our fields) for all Cepheids whithin the two samples yields mean reddening values of $`E(BV)`$=0.070 for field A and 0.063 for field B. Note also that a star-by-star comparison shows that the reddening for the Cepheids are on average $`0.06`$ mag smaller than those given by Schlegel et al.โs maps.
Which of these different reddening scales should we adopt?
Independent indications for the reddening values in our fields can be derived directly from the properties of RR Lyrae variables in our sample, i.e. i) from the colors at minimum light of the ab type pulsators through the so called Sturchโs method (Sturch 1966); and ii) from the colors of the edges of the instability strip defined by the full sample of RR Lyrae stars.
Before applying these methods to our fields, we note that a direct comparison suggests that field A is more reddened than field B. In fact:
* on average, RR Lyraeโs in field A are fainter by $``$0.09 mag in $`V`$, and $``$0.13 mag in $`B`$, compared to the variables in field B
* average colors of the ab, and c and d-type RR Lyraeโs in field A are redder (by 0.036 and 0.016 mag, respectively)
We conclude that reddening is likely to be $`0.03\pm 0.01`$ mag larger in field A than in field B. Such a difference is not unconsistent with the literature results mentioned above, and will be used in the following discussion when combining results from the two fields.
### 4.2 Reddening from Sturchโs method
Sturch (1966) derives the reddening of ab type RR Lyraeโs from the (magnitude-average) color at minimum light $`(BV)_{min}`$ (phases 0.5-0.8), the period P, and the metal abundance \[Fe/H\] of the variables. The application of Sturchโs method requires the knowledge of the metallicity of each individual RRab. We have used Sturchโs method as described in Walker (1990, 1998), where the reddening zero-point has been adjusted to give E(B$``$V)=0.0 mag at the Galactic poles, and the \[Fe/H\] is that of Zinn & West (1984) metallicity scale, whereby
$$E(BV)=(BV)_{min}0.24P0.056[Fe/H]_{ZW}0.336$$
Metal abundances are available for 56 of the ab-type RR Lyrae stars from our VLT spectroscopic study. They are given in the upper portion of Table 2 (column 5), along with magnitude-average colors at minimum light (column 3) and periods (column 4) of the variables. These metallicities are on Harris (1996) scale ( see Gratton et al. 2002b, and Section 3.3). Reddenings for these stars have been calculated from the above relation after having offset all metallicities by $`0.06`$ dex, to put them on Zinn & West (1984) scale. For 6 additional objects (listed in the lower portion of Table 2), metal abundances on Jurcsik (1995) scale were derived from the Fourier decomposition of the $`V`$ light curves. We have used the relation provided by Jurcsik (1995; \[Fe/H\]<sub>Yurcsik</sub>= 1.431\[Fe/H\]<sub>ZW</sub>+0.880) to transform metallicities to Zinn & West scale.
Derived $`E(BV)^{}s`$ are given in column 6 of Table 2. The average reddening value for the stars in field A is $`E(BV)=0.133\pm 0.005`$ ($`\sigma `$=0.031, average on 37 stars), discarding star #19711 which gives a negative reddening value, and star #26525 wich deviates more tha 2.5 $`\sigma `$ from the average. The average value for the stars in field B is $`E(BV)=0.115\pm 0.007`$ ($`\sigma `$=0.036, average on 23 stars), again suggesting the existence of differential reddening between the two areas ($``$ 0.02 mag).
Walker (1998) found that Sturchโs method gives reddening values systematically larger by 0.02-0.03 mag when compared to other reddening determination techniques. We have verified Walkerโs finding applying Sturchโs method to some of the RR Lyrae stars in two of the clusters used as spectroscopic calibrators, namely M68 and NGC1851. Brocato et al. (1994) have published $`B,V`$ CCD photometry of RR Lyrae stars in M68. For three RRabโs in their sample (namely stars V9, V10 and V12) Sturchโs method gives $`E(BV)_{V9}`$=0.040, $`E(BV)_{V10}`$=0.039, and $`E(BV)_{V12}=0.011`$, and an average value $`E(BV)`$=0.04, discarding V12 which gives a negative reddening. This average reddening is to be compared with literature values in the range from 0.02 to 0.04 mag (see Brocato et al. 1994, and reference therein), and with $`E(BV)`$=0.035 from Schlegel et al. (1998) maps. For NGC1851 we have used Walker (1998) photometry for the RRabโs V1, V6, V7, V11, V12, V16, V17 and V22. The average reddening from Sturchโs method applied to these 8 stars is $`E(BV)`$=0.055 ($`\sigma `$=0.012, 8 stars), to compare with $`E(BV)`$=0.02 by Harris (1996), and 0.061 mag from Schlegel et al. maps. The present results confirm that Sturchโs method may overestimate reddening by 0.01-0.02 mag, therefore we conclude that the reddening values for field A and B derived with Sturchโs method can be considered as upper limits of the actual reddenings in these areas.
### 4.3 Reddening from the colors of the instability strip
Reddening in our fields may be better constrained by comparing the edges of the instability strip defined by the RR Lyrae stars with those defined by variables in globular clusters of known $`E(BV)`$. This same procedure was used by Walker (1992a) to estimate the reddening value in some of the LMC globular clusters.
Walker (1998) presents dereddened (magnitude-average) $`BV`$ instability-strip boundary colors from precise observations of 9 Galactic and LMC globular clusters covering a range in metallicity from โ1.1 to โ2.2 dex. The dereddened color of the blue edge is at $`(BV)_0=0.18\pm 0.01`$ mag, with no discernable dependence on metallicity, while the color of the red edge shows a shift of 0.04$`\pm `$0.02 mag dex<sup>-1</sup> with metal abundance. On the other hand, since the RR Lyraeโs in the LMC have period and amplitude distributions more similar to those of the M3 variables (see Section 3.2), we can directly compare the observed average colors of the LMC RR Lyraeโs with those of the M3 ones. A further advantage of this choice is the very low reddening of M3, with $`E(BV)`$ values in the range from 0.00 to 0.01 mag (Ferraro et al. 1997, Harris 1996, Schlegel et al. 1998, Cacciari et al. 2003, in preparation).
Corwin & Carney (2001) have published accurate CCD $`B,V`$ light curves for more than 200 RR Lyrae variables in M3. The magnitude-average $`BV`$ color of the observed blue edge defined by Corwin et al. M3 RR Lyraeโs is 0.184 mag. This value compares extremely well with Walker (1998) dereddened color of the instability strip blue edge $`(BV)_0`$=0.18, thus confirming the very low reddening suffered by M3. The M3 observed red edge is at $`BV`$ = 0.402 mag (Corwin & Carney, 2001).
In Table 3 we list (intensity and magnitude-average) $`BV`$ colors for the 5 bluest and the 5 reddest LMC variables in field A and B combined sample. Colors of the variables in field A have been made bluer by 0.03 mag to put them on the same reddening system of field B.
The First Overtone Blue Edge (FOBE) of the LMC RR Lyrae strip is very well defined by the three bluest stars in the left hand portion of Table 3, namely field B star #2517 and field A stars # 2623 and #2223, giving an average color of the FOBE $`<BV>_{FOBE}`$ = 0.245 ($`\sigma `$=0.011).
The Fundamental Red Edge (FRE) of the RR Lyrae instability strip is more difficult to define. Spectroscopic metal abundances are available for 4 of the 5 stars at the FRE, namely stars: #8094, #28293 in field A; and #7468 and #5589 in field B. Colors were corrected to account for the difference in metallicity with M3 (assumed at \[Fe/H\]=$`1.66`$ according to Zinn & West 1984) by applying the shift with metal abundance found by Walker (1998). Final adopted colors for the stars at the FRE are given in column 9 of Table 3. We used the 3 reddest stars in the right hand portion of Table 3, namely field A stars #8094, #28293, and #7468 in field B to obtain an average color of the FRE of $`<BV>_{FRE}`$ = 0.507 ($`\sigma `$=0.023).
Differences in color between the LMC and M3 FOBE and FRE are 0.061 and 0.105 mag, respectively. From the weighted average of these differences, with the FOBE having double weight, the reddening in field B should be $`0.076\pm 0.016`$ larger than in M3 (i.e., larger than $`E(BV)=0.010\pm 0.007`$ mag). The reddening estimated from the colors of the RR Lyrae instability strip edges is then $`E(BV)=0.086\pm 0.017`$ for field B, and $`E(BV)=0.116\pm 0.017`$ for field A. These values agree well with the estimates obtained by Sturchโs method if the 0.02-0.03 mag offset suggested by Walker (1999) is considered.
We verified that RR Lyraeโs in both field A and B, once corrected for the above reddening values, are very well confined within the edges of the instability strip defined by Corwin & Carney (2001) M3 variables, thus confirming the similarity of our LMC RR Lyrae sample to the OoI cluster M3, and giving support to the reddening values we determined in the two fields.
## 5 Our results
### 5.1 Reddening and luminosity
Hereinafter, we will adopt reddening values of $`\mathrm{E}(\mathrm{B}\mathrm{V})=0.116\pm 0.017`$ and $`E(BV)=0.086\pm 0.017`$ for field A and B, respectively. Reddening in field A is 0.028 mag smaller than derived by Udalski et al. (1999a) in the same area, and on average these new reddenings are 0.04 mag smaller than OGLE-II average reddening for the LMC ($`\mathrm{E}(\mathrm{B}\mathrm{V})=0.143`$, Udalski 2000b), and 0.03 mag smaller than estimated from the UBV photometry of early type stars (Oestreicher, Gochermann & Schmidt-Kaler 1995; and Oestreicher & Schmidt-Kaler 1996). On the other hand, while reddening in field B within the quoted uncertainties agrees with the estimates based on Cepheids (0.067$`\pm `$0.006), that in field A is clearly larger, and on average our values are 0.035 mag larger than reddenings derived from Cepheids. However, this result is not totally surprising since most of the Cepheids with measured reddening lie in regions far from the LMC bar and none of them falls in our fields. We also note that since we are using a large sample of $`100`$ objects projected into the direction of the bar, we also eliminated the possibility of systematic differences in the position of the barycenter, that is well possible when considering a small number of objects like e.g. the globular clusters.
The absorption corrected intensity average magnitudes of the total sample of RR Lyraeโs with full coverage of the light curves are $`<V>_0=19.053\pm 0.021\pm 0.053`$ and $`<B>_0=19.329\pm 0.023\pm 0.070`$; average values of each field were corrected for the corresponding reddening, adopting standard values for the selective absorption R<sub>V</sub>=3.1 mag, R<sub>B</sub>=4.1 mag (Cardelli et al. 1989). The first error bar is the internal dispersion of the average, while the second term is due to the 0.017 mag uncertainty in the reddening, still by far the largest uncertainty source. The final error should also include the contributions of the uncertainty of the photometric calibration and of the aperture corrections (0.017 mag in $`V`$ and 0.032 mag in $`B`$, and 0.023 in V and 0.019 in B; see DF02).
Adding up in quadrature all error contributions we derive for 108 objects: $`<V>_0=19.05\pm 0.06`$ and $`<B>_0=19.33\pm 0.08`$ for the average dereddened apparent luminosities of our sample of RR Lyrae stars in the bar of the LMC. A summary of our photometric results is provided in Table 4.
### 5.2 The luminosity-metallicity relation
The absolute magnitude of the RR Lyraeโs, M<sub>V</sub>(RR), is known to depend on metallicity \[Fe/H\] according to the relation M<sub>V</sub>(RR)=$`\alpha \times `$ \[Fe/H\] + $`\beta `$, but rather large uncertainties exist both on the slope $`\alpha `$ and on the zero-point $`\beta `$ of this relation. The zero-point has been already discussed (see Section 1.1): we will now consider the slope.
The exact value of $`\alpha `$ has a large impact on several relevant astrophysical problems. For instance, when coupled with the almost constant value of $`\mathrm{\Delta }\mathrm{V}_{\mathrm{TO}}^{\mathrm{HB}}`$ found for globular clusters, the M<sub>V</sub>(RR) - \[Fe/H\] relationship implies i) that all clusters are more or less coeval if the high value of $`\alpha `$ is chosen, or, conversely, ii) that there is a significant age-metallicity dependence in the family of the galactic GCs (see Sandage 1993b and references therein) if a shallow slope is the correct value. The whole Galactic formation scenario is thus heavily affected by the precise knowledge of $`\alpha `$.
RR Lyrae stars in the LMC bar may play a key rรดle in the definition of $`\alpha `$, since they can be considered all at the same distance from us, are very numerous, and span more than 1.5 dex range in metallicity. They can be used to firmly constrain the value of $`\alpha `$, independently of any model assumption, the only limiting factor being the intrinsic spread in the luminosities of the RR Lyrae stars due to their evolution off the ZAHB. To minimize this effect a fairly large number of variables is needed.
We have combined the individual metal abundances of the RR Lyrae stars derived from our spectroscopic study with the corresponding dereddened mean apparent $`V`$ luminosities, and determined the slope of the luminosity-metallicity relation for RR Lyrae stars. We used 85 out of the 101 RR Lyrae stars we analyzed spectroscopically, i.e. those which have well sampled $`V`$ light curves and no shifts between 1999 and 2001 photometries. They were divided into 5 metallicities bins; for each bin we computed the average metal abundance, the average dereddened apparent luminosity $`V_0`$, and their root mean square errors (see details in Gratton et al. 2002b). A least square fit of these average values weighted by the errors in both variables gives the following relation for the apparent luminosity-metallicity relation of RR Lyrae stars:
$$<V_0(RR)>=[0.214(\pm 0.047)]\times ([\mathrm{Fe}/\mathrm{H}]+1.5)+19.064(\pm 0.017)$$
where the error in the slope was evaluated via Monte Carlo simulations.
This relation is shown in Figure 6, where open and filled symbols are used for single and double-mode RR Lyrae stars, respectively. The mild slope we derive is in very good agreement with recent results based on the HB luminosity of 19 globular clusters in M31: $`\mathrm{\Delta }\mathrm{M}_\mathrm{V}(\mathrm{RR})/\mathrm{\Delta }`$\[Fe/H\]= 0.22 mag/dex (Rich et al. 2001) and it also agrees with the 0.20$`\pm 0.04`$ slope found by the Baade-Wesselink analysis of Milky Way field RR Lyrae stars: a confirmation that the same luminosity-metallicity relation for HB stars is valid in three different environments, namely M31, the LMC and the Milky Way. Figure 6 does not show any clear evidence for the break in the slope around \[Fe/H\]=$`1.5`$ suggested by recent evolutionary/pulsation and HB models.
Finally we note that in the $`V_0vs[\mathrm{Fe}/\mathrm{H}]`$ relation the LMC RRdโs are systematically offset to slightly higher luminosities, thus giving support to the hypothesis that the double-mode pulsators may be more evolved than their single-mode pulsator counterparts.
That RRdโs might be more evolved than single-mode RR Lyrae stars has often been suggested on both observational and theoretical grounds, however here for the first time we can test this hypothesis on a large sample of stars with known metal abundance and all at same distance from us.
## 6 Comparison with previous photometric results
### 6.1 The RR Lyrae
The average absorption corrected apparent $`V`$ luminosity of the 108 RR Lyraeโs with full coverage of the light curve in our sample is $`<V(RR)>_0=19.06\pm 0.02\pm 0.03\pm 0.05`$ at an average metallicity of \[Fe/H\]=$`1.5\pm 0.03`$, on Harris (1996) metallicity scale (see Section 3.3 and Gratton et al. 2002b), and for reddening values of 0.116$`\pm 0.017`$ and 0.086$`\pm 0.017`$ mag in field A and B, respectively (see Section 4). Here 0.02 mag is the standard deviation of the average, 0.03 mag is the contribution due to uncertainties of photometric calibration and aperture corrections (0.017 and 0.023 mag, respectively), and 0.05 mag is the absorption contribution due to the 0.017 mag uncertainty in the reddening.
This value can be compared with the following estimates available in the literature: (i) $`<V(RR)>_0`$=18.95$`\pm `$0.04, Walker (1992a; i.e. 19.04$`\pm 0.04`$ at \[Fe/H\]=$`1.5`$), based on 182 variables in 7 LMC globular clusters at \[Fe/H\]=$``$1.9 and for an average reddening value of $`<E(BV)>`$=0.09 mag. The 0.04 mag error bar is the internal error, and Walker estimates that systematic errors due to photometric zero-points and absorption are of the order of 0.02โ0.03 and 0.05 mag, respectively; (ii) $`<V(RR)>_0`$=19.14, derived from A00 median value of 680 RRabโs observed by the MACHO microlensing experiment, at \[Fe/H\]=$``$1.6 (i.e. 19.16 at \[F/H\]=$`1.5`$) and for $`E(BV)`$=0.1 mag (Bessell 1991). A00 do not provide an evaluation of the error, and we have worked them out as follows: (a) we estimate a 0.073 mag photometric zero-point uncertainty based on the combination of A99: 0.021 mag internal precision of the MACHO photometry, and A96: $`\pm `$ 0.07 mag mean error of a single point of the RR Lyrae photometry; and (b) 0.06 absorption uncertainty based on a 0.02 uncertainty in the reddening. Finally, the 0.09 mag total error is likely to be an underestimate since it does not include the standard deviation of the average (not provided by A96 and A00). In this respect we notice that A97 quotes 0.10 mag as a conservative estimate of the photometric uncertainties of MACHO photometry for the RR Lyrae stars; and (iii) $`<V(RR)>_0`$=18.91 $`\pm 0.01`$ mag at \[Fe/H\]=$``$1.6 (i.e. 18.93 at \[Fe/H\]=$`1.5`$) and for an assumed reddening value of 0.143 mag, in Udalski et al. (2000b).
In Table 5 we summarize the $`<V(RR)>_0`$ values from the literature transformed to \[Fe/H\]$``$1.5, and we also list the associated errors divided in internal contribution and systematic errors (photometric zero-point and absorption components).
Summarizing:
(a) The present average luminosity of the RR Lyrae stars in the LMC bar agrees well with Walker (1992a) photometry of RR Lyrae stars in the LMC globular clusters (both including or discarding NCG 1841), thus ruling out the existence of any intrinsic differences between field and cluster variables. Walkerโs and our $`V`$ photometries are both on the same consistent Johnson photometric system, and we used both reddenings values measured with the very same procedure based on the intrinsic properties of the stars whose average luminosities are compared.
(b) Our $`<V(RR)>_0`$ is about 0.1 mag brighter than MACHO A00 value, contrary to A99 who found a systematic negative shift of $`\mathrm{\Delta }V=0.035`$ between MACHO and other photometric works, implying higher luminosities for MACHO. As discussed in Section 2.2 and DF02 this difference is almost interely due to the difference existing between MACHO and our photometry for field A, the results for field B being in agreement with ours. On the other hand the average luminosity of the RRd stars in our sample: $`<V>=19.331\pm 0.055`$ ($`\sigma `$=0.175, 10 stars) is in excellent agreement with A00 recalibration of A97 luminosity of the LMC RRdโs: $`<V>=19.327\pm 0.021`$.
(c) In Table 5 the two values listed for OGLE correspond to the average luminosity of the total sample of RR Lyrae stars (Udalski 2000b), and to the luminosity of the subsample of RR Lyrae stars in OGLE field LMC\_SC21 with declination within the limits of our Field A (Udalsky et al. 2000). Both OGLE values are systematically brighter by 0.14, 0.24 and 0.15 mag (or 0.12 mag if NGC1841 is included) than the present photometry, A00 and Walker (1992a), respectively. The total error bar of Udalski et al. (2000) determination only marginally allows to make their $`<V(RR)>_0`$ values overlap with the estimate from the present photometry. The offset between OGLE-II and our average luminosity for the RR Lyrae stars is due for about 0.06 mag to the zero-point shift existing between the 2 photometries (caused by overestimate of star brightness at the faint limit of OGLE-II photometry, likely due to the different data reduction packages, see DF02) and for the remaining 0.08 mag to OGLE-II overestimate by about 0.02-0.03 mag of the reddening in these areas of the LMC.
Using the average absolute magnitudes for RR Lyrae stars considered in Section 1.1 ($`M_V=0.72\pm 0.15`$ at \[Fe/H\]=$`1.5`$, average of the values from statistical parallaxes and the B-W method), we obtain a distance modulus of $`\mu _{LMC}`$=18.34$`\pm 0.15`$. If we rather adopt the value recently obtained from the globular cluster Main Sequence Fitting by Gratton et al. (2002a, $`M_V=0.61\pm 0.07`$ at \[Fe/H\]=$`1.5`$), we obtain a slightly longer distance modulus of $`\mu _{LMC}`$=18.45$`\pm 0.09`$.
### 6.2 The clump
We present here results on the clump, since it is relevant for the distance to the LMC. In fact, the $`I_0`$ luminosity of the clump stars by the OGLE team gives the shortest distance modulus to the LMC. Udalski et al. (1998) modulus of $`18.08\pm 0.15`$ mag has undergone a number of revisions which have moved it towards longer values ($`18.18\pm 0.06`$: Udalski 1998b; $`18.24\pm 0.08`$: Udalski 2000a), but even the Popowski (2000) latest increase to $`18.27\pm 0.07`$ still provides the shortest modulus derived so far for the LMC. Somewhat short distance moduli were also provided by two LMC eclipsing binary systems (namely: HV2274, Guinan et al. 1998; and HV982: Fitzpatrick et al. 2000), however Ribas et al. (2002), in their recent analysis of a third LMC binary system (EROS 1044) conclude that the 3 binaries provide a consistent distance modulus to the barycenter of the LMC of 18.4 $`\pm `$ 0.1.
A lively discussion is in place among scientists arguing whether the clump method is reliable or not, and invoking or not metallicity and age effects and dependences of the absolute luminosity of the clump at various different extent (see e.g. Girardi & Salaris 2001, and reference therein). A much longer clump distance to the LMC has been published by Romaniello et al. (2000) based on HST WFC2 observations of a field around SN1987A: $`\mu _{LMC}`$=18.59$`\pm 0.04\pm 0.08`$. More recent applications of this technique make use of the $`K`$-band luminosity of the LMC red clump stars (Sarajedini et al. 2002, Pietrzyลski & Gieren 2002). The derived distance moduli are: $`\mu _{LMC}`$=18.54$`\pm 0.10`$ and $`\mu _{LMC}`$=18.59$`\pm 0.008\pm 0.048`$, respectively, and Pietrzyลski & Gieren (2002) emphasize that, due to uncertainties on population corrections, actual errors of the clump method are as large as 0.12 mag.
Hipparcos measured parallaxes for clump stars in the solar neighborhood and derived for them an absolute V magnitude of about +0.8 mag, with a width of about 0.7 mag (FWHM: Jimenez, Flynn & Kotoneva 1998), and a $`BV`$ color of about 1.1 mag, with a range of about 0.86$`BV`$1.34 mag (read from figure 4 of Jimenez et al. paper). This is 0.1 mag fainter than the absolute V magnitude of RR Lyrae stars at \[Fe/H\]=$`1.5`$, the typical value for the LMC variables, if the absolute magnitude given by the statistical parallaxes and the B-W method is adopted.
A00 found that the red HB clump of the 9M CMD is 0.28 mag brighter than the mean brightness of the RR Lyrae stars. This difference is larger than predicted by theory for an old, coeval HB population, thus leading to the conclusion that RR Lyrae and clump stars in the LMC have different ages.
We may directly compare the mean apparent $`V`$ magnitudes of the RR Lyrae and clump stars in our LMC fields. This comparison is shown in Figure 7 where we plot enlargements of the RR Lyrae and HB red clump region in the HR diagrams of our fields. In each panel of the figure, the boxes outline the clump stars of the field, chosen to lie in the region $`BV`$=0.65โ1.20, and $`V`$=19.70โ18.9 in Field A, and $`BV`$=0.62โ1.17 and $`V`$=19.61โ18.81 in field B, and containing 6728 and 3851 stars, respectively. Gaussian fittings of the $`B,V`$, and $`I`$ luminosity functions provide the following average magnitudes and colors of the clump: $`<B>=20.215`$ mag, $`\sigma =0.207`$, $`<V>=19.304`$ mag, $`\sigma =0.185`$, $`<I>=18.319`$ mag, $`\sigma =0.190`$, $`<B><V>=0.911`$ mag, and $`<V><I>=0.985`$ mag in field A; and $`<B>=20.194`$ mag, $`\sigma =0.202`$, $`<V>=19.291`$ mag, $`\sigma =0.188`$, $`<I>=18.307`$ mag, $`\sigma =0.184`$, $`<B><V>=0.903`$ mag, and $`<V><I>=0.984`$ mag in field B. These values can be compared with $`<I_{clump}>`$=18.25 reported by OGLE-II (from $`<I_0>`$=17.97 by Udalski 2000b, with $`E(BV)`$=0.143, and A<sub>I</sub>=1.96$`E(BV)`$ from Udalski et al. 1999a). A summary of our photometric results for the clump is provided in Table 5.
Clearly the LMC red clump has a complex structure resulting from the superposition of stellar populations with different masses and ages. Evolutionary and age effects are then present and should be properly accounted for when the HB red clump is used as a distance indicator. On the other hand, the contribution to the clump by the old horizontal branch in the LMC is very well defined by its RR Lyrae stars. Figure 7 shows that the average luminosity of RR Lyrae stars corresponds to the lowest envelope of the clump. In fact, the average $`V`$ apparent luminosity of the clump stars is 0.108 and 0.029 mag brighter than the RR Lyrae level in field A and B, respectively. These results show that: (1) the properties of the clump population in field A and B are different, and a population gradient it is likely to exist between the two areas. (2) the properties of the clump population are quite different in the LMC and in the solar neighborhood. This is not unexpected. However the differences in $`\mathrm{M}_\mathrm{V}`$ are not those expected based on OGLE-II results.
The fine structure of the red HB clump stars in our LMC fields will be investigated more in detail in a following paper with the help of the metallicity distribution drawn from about 300 clump stars we observed spectroscopically. Here we only outline the effects on the clump distance modulus to the LMC due to our new estimate for $`I_0`$.
According to our reddening estimates in the two fields, and adopting Schlegel et al. (1998) value for the absorption in the $`I`$ band, A<sub>I</sub>=1.94 $`E(BV)`$, the dereddened average luminosity of the clump is $`I_0`$=18.12 $`\pm `$0.06 mag (where the error bar includes standard deviation of the average, photometric zero-point, and absorption contribution). This value is in excellent agreement with Romaniello et al. (2000) but is 0.15 mag fainter than in Udalski (2000b). This difference is accounted for by the 0.07 mag offset existing between our and OGLE-II photometries at the luminosity level of the clump (see Section 2.2 and DF02), and by a 0.08 mag difference in the I band absorption, with OGLE-II reddening being about 0.04 mag larger than our average reddening (see Sections 4 and 5.1).
Using the metallicity-$`I`$ luminosity calibration for the clump stars by Udalski (2000a; M<sub>I</sub>= 0.13(\[Fe/H\]+0.25)$``$0.26), and assuming a mean metallicity of \[Fe/H\]=$``$0.55 (again as in Udalski 2000a), we find a distance modulus of $`(\mathrm{m}\mathrm{M})_{0,\mathrm{LMC}}=18.42\pm 0.07`$; while if we adopt instead the calibration by Popowski (2000; $`M_I=0.19`$\[Fe/H\]$``$0.23) we obtain $`(\mathrm{m}\mathrm{M})_{0,\mathrm{LMC}}=18.45\pm 0.07`$. These values are larger than those found by Udalski (2000a,b) and Popowski (2000), and in agreement with almost all other distance modulus determinations for the LMC (see Figure 7). Lacking at present precise estimates of the metallicities of the clump stars in our fields, these values have to be considered as preliminary. However, given the low sensitivity of M<sub>I</sub> on metallicity, the assumption about the metal abundance of the clump stars has little impact on this distance derivation.
## 7 Summary and conclusions: the distance to the LMC
We have presented results based on new $`B,V,I`$ photometry in the Johnson-Cousins system obtained for two fields close to the bar of the LMC and partially overlapping with fields #6 and #13 of the MACHO microlensing experiment. 125 RR Lyrae variables, 3 anomalous Cepheids, 11 Cepheids, 11 eclipsing binaries and 1 $`\delta `$ Scuti star have been identified in the two areas. The new photometry allows a very precise estimate of the average $`V`$ and $`B`$ apparent luminosity of the RR Lyrae variables, as well as of the $`V,B,I`$ luminosity of the clump stars. The present new photometry has been accurately compared with MACHO and OGLE-II photometries. An estimate of the reddening within the two fields was also obtained from Sturchโs (1966) method and from the colors of the edges of the instability strip defined by the RR Lyrae variables. This corresponds to $`E(BV)`$=0.116, and 0.086 mag in field A and B, respectively. These values are on average about 0.03-0.04 mag smaller than reddening derived from the UBV photometry of early type stars, and by OGLE-II, and about 0.035 mag larger than reddening estimated from Cepheids within two degrees from either of the centers of our fields.
Spectroscopic metal abundances we derived for 80% of the RR Lyrae stars were combined with individual dereddened average luminosities to determine the luminosity-metallicity relation followed by the RR Lyrae stars: $`<V_0(RR)>=0.214([\mathrm{Fe}/\mathrm{H}]+1.5)+19.064`$. The slope of this relation is in very good agreement with recent results from GCs in M31 (Rich et al. 2001) and shows no evidence for a break around \[Fe/H\]=$`1.5`$.
The average dereddened apparent luminosity of the RR Lyrae and clump stars in our LMC fields is $`<V(RR)>_0`$=19.06$`\pm `$0.06 (at \[Fe/H\]=$``$1.5), and $`<V_{clump}>_0`$=18.98$`\pm `$0.08, where errors include standard deviation of the average (0.02 mag and 0.06 mag for RR Lyrae and clump stars, respectively), uncertainty of the $`V`$ photometric calibration and aperture corrections, and absorption contribution.
The present $`<V(RR)>_0`$ moves the B-W and statistical parallax determinations of the distance modulus of the LMC to 18.38$`\pm `$0.16<sup>10</sup><sup>10</sup>10The B-W value would further move to 18.50 mag using the new preliminary estimate of the magnitude of the Galactic field RR Lyrae star RR Cet: M<sub>V</sub>(RR)=0.56 mag at \[Fe/H\]=$``$1.5, from Cacciari et al. (2000) revision of the B-W method. and 18.30$`\pm `$0.14, respectively. Using the most recent results from the Subdwarf Fitting Method (Gratton et al. 2000a), it is 18.45$`\pm `$0.09.
The present determination of the $`I`$ luminosity of the clump stars corrected for our new reddening values leads to $`<I>_0`$=18.12$`\pm `$0.06 mag and moves the clump distance modulus of the LMC to 18.42$`\pm `$0.07 and 18.45$`\pm `$0.07 mag, when Udalski (2000a) or Popowski (2000) metallicity-$`I`$ luminosity relations for the clump stars are adopted.
The state-of-the-art on the true distance modulus of the LMC as derived from various techniques is summarized in Figure 8, where different symbols are adopted for Population I (filled triangles) and II (filled circles) distance indicators. Far for pretending to be exhaustive (see Figure 8 and Table 10 of Benedict et al. 2002, for a more extensive listing of extant LMC distance modulus estimates), Figure 8 is meant to provide an overview of the results from the most commonly used and more robust distance indicators found in the LMC. In panel (a) distance moduli from Pop. II indicators are based on Walker (1992a) average luminosity of RR Lyraeโs in the LMC Globular clusters: $`<V(RR)>_0`$=18.95 at \[Fe/H\]=$``$1.9 (transformed to \[Fe/H\]=$``$1.5). Panel (a) of Figure 8 well illustrates the dichotomy existing between short and long distance scales provided by the different distance indicators: with a few exceptions (the red clump and the eclipsing binaries method), the Population I distance indicators give a long distance modulus for the LMC in the range from 18.5 to 18.7 mag, while Population II indicators based on โfield starsโ (Baade-Wesselink, and Statistical Parallax methods, in particular) yield a short distance modulus of 18.3, and indicators based on โcluster starsโ, as for instance the Main Sequence Fitting method ( MSF; Gratton et al. 1997, Carretta et al. 2000b) and the globular clusters dynamical models, or the pulsational properties of RR Lyraeโs in globular clusters (Sandage 1993a) support a longer modulus in the range from 18.4 to 18.6. The solid and dashed lines in panel (a) shows the HST key project on extragalactic distances preferred value $`\mu _{\mathrm{LMC}}`$=18.50 and its $`1\sigma `$=0.10 mag error bar (Freedman et al. 2001).
The impact on the derived distance modulus of the LMC of the present average luminosities of RR Lyrae and clump stars in the LMC bar: $`<V(RR)>_0`$=19.06 at \[Fe/H\]=$``$1.5, and $`<I_{Clump}>_0`$=18.12, and of our new reddening estimates: $`E(BV)`$=0.116 and 0.086 mag (in field A and B, respectively) is shown in panel (b). Further changes with respect to Figure 8a are i) the revised estimate of the distance to the LMC from the combinations of the results for 3 LMC binary systems studied so far (namely: HV 2274, HV982 and EROS 1044; Ribas et al. 2002); ii) the clump distance based on K-luminosity (Sarajedini et al. 2002), Pietrzyลski & Gieren 2002); iii) the revised HB luminosity from the new Main Sequence Fitting (MSF) distances to NGC 6397, 6752 and 47 Tuc based on ESO-VLT spectroscopy of cluster giants and turn-off stars (Gratton et al. 2002a); iv) Cacciari et al. (2000) revised estimate of M$`{}_{V}{}^{}(RR)`$ from the Baade-Wesselink method; v) the use of A00 revised average luminosity of A97 LMC RRdโs: vi) the revision of the absolute luminosity of RR Lyrae stars from the white dwarf (WD) cooling sequence: M$`{}_{V}{}^{}(RR)`$=0.66$`\pm 0.14`$ at \[Fe/H\]=$`1.5`$ (Gratton et al. 2002a); and vii) the use of the trigonometric parallax of RR Lyr measured by HST (Benedict et al. 2002). Distance moduli shown in Figure 8b are also listed in Table 6. Errors for the Population II indicators in Figure 8b and Table 6 include the 0.06 mag contribution of the uncertainty in $`<V(RR)>_0`$.
A weighted average of the values in Table 6, (with weights proportional to the inverse square of the error, and after having first weight-averaged the independent estimates available for the clump, the Miras, the B-W of RR Lyrae stars, the RRdโs, and the TRGB) shows that all distance determinations converge within 1 $`\sigma `$ on a distance modulus of $`\mu _{\mathrm{LMC}}`$=18.515$`\pm 0.085`$ mag (where the error bar is the 1 $`\sigma `$ scatter of the average) thus allowing to fully reconcile the long and the short distance scale to the LMC. This value is shown by the heavy long dashed line of Figure 8b while heavy dashed lines give the 1$`\sigma `$=0.085 mag errorbars. A straight average of the values in Table 6, with no weights, would give $`\mu _{\mathrm{LMC}}`$=18.50$`\pm 0.10`$. We caution that distance moduli from Cepheids may be overestimated by 0.06-0.09 mag due to an underestimate of the reddening adopted for Cepheids by 0.02-0.03 mag.
We thank the referee A. Walker for making constructive comments and suggestions concerning the original manuscript which have definitely helped to improve and strenghten the paper, and M. Feast for his comments on the first version of the paper circulated as astro-ph/0007471. Special thanks go to P. Montegriffo for the development of the specific software used for the detection of the variable stars and in the study of their periodicities. G.C. whishes to thank M. Marconi and C. Cacciari for very helpful discussions about the classification, according to Bailey types, of some of the RR Lyrae variables, and about the use of the Fourier decomposition parameters, and the reddening of M3. This paper utilizes public domain data obtained by the MACHO Project, jointly funded by the US Department of Energy through the University of California, Lawrence Livermore National Laboratory under contract No. W-7405-Eng-48, by the National Science Foundation through the Center for Particle Astrophysics of the University of California under cooperative agreement AST-8809616, and by the Mount Stromlo and Siding Spring Observatory, part of the Australian National University. This work was partially supported by MURST - Cofin98 under the project โStellar Evolutionโ , and by MURST - Cofin00 under the project โStellar observables of cosmological relevanceโ.
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# The Role of Innovation within Economics
## 1 Introduction
Comparative statics is a special case of dynamics, in which a unique stable equilibrium is assumed to exist, and two equilibria โ determined by different parameter values โ are compared. Similarly, dynamics is a special case of an evolutionary process, in which the degrees of freedom of the system are held constant. Marshall, whose Principles played a large rรดle in setting economics upon the comparative statics course, was nonetheless aware of the primacy of the evolutionary paradigm when he wrote on page xiv that:
> The Mecca of the economist lies in economic biology rather than in economic dynamics. But biological conceptions are more complex than those of dynamics; a volume on Foundations must therefore give a relatively large place to mechanical analogies; and frequent use of the term โequilibriumโ, which suggest something of a statical analogy.โฆThe modern mathematician is familiar with the notion that dynamics includes statics. If he can solve a problem dynamically, he seldom cares to solve it statically alsoโฆBut the statical solution has claims of its own. It is simpler than the dynamical; it may afford useful preparation and training for the more difficult dynamical solution; and it may be the first step towards a provisional and partial solution in problems so complex that a complete dynamical solution is beyond our attainment.
One century later, intellectual progress has enabled us to contemplate the construction of evolutionary models of processes which could once only be modeled statically.
Early ecological theories followed a similar path of development. Interactions between organisms were studied in order to determine the population densities that kept the ecology in equilibrium and the only form of dynamics considered was instantaneous movement from one equilibrium to another. It was always assumed that an ecology was always near a stable equilibrium, in spite of counter examples such as the stable limit cycles in the Lotka-Volterra predator-prey system.
In the 1960s, interest in dynamical systems was reawakened, and the study of Chaos was born. These techniques were applied to ecology in the 1970s, and it was realised that the situation was vastly more complicated, with not only limit cycles being possible, but also entities called strange attractors. Over the years, appreciation has grown that the stable equilibrium is more of an exception than the norm.
In the mid 1980s, Raup and Sepkowski noticed certain statistical regularities with the pattern of speciation and extinction in the fossil record. These were later shown to be in the form of a power law\[Sole-etal97, Newman96\], i.e the pattern of extinctions was such that the frequency of an extinction event of size $`x`$ is proportional to $`x^\alpha `$, where $`\alpha `$ is a small positive constant. Power laws crop up in many different areas.
Per Bak studied a model of a sandpile that had a continuous stream of sand added to the top. Bakโs process goes by the name of self-organised criticality, and he, along with Kauffman promote this as an explanation for Raupโs data. It now seems likely that evolution is an endogenously self-organised critical process<sup>1</sup><sup>1</sup>1Alternatively, perhaps exogenous influences (such as volcanos, meteorites, climatic fluctuations, supernovae etc) obey a power law spectrum. It is quite possible that both endogenous and exogenous effects contribute to the statistical properties of biological evolution and that a future research program will look at untangling the two effects. To this effect, Newman\[Newman97b\] provides an interesting perspective.
In my work, which I will introduce later, I have demonstrated the existence of self-organised criticality in a model evolutionary ecology. The criticality is quite a robust feature over a wide range of input parameters. This indicates that that evolutionary systems are typically endogenously critical.
In summary, we have a hierarchy of approaches, from the static, to the dynamic to the evolutionary:
$$\text{statics}\text{dynamics}\text{evolution}$$
The state of ecological thought has followed this chain from left to right, as computational techniques have improved to embrace the computationally more difficult dynamical models, and then the even more computationally difficult evolutionary models. It is to be hoped that the same path will be followed by economic modeling.
There is a clear parallel between the development of ecological thought and that of economic thought. Dynamics was introduced to economics and championed by Kaldor, Goodwin et al. in the 1950s and 60s; and boosted by the developments in nonlinear analysis in the 1980s, through the work of people like Blatt. This volume testifies to a growing industry of dynamical economic modeling. However, perhaps now is the time to embark on the next rung up the ladder, and approach economics from an evolutionary point of view. Then perhaps we might be catching a glimpse of the Mecca that Marshall referred to a hundred years ago.
This paper first considers a general dynamical system undergoing evolution of the determining equation, then outlines Ecolab, a model of species interaction undergoing evolution, finally introducing a possible economics model based on the von Neumann model with evolution of the interaction coefficients.
## 2 Linearisation of a Dynamical System
Our launchpad for a theory of evolutionary systems is dynamical systems theory. Typically this will be manifested in a first order nonlinear differential equation of the form
$$\dot{๐ฑ}=๐(๐ฑ)$$
where $`๐ฑ^n`$ and $`๐:`$. The dot refers to the derivative with respect to time.
Dynamical systems theory starts by considering the equilibria of the system, i.e. the points $`\widehat{๐ฑ}`$ such that $`๐(\widehat{๐ฑ})=0`$. Then in the neighbourhood of $`\widehat{๐ฑ}`$, the behaviour of the system is determined by the linear approximation
$$\dot{๐ฑ}=D๐|_{\widehat{๐ฑ}}(๐ฑ\widehat{๐ฑ}).$$
The stability of $`\widehat{๐ฑ}`$ is determined by the negative definiteness of $`D๐|_{\widehat{๐ฑ}}`$<sup>2</sup><sup>2</sup>2$`D๐|_{\widehat{๐ฑ}}`$ is negative definite if $`๐ฑD๐|_{\widehat{๐ฑ}}๐ฑ<0`$ for all $`๐ฑ`$. This also implies that all eigenvalues of $`D๐`$ have negative real part.. This condition imposes $`n`$ inequalities on the system constraining the form of $`๐`$. There may additionally be a further $`n`$ inequalities for $`\widehat{๐ฑ}`$ to be a meaningful solution, for example if the components of $`\widehat{๐ฑ}`$ are production values, every component of $`\widehat{๐ฑ}`$ must be non-negative.
General equilibrium economics has attempted to find the conditions under which a unique, stable equilibrium will exist. This neednโt be the case, and interesting (i.e. bounded) behaviour can take place around unstable equilibria, in the form of limit cycles or even the strange attractors beloved of chaos theorists. A favourite model of the latter researchers is the logistic equation, which first arose in a biological context, but has been applied to economics amongst other things.
That limit cycles and chaotic behaviour can be observed in economics is a view that should have by now been accepted. However, the question remains as to whether this behaviour is pathological, i.e. whether linear neoclassical theory is applicable in most cases, and the only remaining difficulty is determining if linear theory applies to a specific economy (the โeconometric problemโ), or whether chaotic behaviour is indeed the norm.
## 3 Limits of Linear Economic Theory
Returning to the question of stability, the fact that $`2n`$ inequalities must be satisfied would imply that a randomly chosen $`n`$-dimensional economics model would have a probability of $`4^n`$ of a given equilibrium being stable. The situation does look bleak, but economics are not generated randomly in the real world, rather they are the result of an evolutionary process. We need to examine the process of cultural evolution to answer this question.
The analogue of mutation in biology would be innovation in economics, as a new process or technique introduced into production, or as a new form of marketing, or a new company with a somewhat unusual approach to doing business. The effect of innovation is to add new degrees of freedom to the dynamical system, which usually will destabilise the system. The system will then tend to evolve so as to lose some of the degrees of freedom, by for example old production techniques being abandoned, or companies going bankrupt. This is analogous to species becoming extinct in the natural world.
Lets consider what happens to the largest eigenvalue of $`D๐|_{\widehat{๐ฑ}}`$. Suppose initially, the system has a stable equilibrium, in which case all the eigenvalues have negative real part. As innovations are added to the system, the largest eigenvalue will increase towards zero. As it passes zero, the system destabilises, and the system will start to exhibit limit cycles or chaotic behaviour. As further innovations are added to the system, a property called permanence<sup>3</sup><sup>3</sup>3that there is a set of points $`๐ฑ_0`$ whose trajectories $`๐ฑ(t)`$ always remain away from the boundary, i.e. $`x_i(t)>\delta \delta >0`$ is no longer satisfied, and some event such as a bankruptcy will occur to remove active processes from the system. This will restore permanency to the system, and possibly even stability. Such a process is called self-organised criticality which gives rise to a power law spectrum of the booms and busts, successful innovations and bankruptcies.<sup>4</sup><sup>4</sup>4This really implies that conclusion derived from comparative static economic analysis are almost never valid, except perhaps on sufficiently small time scales while the maximum eigenvalue of $`D๐|_{\widehat{๐ฑ}}`$ is negative.
## 4 Ecolab and the Dynamics of Evolution
This section outlines a model of an evolving ecology that is analogous to an economic system with input-output relations of production and product innovation. The ecology is described by a generalised Lotka-Volterra equation, which is perhaps the simplest ecological model to use.
$$\dot{n}_i=r_in_i+\underset{j=1}{\overset{n_{\mathrm{sp}}}{}}\beta _{ij}n_in_j$$
(1)
Here $`๐`$ is the difference between the birth rate and death rate for each species, in the absence of competition or symbiosis. $`๐ท`$ is the interaction term between species, with the diagonal terms referring to the speciesโ self limitation, which is related in a simple way to the carrying capacity $`K_i`$ for that species in the environment by $`K_i=r_i\beta _{ii}`$. In the literature (eg Strobeck, Case) the interaction terms are expressed in a normalised form, $`\alpha _{ij}=K_i/r_i\beta _{ij}`$, and $`\alpha _{ii}=1`$ by definition. $`๐`$ is the species density.
These equations are simulated on a simulator called Ecolab. The vectors $`๐`$ and $`๐`$ are stored as dynamic arrays, the size of which (i.e. the system dimension) can change in time. The interaction array is stored in row/column sparse form, consisting of the four arrays diag, val, row and col. Equation (1) can be written as:
```
tmp[row] = beta.val * n[beta.col];
n += (r + beta.diag + tmp) * n;
```
This code makes up the generate operator in the Ecolab system. Other operators include compact, which removes species that have become extinct from the system (to optimise computational performance) and mutate, which adds a certain number of new species to the system, according to a specific algorithm to be discussed later. The operators can be called from a scripting language called TCL, that allows different types of experiments to be performed without recompiling the code.
Before discussing the mutation algorithm in more detail, equation (1) must be analysed to determine the conditions $`๐ท`$ must satisfy for the system to be real, and also to determine the different regimes of dynamics, from the linear (stable equilibrium) case, to limit cycles and chaos to the actual breakdown of the ecosystem.
### 4.1 Linear Analysis
Linear analysis starts with the fixed point of equation (1)
$$\widehat{๐}=๐ท^1๐,$$
(2)
where $`\dot{๐}=0`$. There is precisely one fixed point in the interior of the space of population densities (i.e. $`๐`$ such that $`n_i>0`$) provided that all components of $`\widehat{๐}`$ are positive, giving rise to the following inequalities:
$$\widehat{n}_i=\left(๐ท^1๐\right)_i>0,i$$
(3)
This interior space is denoted $`_+^{n_{\mathrm{sp}}}`$ mathematically.
There may also be fixed points on the boundary of $`_+^{n_{\mathrm{sp}}}`$, where one or more components of $`๐`$ are zero (corresponding to an extinct species). This is because the subecology with the living species only (i.e. with the extinct species removed) is equivalent to the full system.
The stability of this point is related to the negative definiteness of derivative of $`\dot{๐}`$ at $`\widehat{๐}`$. The components of the derivative are given by
$$\frac{\dot{n}_i}{n_j}=\delta _{ij}\left(r_i+\underset{k}{}\beta _{ik}n_k\right)+\beta _{ij}n_i$$
(4)
Substituting eq (2) gives
$$\frac{\dot{n}_i}{n_j}|_{\widehat{๐}}=\beta _{ij}\left(๐ท^1๐\right)_i$$
(5)
Stability of the fixed point requires that this matrix should be negative definite. Since the $`\left(๐ท^1๐\right)_i`$ are all negative by virtue of (3), this is equivalent to $`๐ท`$ being negative definite, or equivalently, that its $`n_{\mathrm{sp}}`$ eigenvalues all have negative real part. Taken together with the inequalities (3), this implies that $`2n_{\mathrm{sp}}`$ inequalities must be satisfied for the fixed point to be stable. This point was made by Strobeck, in a slightly different form. (Note that Strobeck implicitly assumes that $`_ir_i\widehat{n}_i/K_i>0`$, so comes to the conclusion that $`2n_{\mathrm{sp}}1`$ conditions are required.) If one were to randomly pick coefficients for a Lotka-Volterra system, then it has a probability of $`4^{n_{\mathrm{sp}}}`$ of being stable, i.e. one expects ecosystems to become more unstable as the number of species increases.
### 4.2 Permanence
Whilst stability is a nice mathematical property, it has rather less relevance when it comes to real ecologies. For example the traditional predator-prey system studied by Lotka and Volterra has a limit cycle. The fixed point is decidedly unstable, yet the ecology is permanent in the sense that both speciesโ densities are larger than some threshold value for all time. Hofbauer et al. and Law and Blackford discuss the concept of permanence in Lotka-Volterra systems, which is the property that there is a compact absorbing set $`_+^{n_{\mathrm{sp}}}`$ i.e once a trajectory of the system has entered $``$, it remains in $``$. They derive a sufficient condition for permanence due to Jansen of the form:
$$\underset{i}{}p_if_i(\widehat{๐}_B)=\underset{i}{}p_i(r_i\underset{j}{}\beta _{ij}\widehat{n}_{Bj})>0,p_i>0$$
(6)
for every $`\widehat{๐}_B`$ equilibrium points lying on the boundary ($`\widehat{n}_{Bi}=0i`$), provided the system is bounded (or equivalently dissipative). This condition is more general than stability of the equilibrium โ the latter condition implies that a local neighbourhood of the equilibrium is an absorbing set. Also, the averaging property of Lotka-Volterra systems implies that the equilibrium must lie in the positive cone $`_+^{n_{\mathrm{sp}}}`$. So (3) must still hold for permanence.
Consider the boundary points $`\widehat{๐}_B`$ that are missing a single species $`i`$. Then Jansenโs condition for these boundary points is
$$r_i\underset{j}{}\beta _{ij}\widehat{n}_{Bj}>0.$$
(7)
This set of conditions is linearly independent. Let the number of such boundary points be denoted by $`n_Bn_{\mathrm{sp}}`$. Then the set of conditions (6) will have rank $`n_B\nu n_{\mathrm{sp}}`$ (the number of linearly independent conditions), so the system has at most probability $`2^{n_{\mathrm{sp}}\nu }`$ of satisfy Jansenโs permanence condition if the coefficients are chosen uniformly at random. As stability is also sufficient for permanence, the probability lies between $`4^{n_{\mathrm{sp}}}`$ and $`2^{n_{\mathrm{sp}}\nu }`$.
Another rather important property is resistance to invasion. Consider a boundary equilibrium $`\widehat{๐}_B`$. If it is proof against invasion from the missing species, then the full system cannot be permanent. For the boundary points that miss a single species, this implies that condition (7) is necessarily satisfied for permanence, along with (3). The probability of permanence is then bounded above by $`2^{n_{\mathrm{sp}}n_B}`$.
Thus whilst a randomly selected ecology is more likely to be permanent than to have a stable equilibrium, the likelihood decreases exponentially with increase in species number.
### 4.3 Boundedness
It is necessary that the ecology be bounded, ie that $`n_i<NN,t>0`$. This requires
$$\underset{i}{}\dot{n_i}=๐๐+๐๐ท๐<0,๐:\underset{i}{}n_i>NN$$
(8)
As $`๐`$ becomes large in any direction, this functional is dominated by the quadratic term, so this implies that
$$๐๐ท๐0๐:n_i>0.$$
(9)
If strict equality holds, then $`๐๐<0`$. Negative definiteness of $`๐ท`$ is sufficient, but not necessary for this condition. Another sufficient condition is to require $`i,j,\beta _{ii}<0`$ and $`\beta _{ij}+\beta _{ji}0`$, which is used in the current study. This condition is satisfied by the Predator-Prey equations, and so does allow multi-trophic systems to be built, but does not allow the possibility of symbiosis. Its main advantage is its simplicity of implementation, along with the range of interesting (i.e. non limit point) behaviour it encompasses.
### 4.4 Mutation
Adding mutation involves adding an additional operator to equation (1)
$$\dot{๐}=๐๐+๐๐ท๐+\mathrm{๐๐๐๐๐๐}(๐,๐,๐)$$
(10)
where $``$ refers to elementwise multiplication.
The mutation operator must generate new degrees of freedom $`i>n_{\mathrm{sp}}`$ (where $`n_{\mathrm{sp}}`$ is the number species currently in the ecology), somehow defining the new ecological coefficients $`\{r_i|i>n_{\mathrm{sp}}\},\{\beta _{ij}|i>n_{\mathrm{sp}}\text{or}j>n_{\mathrm{sp}}\}`$ from the previous state of the system. In reality, there is another layer (hidden in equation (1) called the genotypic layer, where each organism has a definite genotype. There is a specific map from the genotypic layer to the space of ecological coefficients (hereafter called the phenotypic layer) called the embryology. Then the mutation operator is a convolution of the genetic algorithm operations operating at the genotypic layer, with the embryology.
A few studies, including Rayโs Tierra world, do this with an explicit mapping from the genotype to to some particular organism property (e.g. interpreted as machine language instructions, or as weight in a neural net). These organisms then interact with one another to determine the population dynamics. In this model, however, we are doing away with the organismal layer, and so an explicit embryology is impossible. The only possibility left is to use a statistical model of embryology. The mapping between genotype space and the population parameters $`๐`$, $`๐ท`$ is expected to look like a rugged landscape, however, if two genotypes are close together (in a Hamming sense) then one might expect that the phenotypes are likely to be similar, as would the population parameters. This I call random embryology with locality. Here, we tend to idealise genotypes as bit strings, although strings over an arbitrary alphabet (eg the four DNA bases ACGT) can equally be considered. <sup>5</sup><sup>5</sup>5The Hamming distance is the number of bits (bases) that differ between the two strings. So for example if a single bit has been removed from one string, the Hamming distance is one.
In the simple case of point mutations, the probability $`P(x)`$ of any child lying distance $`x`$ in genotype space from its parent follows a Poisson distribution, as this is the distribution of the number of bit flips, or deletions that might occur with a point mutation. Random embryology with locality implies that the phenotypic parameters are distributed randomly about the parent species, with a standard deviation that depends monotonically on the genotypic displacement. The simplest such model is to distribute the phenotypic parameters in a Gaussian fashion about the parentโs values, with standard deviation proportional to the genotypic displacement. This constant of proportionality can be conflated with the speciesโ intrinsic mutation rate, to give rise another phenotypic parameter $`๐`$. It is assumed that the probability of a mutation generating a previously existing species is negligible, and can be ignored. We also need another arbitrary parameter $`\rho `$, โspecies radiusโ, which can be understood as the minimum genotypic distance separating species, conflated with the same constant of proportionality as $`๐`$.
We may represent the Ecolab embryology as a probability distribution $`f(p,g)=\sqrt{\frac{2}{\pi }}\frac{\mu e^{\left(\frac{\mu p}{2g}\right)^2}}{g}`$, where $`p=|r_ir_j|/|r_i|`$ or $`p=|\beta _{ik}\beta _{jk}|/|\beta _{ik}|`$ is the distance between two speciesโ phenotypic parameters, and $`g`$ is the difference between the two genotypes. Figure 1 shows the general form of this probability distribution.
Figure 2 shows the probability distribution of a mutant phenotypical coefficient about that of its parentโs value. This is given by
$$_0^{\mathrm{}}\sqrt{\frac{2}{\pi }}\frac{e^{g/\mu \left(\frac{\mu p}{2g}\right)^2}\mu }{g}๐g.$$
(11)
In summary, the mutation algorithm is as follows:
1. The number of mutant species arising from species $`i`$ within a timestep is $`\mu _ir_in_i/\rho `$. This number is rounded stochastically to the nearest integer, e.g. 0.25 is rounded up to 1 25% of the time and down to 0 75% of the time.
2. Roll a random number from a Poisson distribution $`e^{x/\mu +\rho }`$ to determine the standard deviation $`\sigma `$ of phenotypic variation.
3. Vary $`๐`$ according to a Gaussian distribution about the parentsโ values, with $`\sigma r_0`$ as the standard deviation, where $`r_0`$ is the range of values that $`๐`$ is initialised to, ie $`r_0=\mathrm{max}_ir_i|_{t=0}\mathrm{min}_ir_i|_{t=0}`$.
4. The diagonal part of $`๐ท`$ must be negative, so vary $`๐ท`$ according to a log-normal distribution. This means that if the old value is $`\beta `$, the new value becomes $`\beta ^{}=\mathrm{exp}(\mathrm{ln}(\beta )+\sigma )`$. These values cannot arbitrarily approach 0, however, as this would imply that some species make arbitrarily small demands on the environment, and will become infinite in number. In ecolab, the diagonal interactions terms prevented from becoming larger than $`r/(.1\mathrm{๐ธ๐ฝ๐}\mathrm{\_}\mathrm{๐ผ๐ฐ๐})`$, where $`r`$ is the corresponding growth rate for the new species.
5. The off diagonal components of $`๐ท`$, are varied in a similar fashion to $`๐`$. However new connections are added, or old ones removed according to $`1/p`$, where $`p(2,2)`$ is chosen from a uniform distribution. The values on the new connections are chosen from the same initial distribution that the off diagonal values where originally set with, ie the range $`\mathrm{min}_{ij}\beta _{ij}|_{t=0}`$ to $`\mathrm{max}_{ij}\beta _{ij}|_{t=0}`$. Since condition (9) is computationally expensive, we use a slightly stronger criterion that is sufficient, computationally tractable yet still allows โinterestingโ non-definite matrix behaviour namely that the sum $`\beta _{ij}+\beta _{ji}`$ should be non positive.
6. $`๐`$ must be positive, so should evolve according to the log-normal distribution like the diagonal components of $`๐ท`$. Similar to $`๐ท`$, it is a catastrophe to allow $`๐`$ to become arbitrarily large. In the real world, mutation normally exists at some fixed background rate โ species can reduce the level of mutation by improving their genetic repair algorithms. In ecolab, this ceiling on $`๐`$ is given by the `mutation(random,maxval)` variable.
### 4.5 Typical Results
Figure 3 shows the time behaviour for the number of species in the ecosystem for a typical run. The phenotypic parameters were seeded randomly in the ranges $`0.005๐0.01`$, $`5\times 10^5๐ท_{\mathrm{diag}}1\times 10^4`$, $`0.001๐ท_{\mathrm{offdiag}}0.001`$ and $`0๐0.09`$. The $`๐`$ and $`๐ท`$ values were chosen so that several hundred individuals will be supported in the case of a single species system, and the offdiagonal terms large enough to permit interesting interactions between species, but not so large that the system collapsed to zero immediately. $`\rho `$ was set at $`10^4`$, which was chosen by examining the histogram of differences between all the species. If $`\rho `$ was too small, then a speciesโ mutant offspring would be too similar to its parent to be really a new species. This shows up as a peak at small separation values of the histogram, which shouldnโt be there according to the law of competitive exclusion.
The system rapidly evolves to one of the fixed points (by a massive extinction event!) with a negative definite $`๐ท`$. Over time, mutations build up in the system, decreasing the stability of the system. What then follows are periods of episodic extinctions, and system growth through speciation. This is an example of self organised criticality, and gives rise to power law behaviour.
Do we see the same power law behaviour observed by others? The answer is emphatically yes. If speciation and extinction events occurred uniformly throughout history, as one might naรฏvely expect, one would expect a Poisson distribution for species lifetimes. On a log-linear plot, this would be a straight line. Alternatively, if a power law spectrum was evident, the log-log plot would be straight. The two plots are shown in figures 4 and 5. Effectively, this is telling us that not only is there not a stable ecological equilibrium, there isnโt even a steady state, whereby extinctions are balanced by speciation (a common ecological assumption).
This model then is a concrete example of the self-organised criticality predicted in these types of systems in sectionLABEL:limits. The next section examines a possible economic model that is analogous to Ecolab, and could even be implemented using the same simulation software. It would be surprising if the dynamics werenโt critically self-organised.
## 5 Building an Economic Dynamics
Many inferential similarities can be drawn between the biological evolutionary model of Ecolab and the processes of a capitalist economy. The obvious analogy for a biological species is a product, and for Darwinian evolution the process of technological change. I consider a model economics (Econolab) based on the insights of von Neumann, one of the founders of complexity theory, who introduced von Neumann Technology in the late 1930s. In this model economy, there is a set of commodities labeled $`i๐ฉ=\{1\mathrm{}N\}`$), and a set of technologies or processes labeled $`m=\{1\mathrm{}M\}`$. Each process has an activity $`z_m`$, input coefficients $`a_{mi}`$ and output coefficients $`b_{mi}`$, such that in one time step, $`a_{mi}z_m`$ of commodity $`i`$ (amongst others) is consumed to produce $`b_{mj}z_j`$ of commodity $`j`$ (amongst others). The coefficients $`a_{mi}`$ and $`b_{mi}`$ may be zero for some values of $`m`$ and $`i`$, corresponding respectively to processes that do not require a particular input, or do not produce a particular output. This differs from von Neumannโs original approach, and is more in line with that of Kemeny, Morgenstern and Thompson. Blatt gives a good introduction to this model, discussing it flexibility in dealing with a range of economic processes. In the words of Blatt (p67):
> The von Neumann work is a great achievement of mathematical model building in dynamic economics. It is the best available theory of capital and of rate of return.
That said, there are many issues of significance in capitalism which are not captured in the von Neumann method, and which cannot be modeled in an initial rendition of Econolab. These include effective demand\[Chiarella98\], income distribution, variable capacity and utilisation, credit and debt\[Keen98, Andresson98\].
To relate von Neumannโs work back to the Ecolab ecological model, the input/output coefficients $`a_{mi}`$/$`b_{mi}`$ are fixed like the $`r_i`$, $`\beta _{ij}`$ or equation (1), and $`z_m`$ is a free variable like $`n_i`$. In von Neumannโs work, the dynamics is imposed in the form of an exponential growth condition:
$$z_m(t+1)=\alpha z_m(t)m$$
(12)
However, rather than assuming a particular form for the dynamics, we should be looking for a first order differential equation (or its difference equation equivalent) that describes the dynamics. Consider the monetary value of capital $`K_m`$ associated with process $`m`$. The rate of change of this capital may be written:
$$\dot{K}_m=z_m\left(\underset{i=1}{\overset{N}{}}b_{mi}p_i\underset{i=1}{\overset{N}{}}a_{mi}p_i\right),$$
(13)
where $`p_i`$ is the price of commodity $`i`$. This has introduced two new sets of free variables $`K_m`$ and $`p_i`$, for which we need to find closure relations. Clearly, activity is limited by the availability of capital (we do not allow the possibility of credit here):
$$\underset{i=1}{\overset{N}{}}a_{mi}p_iz_mK_m$$
(14)
For simplicity, let us assume that each process invests a fixed proportion of its capital into production, i.e.
$$\underset{i=1}{\overset{N}{}}a_{mi}p_iz_m=\kappa _mK_m,\kappa _m:0<\kappa _m1$$
(15)
Substituting (15) into (13) gives
$$\dot{z}_m=\kappa _m\left(\frac{_{i=1}^Nb_{mi}p_i}{_{i=1}^Na_{mi}p_i}1\right)z_m.$$
(16)
This then, is a model dynamics analogous to the Lotka-Volterra equation (1). If price is a fixed quantity (as assumed in von Neumann theory) then (16) is equivalent to the ansatz (12). This is the equilibrium situation, rather like assuming that $`๐=\widehat{๐}`$.
In reality, prices are not fixed, and must have their own dynamics. The simplest way to do this is to look for a closure relation, that relates prices to activities. The neoclassical and Austrian traditions propose that price dynamics should act as a negative feedback on the activity dynamics (eq. (16)), whereas the P-K and Sraffian tradition do not see price as an equilibrating mechanism \[Sraffa26\]. In this work, however, we propose an ansatz on the form of the negative feedback, in a similar fashion to the ansatz used by Nosรฉ and Hoover to describe the thermostat that regulates the temperature of a non-equilibrium steady state system in a heat bath:
$$\dot{p}_i=\pi _i\left(\frac{\mathrm{demand}}{\mathrm{supply}}1\right)p_i=\pi _i\left(\frac{_{m=1}^Ma_{mi}z_m}{_{m=1}^Mb_{mi}z_m}1\right)p_i.$$
(17)
This differs from von Neumann, who assumes that demand never exceeds supply, and if supply exceeds demand (i.e. a surplus), then the commodity is free ($`p_i=0`$). This would imply $`\dot{p}_i=0`$, freezing prices. In effect this makes the system very stiff โ equation (17) softens the dynamics with $`\pi _i`$ controlling the stiffness.
## 6 Adding Evolution
Now that we have an economic dynamics established, we need to consider how to develop an analogy between ecological and economic evolution. By direct analogy with Ecolab, it is clear that when a process exhausts its capital ($`K_m=0`$), it forever remains that way, so this is equivalent to extinction in ecosystems. Adding new processes and commodities is conceptually easy. Blatt p57โ58:
> What about technological progress? This can be included by assuming that the list of activities $`m=1,2,\mathrm{},M`$ is not final, but new activities may be invented and hence become available for use, as time goes on. This makes the total number of processes a function of time: $`M=M(t)`$โฆVon Neumann himself developed his theory on the basis of an unchanged technology (all input coefficients, output coefficients and the number of processes $`M`$ are constant in time), and his successors have done the same. The inclusion of technological progress appears to us to be a highly interesting avenue for further exploration.
The difficulty is deciding how to choose new coefficients $`a_{mi},b_{mi},\kappa _i`$ and $`\pi _i`$ when a new process is added. There is no genotype of a process โ the closest thing to it is Dawkinsโs meme, and there is no genetic algorithm theory of the meme. Clearly new processes arise evolutionarily, with the new processes modeled on the old. The new coefficients will be varied randomly about the old values according to some kind of central distribution.
Recent results from Ecolab indicate that the emergent dynamics of the system is rather insensitive to the specific type of mutation algorithm chosen. Work is currently under way to classify exactly what effects different assumptions make.
In 1962, Arrow pointed out that the cost per unit for production of an artifact falls as an inverse power of the number of units produced:
$$\mathrm{cost}/\mathrm{unit}N^a$$
This power law is most likely a consequence of the dynamics of technological innovation, relating to the statistical properties of the underlying โfitnessโ landscape, as it can be seen in Kauffman $`NK`$ model. Presumably an evolutionary algorithm that searches process (and commodity) space according to the same power law would be optimally matched to generating change, however another search algorithm would probably generate the same distribution of successful innovations, albeit on a different temporal scale. It should also be pointed out that large changes of process are likely to cost proportionally more than smaller changes. As any research budget is finite, the distribution of process improvements must therefore be finitely integrable (have a finite area underneath the curve), which the power law distribution is not, but the normal (Gaussian) distribution is.
## 7 Conclusion
Economics is clearly a dynamic process, which given its complexity will be poorly described by a linear approximation about a stable equilibrium. Rather the properties of the equilibrium will be determined by cultural evolution which operates over a longer timescale than economics. It is likely that cultural evolution will produce a self-organised critical system, and this would be one of the first questions to study. Other questions that might be looked at include looking for evidence for the Arrow law, and looking for analogues to various biological laws, such as the species-area law <sup>6</sup><sup>6</sup>6the number of species on an island is related by a power law to the area of the island, and dependence of biodiversity with latitude.
Perhaps the most important point I would like to make is that rather than studying a finite dimensional dynamical system, we should be studying what might be called โopen dimensionalโ dynamical systems, where the number of degrees of freedom is finite, but not fixed at any point in time. These systems must lie between finite dimensional spaces and infinite dimensional โfunctional analysisโ type spaces. Only then might we achieve Marshallโs economic biology, and have an understanding of why economic systems have evolved to be the way they are.
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# On the use of the reciprocal basis in neutral meson mixing
## I Introduction
We are interested in the effective $`2\times 2`$ Hamiltonian matrix describing the mixing in the $`P^0\overline{P^0}`$ systems, where $`P`$ stands for $`K`$, $`D`$, $`B_d`$, or $`B_s`$. We denote this $`2\times 2`$ matrix by $`๐ฏ=๐ดi/2๐ช`$ where
$$๐ด=\left(๐ฏ+๐ฏ^{}\right)/2\text{and}i๐ช/2=\left(๐ฏ๐ฏ^{}\right)/2,$$
(1)
describe the hermitian and anti-hermitian parts of $`๐ฏ`$, respectively. Both $`๐ด`$ and $`๐ช`$ are hermitian. Matrices satisfying $`[๐ฏ,๐ฏ^{}]=0`$ are called โnormalโ matrices. It is easy to show that
$$[๐ฏ,๐ฏ^{}]=0[๐ด,๐ช]=0.$$
(2)
Moreover, a matrix is normal if and only if it can be diagonalized by a unitary transformation. It is often stated that non-unitary transformations arise whenever $`๐ฏ`$ is not hermitian. This is not the case. What is relevant is whether $`๐ฏ`$ is normal or not. Indeed, if $`๐ช0`$ then $`๐ฏ`$ is not hermitian; however, $`๐ฏ`$ can still be diagonalized by a unitary matrix as long as $`[๐ด,๐ช]=0`$.
In section II we introduce the concept of โreciprocal basisโ and we show that the presence of T violation in the $`P^0\overline{P^0}`$ system forces us to use such a basis. The physical observables are defined in section III and they are used in section IV to parametrize $`๐ฏ`$ exclusively in terms of measurable quantities. The time evolution of the $`P^0\overline{P^0}`$ system is discussed in section V. Section VI explains why the $`P^0\overline{P^0}`$ should be considered as intermediate states, and section VII shows an error which arises when one does not use the reciprocal basis. Matter effects are then considered in section VIII. This differs from all previous analyses of matter effects in that no use is made of the Good equations; here the time evolution is obtained in a trivial way. In section IX we compare the mixing in the $`P^0\overline{P^0}`$ system with the mixing in the neutrino sector. To this end, we start by showing how the equation describing the time evolution and its solution would look if we had chosen a different reference frame. We present our conclusions in section X. For completeness, appendix A contains some elementary notions of collision theory, which are needed to describe the evolution in the presence of interactions with matter. Appendix B contains two other parametrizations of the physical observables commonly found in the literature, the first of which is most convenient for the comparison with the neutrino sector.
## II The reciprocal basis
### A Definition
Why do we change basis at all? One reason is that the time evolution of the state $`|\psi (t)`$ describing the $`P^0\overline{P^0}`$ mixed state, which is given by
$$i\frac{d}{dt}|\psi (t)=๐ฏ|\psi (t),$$
(3)
becomes trivial in the basis in which $`๐ฏ`$ is diagonal. Eq. (3) and $`๐ฏ`$ have been written in the $`P^0\overline{P^0}`$ rest frame and $`t`$ is the proper time.
We denote the (complex) eigenvalues of $`๐ฏ`$ by $`\mu _a=m_ai/2\mathrm{\Gamma }_a`$ and $`\mu _b=m_bi/2\mathrm{\Gamma }_b`$, corresponding to the eigenvectors
$`\left(\begin{array}{c}|P_a\\ |P_b\end{array}\right)=\left(\begin{array}{cc}p_a& q_a\\ p_b& q_b\end{array}\right)\left(\begin{array}{c}|P^0\\ |\overline{P^0}\end{array}\right)=๐ฟ^T\left(\begin{array}{c}|P^0\\ |\overline{P^0}\end{array}\right).`$ (12)
As a result, the matrix $`๐ฏ`$ is diagonalized through
$$๐ฟ^1๐ฏ๐ฟ=\left(\begin{array}{cc}\mu _a& 0\\ 0& \mu _b\end{array}\right),$$
(13)
where
$$๐ฟ^1=\frac{1}{p_aq_b+p_bq_a}\left(\begin{array}{cc}q_b& p_b\\ q_a& p_a\end{array}\right).$$
(14)
As stated above, $`๐ฏ`$ is normal if and only if $`๐ฟ`$ is unitary. This is what one learns in algebra.
So, why do (most) people worry about performing non-unitary transformations? The reason is that one would like the mass basis $`\{|P_a,|P_b\}`$ to retain a number of the nice (orthogonality) features of the $`\{|P^0,|\overline{P^0}\}`$ flavor basis. Among these: the orthogonality conditions
$`P^0|\overline{P^0}=\overline{P^0}|P^0`$ $`=`$ $`0,`$ (15)
$`P^0|P^0=\overline{P^0}|\overline{P^0}`$ $`=`$ $`1;`$ (16)
the fact that $`|P^0P^0|`$ and $`|\overline{P^0}\overline{P^0}|`$ are projection operators; the completeness relation
$$|P^0P^0|+|\overline{P^0}\overline{P^0}|=1;$$
(17)
and the decomposition of the effective Hamiltonian as
$``$ $`=`$ $`|P^0H_{11}P^0|+|P^0H_{12}\overline{P^0}|+|\overline{P^0}H_{21}P^0|+|\overline{P^0}H_{22}\overline{P^0}|`$ (18)
$`=`$ $`\left(\begin{array}{cc}|P^0,& |\overline{P^0}\end{array}\right)๐ฏ\left(\begin{array}{c}P^0|\\ \overline{P^0}|\end{array}\right).`$ (22)
All these relations involve the basis of flavor eigenkets $`\{|P^0,|\overline{P^0}\}`$ and the basis of the corresponding bras $`\{P^0|,\overline{P^0}|\}`$. The problem is that, when $`๐ฏ`$ is not normal, we cannot find similar relations involving the basis of mass eigenkets $`\{|P_a,|P_b\}`$ and the basis of the corresponding bras, $`\{P_a|,P_b|\}`$. In particular, it is easy to see from the diagonalization in Eq. (13) that the analogue of Eq. (22) is
$``$ $`=`$ $`|P_a\mu _a\stackrel{~}{P}_a|+|P_b\mu _b\stackrel{~}{P}_b|`$ (23)
$`=`$ $`\left(\begin{array}{cc}|P_a,& |P_b\end{array}\right)\left(\begin{array}{cc}\mu _a& 0\\ 0& \mu _b\end{array}\right)\left(\begin{array}{c}\stackrel{~}{P}_a|\\ \stackrel{~}{P}_b|\end{array}\right).`$ (29)
This does not involve the bras $`P_a|`$ and $`P_b|`$,
$$\left(\begin{array}{c}P_a|\\ P_b|\end{array}\right)=๐ฟ^{}\left(\begin{array}{c}P^0|\\ \overline{P^0}|\end{array}\right),$$
(30)
but rather the so called โreciprocal basisโ
$$\left(\begin{array}{c}\stackrel{~}{P}_a|\\ \stackrel{~}{P}_b|\end{array}\right)=๐ฟ^1\left(\begin{array}{c}P^0|\\ \overline{P^0}|\end{array}\right).$$
(31)
The reciprocal basis may also be defined by the orthogonality conditions
$`\stackrel{~}{P}_a|P_b=\stackrel{~}{P}_b|P_a`$ $`=`$ $`0,`$ (32)
$`\stackrel{~}{P}_a|P_a=\stackrel{~}{P}_b|P_b`$ $`=`$ $`1.`$ (33)
Moreover, $`|P_a\stackrel{~}{P}_a|`$ and $`|P_b\stackrel{~}{P}_b|`$ are projection operators, and the partition of unity becomes
$$|P_a\stackrel{~}{P}_a|+|P_b\stackrel{~}{P}_b|=1.$$
(34)
If $`๐ฏ`$ is not normal, then $`๐ฟ`$ is not unitary, and $`\{P_a|,P_b|\}`$ in Eq. (30) do not coincide with $`\{\stackrel{~}{P}_a|,\stackrel{~}{P}_b|\}`$ in Eq. (31). Another way to state this fact is to note that $`๐ฏ`$ is normal ($`๐ฟ`$ is unitary) if and only if its right-eigenvectors coincide with its left-eigenvectors.
That these features have an impact on the $`K^0\overline{K^0}`$ system, was pointed out long ago by Sachs and by Enz and Lewis . More recently, they have been stressed by Alvarez-Gaumรฉ et al. , and by Branco, Lavoura and Silva in their book โCP violationโ . Still, we have found that they are not common knowledge. This is unfortunate since there are a number of results that usually require considerable algebra which become trivial once the matrix formulation discussed here is implemented. Moreover, one can express the matrix elements of $`๐ฏ`$, written in the $`P^0\overline{P^0}`$ basis, in terms of observable quantities. This is what we show here.
### B The relation to CP violation
We will now show that the reciprocal basis is required by the observation of T and CP violation in the mixing in the neutral meson systems. The discrete symmetries have the following effects on the matrix elements of $`๐ฏ`$:
$`๐๐ซ๐ฏ\text{conservation}`$ $``$ $`H_{11}=H_{22},`$ (35)
$`๐ฏ\text{conservation}`$ $``$ $`|H_{12}|=|H_{21}|,`$ (36)
$`๐๐ซ\text{conservation}`$ $``$ $`H_{11}=H_{22}\text{and}|H_{12}|=|H_{21}|.`$ (37)
The 1964 discovery that $`|H_{12}||H_{21}|`$ in the kaon system means that there is T and CP violation in $`K^0\overline{K^0}`$ mixing. Moreover, since the $`(1,1)`$ entry in the matrix $`[๐ฏ,๐ฏ^{}]`$ is given by $`|H_{12}|^2|H_{21}|^2`$, this experimental result also implies that the matrix $`๐ฏ`$ is not normal and, thus, that we are forced to deal with non-unitary matrices in the neutral kaon system.
For the other neutral meson systems, $`|H_{12}||H_{21}|`$ has not been established experimentally. Nevertheless, the Standard Model predicts that, albeit the difference is small, $`|H_{12}||H_{21}|`$ does indeed hold. As before, this implies CP violation in the mixing and forces the use of the reciprocal basis in all the neutral meson systems.
## III Observables in the $`P^0\overline{P^0}`$ mixing
Let us start by introducing some notation. We define
$`\mu =mi\mathrm{\Gamma }/2`$ $``$ $`(\mu _a+\mu _b)/2,`$ (38)
$`\mathrm{\Delta }\mu =\mathrm{\Delta }mi\mathrm{\Delta }\mathrm{\Gamma }/2`$ $``$ $`\mu _a\mu _b.`$ (39)
Sometimes it is convenient to trade the eigenvalue difference for $`xiy\mathrm{\Delta }\mu /\mathrm{\Gamma }`$. We may write the mixing matrix $`๐ฟ`$ in terms of new parameters
$$\theta =\frac{\frac{q_a}{p_a}\frac{q_b}{p_b}}{\frac{q_a}{p_a}+\frac{q_b}{p_b}},$$
(40)
and
$$\frac{q}{p}=\sqrt{\frac{q_aq_b}{p_ap_b}}$$
(41)
Notice that we have not defined the quantities $`q`$ and $`p`$ separately; we only define the ratio $`q/p`$. With this notation the mixing matrix may be re-written as
$$๐ฟ=\left(\begin{array}{cc}1& 1\\ \frac{q}{p}\sqrt{\frac{1+\theta }{1\theta }}& \frac{q}{p}\sqrt{\frac{1\theta }{1+\theta }}\end{array}\right)\left(\begin{array}{cc}p_a& 0\\ 0& p_b\end{array}\right),$$
(42)
$$๐ฟ^1=\left(\begin{array}{cc}p_a^1& 0\\ 0& p_b^1\end{array}\right)\left(\begin{array}{cc}\frac{1\theta }{2}& \frac{p}{q}\frac{\sqrt{1\theta ^2}}{2}\\ \frac{1+\theta }{2}& \frac{p}{q}\frac{\sqrt{1\theta ^2}}{2}\end{array}\right).$$
(43)
We point out that these transformation matrices involve the normalization constants $`p_a`$ and $`p_b`$. Finally, it will also prove convenient to define
$$\delta =\frac{1\left|\frac{q}{p}\right|^2}{1+\left|\frac{q}{p}\right|^2},$$
(44)
meaning that $`|q/p|=\sqrt{\frac{1\delta }{1+\delta }}`$.
The fact that the trace and determinant are invariant under the general similarity transformation in Eq. (13) implies that
$`\mu `$ $`=`$ $`(H_{11}+H_{22})/2,`$ (45)
$`\mathrm{\Delta }\mu `$ $`=`$ $`\sqrt{4H_{12}H_{21}+(H_{22}H_{11})^2}.`$ (46)
Moreover, from
$`\left(\begin{array}{cc}H_{11}& H_{12}\\ H_{21}& H_{22}\end{array}\right)\left(\begin{array}{c}p_a\\ q_a\end{array}\right)`$ $`=`$ $`\mu _a\left(\begin{array}{c}p_a\\ q_a\end{array}\right),`$ (53)
$`\left(\begin{array}{cc}H_{11}& H_{12}\\ H_{21}& H_{22}\end{array}\right)\left(\begin{array}{c}p_b\\ q_b\end{array}\right)`$ $`=`$ $`\mu _b\left(\begin{array}{c}p_b\\ q_b\end{array}\right).`$ (60)
we find that
$`{\displaystyle \frac{q_a}{p_a}}`$ $`=`$ $`{\displaystyle \frac{\mu _aH_{11}}{H_{12}}}={\displaystyle \frac{H_{21}}{\mu _aH_{22}}},`$ (61)
$`{\displaystyle \frac{q_b}{p_b}}`$ $`=`$ $`{\displaystyle \frac{H_{11}\mu _b}{H_{12}}}={\displaystyle \frac{H_{21}}{H_{22}\mu _b}},`$ (62)
leading to
$`\theta `$ $`=`$ $`{\displaystyle \frac{H_{22}H_{11}}{\mu _a\mu _b}},`$ (63)
$`\delta `$ $`=`$ $`{\displaystyle \frac{|H_{12}||H_{21}|}{|H_{12}|+|H_{21}|}},`$ (64)
and $`q/p=\sqrt{H_{21}/H_{12}}`$. We see that $`\text{Re}\theta `$ and $`\text{Im}\theta `$ are CP- and CPT-violating, while $`\delta `$ is CP- and T-violating.
Although $`๐ฏ`$ contains eight real numbers, only seven are physically meaningful. Indeed, one is free to change the phase of the kets $`|P^0`$, $`|\overline{P^0}`$, $`|P_a`$, and $`|P_b`$, as
$`|P^0`$ $``$ $`e^{i\gamma }|P^0,`$ (65)
$`|\overline{P^0}`$ $``$ $`e^{i\overline{\gamma }}|\overline{P^0},`$ (66)
$`|P_a`$ $``$ $`e^{i\gamma _a}|P_a,`$ (67)
$`|P_b`$ $``$ $`e^{i\gamma _b}|P_b.`$ (68)
Under these transformations
$`H_{12}`$ $``$ $`e^{i\left(\overline{\gamma }\gamma \right)}H_{12},`$ (69)
$`H_{21}`$ $``$ $`e^{i\left(\gamma \overline{\gamma }\right)}H_{21},`$ (70)
$`q/p`$ $``$ $`e^{i\left(\gamma \overline{\gamma }\right)}q/p,`$ (71)
while $`H_{11}`$, $`H_{22}`$, $`\mu `$, $`\mathrm{\Delta }\mu `$, $`\theta `$, and $`\delta `$ do not change. Therefore, the relative phase between $`H_{12}`$ and $`H_{21}`$ is physically meaningless and $`๐ฏ`$ contains only seven observables. Similarly, the phase of $`q/p`$ is also unphysical. As a result, we have four observables in the eigenvalues, $`\mu `$ and $`\mathrm{\Delta }\mu `$, and three in the mixing matrix, $`\theta `$ and $`\delta `$ (or, alternatively, $`|q/p|`$).
## IV Parametrizing $`๐ฏ`$ with measurable quantities
Eqs. (46) and (64) give the measurable mixing and eigenvalue parameters in terms of the $`H_{ij}`$ matrix elements which one can calculate in a given model. Given the current and upcoming experimental probes of the various neutral meson systems, it seems much more appropriate to do precisely the opposite; that is, to give the $`H_{ij}`$ matrix elements in terms of the experimentally accessible quantities. Such expressions would give $`M_{ij}`$ and $`\mathrm{\Gamma }_{ij}`$ in a completely model independent way, with absolutely no assumptions. One could then calculate these quantities in any given model; if they fit in the allowed ranges the model would be viable.
Surprisingly, this is not is done in most expositions of the $`P^0\overline{P^0}`$ mixing. The reason is simple. Eqs. (46) and (64) are non-linear in the $`H_{ij}`$ matrix elements. Thus, inverting them by brute force would entail a tedious calculation. With the matrix manipulation discussed here this inversion is straightforward. Indeed, Eq. (13) can be trivially transformed into
$`๐ฏ`$ $`=`$ $`๐ฟ\left(\begin{array}{cc}\mu _a& 0\\ 0& \mu _b\end{array}\right)๐ฟ^1`$ (74)
$`=`$ $`\left(\begin{array}{cc}\mu \frac{\mathrm{\Delta }\mu }{2}\theta & \frac{p}{q}\frac{\sqrt{1\theta ^2}}{2}\mathrm{\Delta }\mu \\ \frac{q}{p}\frac{\sqrt{1\theta ^2}}{2}\mathrm{\Delta }\mu & \mu +\frac{\mathrm{\Delta }\mu }{2}\theta \end{array}\right),`$ (77)
where we have used Eqs. (42) and (43). This equation expresses in a very compact form the relation between the quantities which are experimentally accessible and those which are easily calculated in a given theory. Expanding it, we find
$`M_{11}`$ $`=`$ $`m\text{Re}\theta {\displaystyle \frac{\mathrm{\Delta }m}{2}}\text{Im}\theta {\displaystyle \frac{\mathrm{\Delta }\mathrm{\Gamma }}{4}},`$ (78)
$`M_{22}`$ $`=`$ $`m+\text{Re}\theta {\displaystyle \frac{\mathrm{\Delta }m}{2}}+\text{Im}\theta {\displaystyle \frac{\mathrm{\Delta }\mathrm{\Gamma }}{4}},`$ (79)
$`{\displaystyle \frac{q}{p}}M_{12}`$ $`=`$ $`{\displaystyle \frac{1}{2(1+\delta )}}\left[\text{Re}(\sqrt{1\theta ^2})\left(\mathrm{\Delta }mi\delta {\displaystyle \frac{\mathrm{\Delta }\mathrm{\Gamma }}{2}}\right)+\text{Im}(\sqrt{1\theta ^2})\left({\displaystyle \frac{\mathrm{\Delta }\mathrm{\Gamma }}{2}}+i\delta \mathrm{\Delta }m\right)\right],`$ (80)
and
$`\mathrm{\Gamma }_{11}`$ $`=`$ $`\mathrm{\Gamma }\text{Re}\theta {\displaystyle \frac{\mathrm{\Delta }\mathrm{\Gamma }}{2}}+\text{Im}\theta \mathrm{\Delta }m,`$ (81)
$`\mathrm{\Gamma }_{22}`$ $`=`$ $`\mathrm{\Gamma }+\text{Re}\theta {\displaystyle \frac{\mathrm{\Delta }\mathrm{\Gamma }}{2}}\text{Im}\theta \mathrm{\Delta }m,`$ (82)
$`{\displaystyle \frac{q}{p}}\mathrm{\Gamma }_{12}`$ $`=`$ $`{\displaystyle \frac{1}{1+\delta }}\left[\text{Re}(\sqrt{1\theta ^2})\left({\displaystyle \frac{\mathrm{\Delta }\mathrm{\Gamma }}{2}}+i\delta \mathrm{\Delta }m\right)\text{Im}(\sqrt{1\theta ^2})\left(\mathrm{\Delta }mi\delta {\displaystyle \frac{\mathrm{\Delta }\mathrm{\Gamma }}{2}}\right)\right].`$ (83)
We would argue that this is the best way to quote the experimental results. The impact of any assumption made about the physical observables, such as CPT or T conservation, is transparent in Eqs. (80) and (83).
A few remarks are in order. Firstly we note that Eqs. (42) and (43) involved the overall normalization factors $`p_a`$ and $`p_b`$, but that these cancel in the multiplication on the right hand side of Eq. (77). Secondly, although $`M_{12}`$, $`\mathrm{\Gamma }_{12}`$ and $`q/p`$ are not rephasing invariant, we can see from Eqs. (71) that $`q/pM_{12}`$, $`q/p\mathrm{\Gamma }_{12}`$ and $`M_{12}\mathrm{\Gamma }_{12}^{}`$ are indeed physically meaningful. Thirdly, the equations involving $`\mathrm{\Gamma }`$ are needed also for the unitarity conditions
$`{\displaystyle \underset{g}{}}\left|A_g\right|^2`$ $`=`$ $`\mathrm{\Gamma }_{11}=\mathrm{\Gamma }\left(1y\text{Re}\theta +x\text{Im}\theta \right),`$ (84)
$`{\displaystyle \underset{g}{}}\left|\overline{A}_g\right|^2`$ $`=`$ $`\mathrm{\Gamma }_{22}=\mathrm{\Gamma }\left(1+y\text{Re}\theta x\text{Im}\theta \right),`$ (85)
$`{\displaystyle \underset{g}{}}{\displaystyle \frac{q}{p}}A_g^{}\overline{A}_g`$ $`=`$ $`{\displaystyle \frac{q}{p}}\mathrm{\Gamma }_{12}=\mathrm{\Gamma }{\displaystyle \frac{\left(y+i\delta x\right)\text{Re}(\sqrt{1\theta ^2})\left(xi\delta y\right)\text{Im}(\sqrt{1\theta ^2})}{1+\delta }},`$ (86)
where $`A_g=g|T|P^0`$, $`\overline{A}_g=g|T|\overline{P^0}`$, and the sums run over all the available decay modes $`g`$.
## V Time evolution
The time evolution of the neutral meson system is easily obtained using Eqs. (29) and (34), and the fact that $`|P_a\stackrel{~}{P}_a|`$ and $`|P_b\stackrel{~}{P}_b|`$ are projection operators. We find,
$`\mathrm{exp}(it)`$ $`=`$ $`e^{i\mu _at}|P_a\stackrel{~}{P}_a|+e^{i\mu _bt}|P_b\stackrel{~}{P}_b|.`$ (87)
$`=`$ $`\left(\begin{array}{cc}|P_a,& |P_b\end{array}\right)\left(\begin{array}{cc}e^{i\mu _at}& 0\\ 0& e^{i\mu _bt}\end{array}\right)\left(\begin{array}{c}\stackrel{~}{P}_a|\\ \stackrel{~}{P}_b|\end{array}\right).`$ (93)
It is now trivial to write the evolution operator back in the flavor basis. Indeed, using Eqs. (12) and (31), we find
$`\mathrm{exp}(it)`$ $`=`$ $`\left(\begin{array}{cc}|P^0,& |\overline{P^0}\end{array}\right)๐ฟ\left(\begin{array}{cc}e^{i\mu _at}& 0\\ 0& e^{i\mu _bt}\end{array}\right)๐ฟ^1\left(\begin{array}{c}P^0|\\ \overline{P^0}|\end{array}\right)`$ (99)
$`=`$ $`\left(\begin{array}{cc}|P^0,& |\overline{P^0}\end{array}\right)\left(\begin{array}{cc}g_+(t)\theta g_{}(t)& \frac{p}{q}\sqrt{1\theta ^2}g_{}(t)\\ \frac{q}{p}\sqrt{1\theta ^2}g_{}(t)& g_+(t)+\theta g_{}(t)\end{array}\right)\left(\begin{array}{c}P^0|\\ \overline{P^0}|\end{array}\right),`$ (105)
where
$$g_\pm (t)\frac{1}{2}\left(e^{i\mu _at}\pm e^{i\mu _bt}\right)=e^{imt}e^{\mathrm{\Gamma }t/2}\{\begin{array}{c}\mathrm{cos}(\frac{\mathrm{\Delta }\mu t}{2})\\ i\mathrm{sin}(\frac{\mathrm{\Delta }\mu t}{2})\end{array}.$$
(106)
This corresponds to the usual expressions for the time evolution of a state which starts out as $`P^0`$ or $`\overline{P^0}`$
$`|P^0(t)=\mathrm{exp}(it)|P^0`$ $`=`$ $`\left[g_+(t)\theta g_{}(t)\right]|P^0+{\displaystyle \frac{q}{p}}\sqrt{1\theta ^2}g_{}(t)|\overline{P^0},`$ (107)
$`|\overline{P^0}(t)=\mathrm{exp}(it)|\overline{P^0}`$ $`=`$ $`{\displaystyle \frac{p}{q}}\sqrt{1\theta ^2}g_{}(t)|P^0+\left[g_+(t)+\theta g_{}(t)\right]|\overline{P^0},`$ (108)
respectively. At this point it is important to emphasize the fact that, in deriving this result, no assumptions were made about the form of the original matrix $`๐ฏ`$. This observation will become important once we consider the evolution in matter.
## VI Neutral mesons as intermediate states
Because there is CP violation in $`P^0\overline{P^0}`$ mixing, there is no selection rule allowing us to choose a final state $`f`$ to which $`P_a`$ (or $`P_b`$) can decay while $`P_b`$ ($`P_a`$) cannot. That is, all calculations must involve the full transition chain
$$iX\{P_a,P_b\}Xf,$$
(109)
with both neutral meson eigenstates as intermediate states, in order to be formally correct. Obviously, one could ignore this problem. Still, as we show in section VII, one will be lead into incorrect results if the reciprocal basis is not used as the โoutโ bra.
Recently, Amorim, Santos, and Silva have highlighted a very important point about the transition chain in Eq. (109). They showed that this evolution can be fully parametrized by the usual quantities $`\lambda _f`$ and $`\lambda _{\overline{f}}`$, describing the decays $`\{P^0,\overline{P^0}\}f,\overline{f}`$, supplemented by two new quantities $`\xi _i`$ and $`\xi _{\overline{i}}`$, describing the production mechanism $`i,\overline{i}\{P^0,\overline{P^0}\}`$. (Although they applied these results only to the case in which $`i,\overline{i}\{P^0,\overline{P^0}\}`$ represents a decay, their formalism is valid in all generality.) The new quantities $`\xi _i`$ and $`\xi _{\overline{i}}`$ may entail new sources of CP violation, just like $`\lambda _f`$ and $`\lambda _{\overline{f}}`$ do. They are absent from the decays $`BJ/\psi KJ/\psi [f]_K`$ studied previously because, in those cases, the initial $`B^0`$ meson can only decay to one of the kaonโs flavor eigenstates. However, they are crucial for the decays $`B^\pm D+X^\pm [f]_D+X^\pm `$ , and, in general, whenever the initial state $`i`$ can produce (or, in particular, decay into) both flavor eigenstates of the intermediate neutral meson system, $`P^0`$ and $`\overline{P^0}`$.
Let us consider the decay chain $`iX\{P_a,P_b\}Xf`$. The complete amplitude for this process involves the amplitude for the initial decay into $`XP_a`$ or $`XP_b`$, the time-evolution amplitude for this state, given by Eq. (93), and finally the amplitude for the decay into $`Xf`$. Suppressing the reference to $`X`$, we find
$$A\left(iP_{a,b}f\right)=f|T|P_ae^{i\mu _at}\stackrel{~}{P}_a|T|i+f|T|P_be^{i\mu _bt}\stackrel{~}{P}_b|T|i.$$
(110)
This is an exact expression. However, sometimes it is possible to choose a final state $`f`$ and to set the experimental conditions in such a way as to maximize the importance of $`iXP_aXf`$ relative to $`iXP_bXf`$. In that case we may make the approximation
$`A\left(iP_{a,b}f\right)`$ $``$ $`A\left(iP_af\right)`$ (111)
$`=`$ $`f|T|P_ae^{i\mu _at}\stackrel{~}{P}_a|T|i`$ (112)
$`=`$ $`f|T|P_ae^{i\mu _at}\left[\stackrel{~}{P}_a|P^0P^0|T|i+\stackrel{~}{P}_a|\overline{P^0}\overline{P^0}|T|i\right],`$ (113)
where we have used the partition of unity $`|P^0P^0|+|\overline{P^0}\overline{P^0}|=1`$ to derive the last line. When one uses the approximation in Eq. (LABEL:vodoo-2), one talks about โthe decay $`iXP_a`$โ, Nevertheless, strictly speaking, it is Eq. (110) which expresses the correct way to think about decays into neutral-meson eigenstates . As we stressed above, the point is that, since CP is violated, there is no final state $`f`$ that can be obtained only from $`P_a`$ and not from $`P_b`$. There will always be a non-zero amplitude for the decay path $`iXP_bXf`$. and writes
$`A\left(iXP_a\right)`$ $`=`$ $`\stackrel{~}{P}_a|P^0A(iXP^0)+\stackrel{~}{P}_a|\overline{P^0}A(iX\overline{P^0})`$ (115)
$`=`$ $`{\displaystyle \frac{1}{2}}\left[p^1A(iXP^0)+q^1A(iX\overline{P^0})\right],`$ (116)
where, in the last line, we have assumed the CPT-invariant case:
$`\stackrel{~}{P}_a|`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(p^1P^0|+q^1\overline{P^0}|\right),`$ (117)
$`\stackrel{~}{P}_b|`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(p^1P^0|q^1\overline{P^0}|\right).`$ (118)
Therefore, the ratio of the two component amplitudes in Eq. (116) is given by $`q^1/p^1=p/q`$, and not by $`q^{}/p^{}`$โas would have been the case if we had used $`P_H|`$ instead of $`\stackrel{~}{P}_H|`$. The difference between $`q^1/p^1`$ and $`q^{}/p^{}`$ only disappears in the limit $`\left|q/p\right|=1`$. We will now show that this has a formal impact in the study of the decay $`B_dJ/\psi K_S`$.
## VII On the need for the reciprocal basis in $`B_dJ/\psi K_S`$
This decay is so important that it is surprising how many times it is calculated without even mentioning that the use of the reciprocal basis is required in order to obtain the exact result. We repeat, in this decay the use of the reciprocal basis is not a convenient calculational tool. It is unavoidable when one wishes to obtain the result without approximations.
The first observation we should make is that what one looks for experimentally is the decay chain $`B_dJ/\psi KJ/\psi (\pi \pi )_K`$, and that both intermediate $`K_S`$ and $`K_L`$ contribute to this decay. The following argument should make it clear why the intermediate $`K_L`$ must contribute. Consider the decay chain $`B_dJ/\psi KJ/\psi (\pi \pi )_K`$, but where we have chosen to look only for kaons which live a proper time $`\tau \tau _S`$ before they decay. Clearly, for these kaons, the $`K_S`$ component will have disappeared before the decay, and all $`\pi \pi `$ final states must have come from an intermediate $`K_L`$. This explains why, in general, one must use Eq. (110). However, in the experiments searching for $`B_dJ/\psi K_S`$ one is looking at kaon proper times $`\tau 10\tau _S`$. Therefore, in these experiments the decay path $`B_dJ/\psi K_LJ/\psi (\pi \pi )_K`$ is very suppressed with respect to the decay path $`B_dJ/\psi K_SJ/\psi (\pi \pi )_K`$ both due to the huge ratio $`A(K_S\pi \pi )/A(K_L\pi \pi )`$ and to the time interval probed. This leads us to Eq. (LABEL:vodoo-2) and, ignoring the normalizations $`p_a`$ and $`p_b`$, allows us to talk about the decay $`B_dJ/\psi K_S`$ as in Eq. (116).
Having established under which circumstances we may (to good approximation) talk about the decay $`B_dJ/\psi K_S`$, we are now in position to describe the upcoming measurement of CP violation in this decay. These experiments will determine the imaginary part of
$$\lambda _{B_dJ/\psi K_S}\frac{q_{Bd}}{p_{Bd}}\frac{A(\overline{B_d}J/\psi K_S)}{A(B_dJ/\psi K_S)}.$$
(119)
We wish to calculate $`A(B_dJ/\psi K_S)`$ and $`A(\overline{B_d}J/\psi K_S)`$. We recall that the decays $`B_dJ/\psi \overline{K^0}`$ and $`\overline{B_d}J/\psi K^0`$ are forbidden to leading order in the SM, and, to simplify the problem, we consider the CPT-conserving case, in which
$`|K_S`$ $`=`$ $`p_K|K^0q_K|\overline{K^0},`$ (120)
$`K_S|`$ $`=`$ $`p_K^{}K^0|q_K^{}\overline{K^0}|,`$ (121)
$`\stackrel{~}{K}_S|`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[p_K^1K^0|q_K^1\overline{K^0}|\right].`$ (122)
The question is whether one should use $`\stackrel{~}{K}_S|`$ or $`K_S|`$ in the final state. That is, we wish to know whether to use
$`A\left(B_dJ/\psi K_S\right)`$ $`=`$ $`\stackrel{~}{K}_S|K^0A(B_dJ/\psi K^0)+\stackrel{~}{K}_S|\overline{K^0}A(B_dJ/\psi \overline{K^0})`$ (123)
$`=`$ $`{\displaystyle \frac{1}{2}}\left[p_K^1A(B_dJ/\psi K^0)q_K^1A(B_dJ/\psi \overline{K^0})\right]`$ (124)
$`=`$ $`{\displaystyle \frac{1}{2}}p_K^1A(B_dJ/\psi K^0),`$ (125)
and
$$A\left(\overline{B_d}J/\psi K_S\right)=\frac{1}{2}q_K^1A(\overline{B_d}J/\psi \overline{K^0})$$
(126)
or, alternatively, use
$`A\left(B_dJ/\psi K_S\right)`$ $`=`$ $`K_S|K^0A(B_dJ/\psi K^0)+K_S|\overline{K^0}A(B_dJ/\psi \overline{K^0})`$ (127)
$`=`$ $`p_K^{}A(B_dJ/\psi K^0)q_K^{}A(B_dJ/\psi \overline{K^0})`$ (128)
$`=`$ $`p_K^{}A(B_dJ/\psi K^0),`$ (129)
and
$$A\left(\overline{B_d}J/\psi K_S\right)=q_K^{}A(\overline{B_d}J/\psi \overline{K^0}).$$
(130)
In the first case we obtain
$$\lambda _{B_dJ/\psi K_S}\frac{q_{Bd}}{p_{Bd}}\frac{A(\overline{B_d}J/\psi \overline{K^0})}{A(B_dJ/\psi K^0)}\frac{p_K}{q_K},$$
(131)
in the second we obtain
$$\lambda _{B_dJ/\psi K_S}\frac{q_{Bd}}{p_{Bd}}\frac{A(\overline{B_d}J/\psi \overline{K^0})}{A(B_dJ/\psi K^0)}\frac{q_K^{}}{p_K^{}}.$$
(132)
From the previous section, we know that the first expression is the correct one. And, in deriving it, we had to know what the reciprocal basis was and that it had to be used. Nevertheless, since $`|q_K/p_K|`$ only differs from one at order $`10^3`$ and we are looking for a large effect in $`\lambda _{B_dJ/\psi K_S}`$, this detail, although needed for an exact formal derivation, is numerically insignificant. This explains why it has gone largely unnoticed .
## VIII Matter effects in the $`P^0\overline{P^0}`$ evolution
We now wish to study how the time evolution of the $`P^0\overline{P^0}`$ changes in the presence of matter. It should be clear that the matter effects will change the specific form of $`๐ฏ`$ but, since we have considered the most general such matrix, all the derivations presented above should still apply. It remains to relate the parameters in matter and in vacuum.
We will denote the matrices, matrix elements and eigenvalues in vacuum by unprimed quantities and their analogue in matter by primed quantities. For example, when kaons transverse matter, they are subject to strong interactions which conserve strangeness but which treat the $`K^0`$ and $`\overline{K^0}`$ differently.The total cross-section for $`\overline{K^0}`$ interacting with a nucleus is larger than that for $`K^0`$ on the same nucleus. For example, $`\overline{K^0}p\mathrm{\Lambda }\pi ^+`$ takes place but there is no corresponding reaction for $`K^0`$. This effect may be parametrized by a new effective Hamiltonian
$$๐ฏ_{\mathrm{nuc}}=\left(\begin{array}{cc}\chi & 0\\ 0& \overline{\chi }\end{array}\right),$$
(133)
which must be added to the Hamiltonian in vacuum. Notice that this parametrization is completely general. It describes any strangeness-conserving interaction whatsoever. It is also important to notice that our original evolution equation, Eq. (3), and vacuum Hamiltonian $`๐ฏ`$ have been written in the $`P^0\overline{P^0}`$ rest frame. Before we add $`๐ฏ_{\mathrm{nuc}}`$ to $`๐ฏ`$ we must ensure that $`๐ฏ_{\mathrm{nuc}}`$ is also expressed in the rest frame. This point is discussed in appendix A.
The full Hamiltonian in matter becomes
$$๐ฏ^{}=๐ฏ+๐ฏ_{\mathrm{nuc}}.$$
(134)
Now, we have already studied the most general effective Hamiltonian, and Eq. (77) relates such an Hamiltonian written in the flavor basis with the corresponding eigenvalues and mixing parameters. Therefore, relating the observables in vacuum and in matter becomes another simple exercise. Eqs. (77), (133) and (134) yield
$$\left(\begin{array}{cc}\mu ^{}\frac{\mathrm{\Delta }\mu ^{}}{2}\theta ^{}& \frac{p^{}}{q^{}}\frac{\sqrt{1\theta ^2}}{2}\mathrm{\Delta }\mu ^{}\\ \frac{q^{}}{p^{}}\frac{\sqrt{1\theta ^2}}{2}\mathrm{\Delta }\mu ^{}& \mu ^{}+\frac{\mathrm{\Delta }\mu ^{}}{2}\theta ^{}\end{array}\right)=\left(\begin{array}{cc}\mu \frac{\mathrm{\Delta }\mu }{2}\theta & \frac{p}{q}\frac{\sqrt{1\theta ^2}}{2}\mathrm{\Delta }\mu \\ \frac{q}{p}\frac{\sqrt{1\theta ^2}}{2}\mathrm{\Delta }\mu & \mu +\frac{\mathrm{\Delta }\mu }{2}\theta \end{array}\right)+\left(\begin{array}{cc}\chi & 0\\ 0& \overline{\chi }\end{array}\right).$$
(135)
A few features are worth mentioning. Firstly, $`H_{12}^{}=H_{12}`$ and $`H_{21}^{}=H_{21}`$. As a result, $`q^{}/p^{}=q/p`$. In particular, the CP- and T-violating parameter $`\delta `$, which depends on $`|q^{}/p^{}|=|q/p|`$, is the same in vacuum and in the presence of matter. Therefore, the parameters in vacuum and in matter are related through,
$`\mu ^{}`$ $`=`$ $`\mu +{\displaystyle \frac{\chi +\overline{\chi }}{2}},`$ (136)
$`\mathrm{\Delta }\mu ^{}`$ $`=`$ $`\sqrt{(\mathrm{\Delta }\mu )^2+2\theta \mathrm{\Delta }\mu \mathrm{\Delta }\chi +(\mathrm{\Delta }\chi )^2}=\mathrm{\Delta }\mu \sqrt{1+4r\theta +4r^2},`$ (137)
$`\theta ^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }\mu \theta +\mathrm{\Delta }\chi }{\sqrt{(\mathrm{\Delta }\mu )^2+2\theta \mathrm{\Delta }\mu \mathrm{\Delta }\chi +(\mathrm{\Delta }\chi )^2}}}={\displaystyle \frac{\theta +2r}{\sqrt{1+4r\theta +4r^2}}},`$ (138)
where $`\mathrm{\Delta }\chi =\overline{\chi }\chi `$, and we have introduced the โregeneration parameterโ $`r=\mathrm{\Delta }\chi /(2\mathrm{\Delta }\mu )`$. It will also prove convenient to find
$$\sqrt{1\theta ^2}=\frac{\mathrm{\Delta }\mu \sqrt{1\theta ^2}}{\sqrt{(\mathrm{\Delta }\mu )^2+2\theta \mathrm{\Delta }\mu \mathrm{\Delta }\chi +(\mathrm{\Delta }\chi )^2}}=\sqrt{\frac{1\theta ^2}{1+4r\theta +4r^2}}.$$
(139)
Secondly, it is clear from Eq. (135), and also from Eqs. (138) and (139), that the flavor-diagonal matter effects considered here act just like violations of CPT. Thirdly, we expect the matter effects to be much larger than any (necessarily small) CPT-violation that there might be already present in vacuum. Therefore, we may take $`\theta =0`$ to get
$`\mu ^{}`$ $`=`$ $`\mu +{\displaystyle \frac{\chi +\overline{\chi }}{2}},`$ (140)
$`\mathrm{\Delta }\mu ^{}`$ $`=`$ $`\sqrt{(\mathrm{\Delta }\mu )^2+(\overline{\chi }\chi )^2}=\mathrm{\Delta }\mu \sqrt{1+4r^2},`$ (141)
$`\theta ^{}`$ $`=`$ $`{\displaystyle \frac{\overline{\chi }\chi }{\sqrt{(\mathrm{\Delta }\mu )^2+(\overline{\chi }\chi )^2}}}={\displaystyle \frac{2r}{\sqrt{1+4r^2}}},`$ (142)
and $`\sqrt{1\theta ^2}=1/\sqrt{1+4r^2}`$. We stress that Eq. (135) is completely general, as will be the time evolution based on it.
The time evolution in matter is now trivial to find. It is given in Eqs. (105) \[or, alternatively, in Eqs. (108)\] and (106), with the unprimed quantities substituted by the primed quantities. This solution had been found for the kaon system by Good , building on earlier work by Case . Recent re-derivations may be found in references and . In all these articles, the authors write a new evolution equation obtained by combining the diagonalized form of $`๐ฏ`$ with the new term $`๐ฏ_{\mathrm{nuc}}`$ written in the $`\{K_L,K_S\}`$ basis. Thus, they would seem to be solving a new complicated set of equations: the so-called โGood equationsโ. In the method presented here, we have made no reference to โnewโ differential equations. We had already solved the most general evolution equation once and for all, Eqs. (108); and we had seen how $`๐ฏ`$ could be written in terms of observables, Eq. (77). All we had to do was to refer back to those results.
It should also be pointed out that this matrix formulation is very useful whenever we have non-uniform materials. For example, one might wish to study an experiment in which a kaon beam traverses vacuum, matter, and then vacuum again before it decays. Or a beam that traverses copper, carbon and then tungsten. In the matrix formulation, all we have to do is multiply three evolution matrices
$$\mathrm{exp}\left[it_1\right]\mathrm{exp}\left[i(t_2t_1)\right]\mathrm{exp}\left[i(t_3t_2)\right],$$
(143)
each given by Eq. (105).
## IX On the (mathematical) relation with neutrino oscillations
### A Boosted frames
As we have mentioned before, the evolution equation (3) in which our study is based has been written in the rest frame of the $`P^0\overline{P^0}`$ system. We denote this explicitly by
$$i\frac{d}{dt_{\mathrm{rest}}}|\psi (t_{\mathrm{rest}})=๐ฏ|\psi (t_{rest}).$$
(144)
The advantage of doing this is that in the rest frame the energy is given simply by $`E=m`$. As a result, the time parameter which appears in the solutions presented in Eqs. (108) or (B11), through the time dependent functions $`g_\pm (t)`$ defined in Eq. (106), is really $`t_{\mathrm{rest}}`$.
Now imagine that we wished to have Eq. (144) given in a boosted frame (named the lab frame from now on). In that case we would start by noticing that both the energy and the time are altered in the boosted frame. They become
$`E_{\mathrm{lab}}`$ $`=`$ $`m\gamma ,`$ (145)
$`t_{\mathrm{lab}}`$ $`=`$ $`\gamma t_{\mathrm{rest}}={\displaystyle \frac{E_{\mathrm{lab}}}{m}}t_{\mathrm{rest}}.`$ (146)
Ignoring the matrix structure for the time being, Eq. (144) would change schematically into
$$i\frac{d}{dt_{\mathrm{lab}}}|\psi (t_{\mathrm{lab}})=m\gamma |\psi (t_{\mathrm{lab}})=E_{\mathrm{lab}}|\psi (t_{\mathrm{lab}}),$$
(147)
as it had to. Now, if the boost is much larger that the mass, $`pm`$, we may use
$$E_{\mathrm{lab}}=\sqrt{p^2+m^2}p+\frac{m^2}{2p}+\mathrm{}p+\frac{m^2}{2E}+\mathrm{}.$$
(148)
However, we do not need to do this. We have already found the solution to Eq. (144) in the rest frame. In order to change it into the lab frame all we have to do is to substitute $`t_{\mathrm{rest}}`$ in the time evolution functions of Eq. (106) by $`t_{\mathrm{rest}}=t_{\mathrm{lab}}/\gamma `$. We notice that $`1/\gamma =m/E`$. Therefore, when written in terms of $`t_{\mathrm{lab}}`$ the time evolution functions of Eq. (106) become
$$g_\pm (t_{\mathrm{rest}})=e^{im^2t_{\mathrm{lab}}/E}e^{\mathrm{\Gamma }mt_{\mathrm{lab}}/(2E)}\{\begin{array}{c}\mathrm{cos}(\frac{m}{E}\frac{\mathrm{\Delta }\mu }{2}t_{\mathrm{lab}})\\ i\mathrm{sin}(\frac{m}{E}\frac{\mathrm{\Delta }\mu }{2}t_{\mathrm{lab}})\end{array}$$
(149)
And, using $`\mathrm{\Delta }m=m_am_b`$ and $`m=(m_a+m_b)/2`$, we realize that the argument of the trigonometric functions is given by
$$\frac{m}{E}\frac{\mathrm{\Delta }\mu }{2}t_{\mathrm{lab}}=\frac{m_a^2m_b^2}{4E}t_{\mathrm{lab}}\frac{i}{4}\frac{\mathrm{\Delta }\mathrm{\Gamma }m}{E}t_{\mathrm{lab}}.$$
(150)
### B A neutrino-like oscillation
For the comparison with neutrinos, it is most convenient to use the parametrization of the CP-violating quantities discussed in the first subsection of appendix B. To obtain relations that mimic those in the neutrino system, we compute the probability that $`P^0`$ becomes $`\overline{P^0}`$ using Eqs. (B11), (149), (150), setting $`\text{Im}\varphi _R=\text{Im}\theta _R=0`$, and letting $`\mathrm{\Gamma }=\mathrm{\Delta }\mathrm{\Gamma }0`$ (another way of thinking about this limit is to suppose that we are performing an experiment in a time scale much smaller than the mesonsโ decay time). We find
$$\left|\overline{P^0}|P^0(t_{\mathrm{lab}})\right|^2=\mathrm{sin}^2\theta _R\mathrm{sin}^2\left(\frac{m_a^2m_b^2}{4E}t_{\mathrm{lab}}\right).$$
(151)
If, instead, the experiment is performed in matter, we obtain
$`\left|\overline{P^0}|P^0(t_{\mathrm{lab}})\right|^2`$ $`=`$ $`\left|\mathrm{sin}^2\theta _R^{}\right|\mathrm{sin}^2\left({\displaystyle \frac{m_a^2m_b^2}{4E}}t_{\mathrm{lab}}\right),`$ (152)
$`=`$ $`{\displaystyle \frac{\mathrm{sin}^2\theta _R}{\left|14r\mathrm{cos}\theta _R+4r^2\right|}}\mathrm{sin}^2\left({\displaystyle \frac{m_a^2m_b^2}{4E}}t_{\mathrm{lab}}\right)`$ (153)
$`=`$ $`{\displaystyle \frac{\mathrm{sin}^2\theta _R}{\left|(\mathrm{cos}\theta _R2r)^2+\mathrm{sin}^2\theta _R\right|}}\mathrm{sin}^2\left({\displaystyle \frac{m_a^2m_b^2}{4E}}t_{\mathrm{lab}}\right),`$ (154)
where we have used Eq. (B15) in getting to the second line, and
$$r=\frac{\mathrm{\Delta }\chi }{2\mathrm{\Delta }\lambda }=\frac{\mathrm{\Delta }\chi }{2\mathrm{\Delta }m}=\frac{\mathrm{\Delta }\chi /\gamma }{2\mathrm{\Delta }m/\gamma }=\frac{E}{m_a^2m_b^2}\frac{\mathrm{\Delta }\chi }{\gamma }.$$
(155)
Eq. (154) exhibits a resonance structure because the time independent coefficient reaches its maximum if $`2r=\mathrm{cos}\theta _R`$. For the final step in the connection to neutrinos, we look at this case further by assuming that the imaginary part of $`r`$ ($`\mathrm{\Delta }\chi `$), which is proportional to $`\sigma _{\mathrm{tot}}`$ in appendix A, is negligible. Then $`\mathrm{\Delta }\chi `$ is real and we may parametrize
$$V\frac{\text{Re}\mathrm{\Delta }\chi }{\gamma }.$$
(156)
As a result,
$$r=\frac{EV}{m_a^2m_b^2}$$
(157)
is real and the resonance condition, which becomes
$$\frac{2EV}{m_a^2m_b^2}=\mathrm{cos}\theta _R,$$
(158)
can be satisfied for $`\theta _R`$ real. Eq. (154) and the resonance condition in Eq. (158) are in exactly the same form as the usual discussions of neutrino oscillations in matter .
Although there is this mathematical connection between neutrino oscillations and $`P^0\overline{P^0}`$ oscillations, the situations are physically very different. Indeed, it is important to notice that there are no CPT relations between the two neutrino species involved in neutrino oscillation, and the vacuum mixing angle $`\theta _R`$ in Eq. (151) may be small. Eq. (154) shows that, even if $`\theta _R`$ is small, the effective mixing angle in matter will be large when one hits the resonance condition in Eq. (158). In contrast, as we show in appendix B, in the $`P^0\overline{P^0}`$ system, the deviation of $`\mathrm{cos}\theta _R`$ from zero measures violations of CPT. Assuming CPT conservation in the $`P^0\overline{P^0}`$ system, $`\mathrm{sin}\theta _R=1`$ and the vacuum transition in Eq. (151) already reaches unity (at select times)<sup>ยง</sup><sup>ยง</sup>ยงRecall that we have assumed $`\mathrm{\Gamma }`$=0 and $`\text{Im}\varphi _R=0`$ (T conservation). When $`\mathrm{\Gamma }0`$, the right hand side of Eq. (151) appears multiplied by $`\mathrm{exp}(\mathrm{\Gamma }t_{\mathrm{rest}})`$.. Said otherwise, the small mixing angle mixing discussed in neutrino oscillations in vacuum, is (in the connection presented here) the mathematical analogue of large violations of CPT in the $`P^0\overline{P^0}`$ system.
## X Conclusions
We have shown that the presence of T violation in the neutral meson systems implies that the corresponding effective Hamiltonian $`๐ฏ`$ does not commute with itself. Therefore, $`๐ฏ`$ cannot be diagonalized by an unitary transformation and we must introduce the reciprocal basis. This basis must be used in order to obtain the correct form for some physical observables, such as the parameter $`\lambda `$ in the decays $`B_dJ/\psi K_S`$. But, working with the reciprocal basis is a blessing rather than a nuisance. We show that using the reciprocal basis has the following advantages:
* the relation between the effective Hamiltonian matrix when written in the mass and flavor basis is simply obtained and easily inverted, thus providing a parametrization of $`๐ฏ`$ in terms of measurable quantities;
* one obtains a one line derivation of the evolution of the states;
* propagation in matter is reduced to the case of propagation in vacuum, with the vacuum and matter parameters related in a trivial fashion, without any recourse to the Good equations;
* the propagation in non-uniform media is reduced to a multiplication of evolution matrices.
It is true that some of these results can be obtained without using the reciprocal basis. But, as we have tried to illustrate in the article, this concept is not only needed but, when used, greatly simplifies the various derivations. In addition, we can use this formalism to highlight the similarity between the matter effects in the $`P^0\overline{P^0}`$ systems and the matter effects in neutrino oscillations.
###### Acknowledgements.
I would like to thank A. Barroso, L. Lavoura, Y. Nir, H. R. Quinn, M. Weinstein, and L. Wolfenstein for reading this manuscript and for their useful suggestions. I am extremely indebted to A. Barroso, L. Lavoura, and J. A. Perdigรฃo Dias da Silva for many discussions on this topic. This work is supported in part by the Department of Energy under contract DE-AC03-76SF00515. The work of J. P. S. is supported in part by Fulbright, Instituto Camรตes, and by the Portuguese FCT, under grant PRAXIS XXI/BPD/20129/99 and contract CERN/S/FIS/1214/98.
## A Matter effects in the rest and laboratory frames
In this appendix we show how $`๐ฏ_{\mathrm{nuc}}`$ is related to physical cross-sections and what is the form of this relation in the rest and laboratory frames. This is relevant for Eq. (133) and for those wishing to expand on the analogy with the neutrino oscillations discussed at the end of section IX. We follow here the notation of references and .
Let us consider the evolution of a coherent wave-packet $`\varphi `$ with wavenumber $`k`$ in the laboratory frame,
$$\frac{d}{dz}\varphi =ik\varphi .$$
(A1)
In the presence of a block of material at rest in the laboratory frame, the wavenumber suffers a shift given approximately by
$$k^{}k\frac{2\pi N}{k}f(0)=N\left(\frac{2\pi }{k}\text{Re}f(0)+i\frac{\sigma _{\mathrm{tot}}}{2}\right),$$
(A2)
where $`N`$ is the density of scattering centers in the medium and $`f(0)`$ is the elastic forward scattering amplitude. On the last equality, we have used the fact that the imaginary part of $`f(0)`$ is related to the total cross section $`\sigma _{\mathrm{tot}}`$ by the optical theorem,
$$\text{Im}f(0)=\frac{k}{4\pi }\sigma _{\mathrm{tot}}.$$
(A3)
We also recall that
$$\left|f(\theta )\right|^2=\frac{1}{2\pi }\frac{d\sigma }{d\mathrm{cos}\theta }.$$
(A4)
In this equation (and only here), $`\theta `$ refers to the scattering angle in the laboratory frame.
We conclude that the presence of matter changes the evolution in vacuum by an amount
$$i\frac{d}{dt_{\mathrm{lab}}}\varphi =v(k^{}k)\varphi =\frac{2\pi N}{k/v}f(0)\varphi ,$$
(A5)
where $`v`$ is the beam velocity in the lab frame and $`z=vt_{\mathrm{lab}}`$. To change into the rest frame of the beam we notice that $`t_{\mathrm{lab}}=\gamma t_{\mathrm{rest}}`$ and $`k=m\gamma v`$, where $`\gamma =1/\sqrt{k^2+m^2}`$, leading to
$$i\frac{d}{dt_{\mathrm{rest}}}\varphi =\frac{2\pi N}{m}f(0)\varphi .$$
(A6)
When studying the $`P^0\overline{P^0}`$ systems, we denote by $`f`$ ($`\overline{f}`$) the elastic forward scattering amplitude of $`P^0`$ ($`\overline{P^0}`$). Therefore, the new contribution in the $`P^0\overline{P^0}`$ rest frame is given by
$$i\frac{d}{dt_{\mathrm{rest}}}|\psi (t_{\mathrm{rest}})=\left(\begin{array}{cc}\chi & 0\\ 0& \overline{\chi }\end{array}\right)|\psi (t_{\mathrm{rest}}),$$
(A7)
where
$$\chi =\frac{2\pi N}{m}f\text{and}\overline{\chi }=\frac{2\pi N}{m}\overline{f},$$
(A8)
leading to Eq. (133).
## B Other parametrizations for T and CPT violation
The way we parametrize T and CPT violation in the mixing of neutral mesons is different from the parametrizations used by some other authors. For ease of reference, we collect here formulae summarizing the relationships among different parametrizations.
### 1 The parameters $`\varphi _R`$ and $`\theta _R`$
Some authors (for instance ) introduce two complex angles $`\theta _R`$ and $`\varphi _R`$ by writing
$`p_a=N_a\mathrm{cos}{\displaystyle \frac{\theta _R}{2}},q_a=N_ae^{i\varphi _R}\mathrm{sin}{\displaystyle \frac{\theta _R}{2}},`$ (B1)
$`p_b=N_b\mathrm{sin}{\displaystyle \frac{\theta _R}{2}},q_b=N_be^{i\varphi _R}\mathrm{cos}{\displaystyle \frac{\theta _R}{2}}.`$ (B2)
Then,
$`{\displaystyle \frac{q}{p}}`$ $`=`$ $`e^{i\varphi _R},`$ (B3)
$`\delta `$ $`=`$ $`\mathrm{tanh}\left(\text{Im}\varphi _R\right),`$ (B4)
$`\theta `$ $`=`$ $`\mathrm{cos}\theta _R,`$ (B5)
and $`\sqrt{1\theta ^2}=\mathrm{sin}\theta _R`$. CPT is violated if and only if $`\mathrm{cos}\theta _R0`$. T is violated if and only if $`\text{Im}\varphi _R0`$. Some authors use a particular phase convention and claim that $`\text{Re}\varphi _R0`$ also corresponds to T violation. Clearly this statement is false since the phase of $`q/p`$ has no physical meaning; we know that there is one and only one T- and CP-violating quantity in $`๐ฏ`$.
With this notation, Eqs. (42), (43), (77), (105), and (108) become
$$๐ฟ=\left(\begin{array}{cc}\mathrm{cos}\frac{\theta _R}{2}& \mathrm{sin}\frac{\theta _R}{2}\\ e^{i\varphi _R}\mathrm{sin}\frac{\theta _R}{2}& e^{i\varphi _R}\mathrm{cos}\frac{\theta _R}{2}\end{array}\right)\left(\begin{array}{cc}N_a& 0\\ 0& N_b\end{array}\right),$$
(B6)
$$๐ฟ^1=\left(\begin{array}{cc}N_a^1& 0\\ 0& N_b^1\end{array}\right)\left(\begin{array}{cc}\mathrm{cos}\frac{\theta _R}{2}& e^{i\varphi _R}\mathrm{sin}\frac{\theta _R}{2}\\ \mathrm{sin}\frac{\theta _R}{2}& e^{i\varphi _R}\mathrm{cos}\frac{\theta _R}{2}\end{array}\right),$$
(B7)
$$๐ฏ=\left(\begin{array}{cc}\mu +\mathrm{cos}\theta _R\frac{\mathrm{\Delta }\mu }{2}& e^{i\varphi _R}\mathrm{sin}\theta _R\frac{\mathrm{\Delta }\mu }{2}\\ e^{i\varphi _R}\mathrm{sin}\theta _R\frac{\mathrm{\Delta }\mu }{2}& \mu \mathrm{cos}\theta _R\frac{\mathrm{\Delta }\mu }{2}\end{array}\right),$$
(B8)
$$\mathrm{exp}(it)=\left(\begin{array}{cc}|P^0,& |\overline{P^0}\end{array}\right)\left(\begin{array}{cc}g_+(t)+\mathrm{cos}\theta _Rg_{}(t)& e^{i\varphi _R}\mathrm{sin}\theta _Rg_{}(t)\\ e^{i\varphi _R}\mathrm{sin}\theta _Rg_{}(t)& g_+(t)\mathrm{cos}\theta _Rg_{}(t)\end{array}\right)\left(\begin{array}{c}P^0|\\ \overline{P^0}|\end{array}\right),$$
(B9)
and
$`|P^0(t)`$ $`=`$ $`\left[g_+(t)+\mathrm{cos}\theta _Rg_{}(t)\right]|P^0+e^{i\varphi _R}\mathrm{sin}\theta _Rg_{}(t)|\overline{P^0},`$ (B10)
$`|\overline{P^0}(t)`$ $`=`$ $`e^{i\varphi _R}\mathrm{sin}\theta _Rg_{}(t)|P^0+\left[g_+(t)\mathrm{cos}\theta _Rg_{}(t)\right]|\overline{P^0},`$ (B11)
respectively.
Finally, the relation between the matter and vacuum parameters described in Eqs. (138) and (139) become
$`\mu ^{}`$ $`=`$ $`\mu +{\displaystyle \frac{\chi +\overline{\chi }}{2}},`$ (B12)
$`\mathrm{\Delta }\mu ^{}`$ $`=`$ $`\sqrt{(\mathrm{\Delta }\mu )^22\mathrm{cos}\theta _R\mathrm{\Delta }\mu \mathrm{\Delta }\chi +(\mathrm{\Delta }\chi )^2}=\mathrm{\Delta }\mu \sqrt{14r\mathrm{cos}\theta _R+4r^2},`$ (B13)
$`\mathrm{cos}\theta _R^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }\mu \mathrm{cos}\theta _R\mathrm{\Delta }\chi }{\sqrt{(\mathrm{\Delta }\mu )^22\mathrm{cos}\theta _R\mathrm{\Delta }\mu \mathrm{\Delta }\chi +(\mathrm{\Delta }\chi )^2}}}={\displaystyle \frac{\mathrm{cos}\theta _R2r}{\sqrt{14r\mathrm{cos}\theta _R+4r^2}}},`$ (B14)
$`\mathrm{sin}\theta _R^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }\mu \mathrm{sin}\theta _R}{\sqrt{(\mathrm{\Delta }\mu )^22\mathrm{cos}\theta _R\mathrm{\Delta }\mu \mathrm{\Delta }\chi +(\mathrm{\Delta }\chi )^2}}}={\displaystyle \frac{\mathrm{sin}\theta _R}{\sqrt{14r\mathrm{cos}\theta _R+4r^2}}},`$ (B15)
and $`\varphi _R^{}=\varphi _R`$.
### 2 The parameters $`ฯต_S`$ and $`\delta _S`$
Other authors (for instance ) use two complex parameters, $`ฯต_S`$ and $`\delta _S`$, and write
$`{\displaystyle \frac{q_a}{p_a}}`$ $`=`$ $`{\displaystyle \frac{1ฯต_S+\delta _S}{1+ฯต_S\delta _S}},`$ (B16)
$`{\displaystyle \frac{q_b}{p_b}}`$ $`=`$ $`{\displaystyle \frac{1ฯต_S\delta _S}{1+ฯต_S+\delta _S}}.`$ (B17)
Obviously then,
$`{\displaystyle \frac{q}{p}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{\left(1ฯต_S\right)^2\delta _S^2}{\left(1+ฯต_S\right)^2\delta _S^2}}},`$ (B18)
$`\delta `$ $`=`$ $`{\displaystyle \frac{8\text{Re}\left[ฯต_S^{}\left(1+ฯต_S^2\delta _S^2\right)\right]}{\left(\left|\left(1+ฯต_S\right)^2\delta _S^2\right|+\left|\left(1ฯต_S\right)^2\delta _S^2\right|\right)^2}},`$ (B19)
$`\theta `$ $`=`$ $`{\displaystyle \frac{2\delta _S}{1+\delta _S^2ฯต_S^2}}.`$ (B20)
CPT invariance corresponds to $`\delta _S=0`$. T invariance corresponds to $`\text{Re}\left[ฯต_S^{}\left(1+ฯต_S^2\delta _S^2\right)\right]=0`$. The authors who use this parametrization, however, always do so in conjunction with the assumption that $`\delta _S`$ and $`ฯต_S`$ are small. Then,
$`\delta `$ $``$ $`2\text{Re}ฯต_S,`$ (B21)
$`\theta `$ $``$ $`2\delta _S.`$ (B22)
Moreover, $`\sqrt{1\theta ^2}12\delta _S^2`$.
It should be kept in mind that the $`R`$-parametrization is exact and general, while the $`S`$-parametrization is interesting only when using a phase convention $`๐๐ซ|P^0=\pm |\overline{P^0}`$, which implies that CP conservation corresponds to vanishing $`\delta _S`$ and $`ฯต_S`$.
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# Neutrino Self-Energy and Index of Refraction in Strong Magnetic Field: A New Approach
## 1 Introduction
The main goal of this paper is to investigate the effects of magnetic fields on neutrino propagation, a topic that has recently received increasing attention. We are particularly interested in strong field effects. Its possible application to astrophysics, where fields of the order of $`10^{13}`$ $`G`$, and even larger , can be expected in supernova collapse and neutron stars, makes this subject worth of detailed investigation. Just to mention one of the several astrophysical applications of magnetic field effects in neutrino physics, one may recall the suggestion that the modification of the neutrino dispersion relation in a magnetized charged medium <sup>,</sup> <sup>,</sup> could serve to explain the high velocity of pulsars .
Moreover, the presence of strong magnetic fields could have influenced the propagation of neutrinos in the early Universe and have an imprint in neutrino oscillations at those epochs. The existence of primordial magnetic fields (of the order of $`10^{24}`$ $`G`$ at the electroweak scale) in the early Universe seems to be needed to explain the recent observations of large-scale magnetic fields in a number of galaxies, in galactic halos, and in clusters of galaxies . These primordial magnetic fields could be generated through different mechanisms, as fluctuations during the inflationary universe , at the GUT scale , or during the electroweak phase transition , among others.
Calculations of neutrino self-energies taking into account non-perturbative effects of magnetic fields have been carried out in several works <sup>,</sup> <sup>,</sup> <sup>,</sup> , using the Schwinger method . In the present paper, the Ritusโ technique, which was originally developed for the electron self-energy in QED in the presence of electromagnetic backgrounds <sup>,</sup>, is extended to the case of spin-1 charged particles. The Ritusโ method is based on a Fourier-like transformation that diagonalizes in the momentum space the Greenโs functions of the charged particles in the presence of a constant magnetic field. This approach <sup>,</sup> is particularly convenient for the strong field case, where one can constraint the calculation to the contribution of the lower Landau level (LLL).
In this work we calculate the vacuum (zero temperature ($`T=0`$), zero density ($`\mu =0`$)) contribution of the neutrino dispersion relation at strong magnetic field ($`m_e^2eBM_W^2`$, $`m_e`$ is the electron mass and $`M_W`$ is the W-boson mass). As discussed below, such a strong field can be expected to exist in the neutrino decoupling era. One of our main results is the existence of an anisotropic propagation of neutrinos in the strong magnetic field, even in the absence of a medium ($`\mu =0`$). The anisotropy is due to the dependence of the index of refraction on the angle between the directions of the neutrino momentum and the external field. We also find that the terms explicitly depending on the mass of the charged lepton are negligible small (of order $`1/M_W^4`$), while the leading term results of order $`1/M_W^2`$, thus rather significant.
The plan of the paper is as follows. In Section II, for the sake of understanding and completeness, we review the Ritusโ method for the Greenโs function of spin-1/2 particles in the presence of a constant magnetic field. Then, we extend this method to the spin-1 charged particle case in the background of a constant magnetic field (corresponding to the crossed electromagnetic field ($`๐๐=0`$) case). In Section III, we use the results of Section II to calculate, in momentum space, the one-loop neutrino self-energy in the presence of a constant magnetic field. The neutrino dispersion relation and index of refraction are obtained in Section IV in the strong-field approximation ($`m_e^2eBM_W^2`$). In Section V, we make our final remarks and discuss a possible cosmological realization of the adopted strong-field approximation.
## 2 Greenโs Functions at $`B0`$ in the Momentum Representation
The diagonalization, structure and properties of the Greenโs functions of the electron and photon in an intense magnetic field were considered exactly in external and radiative fields by Ritus in Refs. and . Ritusโ formulation provides an alternative method to the Schwinger approach to address QFT problems on electromagnetic backgrounds. In Ritusโ approach the transformation to momentum space of the spin-1/2 particle Greenโs function in the presence of a constant magnetic field is carried out using the $`E_p(x)`$ functions<sup>,</sup>, corresponding to the eigenfunctions of the spin-1/2 charged particles in the electromagnetic background. The $`E_p(x)`$ functions plays the role, in the presence of magnetic fields, of the usual Fourier $`e^{ipx}`$ functions in the free case. This method is very convenient for strong-field calculations, where the LLL approximation is plausible and for finite temperature calculations.
In this section we will extend the Ritusโ method to the case of spin-1 charged particles. This extension will allow us to obtain a diagonal in momentum space Greenโs function for the spin-1 charged particle in the presence of a constant magnetic field. Our results are important to investigate the behavior of charged W-bosons in strong magnetic fields.
### 2.1 Electron Greenโs function
For the sake of understanding, we summarize below the results obtained by Ritus<sup>,</sup> for the spin-1/2 case. The Greenโs function equation for the spin-1/2 particle in the presence of a constant electromagnetic field without radiative corrections is given by
$$(\gamma .\mathrm{\Pi }+m_e)S(x,y)=\delta ^{(4)}(xy)$$
(1)
where
$$\mathrm{\Pi }_\mu =i_\mu eA_\mu ^{ext},\mu =0,1,2,3$$
(2)
Taking into account that
$$[S(x,y),(\gamma .\mathrm{\Pi })^2]=0$$
(3)
it follows that $`S(x,y)`$ will be diagonal in the basis spanned by the eigenfunctions of $`(\gamma .\mathrm{\Pi })^2`$
$$(\gamma .\mathrm{\Pi })^2\mathrm{\Psi }_p\left(x\right)=p^2\mathrm{\Psi }_p\left(x\right)$$
(4)
Since $`[(\gamma .\mathrm{\Pi })^2,\mathrm{\Sigma }_3]=[(\gamma .\mathrm{\Pi })^2,\gamma _5]=[\mathrm{\Sigma }_3,\gamma _5]=0`$, one can easily find the eigenfunctions $`\mathrm{\Psi }_p`$ in the chiral representation, where $`\mathrm{\Sigma }_3=i\gamma _1\gamma _2`$ and $`\gamma _5`$ are both diagonal and have eigenvalues $`\sigma =\pm 1`$ and $`\chi =\pm 1`$, respectively. The eigenfunctions are given by
$$\mathrm{\Psi }_p\left(x\right)=E_{p\sigma \chi }(x)\mathrm{\Theta }_{\sigma \chi }$$
(5)
with $`\mathrm{\Theta }_{\sigma \chi }`$ the bispinors which are the eigenvectors of $`\mathrm{\Sigma }_3`$ and $`\gamma _5`$. We are considering the metric $`g_{\mu \nu }=diag(1,1,1,1)`$.
In the crossed field case ($`๐๐=0`$), one can always select the potential in the Landau gauge
$$A_\mu ^{\mathrm{๐๐ฅ๐ก}}=Bx_1\delta _{\mu 2}$$
(6)
which corresponds to a constant magnetic field of strength $`B`$ directed along the $`z`$ direction in the rest frame of the system. The fermion eigenfunctions are then given by the combination
$$E_p(x)=\underset{\sigma }{}E_{p\sigma }(x)\mathrm{\Delta }(\sigma ),$$
(7)
where
$$\mathrm{\Delta }(\sigma )=diag(\delta _{\sigma 1},\delta _{\sigma 1},\delta _{\sigma 1},\delta _{\sigma 1}),\sigma =\pm 1,$$
(8)
and the $`E_{p\sigma }`$ functions are
$$E_{p\sigma }(x)=N(n)e^{i(p_0x^0+p_2x^2+p_3x^3)}D_n(\rho )$$
(9)
In Eq. (9), $`N(n)=(4\pi \left|eB\right|)^{\frac{1}{4}}/\sqrt{n!}`$ is a normalization factor and $`D_n(\rho )`$ denotes the parabolic cylinder functions with argument $`\rho =\sqrt{2\left|eB\right|}(x_1\frac{p_2}{eB})`$ and positive integer index
$$n=n(k,\sigma )l+\frac{\sigma }{2}\frac{1}{2}n=0,1,2,\mathrm{},$$
(10)
The integer $`l`$ in Eq. (10) labels the Landau levels. In a pure magnetic background the $`\chi `$ dependence of the eigenfunctions $`E_{p\sigma \chi }`$ drops away.
The $`E_p`$ functions satisfy
$$\gamma .\mathrm{\Pi }E_p(x)=E_p(x)\gamma .\overline{p}$$
(11)
where
$$\overline{p}_\mu =(p_0,0,sgn\left(eB\right)\sqrt{2\left|eB\right|l},p_3)$$
(12)
One can easily check that these functions are both orthonormal
$$d^4x\overline{E}_p^{}(x)E_p(x)=(2\pi )^4\widehat{\delta }^{(4)}(pp^{})(2\pi )^4\delta _{kk^{}}\delta (p_0p_0^{})\delta (p_2p_2^{})\delta (p_3p_3^{})$$
(13)
and complete
$$\underset{k}{}d^4pE_p(x)\overline{E}_p(y)=(2\pi )^4\delta ^{(4)}(xy)$$
(14)
Here we have used the notation $`\overline{E}_p(x)\gamma ^0E_p^{}\gamma ^0`$ and $`d^4p=\underset{k}{}๐p_0๐p_2๐p_3.`$
Using the functions $`E_p`$ as a new basis, we obtain, thank to the properties (11) and (14), a representation of the fermion Greenโs function in the presence of a constant magnetic field which is diagonal in $`p`$
$$S(p,p^{})d^4xd^4y\overline{E}_p(x)S(x,y)E_p^{}(y)$$
$$=(2\pi )^4\widehat{\delta }^{(4)}(pp^{})\frac{1}{\gamma .\overline{p}+m_e}$$
(15)
The main idea of the Ritusโ approach is, therefore, to use the eigenfunctions $`E_p(x)`$, which correspond to the asymptotic states of the particles in the presence of a constant external electromagnetic field, to perform a Fourier-like transformation that diagonalizes the Greenโs functions in the momentum space. The advantage of the representation (15) is that the Greenโs function is simply given in terms of the eigenvalues (12).
### 2.2 W-Boson Greenโs function
Let us consider now the electroweak theory in the presence of a constant magnetic field corresponding to the potential (6). We choose the following gauge conditions
$$F_A=^\mu A_\mu $$
(16)
$$F_z=^\mu Z_\mu +\alpha _zM_z\varphi _3$$
(17)
$$F_W^+=D^\mu W_\mu ^++i\alpha _WM_W\varphi $$
(18)
$$F_W^{}=D^\mu W_\mu ^{}i\alpha _WM_W\varphi ^{}$$
(19)
with
$$D_\mu =_\mu ieA_\mu ^{\mathrm{๐๐ฅ๐ก}}$$
(20)
In the above expressions the customary notation for the electroweak fields is used.
With the gauge conditions (16)-(19) the Greenโs function equation for the W-boson takes the form
$$\left[\left(\mathrm{\Pi }^2+M_W^2\right)\delta _\nu ^\mu 2ieF_\nu ^\mu +(\frac{1}{\alpha _W}1)\mathrm{\Pi }^\mu \mathrm{\Pi }_\nu \right]G_\mu ^\nu (x,y)=\delta ^{\left(4\right)}(x,y)$$
(21)
where $`\mathrm{\Pi }_\mu `$ is given in Eq. (2).
To solve Eq. (21) it is convenient to perform first a rotation in the Lorentz space using the transformation matrix
$$P_\alpha ^\mu =\frac{1}{\sqrt{2}}\left(\begin{array}{cccc}\sqrt{2}\hfill & 0\hfill & 0\hfill & 0\hfill \\ 0\hfill & 1\hfill & 1\hfill & 0\hfill \\ 0\hfill & i\hfill & i\hfill & 0\hfill \\ 0\hfill & 0\hfill & 0\hfill & \sqrt{2}\hfill \end{array}\right)$$
(22)
which satisfies $`P^1=\stackrel{~}{P}^{}`$, and the following relations
$$\mathrm{\Pi }_\mu P_\alpha ^\mu =\mathrm{\Pi }_\alpha $$
(23)
$$\left(P_\mu ^\alpha \right)^1\left[iF_\nu ^\mu \right]P_\beta ^\nu =B\left(S_3\right)_\beta ^\alpha $$
(24)
In the above expressions the notation
$$\mathrm{\Pi }_\alpha =(\mathrm{\Pi }_0,\mathrm{\Pi }_+,\mathrm{\Pi }_{},\mathrm{\Pi }_3)$$
(25)
$$\mathrm{\Pi }_\pm =\left(\mathrm{\Pi }_1\pm i\mathrm{\Pi }_2\right)/\sqrt{2}$$
(26)
was introduced. $`S_3`$ represents the diagonal spin-one matrix
$$S_3=diag(0,1,1,0).$$
(27)
After doing the rotation (22), the Greenโs function equation (21) can be written as
$$\left[\left(\mathrm{\Pi }^2+M_W^2\right)\delta _\beta ^\alpha +2eB\left(S_3\right)_\beta ^\alpha +(\frac{1}{\alpha _W}1)\mathrm{\Pi }^\alpha \mathrm{\Pi }_\beta \right]G_\alpha ^\beta (x,y)=\delta ^{\left(4\right)}(x,y)$$
(28)
Now we can use the Feynman gauge, $`\alpha _w=1`$ , and follow an approach similar to the spin-1/2 case in order to find a diagonal in $`p`$ solution of Eq. (28).
We start by solving the eigenvalue equation
$$\widehat{D}_\beta ^\alpha \mathrm{\Phi }_k^\beta \left(x\right)=\overline{k}^2\mathrm{\Phi }_k^\alpha \left(x\right)$$
(29)
where
$$\widehat{D}_\beta ^\alpha =\left(\mathrm{\Pi }^2+2eBS_3\right)_\beta ^\alpha $$
(30)
Because $`[\widehat{D},S_3]=0`$, $`\mathrm{\Phi }_k^\alpha \left(x\right)`$ can be taken as a common eigenfunction to $`\widehat{D}`$ and $`S_3`$. The eigenvalue equation for $`S_3`$ is then given by
$$\left(S_3\right)_\beta ^\alpha \mathrm{\Phi }_k^\beta \left(x\right)=\eta \mathrm{\Phi }_k^\alpha \left(x\right),\eta =0,\pm 1$$
(31)
where $`\eta `$ denotes the different spin projections. From (31) we can write
$$\mathrm{\Phi }_k^\alpha \left(x\right)=F_{k\eta }(x)๐ผ_\eta ^\alpha ,$$
(32)
In Eq.(32) $`๐ผ_\eta ^\alpha `$ represents the eigenfunctions of $`S_3`$ corresponding to the eigenvalues $`\eta =0,\pm 1`$, in the following way
$$\left(\begin{array}{c}1\hfill \\ 0\hfill \\ 0\hfill \\ 0\hfill \end{array}\right)\text{ and }\left(\begin{array}{c}0\hfill \\ 0\hfill \\ 0\hfill \\ 1\hfill \end{array}\right)\text{ for }\eta =0,\left(\begin{array}{c}0\hfill \\ 1\hfill \\ 0\hfill \\ 0\hfill \end{array}\right)\text{ for }\eta =1,\text{and }\left(\begin{array}{c}0\hfill \\ 0\hfill \\ 1\hfill \\ 0\hfill \end{array}\right)\text{ for }\eta =1$$
(33)
Note that there is a degeneracy for $`\eta =0`$.
The eigenvalue problem (29) reduces now to find $`F_{k\eta }(x)`$ from the differential equation
$$\left(\mathrm{\Pi }^2+2eB\eta \overline{k}^2\right)F_{k\eta }(x)=0,\text{ }\eta =0,\pm 1$$
(34)
From the definitions (25)-(26) for the $`\mathrm{\Pi }`$ operator in the rotated system, and taking into account Eqs. (2) and (6), we can propose
$$F_{k\eta }(x)=\mathrm{exp}\left(ik_0x_0+ik_2x_2+ik_3x_3\right)f_{k\eta }\left(x_1\right)$$
(35)
Then, $`f_{k\eta }\left(x_1\right)`$ should satisfy
$$\left(_\xi ^2\frac{\xi ^2}{4}+\epsilon \right)f_{k\eta }\left(\xi \right)=0$$
(36)
where
$$\xi =\sqrt{2\left|eB\right|}\left(x_1+k_2/eB\right)$$
(37)
and
$$\epsilon =\frac{1}{2\left|eB\right|}\left(\overline{k}^2+k_0^2k_3^22eB\eta \right)$$
(38)
Eq. (36) is the harmonic oscillator equation. Its physical solution requires
$$f_{k\eta }(\xi )0\text{ for }\xi \mathrm{}$$
(39)
$$\epsilon =n+1/2,n=0,1,2,\mathrm{}$$
(40)
From the condition (40) and the definition (38), one has
$$\overline{k}^2=k_0^2+k_3^2+2(n+1/2)eB+2\eta eB$$
(41)
Considering the mass shell condition $`\overline{k}^2=M_W^2`$ in Eq. (41), we can write
$$k_0^2=\left(2n+1\right)eBg_seB.S+k_3^2+M_W^2$$
(42)
Eq. (42) is the well-known energy-momentum relation for higher-spin charged particles in interaction with a constant magnetic field. Here $`g_s`$ is the gyromagnetic radio of the particle with spin $`S`$. For W bosons: $`g_s=2`$. In (42) we can also identify the so called<sup>,</sup> โzero-mode problemโ at $`eB>M_W^2`$. As known, at those magnetic fields a vacuum instability appears giving rise to a W-condensation. In our calculations we restrict the magnitude of the magnetic field to $`eB<M_W^2`$, thus, no tachyonic modes will be present.
From condition (41), and taking into account that $`\eta =0,\pm 1`$, it follows that
$$n=m\eta 1,m=0,1,2,\mathrm{}$$
(43)
Then, from (41) and (43) we can write
$$\overline{k}^2=k_0^2+k_3^2+2(m1/2)eB,m=0,1,2,\mathrm{}$$
(44)
where $`m`$ are the Landau numbers of the energy spectrum of the W bosons in the presence of the magnetic field.
The solution of Eq. (36) satisfying the conditions (39) and (40) is
$$f_{k\eta }(\xi )=2^{n/2}\mathrm{exp}(\xi ^2/4)H_n(\xi /2)$$
(45)
where $`H_n`$ are Hermite polynomials. Finally, substituting this solution into Eq. (35) we can write
$$F_{k\eta }(x)=N(n)e^{i(p_0x^0+p_2x^2+p_3x^3)}D_n(\xi )$$
(46)
with $`N(n)`$ a normalization factor and $`D_n(\xi )`$ the parabolic cylinder functions.
The functions (32), together with the mass shell condition (42), respectively define the wave function and energy-momentum relation for spin-1 particles in the presence of a constant crossed electromagnetic field ($`๐๐=0`$). The study of the parallel-field case ($`๐๐`$) can be found in Ref. .
Similarly to the spin-1/2 case (Eq. (7)), we can now form the transformation matrix to momentum space for the W-boson Greenโs function,
$$\left[F_k\left(x\right)\right]_\alpha ^\beta =\underset{\eta =0,\pm 1}{}F_{k\eta }(x)\left[\mathrm{\Omega }^{(\eta )}\right]_\alpha ^\beta $$
(47)
where the basis matrices of the Lorentz space $`\mathrm{\Omega }^{(\eta )}`$ are explicitly given by
$$\mathrm{\Omega }^{(\eta )}=diag(\delta _{\eta ,0},\delta _{\eta ,1},\delta _{\eta ,1},\delta _{\eta ,0}),\eta =0,\pm 1$$
(48)
Notice that the only difference between the $`E_p(x)`$ functions (Eq. (7)) and the $`F_k\left(x\right)`$ functions (Eq. (47)) is given through the basis of their matrix spaces. That is, for spin-1/2 the transformation matrices are expanded in the spinorial basis $`\mathrm{\Delta }(\sigma )`$, while in the spin-1 case (Eq. (47)) they are expanded in the Lorentz basis $`\mathrm{\Omega }^\eta `$.
It can be easily shown that the $`F_k\left(x\right)`$ are orthogonal
$$d^4xF_k\left(x\right)F_k^{}^{}\left(x\right)=(2\pi )^4\widehat{\delta }^{(4)}(kk^{})$$
(49)
with normalization factor given by $`N^2=\sqrt{4\pi \left|eB\right|}/n!`$; and complete
$$\underset{m}{}d^4kF_k\left(x\right)F_k^{}(y)=(2\pi )^4\delta ^{(4)}(xy)$$
(50)
Using the completeness property (50), one can prove that the Greenโs function
$$G_F(x,y)_\alpha ^\beta =\underset{m}{}\frac{d^4k}{\left(2\pi \right)^4}F_k\left(x\right)\frac{\delta _\alpha ^\beta }{\overline{k}^2+M_W^2}F_k^{}(y)$$
(51)
is a solution of Eq. (28) in the Feynman gauge.
We can use the matrix $`P`$ (22) to perform a similarity transformation of the Greenโs function (51) in order to represent it in the rectangular Lorentz space as
$$G_F(x,y)_\mu ^\nu =\underset{m}{}\frac{d^4k}{\left(2\pi \right)^4}\mathrm{\Gamma }_k^\alpha {}_{\mu }{}^{}\left(x\right)\frac{\delta _\alpha ^\beta }{\overline{k}^2+M_W^2}\mathrm{\Gamma }_{k\beta }^{}{}_{}{}^{\nu }(y)$$
(52)
where
$$\mathrm{\Gamma }_k^\alpha {}_{\mu }{}^{}\left(x\right)=P_\gamma ^\alpha F_k\left(x\right)P_\mu ^{1\gamma }$$
$$=\frac{1}{2}\left(\begin{array}{cccc}2_0\left(x\right)\hfill & 0\hfill & 0\hfill & 0\hfill \\ 0\hfill & _+\left(x\right)\hfill & i_{}\left(x\right)\hfill & 0\hfill \\ 0\hfill & i_{}\left(x\right)\hfill & _+\left(x\right)\hfill & 0\hfill \\ 0\hfill & 0\hfill & 0\hfill & 2_0\left(x\right)\hfill \end{array}\right)$$
(53)
and the $`_0`$, $`_\pm `$ functions are given by
$$_0\left(x\right)=_{m1}\left(x\right),_\pm \left(x\right)=_{m2}\left(x\right)\pm _m\left(x\right)$$
(54)
In Eq. (54) $`_n\left(x\right)`$ represents the functions $`F_{k\eta }(x)`$ evaluated at the different spin projections $`\eta =0,\pm 1`$. That is, using the relation (43) and evaluating $`\eta `$ on each spin projection, we obtain the different values of $`n`$ appearing as subindexes of $`_n\left(x\right)`$ in terms of the Landau levels $`m`$.
From Eq. (52) and the orthogonality condition (49), the W-boson Greenโs function in a constant magnetic field can be written in the Lorentz rectangular frame as the following diagonal function of momenta
$$G_F(k,k^{})_\mu ^\nu =\left(2\pi \right)^4\widehat{\delta }^{(4)}(kk^{})\frac{\delta _\mu ^\nu }{\overline{k}^2+M_W^2}$$
(55)
The eigenvalue $`\overline{k}^2`$ is given in Eq. (44). We conclude this section by stressing that the $`\mathrm{\Gamma }_k\left(x\right)`$ matrices play for the spin-1 particle Greenโs function the same role as the $`E_p(x)`$ matrices did for the spin-1/2 ones.
## 3 Neutrino self-energy in the $`E_p\mathrm{\Gamma }_k`$ representation
It is known<sup>,</sup><sup>,</sup><sup>,</sup> that, to lowest order, the neutrino self-energy in a magnetic field is given by the bubble diagram arising from the $`eW`$ loop (See fig. 1).
This diagram has been calculated using a perturbative expansion in the magnetic field at $`T0`$ and $`\mu 0`$ ($`\mu `$ is the chemical potential of electrons) in Ref. . Using the Schwinger proper-time method , which involves the magnetic interaction non-perturbatively, the $`eW`$ bubble has been calculated at $`T0`$ and $`\mu 0`$ in Refs. , and in vacuum (i.e. $`T=0`$ and $`\mu =0`$) in Refs. . When calculating the thermal contribution to the $`eW`$ bubble with $`\mu 0`$ or $`\mu =0`$ <sup>,</sup>, the interaction between the magnetic field and the charged W-bosons in the Greenโs function spectrum has been often neglected under the assumption that $`eBM_W^2`$ (in this approximation the magnetic field does not appear in the poles of the W-boson Greenโs function). The W-boson Greenโs function in the above mentioned approximation, known in the literature as the โcontact approximation,โ takes the form
$$G_0^{\mu \nu }(x,y)\mathrm{\Phi }(x,y)\frac{d^4k}{\left(2\pi \right)^4}e^{ik.(xy)}\frac{g^{\mu \nu }}{M_W^2}$$
(56)
where
$$\mathrm{\Phi }(x,y)=\mathrm{exp}\left(i\frac{e}{2}y_\mu F^{\mu \nu }x_\nu \right)$$
(57)
is the well known phase factor depending on the applied field. That is, in the contact approximation the interaction of the magnetic field with the W-bosons is restricted, in the W-boson Greenโs function, to the phase factor (57). The contact approximation must be carefully handled in vacuum ($`T=0`$ and $`\mu =0`$), since it causes severe ultraviolet divergences. To avoid those subtleties one can instead consider the modification of the Greenโs function of the W-boson due to the external magnetic field, on an equal foot with the electron, and then, only at the end of the calculation take into account that the W-boson mass is the largest scale in the problem. As shown below, this more careful approach will prove to be convenient and useful for the calculation of the vacuum contribution to the neutrino self-energy in the presence of a magnetic field.
### 3.1 General formulation
To calculate the neutrino self-energy in the one-loop approximation we start from
$$\mathrm{\Sigma }(x,y)=\frac{ig^2}{2}R\gamma _\mu S(x,y)\gamma ^\nu G_F(x,y)_\nu ^\mu L$$
(58)
where $`L,R=\frac{1}{2}(1\pm \gamma _5)`$, $`G_F(x,y)_\nu ^\mu `$ is the W-boson Greenโs function in the Feynman gauge (52), and $`S(x,y)`$ is the electron Greenโs function (15), that can be expressed in the configuration space as
$$S(x,y)=\underset{l}{}\frac{d^4q}{\left(2\pi \right)^4}E_q\left(x\right)\frac{1}{\gamma .\overline{q}+m_e}\overline{E}_q(y)$$
(59)
Since the neutrino is an electrically neutral particle, the transformation to momentum space of its self-energy can be carried out by the usual Fourier transform
$$\left(2\pi \right)^4\delta ^{(4)}(pp^{})\mathrm{\Sigma }(p)=d^4xd^4ye^{i(p.xp^{}.y)}\mathrm{\Sigma }(x,y)$$
(60)
Substituting with (58), (52) and (59) in (60) we obtain
$$\left(2\pi \right)^4\delta ^{(4)}(pp^{})\mathrm{\Sigma }(p)=\frac{ig^2}{2}d^4xd^4ye^{i(p.xp^{}.y)}\{R[\gamma _\mu (\underset{l}{}\frac{d^4q}{\left(2\pi \right)^4}E_q\left(x\right)\frac{1}{\gamma .\overline{q}+m_e}\overline{E}_q(y))$$
$$\gamma ^\nu (\underset{m}{}\frac{d^4k}{\left(2\pi \right)^4}\frac{\mathrm{\Gamma }_k^\alpha {}_{\mu }{}^{}\left(x\right)\mathrm{\Gamma }_{k\alpha }^{}{}_{}{}^{\nu }(y)}{\overline{k}^2+M_W^2})]L\}$$
(61)
Taking into account that the spinor matrices (8) satisfy the following properties
$$\mathrm{\Delta }(\pm )^{}=\mathrm{\Delta }(\pm ),\mathrm{\Delta }(\pm )\mathrm{\Delta }(\pm )=\mathrm{\Delta }(\pm ),\mathrm{\Delta }(\pm )\mathrm{\Delta }()=0$$
$$\gamma ^{}\mathrm{\Delta }(\pm )=\mathrm{\Delta }(\pm )\gamma ^{},\gamma ^{}\mathrm{\Delta }(\pm )=\mathrm{\Delta }()\gamma ^{},$$
$$L\mathrm{\Delta }(\pm )=\mathrm{\Delta }(\pm )L,R\mathrm{\Delta }(\pm )=\mathrm{\Delta }(\pm )R$$
(62)
where the notation $`\gamma ^{}=(\gamma ^0,\gamma ^3)`$ and $`\gamma ^{}=(\gamma ^1,\gamma ^2)`$ was introduced, and using the definitions (53), (54), we obtain from (61)
$$\left(2\pi \right)^4\delta ^{(4)}(pp^{})\mathrm{\Sigma }(p)=\frac{ig^2}{2}d^4xd^4y\underset{l}{}\frac{d^4q}{\left(2\pi \right)^4}\underset{m}{}\frac{d^4k}{\left(2\pi \right)^4}\frac{e^{i(p.xp^{}.y)}}{(\overline{q}^2+m_e^2)(\overline{k}^2+M_W^2)}$$
$$\{2\overline{q}_{}\gamma ^{}[I_{m1,l}(x)I_{m1,l1}^{}(y)\mathrm{\Delta }()+I_{m1,l1}(x)I_{m1,l}^{}(y)\mathrm{\Delta }(+)]$$
$$+\overline{q}_{}\gamma ^{}[(I_{m2,l}(x)I_{m2,l}^{}(y)+I_{m,l}(x)I_{m,l}^{}(y))\mathrm{\Delta }()$$
$$+(I_{m2,l1}(x)I_{m2,l1}^{}(y)+I_{m,l1}(x)I_{m,l1}^{}(y))\mathrm{\Delta }(+)]$$
$$+\overline{q}_\mu ฯต^{1\mu 2\nu }\gamma _\nu \gamma ^5[(I_{m2,l}(x)I_{m2,l}^{}(y)I_{m,l}(x)I_{m,l}^{}(y))\mathrm{\Delta }()$$
$$+(I_{m2,l1}(x)I_{m2,l1}^{}(y)I_{m,l1}(x)I_{m,l1}^{}(y))\mathrm{\Delta }(+)]\}L$$
(63)
In Eq. (63) we used the compact notation
$$I_{a,b}(x)=_a\left(x\right)E_b(x)$$
(64)
with $`_a\left(x\right)=F_{k\eta }(x)`$ and $`E_b(x)=E_{p\sigma }(x)`$. The subindexes $`a`$ and $`b`$ in (64) represent the number $`n`$, given in Eqs. (43) and (10) respectively. In (63) the subindexes $`a`$ and $`b`$ were already written in terms of the Landau levels for the W-bosons ($`m`$) and electrons ($`l`$) with the help of Eqs. (43) and (10).
Note that, differently from the approach used in previous works <sup>,</sup><sup>,</sup>, the interaction between the magnetic field and the W-bosons is kept in (63) in the poles of the self-energy operator through the effective momentum $`\overline{k}^2`$.
Expression (63) is the general formula for the one-loop neutrino self-energy in a constant magnetic field of arbitrary strength in the Ritusโ approach.
### 3.2 Strong field approximation
From now on, we assume that the magnetic field strength is in the range $`m_e^2eBM_W^2`$. Since in this case the gap between the electron Landau levels is larger than the electron mass square ( $`eBm_e^2`$), it is consistent to use the LLL approximation for the electron ($`l=0`$). On the other hand, it is obvious that such an approximation is not valid for the W-bosons, so for them we are bound to maintain the sum in all Landau levels. In this approximation we have
$$\left(2\pi \right)^4\delta ^{(4)}(pp^{})\mathrm{\Sigma }(p)=\frac{ig^2}{2}d^4xd^4yd^4q\underset{m}{}d^4k\frac{e^{i(p.xp^{}.y)}}{(\overline{q}^2+m_e^2)(\overline{k}^2+M_W^2)}$$
$$\{\overline{q}_{}\gamma ^{}(I_{m2,\mathit{0}}(x)I_{m2,\mathit{0}}^{}(y)+I_{m,\mathit{0}}(x)I_{m,\mathit{0}}^{}(y))\mathrm{\Delta }()L$$
$$+\overline{q}_\mu ฯต^{1\mu 2\nu }\gamma _\nu \gamma ^5(I_{m2,\mathit{0}}(x)I_{m2,\mathit{0}}^{}(y)I_{m,\mathit{0}}(x)I_{m,\mathit{0}}^{}(y))\mathrm{\Delta }()L\}$$
(65)
To perform the integrals in $`x`$ and $`y`$ in (65) we should take into account the formulas <sup>,</sup>
$$d^4xe^{ip.x}I_{m^{}l^{}}(x)=\frac{(2\pi )^4}{\sqrt{l^{}!}\sqrt{m^{}!}}\delta ^3(k+qp)e^{\widehat{p}_{}^2/2}e^{ip_1\frac{q_2k_2}{2eB}}e^{isgn(eB)\left[(l^{}m^{})\phi \right]}J_{m^{}l^{}}^{}(\widehat{p}_{})$$
(66)
$$d^4ye^{ip.y}I_{m^{}l^{}}^{}(y)=\frac{(2\pi )^4}{\sqrt{l!}\sqrt{m!}}\delta ^3(k+qp)e^{\widehat{p}_{}^2/2}e^{ip_1\frac{q_2k_2}{2eB}}e^{isgn(eB)\left[(l^{}m^{})\phi \right]}J_{m^{}l^{}}(\widehat{p}_{})$$
(67)
where
$$\widehat{p}_{}\sqrt{\widehat{p}_1+\widehat{p}_2},\phi \mathrm{arctan}(\widehat{p}_2/\widehat{p}_1),\widehat{p}_\mu \frac{p_\mu \sqrt{2\left|eB\right|}}{2eB}$$
(68)
$$J_{m^{}l^{}}(\widehat{p}_{})=\underset{j=0}{\overset{\mathrm{min}(l^{},m)}{}}\frac{m^{}!l^{}!}{j!(l^{}j)!(m^{}j)!}\left[isgn(eB)\widehat{p}_{}\right]^{m^{}+l^{}2j}$$
(69)
Thanks to the factor $`e^{\widehat{p}_{}^2/2}`$, the contributions from large values of $`\widehat{p}_{}`$ are exponentially suppressed in the electron LLL approximation. Thus, it is consistent to keep only the smallest power of $`\widehat{p}_{}`$ in $`J_{m^{}0}(\widehat{p}_{})`$ so that
$$J_{m^{}0}(\widehat{p}_{})\delta _{m^{},0}$$
(70)
After using Eqs. (66), (67) and (70) in (65), and integrating in $`k`$, one obtains for the neutrino self-energy in the electron LLL approximation
$$\mathrm{\Sigma }(p)=ig^2\pi \left|eB\right|\underset{m}{}\frac{d^2q_{}}{(4\pi )^2}\frac{1}{(q_{}^2+m_e^2)(\overline{q__mp}^2+M_W^2)}$$
$$\left\{\overline{q}_{}.\gamma ^{}(\delta _{m,2}\delta _{m,2}+\delta _{m,0}\delta _{m,0})\mathrm{\Delta }()L+\overline{q}_\mu ฯต^{1\mu 2\nu }\gamma _\nu \gamma ^5(\delta _{m,2}\delta _{m,2}\delta _{m,0}\delta _{m,0})\mathrm{\Delta }()L\right\}$$
(71)
where
$$\overline{q__mp}^2=(q_{}p_{})^2+2(m1/2)eB$$
(72)
Note that in this approximation the sum in the W-boson Landau levels is effectively reduced to the contribution of the two levels $`m=0,2`$.
Let us perform now the integration in the parallel momenta $`q_{}`$. With this aim, we can use the Feynman parametrization to represent, after Wick rotation to Euclidean space and some variable changes, the integral in (71) as
$$p_{}\underset{0}{\overset{1}{}}z๐zd_E^2q_{}\frac{1}{\left(q_{}^2+^2\right)^2}$$
(73)
where
$$^2=m_e^2+\left[M_W^2+2(m1/2)eBm_e^2\right]z+p_{}^2\left(1z\right)z$$
(74)
Then, performing the integrations in $`z`$ and $`q_{}`$ and taking explicitly the sum in $`m`$, we arrive at
$$\mathrm{\Sigma }(p)=\frac{g^2}{(4\pi )^2}[(\lambda \lambda _1^{})p_{}.\gamma ^{}+\lambda _2^{}p_\mu ฯต^{1\mu 2\nu }\gamma _\nu \gamma ^5]\mathrm{\Delta }()L$$
(75)
where
$$\lambda =\frac{\left|eB\right|}{M_W^2},\lambda _1^{}=\frac{m_e^2\left|eB\right|}{M_W^4}\mathrm{ln}(\frac{M_W^2}{m_e^2})+\frac{\left|eB\right|m_e^2}{M_W^4}\left|eB\right|,\lambda _2^{}=\frac{4\left|eB\right|^2}{M_W^4}$$
(76)
The expression (75) can be rewritten in a more convenient way using the following covariant form
$$\mathrm{\Sigma }(p)=\left[a_1p\text{/}_{}+a_2p\text{/}_{}+bu\text{/}+c\widehat{B}\text{/}\right]L$$
(77)
In (77) $`u_\mu `$ is the four-velocity of the center of mass of the magnetized system (background) and $`\widehat{B}_\mu =B_\mu /\left|B_\mu \right|`$, where $`B_\mu `$ is the magnetic field in covariant notation $`B_\mu =\frac{1}{2}ฯต_{\mu \nu \rho \lambda }u^\nu F^{\rho \lambda }`$. Notice that when a magnetic field is present, to form the structure of $`\mathrm{\Sigma }`$ we have to consider, in addition to the usual tensors $`p_\mu `$, $`g_{\mu \nu }`$, and $`ฯต_{\mu \nu \rho \lambda }`$, the vectors $`B_\mu `$ and $`u_\mu `$. The four-velocity vector $`u_\mu `$ can be introduced in this case because the presence of a constant magnetic field picks up a special Lorentz frame: the rest frame (on which $`u_\mu =(1,0,0,0)`$) where the magnetic field is defined ($`u_\mu F^{\mu \nu }=0`$).
In a trivial vacuum, $`\mathrm{\Sigma }`$ would depend only on the four-momentum $`p_\mu `$ showing no difference between longitudinal and transverse components $`(a_1=a_2)`$ in agreement with the Lorentz invariance of the system. However, when a nontrivial background is present, the structure of $`\mathrm{\Sigma }`$ is enriched with new terms related to the symmetries broken by the background. In the present situation, since the magnetic field introduces a special Lorentz frame, the four-velocity $`u_\mu `$ is needed to rewrite the structure in a covariant way, a situation similar to the finite temperature case. Moreover, because of its special direction in the 3-dimensional space, the magnetic field breaks one more symmetry: the O(3) rotational symmetry. This new symmetry breaking is responsible for the appearance of the structure associated to the unit vector $`\widehat{B}`$.
Notice that the separation between longitudinal and transverse momenta contributions in $`\mathrm{\Sigma }`$ (i.e. $`a_1a_2`$ in (77)), an effect normally occurring in the presence of a constant magnetic field, has also a covariant representation in terms of the basic tensors of the problem,
$$p\text{/}_{}=p^\nu W_{\nu \rho }W^{\mu \rho }\gamma _\mu $$
(78)
$$p\text{/}_{}=p^\nu \stackrel{~}{W}_{\nu \rho }\stackrel{~}{W}^{\mu \rho }\gamma _\mu $$
(79)
where
$$W_{\nu \rho }=(u^\alpha \widehat{B}^\beta u^\beta \widehat{B}^\alpha )$$
(80)
$$\stackrel{~}{W}_{\nu \rho }=\frac{1}{2}ฯต_{\nu \rho \alpha \beta }W^{\alpha \beta }$$
(81)
The coefficients $`a_1`$, $`a_2`$, $`b`$, and $`c`$ in (77) are Lorentz scalars that depend on the parameters of the theory and the used approximation. From (75)-(76) one can see that in the strong-field approximation here considered their leading contributions in powers of $`1/M_W^2`$ are given by
$$a_1=\frac{g^2}{(4\pi )^2}\lambda ,a_2=0,b=a_1\chi _p,c=a_1\omega _p$$
(82)
with
$$\omega _p=pu,\chi _p=p\widehat{B}$$
(83)
It is clear from the above equations that the longitudinal and transverse neutrino modes of propagation behave quite differently. This means that the strong magnetic field gives rise to an anisotropy in the neutrino propagation that is reflected in a neutrino self-energy mainly depending on the spatial momentum parallel to the applied field (77), (82). We point out that in the weak-field approximation a neutrino anisotropic propagation was found in Ref , while in Ref. the splitting, characteristic in the presence of a magnetic field, between longitudinal and transverse momentum components, was absent. The last result was a consequence of the mass shell condition for vacuum $`\gamma p=0`$ that was imposed through out the calculation in . Moreover, it should be notice that no linear term in $`B`$ was found in , contrary to the behavior reported in , and to the one we found in $`\lambda `$ and $`\lambda ^{}`$ from Eqs. (82)-(83).
For the case of neutrino propagation in a magnetized medium ($`\mu 0`$), a self-energy structure similar to (77) has been reported . However, in that case, the coefficients $`b`$ and $`c`$ are proportional to the difference between the electron and positron densities which are functions of the electron chemical potential.
## 4 Neutrino dispersion relation and index of refraction at strong magnetic field
Using the results (77), (82) in the dispersion equation for neutrinos propagating in the external magnetic field
$$det\left[\gamma p\mathrm{\Sigma }(p)\right]=0$$
(84)
one obtains the following solution
$$\omega _p\left|\stackrel{}{p}\right|(\pm 1+a_1\mathrm{sin}^2\alpha ).$$
(85)
In Eq. (85), $`\alpha `$ is the angle between the direction of the neutrino momentum and that of the applied magnetic field. Positive and negative signs correspond to neutrino and antineutrino energies respectively.
To obtain the neutrino index of refraction $`n`$, we substitute (85) into the formula
$$n\frac{\left|\stackrel{}{p}\right|}{\omega _p}$$
(86)
to find
$$n1a_1\mathrm{sin}^2\alpha $$
(87)
From Eqs. (85) and (87) it is clear that neutrinos moving with different directions in the magnetized space will have different dispersion relation and consequently, different index of refraction. That is, although the neutrinos are electrically neutral, the magnetic field, through quantum corrections, can produce anisotropic neutrino propagation. The order of the asymmetry is $`g^2\frac{\left|eB\right|}{M_W^2}`$.
An asymmetric neutrino propagation depending on the difference between the number densities of electrons and positrons was previously found in a charged medium ($`\mu 0`$) . There, the asymmetric term changes its sign when the neutrino reverses its motion. This property was suggested to be the cause of the peculiarly high velocities observed in pulsars. In our case, however, the asymmetric term in the dispersion relation (85) does not change its sign by changing $`\alpha `$ by $`\alpha `$. On the other hand, it is clear from (87) that neutrinos moving along the external magnetic field $`(\alpha =0)`$ have index of refraction similar to the one for the free case $`(n=1)`$, while the index of refraction for neutrinos moving perpendicularly to the direction of the magnetic field $`(\alpha =\pi /2),`$ has a maximum departure from the free-case value.
## 5 Final remarks and cosmological applications
In this paper we have found the vacuum contribution ($`T=0,`$ $`\mu =0`$) of the neutrino self-energy in the strong-field regime ($`m_e^2eBM_W^2`$). The obtained self-energy depends only on the longitudinal neutrino momentum $`p_{}`$. This fact is responsible of the strongly anisotropic neutrino propagation discussed in Sec. IV. Nevertheless, contrary to what occurs in the case with $`\mu 0`$, the asymmetric term in the dispersion relation maintains the sign when the neutrino reverses its motion. From (76) we can see that in our approximation the terms in $`\mathrm{\Sigma }`$ depending on the charged lepton mass $`m_e`$ are negligible small ($`1/M_W^4`$).
Our results may find applications in the physics of neutrinos in the early Universe. First of all, notice that the existence of strong magnetic fields in the early Universe seems to be a very plausible idea, since they may be required to explain the observed galactic magnetic fields, $`B2\times 10^6`$ $`G`$ on scales of the order of $`100`$ $`kpc`$ .
The strength of the primordial magnetic field in the neutrino decoupling era can be estimated from the following reasoning. Based on constraints derived from the successful nucleosynthesis prediction of primordial $`{}_{}{}^{4}He`$ abundance , as well as on the neutrino mass and oscillation limits, an upper bound for the magnetic field produced in the early Universe prior to primordial nucleosynthesis has been predicted. A formula for the upper bound at the QCD phase transition is
$$B_{QCD}\frac{10^{21}G}{\underset{i}{}m_{\nu _i}/eV}$$
(88)
Taking into account the cosmological constraint on the sum of stable neutrino masses $`\underset{i}{}m_{\nu _i}100`$ $`eV`$, the relation (88) implies that at $`T_{QCD}=200`$ $`MeV`$ the estimated upper limit for the primordial magnetic field is
$$B_{QCD}10^{19}G$$
(89)
On the other hand, taking into account the magnetic field effect of increasing $`np`$ reaction rates in primordial nucleosynthesis, the magnetic field upper limit at the end of nucleosynthesis ($`T=10^9`$ $`K`$) is
$$B_{NS}10^{11}G$$
(90)
These values are in agreement with the equipartition principle that states that the magnetic energy can only be a small fraction of the Universe energy density. This argument leads to the relation $`B/T^22`$.
Therefore, it is reasonable to assume that between the QCD phase transition epoch and the end of nucleosynthesis a primordial magnetic field in the range
$$m_e^2eBM_W^2$$
(91)
could have been present.
On the other hand, the early Universe, unlike the dense stellar medium, is almost charge symmetric ($`\mu =0`$), since the particle-antiparticle asymmetry in the Universe is believed to be at the level of $`10^{10}10^9`$, while in stellar material is of order one. Thus, to investigate neutrino propagation in cosmology, we would have to consider, in addition to the vacuum contribution, $`\mathrm{\Sigma }_\nu ^{T=0}(m_e,M_W,eB)`$, of the neutrino self-energy, the $`\mu =0`$ thermal contribution, $`\mathrm{\Sigma }_\nu ^{T0}(m_e,M_W,eB,T)`$,
$$\mathrm{\Sigma }_\nu (m_e,M_W,eB,T)=\mathrm{\Sigma }_\nu ^{T=0}(m_e,M_W,eB)+\mathrm{\Sigma }_\nu ^{T0}(m_e,M_W,eB,T)$$
(92)
Notice that, when dealing with possible cosmological applications of our results, the vacuum neutrino self-energy calculated in Sec. III using the LLL approximation of the fermion Green function should be taken as a qualitative result. To understand this, we recall that a reasonable primordial magnetic field in the neutrino decoupling era would satisfy
$$m_e^2eB2T^2$$
(93)
For such fields, the effective gap between the Landau levels is $`eB/T^2๐ช(1)`$. Clearly, in this case the weak-field approximation, which would correspond to a high-temperature approximation, cannot be used because field and temperature are comparable. On the other hand, because the thermal energy is of the same order of the energy gap between Landau levels, it is barely enough to induce the occupation of only a few of the lower Landau levels. Therefore, the LLL approximation, even though too radical here since, strictly speaking, this is not a clear-cut strong-field case, it will provide a qualitative description of the neutrino propagation. In other words, the vacuum structure associated to the anisotropic propagation should still be present for fields $`eB2T^2`$, although the coefficient $`c`$ in Eq. (77) may be quantitatively different.
A more quantitative treatment of the neutrino propagation in a field $`eB2T^2`$ would require numerical calculations due to the lack of a leading parameter. In this sense, the extension to spin-one charged particles of the Ritusโ method developed in Section II can be very useful, since expression (63) is a suitable representation to be used to numerically find the coefficients $`a`$, $`b`$ and $`c`$ of the general structure of the self-energy (77).
Therefore, one can expect that the anisotropic propagation of neutrinos at zero chemical potential, found in our calculations at the LLL approximation, would be reflected in the propagation of neutrinos in the early universe if primordial fields satisfying the condition (93) were present. Even if the anisotropic term results small, it would account for a qualitatively new effect. If that is the case, one can envision that the anisotropy would leave a footprint in a yet to be observed relic neutrino cosmic background. If such an effect were detected, it would provide a direct experimental proof of the existence of strong magnetic fields in the early Universe.
Acknowledgment
We thank V. Gusynin and J. F. Nieves for enlightening discussions. Ferrer and Incera would like to thank the Institute for Space Studies of Catalonia and the Department of Structure and Constituents of Matter of the University of Barcelona for their warm hospitality during the time this work was done. This work has been supported in part by NSF grants PHY-0070986 and PHY-9722059(EF and VI), NSF POWRE grant PHY-9973708 (VI) and by grants PB96-0925 DGICYT and 1999SGR-00257 CIRIT (EE).
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# The anomalous Galactic globular cluster NGC 2808. Based on observations made at the European Southern Observatory, La Silla, Chile, and on observations with the NASA/ESA Hubble Space Telescope.
## 1 Introduction
After more than three decades of observational and theoretical efforts, the causes of the star distribution along the horizontal branch (HB) in Galactic globular clusters (GGC) remain obscure. In general, the HBs tend to become bluer and bluer with decreasing metallicity. However, there is a large variety of HB morphologies, and many HBs do not have the color expected for their metal content. Among these, a special case is represented by those clusters that have extended-HB blue tails (EBT), indicating that some of the HB stars lost almost all of their envelope during the red giant branch (RGB) phase or at the helium core flash (Ferraro et al. 1998; Piotto et al. 1999, and references therein). In many GGCs there is another peculiarity: a bimodal or multimodal distribution along the HB (Catelan et al. 1998), which sometimes results in a gap, i.e., a region clearly underpopulated in stars. All the EBTs present at least one gap along them (Ferraro et al. 1998; Piotto et al. 1999). No clear explanation for the origin of the gaps is available at present.
Surely, NGC 2808 represents the most extreme known example of these anomalous GCs. Since Harris Harris (1974), it is known that its HB is rather unusual. In fact, it is rich in both red and blue HB stars, but almost completely lacking in intermediate color objects. Despite the richness of the total HB population, Clement & Hazen Clement & Hazen (1989) found only two RR-Lyrae variables. The bimodality of the HB has been confirmed in many subsequent color magnitude diagram (CMD) investigations of NGC 2808 (Walker 1999, and references therein, hereafter W99), and in some other clusters (Catelan et al. 1998) However, only the deep CMD in the $`B`$, $`V`$, and UV (F218W) bands โ based on $`HST`$ WFPC2 data โ allowed the discovery of the other anomalies which make NGC 2808 probably a unique case (Sosin et al. 1997, hereafter S97). S97 showed that the blue HB extends down to very faint magnitudes, well below the main sequence (MS) turn-off. Most importantly, the EBT has also two narrow gaps. S97 could not find any plausible explanation either for the HB extension or for the multimodal distribution of the HB stars. As already suggested by Rood et al. (1993), S97 excluded that these could be due to an age or metallicity dispersion. Also merging events can be excluded (Catelan et al. 1998; S97). No other plausible explanations for the observed HB have been found, yet.
The discovery of the peculiar HB in NGC 2808 is part of a long term $`HST`$ program aimed at identifying anomalous stellar populations in the cores of GGCs (Piotto et al. 1999). As groundbased followup, we are also carrying out a project for a wide field mapping of the envelopes of the clusters observed with $`HST`$. It has been often suggested that dynamical interactions in dense clusters could modify their stellar populations (Djorgovski & Piotto 1993; Fusi Pecci et al. 1993). A combination of the high resolution $`HST`$ images in the densest inner region of a GGC with the wide field frames of the outer parts allows a direct test of this hypothesis. In this respect, the extreme properties of NGC 2808 offer a unique opportunity. Surely it is of interest to see whether the HB maintains its morphology also in the outskirts of the cluster.
In this paper we present wide-field stellar photometry in $`UBVI`$ of the entire cluster, extending beyond its tidal radius. While we were working to this project, a wide field $`BV`$ CMD diagram of NGC 2808 has also been published by W99. Our study complements the W99 work, extending the photometry to stars in outer regions, and to the $`U`$ and $`I`$ bands. A list of the main cluster parameters can be found in Table 1.
## 2 Observations and reduction
### 2.1 The data set
NGC 2808 has been observed in the $`UBVI`$ bands in January 1998 with DFOSC mounted on the 1.54 ESO-$`Danish`$ telescope at La Silla. DFOSC was equipped with a 2048 $`\times `$ 2048 thinned LORAL CCD, with a pixel scale of 0.39<sup>โฒโฒ</sup>/pixel. An area of $`44\times 33`$ arcmin<sup>2</sup> (Fig.1) has been mapped in $`BV`$ with a set of 9 partially overlapping fields. We took two $`B`$ and two $`V`$ exposures per field (50, 1800s in $`B`$, and 25, 900s in $`V`$), plus an additional 25s exposure in $`I`$ for calibration purposes. An additional 12.9$`\times `$12.9 $`arcmin^2`$ field centered on the center of NGC 2808 has been covered with $`300+5\times 1200`$s in $`U`$, $`30+900`$s in $`B`$, 420s in $`V`$, and 25s in $`I`$. Due to the combined effects of seeing and charge bleeding, stellar images had a FWHM around 1.5 arcsec in all the images, but the nights were all photometric.
NGC 2808 has also been observed in the $`VI`$ bands in March 1995 with EMMI mounted on the ESO-$`NTT`$ telescope. An area of $`30\times 36`$ arcmin<sup>2</sup> (Fig.2) has been covered with a mosaic of twelve $`7.5\times 7.5`$ arcmin<sup>2</sup> partially overlapping fields. For each field we obtained one 25s exposure both in $`V`$ and $`I`$. An additional field centered at $`7`$ arcmin from the cluster center has been covered with exposures of $`3\times 600s`$ in $`V`$ $`+5\times 600s`$ in $`I`$. The seeing was stable and around 0.9 arcsec (FWHM), but the night was not photometric.
Finally, we also re-reduced the F439W and F555W WFPC2 $`HST`$ images used by S97 in their investigation. In this case, the total exposure time was 510s and 57s in F439W and F555W bands, respectively. As the PC camera was approximately centered on the center of NGC 2808, the WFPC2 data allow us to investigate the inner $`100`$ arcsec of the cluster, while the groundbased mosaics extend to $`1.7r_\mathrm{t}`$, where $`r_\mathrm{t}`$ is the tidal radius ($`r_\mathrm{t}=15^{}.6`$, Table 1).
### 2.2 Data reduction
All the groundbased images have been pre-processed in the standard way with IRAF, using the sets of bias and sky flat-field images collected during the observing nights. The PSFs have been obtained with the standard routines in DAOPHOT II (Stetson 1987), while we used ALLFRAME (Stetson 1994) on all the images for the actual PSF-fitting photometry. The $`HST`$ data have been reduced again (after S97). In S97, for the stellar photometry, they used ALLSTAR (Stetson 1993) and a set of PSFs derived directly from the single NGC 2808 images. Here, we used ALLFRAME on a new list obtained from a median image of all frames (Stetson 1994). The new reduction allowed us to extend the photometry from the $`HST`$ data by $`1`$ magnitude fainter than in S97. This is an important improvement, in particular for the determination of the faintest limit of the EBT (cf. Sect. 5).
### 2.3 Calibration to a standard photometric system
Particular care has been devoted to link the instrumental magnitudes (from both the groundbased and $`HST`$ data) to a photometric standard system.
#### 2.3.1 Groundbased data
Only the nights at the $`Danish`$ telescope were photometric. In order to obtain the transformation equations relating the instrumental ($`ubvi`$) magnitudes to the standard $`UBV`$(Johnson), $`I`$(Kron-Cousins) system, six Landolt (Landolt 1992) fields of standards have been observed. Specifically: the selected areas 95, 98, and the Rubin 149, PG0918+029, PG1047+003, and PG1323-086 fields. In each of these, there are other secondary standard stars by Stetson Stetson (2000) which extend the previous Landolt sequence to 90, 618, 147, 80, 45, and 63 standards, respectively, for each field. Moreover, 34 stars in the field of NGC 2808 from Harris (Harris 1978) and 19 from Walker<sup>1</sup><sup>1</sup>1 Note that we used the correct stars listed in erratum of Walker Walker (2000). (W99) were used as additional photometric standards for this calibration. For all 1096 of these stars aperture photometry was obtained on all the images after the digital subtraction of neighboring objects from the frames. Most importantly, these standard stars cover the color interval: $`0.3<(BV)<2.0`$. We used DAOGROW (Stetson 1990) to obtain the aperture growth curve for every frame and other related codes (by PBS) to determine the aperture corrections, the transformation coefficients, and the final calibrated photometry (e.g., Stetson 1993). We used transformation equations of the form
$$v=V+A_0+A_1X+A_2(BV),$$
$$b=B+B_0+B_1X+B_2(BV),$$
$$i=I+C_0+C_1X+C_2(VI),$$
$$u=U+E_0+E_1X+E_2(UB).$$
Second order color terms were tried and turned out to be negligible in comparison to their uncertainties in all four filters. It is a reasonable hypothesis that the color-dependent terms imposed by the telescope, filter, and detector should be reasonably constant over the course of a few nights, so after $`A_2`$, $`B_2`$, and $`C_2`$ had been independently determined from each nightโs data, we obtained weighted mean values of these parameters and imposed them as fixed quantities for the definitive calibration; note that we had only one night of observations in $`U`$ band. The NGC 2808 images enabled us to define 1690 local standards that met the following conditions: each was well separated from its neighbors (according to a criterion described in Stetson Stetson (1993) Sect. 4.1), each was observed at least eight times, each had a standard error of the mean magnitude (averaged over all filters) less than 0.01 mag, each had a mean instrumental magnitude less than 14.5 (again averaged over all filters), each had a mean value of the goodness-of-fit statistic, CHI, less than 2, and each had a mean value of the image-shape statistics, SHARP, between $`0.5`$ and $`+0.5`$. Once calibrated, this local standard sequence enables us to place each of the photometric and nonphotometric observations of NGC 2808 at the $`Danish`$ telescope on the same magnitude system with an uncertainty of $`0.002`$ magnitudes for $`V`$, $`0.003`$ for $`B`$, $`0.028`$ for $`I`$ and $`0.001`$ for $`U`$ (typical uncertainty in the relative zero point of one frame as referred to the average of all frames). In a similar way, the $`NTT`$ data have been calibrated to the average $`Danish`$ photometric system above defined with an uncertainty of 0.003 magnitudes in $`V`$ and 0.004 magnitude in $`I`$.
#### 2.3.2 $`HST`$ calibration
Calibration of the $`HST`$ data of S97 โ even updated with the most recent Charge Transfert Efficiency correction by Wiggs et al. Wiggs et al. (1997) โ shows a strong disagreement (cf. Fig.7) with our and previous W99 photometry, being almost 0.1 mag bluer in $`(BV)`$ than the ground-based results. Therefore, to obtain a calibration as homogeneus as possible between the two samples, the $`HST`$ data have been calibrated by comparing the magnitudes of a number of convenient common stars to the $`Danish`$ ground-based data producing a linear transformation between $`HST`$ data and $`Danish`$ data. These comparison stars had to satisfy the following criteria: each had at least a radial distance of $`59`$ arcsec from the estimated position of the center of the cluster, each had a $`Danish`$ magnitude brighter than 18.00 in $`B`$, each had a ground-based error less than 0.20 in $`B`$, and each had an $`HST`$ error less than 0.05 in $`B_{HST}`$. Among these a $`k`$-$`\sigma `$ clipping procedure were followed to choose the best mean magnitude difference based on 164 stars in $`B`$ and 115 in $`V`$.
After this procedure, the $`B`$ and $`V`$ magnitudes for the $`HST`$ data were linked to the groundbased $`Danish`$ system previously defined with an uncertainty of 0.003 magnitudes in both the two bands.
## 3 The Color Magnitude Diagrams
The CMDs derived from the photometry of about 60,000 stars discussed in the previous section are presented in Figs. 3$``$6. This is the most complete photometry of the NGC 2808 stellar population published so far. It complements the CMDs presented by S97 and W99 both by extending the radial coverage to the tidal radius (and beyond) and by adding the $`U`$ and $`I`$ photometry. The $`V`$ vs. ($`BV`$) CMDs are presented in Fig. 3 (groundbased data), and Fig. 4 ($`HST`$ data). The larger CMD in Fig. 3 shows the stars with $`100<r<400`$ arcsec, while the CMD in the inset shows all the 30,000 stars with $`100<r<r_\mathrm{t}`$ arcsec and a photometric error $`<`$ 0.05. Note how the CMD of Fig. 4 goes $`1`$ magnitude fainter than in S97, enabling us to cover the entire HB even in the very inner regions ($`r100`$ arcsec). The groundbased and the $`HST`$ data have similar limiting magnitudes at $`V22`$. Fig. 5 shows the CMD in the $`V`$ vs. ($`UB`$) plane ($`Danish`$ data only), while Fig. 6 shows the $`V`$ vs. ($`VI`$) diagram (from the combination of the $`Danish`$ and $`NTT`$ data). The two diagrams of Fig. 6 refer to the same annuli defined in Fig. 3. The CMDs of Figs. 3$``$6 clearly show both the extended HB tails and the gaps along the HB. As indicated by the arrows, the gaps are still present in the outer fields (cf. discussion in Sect. 5). Also the blue straggler (BS) sequence is clearly defined. The BS sequence seems to be more extended in magnitude in the inner field (Fig. 4) than in the outer fields (Fig. 3). In the groundbased data there is a strong contamination by field stars, as expected from the low galactic latitude of NGC 2808 (Table 1). As discussed by W99, there is also some differential reddening in the direction of this cluster: in Figs. 3$``$6, and in the following, we did not apply any differential reddening correction.
### 3.1 Comparison with previous work
The peculiar HB of NGC 2808 has called the attention of many investigators in the past. The most complete CCD $`V`$ vs. ($`BV`$) CMDs have been published by Ferraro et al. Ferraro et al. (1990)(F90), S97, W99. The hand drawn fiducial lines (on the original data) for the CMDs of S97, W99, and Fig. 3, and the fiducials given by F90 are compared in Fig. 7 (upper panel). We must note that the broadening of the sequences due to the differential reddening makes the task of determining the fiducial lines quite difficult. An uncertainty of the order of at least $`\pm 0.02`$ magnitudes must be associated with the fiducial points discussed below. First of all, we note a general agreement with the photometry of W99 from the MS to the RGB tip. A shift by 0.02 magnitudes (most likely due to differential reddening) would make the two fiducial lines overlap, except only for the brightest part of the RGB and the faint part of the HB, where it is quite hard to get accurate fiducials because of the small number of stars. In any case, a small color term error at these extreme colors cannot be excluded. In this regard, we note that while the color coverage of the standards used by W99 was $`0.2<`$($`BV`$)$`<1.5`$, our calibration is based on a much larger number of standards with $`0.3<`$($`BV`$)$`<1.6`$ (cf. Sect. 3.1). As expected from the general agreement with W99, Fig. 7 confirms that the photometries of S97 and F90 are affected by both scale and zero point errors (cf. W99 for more details). As already discussed in the previous section, in view of the problems in calibrating the $`HST`$ data of S97, in the present paper we have linked the $`HST`$ magnitudes directly to the more robust groundbased system. Fig. 7 (lower panel) compares the fiducial lines of Fig. 6 with the CMD from Rosenberg et al. Rosenberg et al. (2000). There is a general agreement between the two sets of photometry, with a possible small ($`0.01รท0.02`$ magnitudes) zero point difference in color, which is likely due to differential reddening.
## 4 Reddening, distance, metallicity
As discussed in W99, the reddening of NGC 2808 is very uncertain. Surely, some of the discrepancies among the different values in the literature are due to the effects of the differential reddening. Also on the value of differential reddening there is no general agreement. We have estimated the differential reddening in the region from the cluster center to $`r=400`$ arcsec by comparing the dispersion of the RGB for $`13<V<14`$ and the dispersion due to the photometric errors calculated using the artificial star tests. The resulting differential reddening is 0.02 magnitudes.
In Sect. 4.1, we will adopt a new and original method to get the reddening of NGC 2808, following the analysis of the RGB morphology in the $`V`$ vs. ($`VI`$) plane presented in Saviane & Rosenberg (1999) and Saviane et al. Saviane et al. (2000). In the following, we will make use of a CMD obtained from the stars in an annulus centered on the cluster center and covering a radial interval $`30<r<200`$ arcsec. The reddening that we will obtain must be considered as the average reddening within this annulus. As discussed below, for a proper use of the method described by Saviane et al. Saviane et al. (2000) (hereafter S00) for the reddening estimate, we will have to assume a metallicity for NGC 2808. To be consistent with S00, we will adopt the metallicities given by Rutledge et al. Rutledge et al. (1997)(RHS97), i.e. \[Fe/H\]=$`1.24\pm 0.03`$ on the Carretta & Gratton Carretta & Gratton (1997)(CG) scale, as extended by Cohen et al Cohen et al. (1999), and \[Fe/H\] $`=`$ $`1.36`$ $`\pm 0.05`$ on the Zinn & West Zinn & West (1984)(ZW) scale.
### 4.1 Reddening and distance from the RGB stars
In S00 we used our photometric *V, I* database of GGCs (Rosenberg et al. 2000) to define a grid of fiducial RGBs, which was then used to find a monoparametric description of the red giant branches. The adopted fitting function is $`M_I=a+b(VI)+c/[(VI)d]`$, where $`M_I`$ and $`(VI)`$ are the absolute magnitude and dereddened color and each coefficient is a second-order polynomial in \[Fe/H\], i.e. $`a=k1[\mathrm{Fe}/\mathrm{H}]^2+k2[\mathrm{Fe}/\mathrm{H}]+k3`$, etc. (the coefficients are listed in Tab. 5 of S00). The calculations were repeated for two distance scales and two metallicity scales (CG and ZW). The formula can now be inverted in order to express \[Fe/H\] in terms of $`M_I`$ and $`(VI)`$. Trivial algebra yields:
$$\mathrm{A}[\mathrm{Fe}/\mathrm{H}]^2+\mathrm{B}[\mathrm{Fe}/\mathrm{H}]+\mathrm{C}=0,$$
where:
$`\begin{array}{c}\mathrm{A}=k_4(VI)^2+(k_1k_4k_{10})(VI)k_1k_{10}\\ \mathrm{B}=k_5(VI)^2+(k_2k_2k_{10}k_5k_{10})(VI)\\ \mathrm{C}=k_6(VI)^2+(k_3k_6k_{10}M_I)(VI)+\\ +k_{10}(M_Ik_3)\end{array}`$
Solving the quadratic equation, one finds
$$[\mathrm{Fe}/\mathrm{H}]=(\mathrm{B}+\sqrt{\mathrm{\Delta }})/2\mathrm{A}.$$
(1)
Where, as usually, $`\mathrm{\Delta }=\mathrm{B}^24\mathrm{A}\mathrm{C}`$. The other root of the equation has no physical meaning. In this way, it is straightforward to calculated the metallicity for any RGB star, provided that the distance modulus and reddening are known. Once the correct combination of reddening and distance modulus are used, in the \[Fe/H\] vs $`M_I`$ plane (Fig. 8), one expects a vertical distribution, centered on the mean cluster metallicity, with a dispersion which is related to the actual color dispersion in the original CMD. The left panel of Fig. 8 shows the \[Fe/H\] vs $`M_I`$ diagram obtained from Eq. (1), based on an apparent distance modulus $`(mM)_V=15.56`$ and a reddening $`E_{BV}=0.23`$ from the updated on-line catalog of Harris (June 1999 revision). It is evident that the RGB is not vertical. The situation improves using the $`E_{BV}=0.20`$ proposed by W99 (Fig. 8, central panel), but still we need to search for a better combination of parameters by exploring a possible range of reddenings and distance moduli.
In order to have a quantitative measure of the best reddening and distance modulus, we used the slope of the linear fit of RGB stars, $`|\mathrm{tg}\alpha |=\mathrm{\Delta }[\mathrm{Fe}/\mathrm{H}]/\mathrm{\Delta }\mathrm{M}_\mathrm{I}`$, in the absolute magnitude-metallicity plane. The dispersion $`\sigma _{[\mathrm{Fe}/\mathrm{H}]}`$ in \[Fe/H\] around the mean value, in the same plane, was also used; this parameter yields a result consistent with that obtained from $`|\mathrm{tg}\alpha |`$, though with a lower โresolutionโ. The values of $`|\mathrm{tg}\alpha |`$ were computed for a discrete range of $`(mM)_V`$ and $`E_{BV}`$ (with steps of 0.001 in color and 0.005 in distance modulus). The $`E_{VI}`$ values were obtained using the relation $`E_{VI}=1.28E_{BV}`$ Dean et al. (1978). We started our calculations on the CG metallicity scale, and adopting the Carretta et al. Carretta & Gratton (1999) distance scale (S00). On this distance scale, the HB luminosity - metallicity relation is $`M_V^{\mathrm{HB}}=0.18[\mathrm{Fe}/\mathrm{H}]+0.90`$. The value of $`|\mathrm{tg}\alpha |`$ as a function of the reddening and distance modulus is plotted in Fig. 9 as a 3d surface (left panel), and contour map (right panel). Clearly, the best reddening is well defined by a valley of minimum values of $`|\mathrm{tg}\alpha |`$, centered at $`E_{BV}`$ $``$0.185. In order to constrain also the distance modulus, we need to assume a metallicity. In Fig. 9 (right panel), the inclined heavy lines connect the points of the reddening-distance grid corresponding to a mean metallicity (as calculated from Eq. (1)) \[Fe/H\]=$`1.24`$ (central line) $`\pm 0.03`$ (the two lateral lines). The almost vertical heavy lines show the 1 standard deviation from the minimum value of $`|\mathrm{tg}\alpha |`$, and can be used to quantify the uncertainty on the reddening. Fig. 9 shows that there is only a small allowed region for $`(mM)_V`$ and $`E_{BV}`$, in order to have the mean metallicity from Eq. (1) consistent with the adopted \[Fe/H\] value. In conclusion, a self consistent set of distance, reddening and metallicity values is obtained only adopting $`E_{BV}=0.19\pm 0.01`$, $`(mM)_V=15.74\pm 0.10`$, (internal errors) and assuming the RHS97 metallicity on the CG scale. The error on the apparent distance modulus was obtained as 1/2 the permitted range in Fig. 9 (right panel). The corresponding $`M_I`$ vs. \[Fe/H\] diagram is shown in Fig. 8 (right panel). The procedure was repeated for the ZW metallicity scale, obtaining a slightly lower $`E_{BV}=0.18\pm 0.01`$, and $`(mM)_V=15.60\pm 0.10`$ (internal errors), still consistent with the previous determination within the errors.
### 4.2 Comparison with NGC 1851
An independent check on the reddening and distance obtained above was carried out by comparing the CMDs of NGC 2808 and NGC 1851. For NGC 1851, we used the CMD of Rosenberg et al. Rosenberg et al. (2000), whose photometry is consistent with the present work, as shown in Fig. 7 (lower panel). Moreover, according to RHS97, the two clusters have the same metallicity within 0.08 dex (CG scale), with NGC 1851 more metal rich than NGC 2808, and both clusters have a bimodal HB. NGC 1851 has a low, fairly well determined reddening $`E_{BV}`$ = 0.02 (Saviane et al. 1998). The NGC 2808 fiducials (solid lines) and the CMD of NGC 1851 (open squares) are overplotted in Fig. 10. The best match is obtained by applying a shift of $`\mathrm{\Delta }V=0.11`$ in magnitude, and $`\mathrm{\Delta }(VI)=0.18`$ in color to the NGC 1851 diagram. The corresponding shift in $`(BV)`$ would be $`\mathrm{\Delta }E_{BV}=0.18/1.28=0.14\pm 0.02`$, which implies $`E_{BV}(\mathrm{NGC}2808)=0.16\pm 0.03`$. This value being consistent with the previous determination. To be consistent with the distance modulus determined in the previous section, we have to adopt the same distance scale, i.e. the scale of Carretta et al. Carretta & Gratton (1999), based on the relation
$$M_V=0.18[Fe/H]+0.90$$
for the absolute magnitude of the ZAHB. Adopting \[Fe/H\]$`=1.14`$ for NGC 1851 we have $`M_{V,\mathrm{ZAHB}}^{1851}=0.69`$. Walker Walker (1998) finds $`V_{\mathrm{ZAHB}}^{1851}=16.20`$, while Zoccali et al. Zoccali et al. (1999) give $`V_{\mathrm{ZAHB}}^{1851}=16.33`$. Adopting a $`\overline{V_{\mathrm{ZAHB}}^{1851}}=16.27`$ for NGC 1851, we have an apparent distance modulus $`(mM)_V^{1851}=15.58`$ for this cluster. On the other side, NGC 1851 is 0.1 dex more metal rich than NGC 2808, and therefore it has a 0.02 magnitudes fainter HB. In summary, we have $`(mM)_V^{2808}`$ = $`(mM)_V^{1851}`$ $`+`$ $`\mathrm{\Delta }M_V`$(ZAHB) $`+`$ $`\mathrm{\Delta }V`$ = $`15.58+0.02+0.11`$ = $`15.71\pm 0.20`$, where the error accounts for all the error sources.
A similar approach to estimate the reddening of NGC 2808 has been followed by W99, who used as template RGB or HB sequences the CMDs of three well-studied clusters (NGC 6362, NGC 1851, and NGC 6229) having similar metallicities. His best final value for the reddening is $`E_{BV}=0.20\pm 0.02`$, but he also notices that the shape of the RGB would suggest a slightly lower reddening and higher metallicity. We now have been able to show that the RGB morphology does suggest a lower reddening ($`E_{BV}=0.18รท0.19`$, depending on the metallicity scale), still compatible with the spectroscopic value of \[Fe/H\].
### 4.3 Comparison with theoretical models
The comparison between theoretical predictions and multiband photometric data collected for NGC 2808 allows us to supply independent estimates of both reddening and distance modulus. A similar approach has been used also by S97 who present a detailed comparison between ZAHB models (Dorman et al. 1993) and $`HST`$ observations. However, their main conclusions concerning the reddening and the distance modulus were hampered by the problems already mentioned in the zero-point of the photometric calibration and in the transformation of theoretical predictions into the observational plane.
First, we will start with the classical two-color diagram $`(UB,BV)`$ of Fig. 11, to constrain the cluster reddening, since it does not depend on the distance modulus. In particular, we will focus our attention on the HB stars, because their distribution in this plane is strongly affected by reddening (Fig. 11).
Fig. 12 shows the comparison in the $`(UB,BV)`$ plane between the Danish sample and the theoretical prescriptions about the ZAHB locus for Z=0.001 and an initial helium content equal to Y=0.23 (Cassisi et al. 1999). The ZAHB models correspond to a RGB progenitor with mass equal to $`0.8M_{}`$, whose He core mass at the He ignition and surface He abundance after the first dredge up, are equal to $`0.5018M_{}`$ and $`Y_{\mathrm{HB}}=0.243`$, respectively. The minimum stellar mass plotted in Fig. 12 is equal to $`0.5022M_{}`$; with an effective temperature $`35,000`$K lower than the one corresponding to the He Main Sequence.
Bolometric magnitudes and effective temperatures were transformed into the observational plane by adopting the bolometric corrections and the color-temperature relations provided by Castelli et al. Castelli et al. (1997a, b). By adopting the extinction curve by Cardelli et al. Cardelli et al. (1989), we obtain a plausible fit (Fig. 12) between theory and observations only by assuming $`E_{BV}=0.19\pm 0.03`$ (solid line).
Once the reddening value is secured, we can estimate the distance modulus of NGC 2808 by comparing the theoretical ZAHB and the observed HB stars in the $`(V,BV)`$ CMD.
Fig. 13 shows that the models fit both the blue and red HB stars if we assume a distance modulus equal to $`15.85\pm 0.1`$ (fitting errors only). Both the reddening value and the distance modulus we derived by comparing theory and observations are, within current uncertainties, in fair agreement with the independent estimates we obtained in the previous sections.
As a consequence, in the following we will adopt a reddening value of $`E_{BV}=0.19\pm 0.01\pm 0.02`$ (to take into account the differential reddening), and an apparent $`V`$ distance modulus $`(mM)_V=15.79\pm 0.07`$ (internal error) $`\pm 0.08`$ (due to the differential reddening).
## 5 The Horizontal Branch morphology
We have already discussed how the HB peculiarities possibly make NGC 2808 a unique test case for understanding the formation and evolution of the HB stars. In this section, we will make use of our large sample to better define the stellar distribution along the HB and the spatial distribution of HB stars characterized by different effective tempertatures.
All the CMDs of Figs. 3$``$6 clearly show the EBT. In general, as a consequence of the photometric errors, the EBT tends to become more and more dispersed toward fainter magnitudes, though some intrinsic dispersion (at a level of $`0.02`$ magnitudes (after the subtraction of the contribution by the photometric error and the differential reddening)) cannot be excluded. By using our evolutionary models for He-burning structures we have verified that the spread present in Fig. 13, is mainly due to evolutionary effects.
Both the CMD for the inner 100 arcsec (Fig. 4) and those for the outer regions (e.g. Fig. 3) show that the EBT extends to $`V`$=21.2, confirming the results of W99. The EBT extends by more than one magnitude in $`UB`$ when moving from low to high-temperatures. The HB presents two well-defined gaps along the blue tail, and even though a sizable fraction of HB stars lie on both the red and blue side of the instability strip, the region in between is poorly populated, and indeed only two RR Lyrae have been currently identified (Clement & Hazen 1989). Interestingly enough, the three gaps are also present in both in the inner and outer regions, showing that they are not confined to the inner core. This empirical evidence is worth being investigated in more detail, because it could be crucial to finding out the origin of these features.
### 5.1 The HB $`U`$-jump
In the previous section, we have already presented a comparison between the observed HB and the models by Cassisi et al. Cassisi et al. (1999) in the $`(UB,BV)`$ and $`(V,BV)`$ planes for an independent reddening and distance determination. Note that theoretical predictions properly account for the ZAHB distribution of both cool and hot HB stars (see Fig. 12 and Fig. 13).
On the basis of accurate Strรถmgren photometric data, Grundahl Grundahl et al. (1998) and Grundahl et al. Grundahl et al. (1999) found that all GGCs with a sizable fraction of hot HB stars present a well-defined jump in the $`u`$ band among blue HB stars. In particular, they succeeded in demonstrating that in the $`(u,uy)`$ plane HB stars characterized by effective temperatures ranging from 11,500 to 20,000 K are brighter and/or hotter than canonical HB models. This effect was explained as an increase in the abundance of elements heavier than carbon and nitrogen caused by radiation levitation. The overall scenario was soundly confirmed by high-resolution spectroscopic measurements (Behr et al. 2000a; Behr et al. 2000b). Owing to the good accuracy of our ground based photometric data and the large sample of HB stars we decided to test whether a similar effect is also present in the canonical $`(U,UB)`$ plane. Fig. 14 shows quite clearly the appearance of a $`U`$-jump among HB stars hotter than $`UB=0.11\pm 0.03`$, thus suggesting that this effect can also be detected in the canonical $`U`$ band. This finding is not surprising, since a detailed check of Fig. 7 in Grundahl et al. Grundahl et al. (1999) shows that the emergent flux in the $`U`$ and in the $`u`$ bands are quite similar for $`11,500T_\mathrm{e}20,000`$ K. If we assume that the jump takes place at $`UB=0.11\pm 0.03`$ the HB stars start to be affected by radiation levitation at effective temperatures of the order of $`11,600\pm 350`$ K, in very good agreement with the results by Grundahl et al. (1999). This also confirms the spectroscopic results by Behr et al. (2000a, and reference therein) suggesting that the bulk of the HB stars hotter than 10,000 K present strong heavy element enhancements. Even though color-temperature transformations are still affected by systematic uncertainties in the short wavelength region, this finding brings out the evidence that the effects of radiation levitation and elemental diffusion in blue HB stars can also be investigated in the $`U`$ band.
### 5.2 Statistical significance of the gaps
As discussed in Catelan et al. Catelan et al. (1998), assessing the statistical significance of the gaps along the EBTs is not a trivial task. Following the discussion in Piotto et al. Piotto et al. (1999), taking advantage of the fact that the EBT runs almost parallel to the $`V`$-magnitude axes, we have constructed a histogram of the EBT star distribution in $`V`$-magnitude. Fig. 15 shows this histogram for the 497 stars on the EBT with $`17<V<21`$ and a photometric error $`<`$ 0.05. These stars have been extracted from the CMDs of Fig. 4 ($`r<100`$ arcsec) and Fig. 3 ($`100<r<1040`$ arcsec). Confirming the visual impression from the CMDs, Fig. 15 shows a gap at $`V18.5`$ (hereafter G1) and a second one (G2) at $`V20.0`$. From a comparison with the models (Fig. 13), G1 is located on the HB in a position corresponding to a $`T_\mathrm{e}15,900K`$, while G2 is at $`T_\mathrm{e}25,400K`$. The corresponding masses are 0.57 $`M_{}`$ and 0.52 $`M_{}`$ respectively. Judging from the error bars (Poisson errors) of the histogram, we can confirm the results of S97 on the significance of these gaps.
We can also follow a different approach (Catelan et al. 1998). In the simplest hypothesis, assuming a uniform distribution in $`V`$ of the stars along the EBT, we can calculate the probability $`P_\mathrm{g}`$ of having a gap at a given position. Using Eq. 2 of Catelan et al. (1998), we find: $`P_\mathrm{g}`$=$`3\times 10^5`$ for G1 and $`P_\mathrm{g}`$=$`4\times 10^6`$ for G2. This is the probability of having a gap exactly at the position of G1 and G2 from a uniform distribution. Indeed, we are interested to see what is the probability to have a gap on the EBT, not a gap at a given position on the EBT. Using Eq. (3) in Catelan et al. (1998) we have that the probability $`P_\mathrm{r}`$ of finding a gap at any position on the HB of Fig. 15 is still $`P_\mathrm{r}=3\times 10^3`$ for G1 and $`P_\mathrm{r}=3\times 10^4`$ for G2.
In conclusion, if the distribution in $`V`$ of the stars along the EBT is uniform, the probability of finding even only one of the gaps G1 and G2 is negligible. This would imply that these gaps must be real in some physical sense, and not a statistical fluctuation. However, we do not know if the null hypothesis of a uniform distribution is correct. Indeed, looking at the distribution of the stars in Fig. 15, and in the other GGCs with EBTs (Fig. 9 in Piotto et al. 1999, see also Catelan et al. 1998), it seems that the stellar distribution might be not uniform at all. Still, the fact that all the clusters with an EBT show gaps along it, and that some of these gaps seem to be located at very similar positions (either in temperature or mass) on the HBs of different clusters (Piotto et al. 1999), might be suggestive of a genuine physical mechanism for producing gaps. A physical origin is furtherly strenghtened by the empirical results by Behr et al. (2000a) and Behr et al. (2000b), who find a discontinuity both in the rotational velocity and in the abundance ratios of the stars at the level of the gap in the EBT of M13. Though there have been many attempts to explain the observed gaps (Catelan et al. 1998; Caloi 1999; DโCruz et al. 1996; Rood et al. 1998; Soker 1998), we still lack a coherent and quantitative model which accounts for their origin.
### 5.3 Radial distribution of the HB stars
Fig. 16 shows the $`V`$ vs. ($`BV`$) CMDs of NGC 2808 in six different radial bins. The contamination by field stars becomes rather strong in the outer fields, as expected from the location of the cluster in the Galaxy. According to Trager et al. Trager et al. (1993), the tidal radius of NGC 2808 is $`r_\mathrm{t}=15^{}.6`$. Therefore, we expect all the stars in the bottom right panel of Fig. 16 to be field stars. The most interesting facts shown by Fig. 16 are that:
1. the EBT is present surely beyond $`400`$ arcsec, corresponding to more than nine times the half mass radius $`r_\mathrm{h}`$, and it extends to $`V=21.2`$ also in these external regions;
2. also the gaps on the EBT are present at least out to 400 arcsec from the cluster center, and possibly beyond it;
3. the locations of the gaps in the CMD seem to be the same all over the cluster.
We have also checked the relative number of HB stars as a function of the radius. The HB stars have been divided into 4 groups (cf. Fig. 16): red clump (all the HB stars redder than the RR Lyrae instability strip); EBT1 (the HB stars bluer than the RR Lyrae instability strip, but brighter than the first gap G1); EBT2 (the HB stars within the two gaps); EBT3 (the HB stars fainter than the gap G2). The relative numbers of these stars (corrected for complitness) out to 400 arcsec are shown in Fig. 17. Overall, there is no statistically significant radial gradient. This is the most important observational evidence.
It must be noted that DโCruz et al. (2000) and Whitney et al. (1998) found an absence of radial gradients in the distribution of the EBT stars in $`\omega `$ Cen, though in that case the investigation was extended only out to 0.3 tidal radii. We want to furtherly comment on two of the panels of Fig. 17. First of all, the bottom panel shows that the faintest (hottest) HB stars (group EBT3) seems to be less numerous in the outer bin ($`r>100`$ arcsec). However, the small number of stars and the uncertainty on the completeness correction make this difference very marginal (at 2 sigma level). Second, the upper panel seems to show a marginal trend of the RGB<sup>2</sup><sup>2</sup>2We consider RGB stars brighter than HB red clump, assumed $`V_{\mathrm{clump}}^{2808}=16.3`$. stars (a decreasing of RGB stars with respect to the EBT1 ones, moving outwards, up to $`100`$ arcsec), which is opposite to what has been found in the post core collapse<sup>3</sup><sup>3</sup>3 Note, however, that NGC 2808 is a normal King model cluster. clusters M30 by Piotto et al. Piotto et al. (1988), as recently confirmed also by Howell & Guhathakurta Howell et al. (2000), and M15 by Stetson Stetson (1994). However, a possible population gradient like in the upper panel of Fig. 17 could explain the much more significant color gradient found by Sohn et al. Sohn et al. (1998) in NGC 2808, which goes in a sense of a redder center. Despite the fact that none of the gradients in Fig. 17 is statistically significant, they might still be real in some physical sense. Indeed, as throughly discussed by Djorgovski & Piotto Djorgovski & Piotto (1993) the color and population gradient issue in GGCs is always hampered by small number statistics and errors in the completeness corrections. What can make them significant is the occurence of similar gradients in a number of clusters. Before drawing any conclusion, we need to extend this investigation to other clusters with EBTs.
It has been suggested, and supported with observational evidences, that the HB blue tails and the EBTs might be of dynamical origin. For example, Fusi Pecci et al. Fusi Pecci et al. (1993) have found a correlation between the HB elongation and cluster central densities. Tidal stripping of the envelopes of the stars evolving along the RGB during close encounters in a high density environment can be a possibility (Djorgovski & Piotto 1993). Orbital angular momentum transfer to a RGB envelope in a close flyby which can favour enhanced mass loss or even deep mixing (Sweigart 1997) is another possibility. The difficulties in dealing with these hydrodynamical phenomena has prevented till now a modeling of the proposed mechanisms. Still, it is somehow surprising to see that EBT stars can be found in NGC 2808 at $`r>9r_\mathrm{h}`$ (middle bottom panel of Fig. 16), where the stellar densities are extremely low. Of course, we cannot completely exclude the possibility that the EBT stars have very elongated orbits, which bring them very close to the cluster center. However, the hypothesis of an high anisotropy for the GC stellar orbits is still to be proved. Another possibility is that the same mechanism responsible for the envelope stripping can cause a kick off from the cluster core of some of the involved stars. In any case, the absence of any clear gradient in the radial distribution of the EBT stars can again be a major obstacle for this mechanism. Alternatively, since most of the close encounters will take place within the dense core of the cluster, one could expect the EBT stars to be more centrally concentrated than the red HB stars. This is not confirmed by Fig. 17, with a possible exception of the extreme EBT3 stars, but only for $`r>100`$ arcsec, i.e. $`r>2.2r_\mathrm{h}`$. Of course, it is possible that dynamical relaxation causes the encounter products to quickly diffuse out, smoothing their radial distribution. However, we find EBT stars well beyond the half mass radius, while already the half mass relaxation time ($`t_\mathrm{h}=1.3\times 10^9`$ yr, Tab. 1) is sensibly longer than the evolutionary time on the HB ($`10^8`$ yr). The absence of gradients exclude also the possibility that EBT stars are formed from tidal stripping in close binaries (Bailyn & Pinsonneault 1995), as, also in this case, we would expect to see more EBT stars in the cluster core, where the more massive binaries would concentrate, than in the outer envelope.
In conclusion, we still lack an explanation of the EBT in NGC 2808, and other clusters. The observational facts presented in this paper seem to make rather unlikely a possible dynamical origin of the phenomenon. And it is not clear whether the presence of EBTs and gaps on them are the manifestation of the same physical phenomenon.
## 6 The Luminosity Function
As clearly shown by Fig. 16, the contamination by field stars obviously becomes stronger and stronger for increasing $`r`$: the inner CMDs from the $`HST`$ data are virtually not affected by this problem, which becomes severe for $`r>100`$ arcsec. In order to obtain a LF from the groundbased data, we need to statistically subtract the field stars. As our coverage of NGC 2808 extends far beyond the tidal radius, in principle this is not a problem, though we must not forget that the presence of the differential reddening will limit the accuracy of any attempt to statistically subtract field stars. The subtraction of the field objects has been performed on the $`HST`$ CMD, and on the $`Danish`$ $`V`$ vs. ($`BV`$) CMD in the region $`100<r<400`$ arcsec. For $`r>400`$, the small number of cluster stars and the large number of field objects makes the data of no use for the LF.
For the $`HST`$ data, the number of subtracted stars is negligible (we subtracted 74 stars out of 35,000 objects).
The results of the field subtraction on the $`Danish`$ data are illustrated in Fig. 18. The original CMD is plotted in the upper-left panel. The upper-right panel shows the template field star CMD, which refers to an area located on the North-West side of the cluster, at $`r>1.13r_\mathrm{t}`$, and of the same size as the area covered by the stars in the upper-left panel. In the cluster CMD, for each field star we removed the star closest in magnitude and color. The resulting field-subtracted cluster CMD, and the CMD with the subtracted stars only are shown in the two bottom panels.
The LF has been obtained from the field-subtracted CMD, excluding the contribution of the blue stragglers, HB, and AGB stars. A detailed discussion of the LF in a large sample of globular cluster, including NGC 2808, from the tip of the RGB to a few magnitudes below the TO, and a comparison with the models, has been presented in Zoccali & Piotto (2000). Here we focus our attention on the brightest part of the LF (Fig. 19, left panel). In particular, we note that on both the $`HST`$ and $`Danish`$ LFs there are two features: the well defined RGB bump, at $`V16.3`$, and at $`1.4`$ magnitudes brighter a second bump (that we will call heap hereafter), at V$``$14.9. The heap is more clearly visible in the $`HST`$ data, where the contamination by field stars is negligible.
The bump is a well known feature, due to the hydrogen burning shell approaching the composition discontinuity left by the deepest penetration of the convective envelope. Bump properties are thoroughly discussed in Zoccali et al. Zoccali et al. (1999) and Zoccali & Piotto Zoccali & Piotto (2000). On the basis of the differential LF it is not possible to assess whether the heap is a real feature or more simply a statistical fluctuation. Indeed, also at magnitudes fainter than the bump the LF presents other secondary peaks.
In order to shed more light on this problem, in Fig. 19 we show also the cumulative logarithmic LF (middle panel), since a local increase in the number of stars causes a change in its slope. The two slopes which fit the integral LF at magnitudes fainter/brighter than $`V14.9`$ further support the evidence that there is a real feature. Note that the heap is also present in the LF in the $`B`$ band, at $`B16.2`$. We are not aware of any previous detection of this heap. However, an indication of the presence of the heap is also present in the data by W99.
The physical nature of the heap can not be firmly constrained on the basis of the present data alone. This notwithstanding, in the following we supply some hints which can help to disclose the physical mechanisms which might cause it. First of all, we exclude the interpretation that heap is a consequence of the contamination by field stars, since it is located in a region of the CMD which is marginally affected by this problem (cf. small box in the upper-left panel of Fig. 18). Similarly, it cannot be due to contamination by AGB stars, since, at this magnitude, AGB and RGB stars are well separated, and also because the expected ratio between AGB and RGB stars at Z=0.001 is of the order of $`0.150.20`$.
The heap could be explained by assuming that it is the aftermath of a deep-mixing episode which somehow causes a temporary delay in the advancement of the H-shell. Even though this phenomenon has been suggested for explaining peculiar metallicity overabundances in several cluster RGB stars (Gratton et al. 2000) and some intrinsic features of the extreme HB stars (Sweigart 1997; Sweigart & Catelan 1998) the physical mechanisms which trigger its appearance are still questioned and widely debated in the current literature (Grundahl et al. 1999, and references therein). However, taking into account the number of stars in the heap region (in the $`HST`$ data, where the contamination by field stars is negligible), if we assume as working hypothesis that the heap is caused by a deep mixing episode, then its occurrence would imply an increase in the evolutionary time during this phase of the order of 25% when compared with the canonical one.
As a consequence, we decided to test whether the heap is a unique feature of NGC 2808 or is present in other GGCs. We selected 47 Tuc, since for this cluster we can use a homogeneous set of $`HST`$ data reduced by the same software, and find heap at the same position above the bump ($`\mathrm{\Delta }V1.4`$), and it is located, within the uncertainties, in the same region of the 47 Tuc RGB in which Edmonds & Gilliland Edmonds & Gilliland (1996), on the basis of $`HST`$ time series data, discovered for the first time K giant variables (KGVs) in a GGC. In fact, the clumping of KGVs they found is located at $`M_V0.9`$, which is in remarkable agreement with the heap absolute magnitude, i.e. $`M_V1.0`$. The same outcome applies to the $`BV`$ color, and indeed the bulk of KGVs in 47 Tuc are located at $`BV`$ colors ranging from 1.1 to 1.2 (see Fig. 1 in Edmonds & Gilliland), which are quite similar to the color range covered by the heap. Unfortunately, our data do not allow us to identify any variability, since KGVs are characterized by low luminosity amplitudes, and by short periods Edmonds et al. (1999).
It is also worth noting that the heap stars, as the KGVs, are not centrally concentrated, and indeed the heap appears both in the $`Danish`$ and in the $`HST`$ sample. If the hypothesis of a link between the heap and the KGVs is confirmed by detailed time series multiband photometric data, it could have a fundamental impact on our understanding of the physical nature of these intriguing objects. In fact, the appearance of the heap seems to suggest that KGVs spend a substantial portion of the pulsation cycle when they are cooler. Note that the change in the effective temperature to explain this effect should be approximately 100-150 K at the typical colors of heap stars. Moreover and even more importantly, if the heap is caused by KGVs, the results on NGC 2808 show that the physical mechanisms which trigger the pulsation destabilization in these objects are also present at intermediate metallicities. Finally, we mention that radial velocity variations have been detected and measured in several field, intermediate-mass K giant stars (Hatzes & Cochran Hatzes & Cochran (1999), and references therein). These objects often present mixed-mode behavior with periods ranging from a fraction of day ($`\beta `$ Ophiuchi, Hatzes & Cochran Hatzes & Cochran (1994a)) to few days ($`\alpha `$ Bootis, Hatzes & Cochran Hatzes & Cochran (1994b)) or hundreds days ($`\pi `$ Herculis, Hatzes & Cochran Hatzes & Cochran (1999)) and radial velocity amplitudes ranging from few tens of $`m/s`$ to hundreds of $`m/s`$. This behavior was soundly confirmed by Buzasi et al. Buzasi et al. (2000) who detected and measured multimode oscillations in $`\alpha `$ Ursae Majoris with a fundamental period of 6.35 days and an infrared luminosity amplitude of 390 $`\mu `$mag.
The lack of a comprehensive pulsation scenario which accounts for the empirical behavior of these objects, and of firm constraints on the occurrence of an instability strip prompts for new theoretical and empirical investigations. In this context, it is noteworthy that in a recent investigation based on both Hipparcos and OGLE data, Koen & Laney Koen & Laney (2000) found evidence that pulsation in very high overtones seems to be the most plausible mechanism to explain the luminosity variation in field M giant stars with periods shorter than 10 days.
###### Acknowledgements.
We thank the referee, Dr. N. DโCruz, for the careful reading of the manuscript and for the useful comments and suggestions which surely helped to improve the paper. We thank Dr. A. Walker for providing his data on NGC 2808 in a computer readable form. We acknowledge the financial support of the Ministero della Universitร e della Ricerca Scientifica e Tecnologica (MURST) under the program โTreatment of large field astronomical imagesโ and by the Agenzia Spaziale Italiana. PBS gratefully acknowledges the generosity of the Universitร di Padova and the MURST for supporting his visit to the Dipartimento di Astronomia.
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# The dynamics of a hole in a CuO4 plaquette: electron energy-loss spectroscopy of Li2CuO2
## I Introduction
At present a large variety of cuprate compounds with different element compositions and various crystal structures are known. The common structural unit of nearly all these materials is the square planar CuO<sub>4</sub> plaquette with the oxygen atoms at the corners and the copper atom in the center. The CuO<sub>4</sub> plaquettes can share oxygen atoms with their nearest neighbor plaquettes, thus building chains or planes. These Cu-O networks are separated generally by counter ions. Therefore, the electronic properties of the cuprates are low-dimensional.
For a given doping level, the arrangement of the plaquettes in the crystal is decisive in determining the mobility and correlation of the charge carriers. Therefore, it influences the particular physical properties of the cuprate compound under consideration. For instance, in many two-dimensional (2D) systems high-T<sub>c</sub> superconductivity can be observed and among the quasi one-dimensional (1D) cuprates there exist excellent candidates for studying typically one-dimensional properties. Examples are the spin-Peierls transition which occurs in edge sharing chains (CuGeO<sub>3</sub>) or spin-charge separation in corner sharing chains (Sr<sub>2</sub>CuO<sub>3</sub>). Furthermore, in the spin ladder compounds the ordering of the CuO<sub>4</sub> plaquettes lies between 1D and 2D. Their magnetic properties change discontinuously with the transition from 1D to 2D. One example of such a system is Sr<sub>0.4</sub>Ca<sub>13.6</sub>Cu<sub>24</sub>O<sub>41</sub> which consists of 2-leg ladders as well as chains of edge sharing plaquettes in alternating layers and which shows superconductivity under high pressure (3 GPa).
In the hole picture (in the undoped case) every CuO<sub>4</sub> plaquette is occupied by a single hole in otherwise empty Cu 3$`d`$ and O 2$`p`$ orbitals. Thus, in the case of interconnected CuO<sub>4</sub> plaquettes the theoretical analysis of the electronic structure has to deal with many-particle systems, and the interpretation of corresponding experimental data is rather complex. Furthermore, it is usually not possible to determine all theoretical model parameters for the Cu-O network from experiments. For these reasons it is helpful to study in detail the electronic properties of the structural unit, a single plaquette, itself to establish a basis for all Cu-O networks.
On the other hand, in real materials plaquettes are never truly isolated. Therefore, we have to choose a system in which the electronic interaction between the holes on the plaquettes and charge carriers in their vicinity can be estimated to be small. One candidate for such a system is Li<sub>2</sub>CuO<sub>2</sub>. In view of the structure of Li<sub>2</sub>CuO<sub>2</sub> (see Fig. 1), one might assign this compound to the 1D systems due to the parallel aligned chains of edge-sharing plaquettes. However, since the Cu-O-Cu-bond angle along the chains is almost 90, the hopping from one plaquette to its nearest neighbor is strongly suppressed. Thus, although the magnetic interactions in Li<sub>2</sub>CuO<sub>2</sub> are rather complex, with respect to the electronic properties the plaquettes in this compound can be considered as approximately isolated.
Recently, the optical properties and the electronic structure of Li<sub>2</sub>CuO<sub>2</sub> have been studied carrying out reflectivity, x-ray photoemission and x-ray absorption measurements. In this paper, we present transmission electron energy-loss spectroscopy (EELS) studies of Li<sub>2</sub>CuO<sub>2</sub>. The resulting spectra allow us to study the multipole transitions between the ground state and the excited states of an approximately isolated single plaquette. Our theoretical analysis shows that the EELS results, as well as the Cu 2$`p_{3/2}`$ x-ray photoemission spectrum published by Bรถske et al., can be described in a multi-band Hubbard model using the same parameter values for the charge-transfer energy and the hopping amplitudes.
## II Experimental
Single crystals of Li<sub>2</sub>CuO<sub>2</sub> were grown using a travelling solvent-zone technique. The crystal structure is shown in Fig. 1. Li<sub>2</sub>CuO<sub>2</sub> has a body centered orthorhombic unit cell (space-group Immm) with the lattice constants a = 3.661 ร
, b = 2.863 ร
, and c = 9.393 ร
. Edge-sharing CuO<sub>4</sub> plaquettes lie in the (a,b) plane and the chains are aligned along the b direction. The Cu-O distance within the plaquette is 1.958 ร
while the O-O distances in b\- and c-direction are 2.863 ร
and 2.671 ร
, respectively. This configuration implies a Cu-O-Cu-bond angle of about 94. The distances between a Cu in one chain and O atoms of neighboring chains are larger than 3 ร
. This suggests that the electronic inter-chain coupling is small.
Electron energy-loss spectroscopy (EELS) in transmission was performed on free standing films of about 1000 ร
thickness which were cut from the crystals using an ultramicrotome with a diamond knife. All measurements were carried out at room temperature and with a momentum transfer parallel to the b and c axis. The primary beam energy was 170 keV. The energy resolution $`\mathrm{\Delta }`$E and the momentum transfer resolution $`\mathrm{\Delta }q`$ were chosen to be 110 meV and 0.05 ร
<sup>-1</sup> for q $``$ 0.4 ร
<sup>-1</sup>, and 160 meV and 0.06 ร
<sup>-1</sup> for q $`>`$ 0.4 ร
<sup>-1</sup>.
EELS provides us with the energy and momentum dependent loss function Im(-1/$`\epsilon (\omega ,๐ช`$)) which is directly proportional to the imaginary part of the dynamical density-density correlation function
$$\chi _\rho (\omega ,๐ช)=\frac{1}{i}_0^{\mathrm{}}๐te^{i\omega t}\mathrm{\Psi }|[\rho _๐ช(0),\rho _๐ช(t)]|\mathrm{\Psi }\text{.}$$
(1)
$`|\mathrm{\Psi }`$ describes the ground state of the Hamiltonian, and $`\rho _๐ช`$ is the Fourier transformed hole density (see below). Equation (1) implies that for the limit q $`0`$ the selection rules for transitions are the same as in optics, i.e. dipole transitions are allowed. For finite q non-dipole transitions additionally contribute to the loss function.
## III Results and Discussion
In Fig. 2 we show the loss function as well as the real part of the dielectric function, $`\epsilon _1`$, and the optical conductivity, $`\sigma =\omega \epsilon _0\epsilon _2`$, of Li<sub>2</sub>CuO<sub>2</sub> for a momentum transfer of q = 0.08 ร
<sup>-1</sup>. The latter two have been derived by a Kramers-Kronig analysis. The loss function is dominated by a broad feature around 21 eV which represents the volume plasmon, a collective excitation of all valence electrons. At lower energies several further plasmon excitations can be observed which are related to transitions between occupied and unoccupied electronic states with mainly Cu 3$`d`$, Cu 4$`s`$, and O 2$`p`$ character . These transitions give rise to the maxima in the optical conductivity which is shown in the lower panel of Fig. 2. At small momentum transfers $`\sigma `$ as derived from EELS can be directly compared to results from optical measurements. The optical conductivity of Li<sub>2</sub>CuO<sub>2</sub> shown in Fig. 2 is in good agreement with recent optical studies. Note that the corresponding maxima in the loss function are observed at higher energies when compared to the optical conductivity. This is a direct consequence of the collective nature of the plasmon excitations as observed in the loss function.
Fig. 3a focusses on the loss function in a smaller energy range as a function of the momentum transfer. For small momentum transfer the energy range up to 6 eV is dominated by one distinct peak at 4.7 eV. With increasing q the intensity of this peak decreases while the intensity of a second feature around 5.7 eV, which becomes visible at q $``$ 0.7 ร
<sup>-1</sup>, increases. This behavior of the two features can be explained by the different multipole character of the corresponding transitions (see below). The steep rise of the background above 6 eV is due to the higher lying excitations (see Fig. 2).
Since the Cu-O-Cu-bond angle is close to 90, the nearest-neighbor (NN) Cu-O-Cu hopping amplitude is small, and the delocalization properties of the system are dominated by a weak next-nearest neighbor (NNN) Cu-O-O-Cu hopping. In the loss function the NN as well as the NNN hopping might be visible in the tail of non-vanishing spectral weight between the spectral onset at $``$ 1.5 eV and the main peak at 4.5 eV as has been discussed previously. However, in a first approximation the CuO<sub>4</sub> plaquettes can be regarded as isolated and the charge excitations in the Cu-O network of Li<sub>2</sub>CuO<sub>2</sub> as localized. This is supported by the small dispersion of the features in the EELS spectra which is in contrast to the strong positive dispersion of about 0.5 eV of the lowest lying excitations e.g. in the 1D system Sr<sub>2</sub>CuO<sub>3</sub> and in the 2D system Sr<sub>2</sub>CuO<sub>2</sub>Cl<sub>2</sub>. In addition, the fact that the spectra for q parallel to the c direction (not shown) are essentially identical to those for q parallel to the b direction also demonstrates the zero-dimensional character of the excitations.
Consequently, our model system for the calculation of the loss functions consists of a single CuO<sub>4</sub> plaquette only. This is a cluster with one Cu $`3d_{x^2y^2}`$ orbital and four O $`2p_{x(y)}`$ orbitals (with site index $`j=1,\mathrm{}4`$), which is occupied by a single hole. The restriction to solely these orbitals is fully consistent with x-ray absorption measurements which indicate that the highest occupied states in Li<sub>2</sub>CuO<sub>2</sub> have only small hole density in orbitals perpendicular to the CuO<sub>4</sub> plaquette. In this case, $`\rho _๐ช`$ has the form
$$\rho _๐ช=n^d+\underset{j}{}n_j^pe^{i\mathrm{๐ช๐ซ}_j}\text{,}$$
(2)
and the Hamiltonian reads
$`H`$ $`=`$ $`\mathrm{\Delta }{\displaystyle \underset{j}{}}n_j^p+t_{pd}{\displaystyle \underset{j}{}}\varphi _j\left(p_j^{}d+d^{}p_j\right)`$ (4)
$`+t_{pp}{\displaystyle \underset{j,j^{}}{}}\varphi _{jj^{}}p_j^{}^{}p_j\text{.}`$
$`d^{}`$ $`\left(p_j^{}\right)`$ creates a hole in the Cu $`3d`$ orbital ($`j`$-th O $`2p`$ orbital), with occupation number operators $`n^d`$ ($`n_j^p`$). $`\mathrm{\Delta }`$ is the charge-transfer energy. There are two hopping parameters: $`t_{pd}`$ for the Cu-O hopping, and $`t_{pp}`$ for the O-O hopping. The signs for the hopping are defined as follows: $`\varphi _1=\varphi _2=1`$, $`\varphi _3=\varphi _4=1`$, and $`\varphi _{jj^{}}=\varphi _j\varphi _j^{}`$. $`jj^{}`$ denotes the summation over nearest neighbor pairs. Hamiltonian (4) is the simplest model which captures the essential features of the system. It can easily be solved exactly. The inclusion of anisotropic hopping will be discussed below.
Figure 4 shows the symmetry properties of the ground state $`\left(\text{a}\right)`$, and the four excited states $`\left(\text{b}\right)`$-$`\left(\text{e}\right)`$ of model (4). The ground state is a $`\sigma `$-bonding combination of the Cu 3$`d_{x^2y^2}`$ orbital and the four O 2$`p`$ orbitals. Transitions into states $`\left(\text{c}\right)`$ and $`\left(\text{e}\right)`$ are optically forbidden. Thus, they only contribute to the loss function for finite momentum transfer. Moreover, if $`๐ช`$ is parallel to the chain direction, non-vanishing contributions arise only from transitions into the final states $`\left(\text{b}\right)`$ and $`\left(\text{c}\right)`$. State $`\left(\text{b}\right)`$ has pure O 2$`p`$ character, whereas state $`\left(\text{c}\right)`$ is the anti-bonding counterpart to $`\left(\text{a}\right)`$. For $`๐ช`$ = 0 dipole transitions into state $`\left(\text{b}\right)`$ lead to spectral weight at energy $`\omega _1`$. A second excitation at energy $`\omega _2`$ due to transitions into state $`\left(\text{c}\right)`$ has non-vanishing weight for $`๐ช`$ 0:
$`\omega _1`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }+2t_{pp}+\omega _2}{2}}\text{,}`$ (5)
$`\omega _2`$ $`=`$ $`\sqrt{\left(\mathrm{\Delta }2t_{pp}\right)^2+16t_{pd}^2}\text{.}`$ (6)
These transitions, with energies $`\omega _1`$ and $`\omega _2`$, appear as plasmon excitations in the EELS spectra at somewhat higher energies $`\omega _1^{\text{RPA}}`$ and $`\omega _2^{\text{RPA}}`$. This effect is a result of the long-range Coulomb interaction (see also the discussion above). In the theoretical model this issue can be satisfactorily treated within the random-phase approximation (RPA).
From the experimental spectrum we obtain for small momentum transfer $`\omega _1^{\text{RPA}}=4.7`$ eV (see Fig. 3a). For larger $`๐ช`$ the experimental spectra show firstly a small negative dispersion of the main peak (see the deviation from the vertical dashed line in Fig. 3a) amounting to about 0.3 eV in the range between 0.1 and 1.4 ร
<sup>-1</sup>. This can be assigned to the decrease of the long-range Coulomb potential and the decreasing oscillator strength of the transition with increasing q. Secondly, the spectral weight between $`5.5`$ and $`5.8`$ eV (in Fig. 3a marked by arrows) is enhanced at higher q, resulting from the plasmon excitation related to the dipole forbidden transition at $`\omega _2`$. Since the excitation into the final state $`\left(\text{c}\right)`$ corresponds to an octupole transition, the intensity of the corresponding feature in the EELS spectra is low at small q, and becomes visible only at rather high momentum transfers.
The two excitation energies $`\omega _1`$ and $`\omega _2`$ in equation (5) and (6) are described by the charge transfer energy $`\mathrm{\Delta }`$ and the two hopping parameters $`t_{pd}`$ and $`t_{pp}`$. Thus the energy positions of the two peaks observed in the EELS spectra do not yet determine the parameter set in a unique way. In order to remove the last degree of freedom in our model we use experimental evidence from Cu $`2p_{3/2}`$ core-level x-ray photoemission spectroscopy (XPS). Thereby we take advantage of the fact that three additional measured parameters in the XPS spectra, namely the energy positions as well as the ratio of the spectral weights of the main and satellite line are obtained, whereas only two variables are added to our model, namely the Coulomb repulsion $`U_{dc}`$ and the exchange parameter $`I_{dc}`$. As explained in Ref. for other compounds, we use model (4) to calculate the core level XPS of Li<sub>2</sub>CuO<sub>2</sub>. Good agreement with the experimental spectra is obtained if $`t_{pd}^2/\left(\mathrm{\Delta }2t_{pp}\right)`$ lies between $`0.7`$ and $`0.8`$ eV.
It turns out that both the EELS and the XPS results can be described using one single parameter set for Hamiltonian (4): $`\mathrm{\Delta }=2.7\text{eV}`$, $`t_{pd}=1.25\text{eV}`$, and $`t_{pp}=0.32\text{eV}`$ which thus represents the most reliable parameter values for a CuO<sub>4</sub> plaquette in Li<sub>2</sub>CuO<sub>2</sub>. Our values for the charge-transfer energy $`\mathrm{\Delta }`$ and the O-O hopping $`t_{pp}`$ lie between those obtained from band-structure calculations ($`\mathrm{\Delta }=2.5\text{eV}`$, $`t_{pp}=0.25\text{eV}`$), and from a fit to optical measurements ($`\mathrm{\Delta }=3.2\text{eV}`$, $`t_{pp}=0.56\text{eV}`$), while the value for $`t_{pd}`$ is about $`10\%`$ larger than in Refs. and .
In Figs. 3b and 5 the theoretical results are compared to the experimental EELS and XPS spectra. The theoretical spectra have been artificially broadened with a full width at half maximum of $`0.6\text{eV}`$ for the EELS (Fig. 3b) and $`1.8\text{eV}`$ for the XPS (Fig. 5). In agreement with the experimental result (Fig. 3a) the calculated EELS data for small momentum transfer consist of a single peak at $`\omega _1^{\text{RPA}}=4.7`$ eV. The energy $`\omega _1`$ = 4.4 eV, calculated with the parameter set received from our data, agrees well with the peak position in the optical conductivity as obtained performing a Kramers-Kronig analysis (see Fig. 2) and as derived from optical studies. For increasing momentum transfer, the peak in the calculated loss function shows a small negative dispersion which is also in full agreement with the experiment. Furthermore, a second feature appears around $`\omega _2^{\text{RPA}}=5.5`$ eV, the symmetry properties of the associated final states have been discussed above. As regards the XPS results (Fig. 5), we also find a good agreement between theory and experiment. The structure of the experimental spectrum, which consists of a broad satellite (at higher binding energies) and a narrow main line, is correctly reproduced. In addition, the theoretical value for the ratio of the spectral weights of the satellite and the main line coincides with the experimental intensity ratio (0.56).
We conclude with a short discussion of anisotropic hopping. In Li<sub>2</sub>CuO<sub>2</sub>, the O-O distance in chain direction (b direction) is about $`7\%`$ larger than in a direction. Thus, one expects an anisotropy in the O-O hopping, with a larger hopping parameter $`t_{pp}^{}`$ perpendicular to the chain direction (see also Ref. ). However, if $`๐ช`$ is parallel to the chain direction, a larger $`t_{pp}^{}`$ in the present model can be absorbed into a renormalized charge-transfer energy $`\mathrm{\Delta }`$ without affecting the spectra. As the anisotropy of the edge-sharing CuO<sub>4</sub> plaquettes results in a finite Cu-O-Cu hopping to the next CuO<sub>4</sub> unit, an increase of this anisotropy causes a step towards a one-dimensional electronic system. This is actually realized in the related spin-Peierls compound CuGeO<sub>3</sub> where the anisotropy is about 16%. Thus, CuGeO<sub>3</sub> might be an ideal candidate for the investigation of the electronic structure of a system at the border to one dimension.
## IV Summary
In summary, we have carried out EELS measurements of Li<sub>2</sub>CuO<sub>2</sub> single crystals. Using the same model with the same parameter values, calculations of the energy and momentum dependent loss function of an isolated CuO<sub>4</sub> plaquette as well as of the Cu 2$`p_{3/2}`$ core-level XPS of Li<sub>2</sub>CuO<sub>2</sub> agree well with the experimentally observed low-energy features of EELS as well as with published XPS data, respectively. Thus, a single parameter set for the charge-transfer energy ($`\mathrm{\Delta }`$ = 2.7 eV), the copper-oxygen (t<sub>pd</sub> = 1.25 eV) and oxygen-oxygen (t<sub>pp</sub> = 0.32 eV) hopping amplitudes is sufficient to describe two independent experiments probing the electronic structure of Li<sub>2</sub>CuO<sub>2</sub> in completely different energy ranges. These results confirm the strongly localized character of charge excitations in Li<sub>2</sub>CuO<sub>2</sub>.
This work was supported by DFG through the research program of the SFB 463, Dresden.
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# 1 Introduction
## 1 Introduction
The need to unitarize the scattering amplitudes in QCD obtained in LLA in the Regge (small $`x`$) limit has been felt since the first derivation of the BFKL Pomeron . To achieve this very difficult task different approaches have been addressed. One of the method, used to go beyond the two-gluon ladder approximation, consists in investigating the solutions of the BKP equations for multi-reggeized-gluon compound states . Due to their rather high complexity they have been mostly analyzed in the large-$`N_c`$ limit and it has been found that, if they are casted into the Hamiltonian form, remarkable symmetry properties appear. The existence of integrals of motion and the duality symmetry provide powerful tools in analysing the spectrum which characterizes the behaviour of the amplitudes as a function of the center of mass energy. Another line of research investigates the transition between states with different numbers of gluons . In this letter, however, we shall restrict ourself to consider fixed number of gluon states.
Recently the three gluon system (odderon ) has been intensively studied and after several variational studies, an eigenfunction of the integral of motion with the odderon intercept slightly below one was constructed by Janik and Wosiek (see also ) and subsequently verified by Braun et al . From the phenomenological side, a possible signature of the odderon in deep inelastic scattering at HERA has been investigated by several authors, and also the coupling of the odderon to the $`\gamma ^{}\eta _c`$ vertex has been given .
Successively, a new branch of odderon states with an intercept up exactly to one was found . The first analysis was based on the discrete symmetry structure of the pomeron $``$ two-odderon vertex, obtained from an analysis of the six-gluon state , and the bootstrap property of the BFKL kernel which encodes the gluon reggeization property. At the same time, this solution was also obtained using the duality symmetry of the three gluon Hamiltonian. It was also noted that this new branch of states revealed a non zero coupling to the $`\gamma ^{}\eta _c`$ vertex contrary to the those found previously.
In this letter we study in general a system of $`n`$ interacting reggeized gluons, in topthe large-$`N_c`$ limit, and show how some eigenstates with definite symmetry properties in the configuration space can be constructed if some $`(n1)`$ gluon eigenstates with opposite symmetry property are known. The main ingredients are: the discrete symmetry of the $`n`$ gluon Hamiltonian (evolution kernel) and the bootstrap relation of gluon reggeization. The construction procedure is valid for any $`n>2`$, but it turns out that it is a nilpotent operation which means that it cannot be iterated twice. The symmetry structure of the solutions, which can be constructed, is discussed in details. The recently found odderon solution is related to the specific $`n=3`$ case. Due to the requirement that the full eigenstates should be Bose symmetric, one sees that only the solutions obtained for an odd number of gluons are physical, while for the even case they are merely solutions of the integrable system defined on the transverse space only, without considering the symmetry properties in the colour space.
## 2 The BFKL and BKP equations in LLA
In this section we give a brief review of the equations describing the dynamics of the reggeized gluons in the LLA in QCD. Let us start from the Schrรถdinger-like BFKL equation describing the two reggeized gluons compound state,
$$K_2^{(R)}\psi _E=E\psi _E,K_2^{(R)}=K_{ij}^{(R)}=\frac{N_c}{2}\left(\stackrel{~}{\omega }_i+\stackrel{~}{\omega }_j\right)\lambda _RV_{ij}.$$
(1)
Here $`R`$ labels the colour representation of the two gluon state and in the singlet and octet channel one has respectively $`\lambda _1=N_c`$ and $`\lambda _8=N_c/2`$. The symbol $``$ denotes an integration in the transverse space, while $`E=\omega =1j`$ where $`j`$ is the complex variable which describes the singularities of the $`t`$ channel partial waves, dual in the high energy limit to the center of mass energy $`s`$ in the Mellin transform sense.
In the LLA the gluon trajectory (scaled by $`N_c/2`$) is given by the well known expression
$$\stackrel{~}{\omega }_i=\stackrel{~}{\omega }(k_i)=d^2l\frac{k_i^2}{l^2(k_il)^2},c=\frac{g^2}{(2\pi )^3}$$
(2)
and the interaction term defined by its action
$$V_{ij}\psi (k_i,qk_i)=cd^2l\left[\frac{l^2}{k_i^2(k_il)^2}+\frac{(ql)^2}{(qk_i)^2(k_il)^2}\frac{q^2}{k_i^2(qk_i)^2}\right]\psi (l,ql)$$
(3)
and $`q=k_i+k_j`$.
In the construction of the BFKL kernels a very important assumption is the gluon reggeization property which can be verified with the self consistent bootstrap relation, which guarantees that production amplitudes with the gluon quantum numbers in their $`t`$ channels, used for the construction of the absorptive part, are characterized by just a single reggeized gluon exchange (in leading and next-to-leading orders). The bootstrap relation can be written in terms of the gluon trajectory and interaction terms. It is convenient to use a slightly different form of the interaction term, which acts on the so called amputated function space (with the propagators removed). We shall denote this operator by $`\overline{V}_{ij}`$, with its form explicitely given by
$`\overline{V}_{ij}\varphi (k_i,qk_i)={\displaystyle d^2k_i^{}\overline{V}(k_i,k_j|k_i^{},k_j^{})\varphi (k_i^{},k_j^{})}`$
$`=`$ $`c{\displaystyle d^2k_i^{}\left[\frac{k_i^2}{k_i^2(k_ik_i^{})^2}+\frac{(qk_i)^2}{(qk_i^{})^2(k_ik_i^{})^2}\frac{q^2}{k_i^2(qk_i^{})^2}\right]\varphi (k_i^{},qk_i^{})}`$
Therefore for the LLA case the bootstrap condition can be written as
$$\omega (q)\omega (k_i)\omega (k_j)=\overline{V}_{ij}1,$$
(5)
where the constant $`1`$ is the wave function which can be conveniently obtained after rescaling any function depending only on $`q=k_i+k_j`$. Let us note that it is crucial in the bootstrap relation that the two gluons are located at the same point in the transverse coordinate plane space. In the following we will use a more compact notation, involving directly the full kernels for the amputated functions (distinguished with a bar from the non amputated case),
$$\overline{K}_{ij}^{(8)}1=\omega (q),\overline{K}_{ij}^{(1)}1=2\omega (q)+\omega (k_i)+\omega (k_j),$$
(6)
valid for the octet and singlet channel, respectively.
The 2-gluon kernel (1) in the singlet channel has been investigated in general in the coordinate representation. Using complex coordinates, two important properties, the holomorphic separability and the invariance under the Mรถbius transformation were shown. In particular, the solutions of the homogeneous BFKL pomeron equation belong to irreducible unitary representations of the Mรถbius group, and are eigenstates of its Casimir operator:
$$E^{m,\stackrel{~}{m}}(\rho _{i0},\rho _{j0})=\left(\frac{\rho _{ij}}{\rho _{i0}\rho _{j0}}\right)^m\left(\frac{\rho _{ij}^{}}{\rho _{i0}^{}\rho _{j0}^{}}\right)^{\stackrel{~}{m}},$$
(7)
where $`m=\frac{1}{2}+i\nu +\frac{n}{2},\stackrel{~}{m}=\frac{1}{2}+i\nu \frac{n}{2}`$ are conformal weights belonging to the basic series of the unitary representations of the Mรถbius group, $`n`$ is the conformal spin and $`d=12i\nu `$ is the anomalous dimension of the operator $`O_{m,\stackrel{~}{m}}(๐_0)`$ describing the compound state . The corresponding eigenvalues of the BFKL kernel are given by
$$\chi (\nu ,n)=\frac{N_c\alpha _s}{\pi }\left(\psi (\frac{1+|n|}{2}+i\nu )+\psi (\frac{1+|n|}{2}i\nu )2\psi (1)\right).$$
(8)
When more than 2 reggeized gluons in the $`t`$ channel are considered, the corresponding scattering amplitudes obtained in LLA are described by the BKP equation which can be viewed as a quantum mechanical n-body problem with a Hamiltonian describing the dynamics of the pairwise interaction of the reggeized gluons. The need to study such $`n`$-gluon states is connected with the problem of finding a way to restore unitarity in the BFKL resummation approach.
The odderon , in this context, corresponds to a special case of the BKP equations, and represents a three-body problem. The kernel contains terms corresponding to the gluon trajectories and the โinteractionโ terms due to real gluon emission:
$$K_n=\frac{N_c}{2}\underset{i}{}\stackrel{~}{\omega _i}+\underset{i<j}{}T_iT_jV_{ij}=\frac{1}{N_c}\underset{i<j}{}T_iT_jK_{ij}^{(1)},$$
(9)
here the sums run up to the number of reggeized gluon $`n`$ and $`T_j`$ is the colour operator of the corresponding gluon. The second equality in (9) is valid for a system of gluons in a global colour singlet state and has the advantage to be written in terms of the BFKL pomeron kernel.
In the multicolour limit ($`N_c\mathrm{}`$) the dominant colour structure is planar, leading to a cylindric topology of the interactions. Each two neighbouring gluons will be in a colour octet state. Therefore one can obtain a simpler kernel
$$K_n^{\mathrm{}}=\frac{1}{2}\left[K_{12}^{(1)}+K_{23}^{(1)}+\mathrm{}+K_{n1}^{(1)}\right].$$
(10)
The kernel $`K_n^{\mathrm{}}`$ has some trivial and also non trivial symmetries .
First, it is clearly invariant under a shift along the cylinder (rotation), generated by the operator $`R_n`$, i.e. $`[K_n^{\mathrm{}},R_n]=0`$ with $`(R_n)^n=1`$.
In the coordinate representation, using complex coordinates the kernel $`K_n^{\mathrm{}}`$ can be written as a complicated pseudo-differential operator which:
(a) is holomorphic separable, which means $`K_n^{\mathrm{}}=\frac{1}{2}(h_n+h_n^{})`$;
(b) has $`(n1)`$ non trivial integrals of motion, represented by the following operators $`q_r`$, such that $`[q_r,h_n]=0`$, $`[q_r,q_s]=0`$ (plus similar relations for the antiholomorphic sector),
$$q_r=\underset{i_1<i_2<\mathrm{}<i_r}{}\rho _{i_1i_2}\rho _{i_2i_3}\mathrm{}\rho _{i_ri_1}p_{i_1}p_{i_2}\mathrm{}p_{i_r},$$
(11)
where $`\rho _{ij}=\rho _i\rho _j`$ and $`p_j=i_j`$. In particular, $`q_2=M^2`$ is the Casimir of the Mรถbius group.
(c) $`K_n^{\mathrm{}}`$ is invariant under a transformation $`D_n`$, called duality, defined by $`\rho _{i1,i}p_i\rho _{i,i+1}`$ on the cylinder combined with the reversed order of operator multiplication. It can be viewed as a kind of supersymmetry since $`(D_n)^2=R_n`$. An integral equation for the duality has been given in the general case and also a differential form for the three gluon case has been given.
A lot of effort has been spent in the last years to analyze the $`n=3`$ case, in particular the odderon state, with a full symmetric wave function in the configuration space.
Lipatov suggested to take advantage of the integral of motion $`q_3`$ to search for conformal invariant eigenstates of the holomorphic part of the kernel $`h_3`$ (and the same for the antiholomorphic sector). The condition that the total full symmetric eigenstates of $`K_3`$, written in factorized form, is single-valued imposes a non trivial constraint on the spectrum of this family of solutions. This work was carried out by Janik and Wosiek , who found an expansion for a family of solutions with a discrete imaginary $`q_3`$ operator eigenvalue and a maximum eigenvalue $`E_0=0.16478(9\alpha _s)/(2\pi )`$ which corresponds to the intercept slightly below $`1`$. This solution has been verified with the help of variational calculations . Also WKB analyses of odderon states have been performed , and an agreement with the above picture was found.
Recently another set of odderon solutions has been obtained , characterized by a spectrum with a maximum intercept at $`1`$ and zero $`|q_3|^2`$ eigenvalue. The peculiar symmetry structure of these eigenstates was suggested by pomeron$``$ two odderon vertex, which came out from the study of the six gluon amplitude, and by the impact factor $`\mathrm{\Phi }_{\gamma \eta _c}`$, to which this odderon states couple contrary to the previously found eigenstates. This set of eigenstates is written in a very simple form in the amputated version (propagators removed), as a cyclic sum of three amputated BFKL pomeron odd eigenstates (odd conformal spin) where two gluons have the same transverse coordinate. Two possible derivations of such states have been given. One is based on the property of gluon reggeization by means of the bootstrap condition, which in this context (the three gluons have $`d_{abc}`$ colour structure) can be seen as the reggeization of the $`d`$-reggeon, being the even signature partner of the gluon which belongs to the symmetric octet representation for a two-gluon compound state. The other derivation is based on the duality transformations of an already known solution with different symmetry properties.
It is still not clear if other 3-gluon states with the odderon quantum number exist. There are some indications that the recently found set of solutions may lie at the tail of a family of eigenstates with a continuous $`|q_3|^2`$ eigenvalue. This problem, however, will not be addressed here.
The BKP equations for $`n`$ gluons have been mostly studied in the large-$`N_c`$ limit, which restricts the domain of applicability in the study of the true QCD dynamics ($`N_c=3`$). It is clear in fact that non planar colour structures can be important; for example in the four gluon case, even if hard to investigate, there is a feeling that the full interaction may lead to some states with intercept a little above the value corresponding to the two non interacting BFKL pomeron configuration.
Nevertheless taking the limit $`N_c\mathrm{}`$ is useful for understanding some features of small-$`x`$ QCD dynamics. In such a limit the BKP equations possess a rich structure, already partially emerged at the $`3`$ gluon level. In fact they describe completely integrable systems, equivalent to XXX Heisenberg spin model, although up till now very little is known about the properties of their solutions. In the following some very particular sets of eigenstates of the $`n`$-gluon system will be discussed.
## 3 A family of $`n`$ reggeized gluon states in multicolour QCD
We shall start from considering the $`n`$-gluon eigenstates of the $`|q_n|^2`$ operator with formally zero eigenvalue<sup>2</sup><sup>2</sup>2Since one is dealing with distributions, this depends on the space of test function chosen., $`|\rho _{12}\rho _{23}\mathrm{}\rho _{n1}|^2_1^2_2^2\mathrm{}_n^2E_n=0`$. If one considers the amputated function $`\phi _n=_1^2_2^2\mathrm{}_n^2E_n`$, it is therefore possible to satisfy the above constrain for a general form $`\phi _n=_i\delta ^2(\rho _{i,i+1})g_i`$, where the sum runs over the cyclic permutations. In particular, choosing a particular form of $`g_i`$, we write
$$\phi _n(k_1,k_2,\mathrm{},k_n)=\underset{i=0}{\overset{n1}{}}(R_n)^ic_i\phi _{n1}(k_1+k_2,k_3,\mathrm{},k_n),$$
(12)
which, for $`E_n`$ in momentum representation, corresponds to
$$E_n(k_1,k_2,\mathrm{},k_n)=\underset{i=0}{\overset{n1}{}}(R_n)^ic_i\frac{(k_1+k_2)^2}{k_1^2k_2^2}E_{n1}(k_1+k_2,k_3,\mathrm{},k_n).$$
(13)
Here the rotation operator $`R_n`$ has been used to perform a sum over the cyclic permutations, and $`c_i`$ are weights which have to be determined in order to obtain an eigenfunction of the kernel $`K_n^{\mathrm{}}`$. It can be seen as a generalization of the form of the odderon states for the case $`n=3`$. We shall see that one is also forced to require $`E_{n1}`$ to be an eigenstate of $`K_{n1}^{\mathrm{}}`$ with different symmetries properties, depending on $`n`$.
Let us study the action of the $`n`$ gluon BKP kernel on the ansatz given in Eq. (12), since it is convenient to work with the amputated form. In particular let us isolate just the first term in the cyclic sum and act on it with $`\overline{K}_n^{\mathrm{}}(1,2,\mathrm{},n)`$, where the gluons on which the kernel acts are explicitely indicated. It is useful to write
$$\overline{K}_n^{\mathrm{}}(1,2,\mathrm{},n)=\frac{1}{2}\left(\overline{K}_{12}^{(1)}+\overline{K}_{1n}^{(1)}\overline{K}_{2n}^{(1)}\right)+\overline{K}_{n1}^{\mathrm{}}(2,3,\mathrm{},n),$$
(14)
where from the $`n`$-gluon kernel a $`(n1)`$-gluon subkernel is extracted, as can be easily checked looking at (10).
Let us also make use of an integral operator, introduced by Bartels to describe the elementary transition between $`2`$ and $`3`$ reggeized gluons in LLA. It can be defined with the help of the integral kernel
$$W(k_1,k_2,k_3|k_1^{},k_3^{})=\overline{V}(k_2,k_3|k_1^{}k_1,k_3^{})\overline{V}(k_1+k_2,k_3|k_1^{},k_3^{}),$$
(15)
which is symmetric under the exchange of the left and right gluon momenta $`(1,3)`$. Therefore one can write the following relations for the action on the function $`g=\phi _{n1}(k_1+k_2,k_3,\mathrm{},k_n)`$:
(a) the last term in (14) gives
$`\overline{K}_{n1}^{\mathrm{}}(2,3,\mathrm{},n)g=`$
$`{\displaystyle \{d^2k_i^{}\}\overline{K}_{n1}^{\mathrm{}}(k_2,k_3,\mathrm{},k_n|k_2^{},k_3^{},\mathrm{},k_n^{})\phi _{n1}(k_1^{}+k_2^{},k_3^{},\mathrm{},k_n^{})}=`$
$`{\displaystyle \{d^2k_i^{}\}\overline{K}_{n1}^{\mathrm{}}(k_1+k_2,k_3,\mathrm{},k_n|k_2^{},k_3^{},\mathrm{},k_n^{})\phi _{n1}(k_2^{},k_3^{},\mathrm{},k_n^{})}+`$
$`\left[\omega (k_1+k_2)\omega (k_2)\right]\phi _{n1}(k_1+k_2,k_3,\mathrm{},k_n)+`$
$`{\displaystyle \frac{1}{2}}{\displaystyle \{d^2k_i^{}\}\left[W(k_1,k_2,k_3|k_1^{},k_3^{})+W(k_1,k_2,k_n|k_1^{},k_n^{})\right]\phi _{n1}(k_1^{},k_3^{},\mathrm{},k_n^{})};`$ (16)
(b) the first term inside the parenthesis in (14) after applying the bootstrap relation in (6), gives
$$\frac{1}{2}\overline{K}_{12}^{(1)}g=\frac{1}{2}\left[\omega (k_1)+\omega (k_2)2\omega (k_1+k_2)\right]\phi _{n1}(k_1+k_2,k_3,\mathrm{},k_n);$$
(17)
(c) and finally the remaining terms in (14) act in the following way
$`{\displaystyle \frac{1}{2}}\left[\overline{K}_{1n}^{(1)}\overline{K}_{2n}^{(1)}\right]g=`$
$`{\displaystyle \frac{1}{2}}\left[\omega (k_2)\omega (k_1)\right]\phi _{n1}(k_1+k_2,k_3,\mathrm{},k_n)+`$
$`{\displaystyle \frac{1}{2}}{\displaystyle \{d^2k_i^{}\}W(k_2,k_1,k_n|k_2^{},k_n^{})\phi _{n1}(k_2^{},k_3^{},\mathrm{},k_n^{})}`$
$`{\displaystyle \frac{1}{2}}{\displaystyle \{d^2k_i^{}\}W(k_1,k_2,k_n|k_1^{},k_n^{})\phi _{n1}(k_1^{},k_3^{},\mathrm{},k_n^{})}.`$ (18)
Let us note that in each integral $`\{d^2k_i^{}\}`$ indicates the necessary measure, which form should be clear from the context. Collecting all the pieces, after some cancellations, one can finally write
$`\overline{K}_n^{\mathrm{}}(1,2,\mathrm{},n)g=`$
$`{\displaystyle \{d^2k_i^{}\}\overline{K}_{n1}^{\mathrm{}}(k_1+k_2,k_3,\mathrm{},k_n|k_2^{},k_3^{},\mathrm{},k_n^{})\phi _{n1}(k_2^{},k_3^{},\mathrm{},k_n^{})}+`$
$`{\displaystyle \frac{1}{2}}{\displaystyle \{d^2k_i^{}\}W(k_1,k_2,k_3|k_1^{},k_3^{})\phi _{n1}(k_1^{},k_3^{},\mathrm{},k_n^{})}+`$
$`{\displaystyle \frac{1}{2}}{\displaystyle \{d^2k_i^{}\}W(k_2,k_1,k_n|k_2^{},k_n^{})\phi _{n1}(k_2^{},k_3^{},\mathrm{},k_n^{})}.`$ (19)
At this point we shall require for $`\phi _{n1}`$ the following properties: (1) $`\overline{K}_{n1}^{\mathrm{}}\phi _{n1}=\chi \phi _{n1}`$ and (2) $`R_{n1}\phi _{n1}=r_{n1}\phi _{n1}`$, i.e. it is chosen to represent a $`(n1)`$-gluon eigenstate with definite symmetry properties.
Taking into account these properties in (19) together with the previously mentioned symmetry of the $`W`$ operator, one can write the following
$`\overline{K}_n^{\mathrm{}}(1,2,\mathrm{},n)g=\chi \phi _{n1}(k_1+k_2,k_3,\mathrm{},k_n)+`$
$`{\displaystyle \frac{1+r_{n1}(R_n)^1}{2}}{\displaystyle \{d^2k_i^{}\}W(k_1,k_2,k_3|k_1^{},k_3^{})\phi _{n1}(k_1^{},k_3^{},\mathrm{},k_n^{})}`$ (20)
where we use the $`(R_n)^1`$ operator to show explicitely that the two last terms in (19) differ only by a cyclic permutation of the external $`n`$ gluon indices.
It is therefore possible to require the expression in (12) to be an eigenstate of $`\overline{K}_n`$ if the extra terms, of the form of the last line in (20), will cancel in the sum, i.e.
$$\underset{i=0}{\overset{n1}{}}(R_n)^i\left(1+r_{n1}(R_n)^1\right)c_i=0,$$
(21)
which defines the equation for the eigenvalue $`r_{n1}`$ with the eigenvectors components given by the weights $`c_i`$. The secular equation is given by $`(r_{n1})^n=1`$, and it must be considered together with the other constraint $`(r_{n1})^{n1}=1`$, since $`r_{n1}`$ has been previously chosen to be an eigenvalue of the operator $`R_{n1}`$. The solution of this two equations exists and is given by $`r_{n1}=(1)^n`$.
Therefore one obtains the following result: it is possible to construct $`n`$-gluon eigenstates using $`(n1)`$-gluon eigenstates. It is useful to distinguish two cases:
(a) $`n`$ is even; in this case one should use $`(n1)`$-gluon eigenstates even under rotation ($`r_{n1}=+1`$) and weights given by $`c_i=(1)^i`$; the solution obtained is odd under rotation ($`r_n=1`$). Although this is a solution of the eq. (10), it is not physical. Infact by requiring the Bose symmetry the product of the wave functions in colour and configuration transverse space should be even under rotation over the cylinder while in this case the colour part is even (coming from a trace of colour matrices) while the configuration part is odd.
It would be nevertheless interesting to study the possibility of the existence of more complicated mixed multi-signature partial waves related to a non trivial interplay between transverse and longitudinal configuration space, which could allow for a physical solution odd under rotation in the tranverse space.
(b) $`n`$ is odd; in this case the $`(n1)`$-gluon eigenstates must be odd under rotation ($`r_{n1}=1`$), which means that we start from an unphysical solution in the previously mentioned sense (for $`n>3`$). The weights are given by $`c_i=+1`$, and the solution obtained is even under rotation ($`r_n=+1`$). Therefore it is physical.
It is easy to check that this construction procedure is nilpotent, in the sense that if from an $`(n1)`$-gluon eigenstates an $`n`$-gluon eigenstate is constructed, one cannot use the obtained result to construct an $`(n+1)`$-gluon state because the result would be identically zero. The situation is illustrated in figure 1.
If the eigenstates with $`(n1)`$ gluons are โgood enoughโ the normalization relation for $`n`$-gluon states can be related to the normalization of the $`(n1)`$-gluon states,
$$\phi _n|\phi _n=C_n\frac{2n}{n1}\chi \phi _{n1}|\phi _{n1},$$
(22)
where $`C_n`$ is a colour factor. In particular it is needed that the $`(n1)`$-gluon coordinate eigenfunctions are going to zero fast enough in the limit that two gluon coordinate become the same.
There are case for which this behaviour is not true; for example, for a function already generated by this construction procedure. A second iteration is giving an identically zero eigenfunction due to the nilpotent property and therefore the norm is zero. On the other hand the amputated function has a $`\delta `$-like behaviour in the difference of the coordinates of adiacent gluons and extra terms will be generated beyond the ones which contribute in eq. (22), giving totally zero as expected.
We note that such relation will not be valid for eventual eigenstates with intercept greater than one (the norm would be negative otherwise), which means that their behaviour, if these eigenstates exist, has to be more singular than the one indicated above.
The odderon solution mentioned at the end of the last section corresponds to the $`n=3`$ case. It is in fact even under cyclic permutation and built by an odd $`2`$-gluon (pomeron) eigenstate.
Using the Janik-Wosiek (or other still unknown) odderon solution one could construct a $`4`$-gluon state with the same intercept but, as remarked above, it would be unphysical. A $`5`$-gluon state will be therefore, among the states derived in this framework, the next physical one.
## 4 Conclusions
It has been shown that a special relation exists between some solutions of the homogeneous BKP equations for $`(n1)`$ and $`n`$ gluons in the multicolour limit (10). In particular it is possible to construct $`n`$-gluon eigenstates if $`(n1)`$-gluon states are known, provided they satisfy some symmetry constraints. These latter ones restrict the set of the physically relevant solutions which can be constructed to the case of an odd number of gluons. The recently found family of Odderon states with intercept up to $`1`$ is included in this construction.
Of course much more efforts will be necessary to understand the full complex structure of the solutions of the BKP hierarchy.
It is interesting to note that a few interesting solutions and properties of such complicated mathematical equations have been suggested by a very physical relation like the bootstrap for the gluon reggeization.
## Acknowledgements
The author is very grateful to J. Bartels, L.N. Lipatov and M.A. Braun for very interesting and helpful discussions.
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# Supersymmetric Hubbard operators
## Abstract
We develop a supersymmetric representation of the Hubbard operator which unifies the slave boson and slave fermion representations into a single $`U(1)\times SU(1|1)`$ gauge theory, a group with larger symmetry than the product of two $`U(1)`$ gauge groups. These representations of the Hubbard operator can be used to incorporate strong Hundโs interactions in multi-electron atoms as a constraint. We show how this method can be combined with the $`SP(N)`$ group to yield a locally supersymmetric large-N formulation of the $`tJ`$ model.
One of the fascinating aspects of strongly correlated materials is their propensity to develop novel metallic phases in situations where local moments interact strongly with mobile electrons. Examples of such situations include metals near a metal insulator transition, metals at an anti-ferromagnetic quantum critical point and anti-ferromagnetic heavy fermion superconductors. These discoveries challenge our understanding of how spin and charge interact at the brink of magnetism.
Theoretical approaches to these problems are hindered by the difficulty of capturing the profound transformation in spin correlations that develops at the boundary between antiferromagnetism and paramagnetism. Usually we model these features by representing the spin as a boson in a magnetic phase, or as a fermion in a paramagnetic phase, but by making this choice, the character of spin and charge excitations which appear in an approximate field theory is restricted and lacks the flexibility to describe the co-existence of strong magnetic correlations within a paramagnetic phase.
These considerations have motivated the development of new methods to describe the spin and charge excitations of a strongly correlated material which avoid making the choice between a bosonic or fermionic spin. This paper attempts to stimulate further progress in this direction by introducing a supersymmetric representation of Hubbard operators. The method used here is an extension of the supersymmetric spin representation introduced by Coleman, Pรฉpin and Tsvelik (CPT). Remarkably, the supersymmetry in the CPT spin representation survives the introduction of charge degrees of freedom, opening the method to a wider range of models.
Hubbard operators provide a way to describe atoms in which Coulomb repulsion prevents double-occupancy of a given orbital. Suppose $`|a\{|0,|\sigma \}`$ describes a set of atomic states involving a charged โholeโ $`|0`$ or a neutral spin state $`|\sigma `$ with spin component $`\sigma \{1\mathrm{}N\}`$ which for generality can have one of $`N`$ possible values. The Hubbard operators are written
$`X_{ab}=|ab|`$ (1)
where $`a,b\{0,N\}`$, represent an atomic state with $`N`$ possible spin configurations. The operators $`X_{\sigma \sigma ^{}}`$ are bosonic spin operators whereas the $`X_{\sigma 0}`$ and $`X_{0\sigma }`$ are fermionic operators that respectively create and annihilate a single electron. The spin operators $`X_{\sigma \sigma ^{}}`$ are the generators of the group $`SU(N)`$. The additional operators expand the group to a supergroup $`SU(N|1)`$ that describes the physical spin and charge degrees of freedom of the atom. These operators satisfy a graded Lie algebra
$`[X_{ab},X_{cd}]_\pm =\delta _{bc}X_{ad}\pm \delta _{ad}X_{cb}.`$ (2)
where the plus sign is only used for fermionic operators. The absence of a Wickโs theorem for these operators is normally overcome by factorizing the fermionic Hubbard operators as a product of canonical creation and annihilation operators. This can be done by representing the empty state by a โslave bosonโ and the spin by a fermion or alternatively, by representing the empty state as a โslave fermionโ and the spin by a Schwinger boson.
We now generalize this approach, introducing
$`F_a`$ $`=`$ $`(f_1,\mathrm{}f_N,\varphi )`$ (3)
$`B_a`$ $`=`$ $`(b_1,\mathrm{}b_N,\chi )`$ (4)
where $`b_\sigma `$ and $`f_\sigma `$ denote a Schwinger boson and Abrikosov pseudo-fermion respectively, while $`\varphi `$ and $`\chi `$ are slave bosons and fermions respectively. In terms of these operators, the supersymmetric representation of the Hubbard operators is written
$`X_{ab}=B_a^{}B_b+F_a^{}F_b,`$ (5)
Written out explicitly, this is
$`X_{\sigma \sigma ^{}}`$ $`=`$ $`b_\sigma ^{}b_\sigma ^{}+f_\sigma ^{}f_\sigma ^{}`$ (6)
$`X_{\sigma 0}`$ $`=`$ $`b_\sigma ^{}\chi +f_\sigma ^{}\varphi ,X_{0\sigma }=\chi ^{}b_\sigma +\varphi ^{}f_\sigma `$ (7)
$`X_{00}`$ $`=`$ $`\chi ^{}\chi +\varphi ^{}\varphi `$ (8)
By summing the slave fermion and slave boson representations we are guaranteed that the representation satisfies the correct commutation algebra. The novelty of our approach lies in the two unique constraints which make the representation irreducible, which we show to be
$$Q=n_b+n_\varphi +n_f+n_\chi ,$$
(9)
the total number of particles and
$$Y=n_\varphi +n_f(n_b+n_\chi )+\frac{1}{Q}[\theta ,\theta ^{}],$$
(10)
the โasymmetryโ of the representation, where $`\theta =_\sigma b_\sigma ^{}f_\sigma \chi ^{}\varphi `$ and its conjugate $`\theta ^{}`$ are fermionic operators which satisfy the algebra $`\{\theta ,\theta ^{}\}=Q`$. The $`\theta `$ operators interconvert bosons and fermions.
$`b_\sigma \underset{\theta }{\overset{\theta ^{}}{\begin{array}{c}โ\rightharpoonup \hfill \\ \leftharpoondown โ\hfill \end{array}}}f_\sigma ,\chi \underset{\theta }{\overset{\theta ^{}}{\begin{array}{c}โ\rightharpoonup \hfill \\ \leftharpoondown โ\hfill \end{array}}}\varphi `$
The special feature of this representation is that $`\theta `$ and $`\theta ^{}`$ commute with the constraints $`[\theta ^{()},Q]=[\theta ^{()},Y]=0`$, the bosonic Hubbard operators
$`[\theta ^{()},X_{\sigma \sigma ^{}}]=[\theta ^{()},X_{00}]=0,`$
and they also anti-commute with the fermionic Hubbard operators
$`\{\theta ^{()},X_{\sigma 0}\}=\{\theta ^{()},X_{0\sigma }\}=0,`$
so that there is a local supersymmetry which underlies the constraint. The operators $`Q`$, $`\theta `$ and $`\theta ^{}`$ are the generators of the simplest supergroup $`SU(1|1)`$; the operator $`Y`$ generates an additional $`U(1)`$ symmetry. Remarkably, by combining the slave boson and slave fermion representations, the abelian gauge groups of the starting representation โfuseโ into a supergroup with greater symmetry $`U_{SB}(1)\times U_{SF}(1)U(1)\times SU(1|1).`$ If we introduce the operator $`\widehat{A}=[\overline{\eta }\theta \theta ^{}\eta ]`$, where $`\eta `$ and $`\overline{\eta }`$ are Grassman numbers, then under an $`SU(1|1)`$ rotation, the fields $`\psi _a=\left(\begin{array}{c}B_a\\ F_a\end{array}\right)`$ transform as
$`\psi _ae^A\psi _ae^A=\psi _a+[A,\psi _a]+{\displaystyle \frac{1}{2}}[A,[A,\psi _a]]`$ (11)
where the Grassman coefficients truncate the expansion at second-order. Expanding this expression gives $`\psi _ah\psi _a`$, $`\psi _b^{}\psi _b^{}h^{}`$ where
$`h=\left(\begin{array}{cc}\sqrt{1\overline{\eta }\eta }& \overline{\eta }\\ \eta & \sqrt{1\eta \overline{\eta }}\end{array}\right).`$
is an $`SU(1|1)`$ matrix, satisfying $`h^{}h=1`$ The $`X`$-operators (5) can be written as $`X_{ab}=\psi _a^{}\psi _b`$. Under the action of the $`SU(1|1)`$ group, $`X_{ab}\psi _a^{}h^{}h\psi _b=X_{ab}`$, explicity demonstrating the local gauge invariance.
To guarantee that the Hubbard operator representation is irreducible, we need to set the values of the linear and quadratic Casimirs of the $`SU(N|1)`$ group. Under the $`SU(N|1)`$ group, the spinors $`B`$ and $`F`$ transform according to $`BB\stackrel{~}{U}`$, $`FF\stackrel{~}{U}`$, where $`\stackrel{~}{U}U^{st}`$ denotes the supertranspose of the unitary $`SU(N|1)`$ matrix, $`U`$ .The Hubbard operators $`X_{ab}=B_a^{}B_b+F_a^{}F_a`$ thus transform according to $`X_{ab}(\stackrel{~}{U}^{}X\stackrel{~}{U})_{ab}`$. Since $`U^{}U=1`$, it follows that $`U^{st}(U^{})^{st}=1`$. However, the supertranspose and hermitian conjugate do not commute and are related by $`(U^{})^{st}=g(U^{st})^{}g`$, where $`g=Diag[1\mathrm{}1,1]`$ is the invariant metric tensor of $`SU(N|1)`$. Thus the $`\stackrel{~}{U}`$ are not unitary, but satisfy $`\stackrel{~}{U}g\stackrel{~}{U}^{}=g`$. Using the property that $`\text{Tr}[AB]=\text{Tr}[BgAg]`$, it follows that
$$C^{(1)}=\text{Tr}[X],C^{(2)}=\text{Tr}[XgX],$$
(12)
are invariant under the transformation $`X\stackrel{~}{U}^{}X\stackrel{~}{U}`$. These are the linear and quadratic Casimirs of the $`SU(N|1)`$ group. Inserting (6) into (12), we find that $`C^{(1)}=Q`$, while the quadratic Casimir is
$$C^{(2)}=X_{\sigma \sigma ^{}}X_{\sigma ^{}\sigma }X_{\sigma 0}X_{0\sigma }+X_{0\sigma ^{}}X_{\sigma ^{}0}X_{00}^2$$
(13)
where summation over $`\sigma ,\sigma ^{}\{1,N\}`$ is implied. When we expand the Casimir in terms of the canonical creation and annihilation operators, we find that
$$C^{(2)}=\widehat{Q}(N1\widehat{Y}),$$
(14)
with $`Q`$ and $`Y`$ as given in (9) and (10 ). So by defining $`Y`$ and $`Q`$, we uniquely set the representation.
Each conserved value of $`(Q,Y)`$ describes an irreducible representation of the $`SU(N|1)`$ group; the fundamental representation, $`(Q,Y)=(1,0)`$ corresponds to an atomic orbital with no double occupancy (Fig. 1(a)). More general representations involve spin wavefunctions with symmetric and antisymmetric correlations, denoted by an โ$`L`$ shapedโ Young tableau with $`Q`$ boxes, where $`Y=hw`$ is the difference between the height and width (Fig. 1 (b-d)). These representations describe the physics of multi-electron atoms where the spins are Hundโs coupled, and in this way strong Hundโs couplings can be incorporated into an infinite $`U`$ Anderson model using the constraints (9) and (10 ). As an example, the material $`LiV_2O_4`$ develops a paramagnetic heavy fermion ground-state in which vanadium ions form a mixed valence admixture of a $`d^1(S=1/2)`$ and a Hundโs coupled $`d^2(S=1)`$ state. Since the electrons in the $`d^2`$ configuration are in a symmetric wavefunction, corresponding to a row-tableau, this situation is described by Hubbard operators in the representation $`(Q,Y)=(2,1)`$:
$`e^{}+\stackrel{d^1}{\stackrel{}{\text{ }}}\stackrel{d^2}{\stackrel{}{\text{ }}}.`$
As a second example, consider $`UPd_2Al_3`$ in which uranium atoms fluctuate between an $`f^2`$ and an $`f^3`$ configuration. Surprisingly, part of the spin magnetically orders, while the remainder forms a singlet superconductor with the conduction electrons. In this case, the f-electrons are spin-orbit coupled, with $`j=5/2`$, forming an $`SU(N)`$ multiplet with $`N=2j+1=6`$. In practice, crystal field effects break this large degeneracy, but a toy model for the physics can be obtained using $`SU(N)`$ Hubbard operators to describe the charge fluctuations, subject to the constraint $`(Q,Y)=(2,1)`$. This leads to valence fluctuations involving an $`L`$ shaped spin $`f^3`$ spin configuration:
$`e^{}+\stackrel{f^2}{\stackrel{}{\text{ }}}\stackrel{f^3}{\stackrel{}{\text{ }}}.`$
In this scheme the vertical leg of the representation can form a singlet with conduction electrons, leaving a single residual spin free to magnetically order.
In many problems we are interested in interacting atoms containing either one, or zero electrons. Physical states corresponding to this situation have $`Q=1,Y=0`$:
$$\widehat{Q}|\psi =|\psi ,\widehat{Y}|\psi =0.$$
(15)
These conditions do not force the representation into a slave boson, or slave fermion representation. Here, it is useful to note that $`\theta `$ and $`\theta ^{}`$ behave as lowering, and raising operators. In fact, because $`\{\theta ,\theta ^{}\}=Q`$,
$`\tau _+={\displaystyle \frac{1}{\sqrt{Q}}}\theta ^{},\tau _{}={\displaystyle \frac{1}{\sqrt{Q}}}\theta ,\tau _z=[\tau _+,\tau _{}]={\displaystyle \frac{1}{Q}}[\theta ^{},\theta ],`$
behave as the raising, lowering and z components of a โsuperspinโ operator. If we take the sum and difference of the constraints (9) and (10), we find that for $`Q=1`$
$`n_f+n_\varphi `$ $`=`$ $`{\displaystyle \frac{1}{2}}(1+\tau _z),`$ (16)
$`n_b+n_\chi `$ $`=`$ $`{\displaystyle \frac{1}{2}}(1\tau _z).`$ (17)
For $`\tau _z=1`$ these equations revert to the constraints for a slave boson representation, when $`\tau _z=1`$, they revert to those of a slave fermion representation, i.e an โupโ superspin corresponds to a slave boson state, $`\frac{1}{2}(1+\tau _z)|\psi =|\psi _F`$, a โdownโ superspin corresponds to a slave-fermion state $`\frac{1}{2}(1\tau _z)|\psi =|\psi _B`$. In the supersymmetric approach, a partition function of a Hamiltonian $`H`$, involves tracing over both slave boson and slave fermion representations,
$`Z={\displaystyle \underset{\lambda F,B}{}}\psi _\lambda |e^{\beta H}|\psi _\lambda .`$
The trace over both subspaces means that the derived path integral has a $`U(1)\times SU(1|1)`$ symmetry and new dynamical degrees of freedom. In the slave fermion and slave boson schemes, Fermi liquid and magnetic phases are manifested as โHiggs phasesโ of the $`U(1)`$ gauge group. The enlarged $`U(1)\times SU(1|1)`$ gauge group unifies the slave boson and slave fermion schemes, but also extends beyond it to furnish a potentially wider class of Higgs phases. For instance, suppose $`H`$ is a Hamiltonian, such as the $`tJ`$ model with both magnetic and paramagnetic phases, then we expect $`\tau _z=1`$ in the anti-ferromagnetic (insulating) ground-state and $`\tau _z=+1`$ in the paramagnetic ground-state, but in addition, there is the possibility of new saddle-points where $`\tau _z`$ lies between these two extreme values.
We end with a discussion on the formulation of the $`tJ`$ model as a supersymmetric large-$`N`$ expansion. To handle anti-ferromagnetic interactions and electron hopping in a large $`N`$ expansion, we adopt the Read-Sachdev scheme, using Hamiltonians that are globally invariant under the unitary symplectic group $`SP(N)`$. This group is a subgroup of $`SU(N)`$ (defined only for even values of $`N=2n`$), so its generators are a subset of the Hubbard operators. Moreover, the groups $`SP(2)`$ and $`SU(2)`$ are equivalent. In $`SP(N)`$, the spin components are divided into an equal number of โupโ and โdownโ values $`\sigma (\pm 1,\mathrm{}\pm N/2)`$; the unitary matrices of SP(N) satisfy the condition $`U^T\underset{ยฏ}{ฯต}U=\underset{ยฏ}{ฯต}`$, where $`ฯต_{\sigma \sigma ^{}}=\mathrm{sgn}(\sigma )\delta _{\sigma ,\sigma ^{}}`$. The $`SP(N)`$ $`tJ`$ model is written
$`H`$ $`=`$ $`{\displaystyle \frac{t}{N}}{\displaystyle \underset{(i,j)}{}}[X_{\sigma 0}(i)\mathrm{X}_{0\sigma }(j)+\mathrm{H}.\mathrm{c}]`$ (18)
$`+`$ $`{\displaystyle \frac{J}{N}}{\displaystyle \underset{i,j}{}}ฯต_{\sigma \sigma ^{}}ฯต_{\eta \eta ^{}}X_{\sigma \eta ^{}}(i)X_{\sigma ^{}\eta }(j)\mu {\displaystyle \underset{j}{}}๐ฉ_j`$ (19)
where $`๐ฉ_j=_\sigma X_{\sigma \sigma }(j)`$ is the number of particles. In the supersymmetric representation, this model becomes $`H+_jK_j`$
$`H`$ $`=`$ $`{\displaystyle \frac{t}{N}}{\displaystyle \underset{(i,j)}{}}[(f_{i\sigma }^{}\varphi _i+b_{i\sigma }^{}\chi _i)(\varphi _j^{}f_{j\sigma }+\chi _j^{}b_{j\sigma })+\mathrm{H}.\mathrm{c}.]`$ (20)
$``$ $`{\displaystyle \frac{J}{N}}{\displaystyle \underset{(i,j)}{}}\mathrm{Tr}[\mathrm{\Lambda }_{ij}^{}\mathrm{\Lambda }_{ij}]\mu {\displaystyle \underset{j}{}}๐ฉ_j,`$ (21)
where $`K_j=\lambda _j(\widehat{Q}_jQ_0)+\zeta _j(Y_jY_0)`$ describes the constraints at site $`j`$, $`๐ฉ_j=n_f(j)+n_b(j)`$ and
$`\mathrm{\Lambda }_{ij}=ฯต_{\sigma \sigma ^{}}\left[\begin{array}{cc}f_{i\sigma }f_{j\sigma ^{}}& f_{i\sigma }b_{j\sigma ^{}}\\ b_{i\sigma }f_{j\sigma ^{}}& b_{i\sigma }b_{j\sigma ^{}}\end{array}\right]`$
describes the singlet valence bonds between site $`i`$ and site $`j`$. This Hamiltonian is invariant under the global $`SP(N)`$ transformation and the local $`U(1)\times SU(1|1)`$ gauge group. The family of models with $`(Q_0,Y_0)=(N/2,0)`$, ($`N`$ even) are of particular interest. Two points deserve special mention:
i) In a path integral treatment, by carrying out a local gauge transformation $`\psi _jg_i(\tau )\psi _i`$ and integrating over $`g_j`$, one obtains a supersymmetric Lagrangian, $`=_{susy}+H`$, where
$`_{susy}={\displaystyle \underset{j,a}{}}\psi _{ja}^{}\left[_\tau \lambda _j+\zeta _j\tau _3\right]\psi _{ja}{\displaystyle \frac{1}{Q_o}}\theta _j^{}(_\tau +2\zeta _j)\theta _j.`$
This is the starting point for the study of the various Higgs phases of the model. In each of these phases, one of the fermi fields is absorbed into the fluctuations of the gauge field. For instance, in paramagnetic phases the slave boson condenses and by fixing
$`\psi _j=g_j\left(\begin{array}{ccc}b_{j\sigma _1}^{}& \mathrm{}b_{j\sigma _N}^{}& 0\\ f_{j\sigma _1}^{}& \mathrm{}f_{j\sigma _N}^{}& r_j\end{array}\right),`$
the slave fermions $`\chi _j`$ are absorbed into the gauge field. Similary, the Schwinger boson field $`b_\sigma `$ condenses in an ordered anti-ferromagnetic phase, absorbing a component of the $`f_\sigma `$ fields. More complex Higgs phases, in which fermi fields of the bond variables are absorbed into plaquet fermions also become possible.
ii) The Lagrange multiplier $`\zeta _j`$ which imposes the constraint on $`Y_j`$ gives rise to a self-consistently determined spin interaction $`H_I=\frac{2\zeta _j}{Q}\theta _j^{}\theta _j`$, resembling recent approaches to the Hubbard model in which spin interactions self-consistently renormalize to enforce local constraints. The Gaussian fluctuations of the $`\theta `$ fields associated with this spin interaction play a crucial role in enforcing the constraints between slave boson and slave fermion fields, and non-trivial results depend on the inclusion of these fluctuations in the effective action.
In conclusion, we have presented a supersymmetric representation of Hubbard operators in which both the operators and the constraints are invariant under the action of the supergroup $`U(1)\times SU(1|1)`$. This approach avoids the need to choose between a fermionic, or bosonic representation for spins. The underlying $`U(1)\times SU(1|1)`$ gauge group is larger than the simple product of two $`U(1)`$ gauge groups. Broken symmetry saddle points of this enlarged group provide the opportunity to study the interplay between magnetism and paramagnetism.
This work was supported in part by the National Science Foundation under grants DMR 9983156 (PC and JH) and PHY 99-07947 (PC and CP) and research funds from the EPSRC, UK (CP). PC and CP would like to thank the Isaac Newton Institute and the Institute for Theoretical Physics, Santa Barbara, where part of this work was carried out.
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# On the regularity of varieties having an extremal secant line
## 1. Introduction
Let $`X`$ be a complex $`n`$-dimensional variety, non degenerate and of degree $`d`$ in $`\text{}^r`$. The $`k`$-regularity of $`X`$ has been defined by D.Mumford by the following vanishing
$$H^i(\text{}^r,_{X|\text{}^r}(ki))=0\text{for all }i1.$$
The $`k`$-regularity condition implies the $`(k+1)`$-regularity condition , so that one defines the Castelnuovo-Mumford regularity of $`X`$, as the the least integer $`k`$ such that $`X`$ is $`k`$-regular. We denote by $`reg(X)`$ the regularity of $`X`$. This obscure vanishing condition find its origin in G.Castelnuovoโs work on the postulation of a variety $`X`$ ; for the regularity of $`X`$ gives an upper bound on the least integer $`k`$ for which hypersurfaces of degree $`sk`$ cut on $`X`$ a complete regular linear system. The regularity $`X`$ also encodes pieces of information on the syzygies of the equations defining $`X`$. Indeed, let $`I_X`$ be the saturated ideal of $`X`$ in $`R=\text{}[x_0,\mathrm{},x_n]`$ and
$$0L_{r+1}\mathrm{}L_0RR/I_X0$$
be a minimal free graded resolution of the $`R`$-module $`R/I_X`$; the variety $`X`$ is $`k`$-regular if and only if for all $`i0`$, one can find a base of $`L_i`$, which elements are at most of degree $`k+i`$ , definition 3.2.
This algebraic characterization of $`k`$-regularity has an elementary geometric consequence: the existence of a $`k`$-secant line to $`X`$ implies that $`reg(X)k`$. One can deduce from Bertiniโs theorem on linear systems that $`X`$ cannot have any $`k`$-secant line for $`k>dr+n+1`$; we will thus call extremal a $`(dr+n+1)`$-secant line to $`X`$. Varieties for which there exist extremal secant lines are therefore $`(dr+n)`$-irregular. The regularity conjecture (,) foresees that $`reg(X)dr+n+1`$. It has so far only been proved for curves , smooth surfaces (, ) and smooth $`2`$-codimensional varieties . Extremal varieties for the conjecture have only been classified for curves by Gruson, Lazarsfeld and Peskine in . They are smooth rational curves with an extremal secant line except for the elliptic normal curve and some rational curves in $`\text{}^{d1}`$.
Varieties having an extremal secant line thus form a good sample for testing the regularity conjecture.
Conventions and notations: We will use Hartshorneโs book conventions on projective bundles. Consider $`n`$ positive integers $`1a_1\mathrm{}a_n`$, the smooth rational normal scroll $`S(a_1,\mathrm{},a_n)`$ is the tautological embedding of the projective bundle $`\text{}(_{i=1}^n๐ช_\text{}^1(a_i))`$ in $`\text{}^{n1+_{i=1}^na_i}`$; a non degenerate cone of vertex $`\text{}^k`$ over $`S(a_1,\mathrm{}a_n)`$ in $`\text{}^{n+k_{i=1}^na_i}`$ will be denoted by $`S(\underset{k\text{times}}{\underset{}{0,\mathrm{},0}},a_1,\mathrm{},a_n)`$.
Here we will prove the following results.
First of all we show the existence of non degenerate $`n`$-folds $`X`$ of degree $`d`$ in $`\text{}^r`$, having an extremal secant line, for any $`d>rn+1`$, $`n`$ and $`r2n+1`$.
###### Theorem 1.
Let us fix an integer $`n`$, then choose $`n`$ non zero positive integers $`a_1\mathrm{}a_n`$ and a positive integer $`d>_{i=1}^na_i`$. Let us pick also two non zero positive integers $`k_1`$ and $`k_2`$ such that $`k_1+k_2=d_{i=1}^na_i`$ and an injection of $`๐ช_\text{}^1`$-module
$$๐ช_\text{}^1(k_1)๐ช_\text{}^1(k_2)\stackrel{๐ผ}{}๐ช_\text{}^1^2_{i=1}^n๐ช_\text{}^1(a_i).$$
The cokernel map
$$๐ช_\text{}^1^2_{i=1}^n๐ช_\text{}^1(a_i)\stackrel{๐ฝ}{}_{i=1}^n๐ช_\text{}^1(b_i)$$
gives a morphism of rational scrolls from $`\overline{X}=S(b_1,\mathrm{},b_n)`$ to $`S=S(0,0,a_1,\mathrm{},a_n)`$ restriction of a linear projection between their linear spans that induces an isomorphism of rational scrolls between $`\overline{X}`$ and its image $`X`$. The vertex of the cone $`S`$ is an extremal secant line for the $`n`$-fold scroll $`X`$. Moreover any rational $`n`$-fold scroll having an extremal secant line can be realized this way.
This is completed by our classification theorem.
###### Theorem 2.
Let $`X`$ be a non degenerate variety in $`\text{}^r`$ with $`rn2`$ of degree $`d`$ and dimension $`n2`$. Assume that $`X`$ has an extremal secant line $`l`$. Then $`X`$ is either
* a cone over the Veronese surface $`V`$ in $`\text{}^5`$ or
* a cone over a smooth rational scroll $`\mathrm{\Sigma }`$, such that $`l`$ is an extremal secant line for $`\mathrm{\Sigma }`$ or
* a cone over the Veronese surface $`V^{}`$ in $`\text{}^4`$.
It is known that $`reg(V)=2`$ and $`reg(V^{})=3`$. From the algebraic characterization of $`k`$-regularity, if $`X`$ is a cone over $`\mathrm{\Sigma }`$ we have $`reg(X)=reg(\mathrm{\Sigma })`$, so that to show that varieties with an extremal secant line satisfy the regularity conjecture we only need to show it for $`n`$-fold rational scrolls.
###### Theorem 3.
Let $`X`$ be a $`n`$-fold scroll over a smooth curve $`C`$ of genus $`g`$, of degree $`d`$ in $`\text{}^r`$. Then we have the inequality
$$reg(X)dr+n+1.$$
Acknowledgments This work was made while I was a Ph.D. student at Columbia University. Most of it constitutes my Ph.D. dissertation and grew out of discussions with my advisor Prof. Henry C. Pinkham, to whom I express my gratitude. The last theorem was inspired by personal notes of Prof. Lazarsfeld , kindly communicated to us by their author.
## 2. Rational scrolls with an extremal secant line
Beside the case where bisecant lines are extremal secant lines for $`X`$, i.e. $`X`$ is a variety of minimal degree, the existence of varieties with extremal secant line is not clear. The latest construction of such varieties is due to Lazarsfeld. He constructs in Remark 1 of smooth surfaces of $`\text{}^r,r5`$ with an extremal secant line as $`1`$-codimensional subvarieties of a rational normal $`3`$-fold scroll. The construction readily generalizes to higher dimension and furnishes smooth varieties (actually rational scrolls) of any degree $`d>rn+1`$ in $`\text{}^r,r2n+1`$ having an extremal secant line.
We explain here how to construct any rational $`n`$-fold scroll $`X`$ that has an extremal secant line. First we note that $`X`$ must be a $`2`$-codimensional subvariety of a singular rational normal scroll.
###### Proposition 1.
Let $`X`$ be a variety in $`\text{}^r`$ having an extremal secant line $`l`$. The image of $`X`$ by the linear projection $`\pi _l`$ of center $`l`$ is a $`n`$-dimensional variety $`X^{}`$ of minimal degree in $`\text{}^{r2}`$. Moreover if $`X`$ is a smooth rational scroll so is $`X^{}`$.
###### Proof.
If we project $`X`$ from this line $`l`$ to $`\text{}^{r2}`$, we get a variety $`X^{}`$ of degree $`d^{}`$ and dimension $`n^{}n`$ in $`\text{}^{r2}`$. Since $`X`$ is non degenerate, $`n=n^{}`$. It follows that $`d^{}=rn1`$, hence $`X^{}`$ is of minimal degree.
The rational scroll $`X`$ is the image of a smooth rational normal scroll $`Z`$ of degree $`d`$ and dimension $`n`$, by a linear projection. We deduce from the classification of varieties of minimal degree (,) that $`X^{}`$ is a rational normal scroll. The induced rational map $`g`$ from $`Z`$ to $`X^{}=\pi _l(X)`$ is thus an elementary transformation (cf.) of $`Z`$ along $`Y=\{p_1,\mathrm{},p_s\}`$. It follows that $`X^{}`$ is the tautological embedding of a projective bundle, elementary transform of $`\text{}()`$; therefore $`X^{}`$ is smooth.
Thus our $`n`$-fold scroll lies on the cone $`<l,X^{}>=S(0,0,a_1,\mathrm{},a_n)`$ for some integers $`1a_1\mathrm{}a_n`$. We can reverse the process; on any rational normal scroll $`S=S(0,0,a_1,\mathrm{},a_n)`$, we can construct a smooth codimension $`2`$ subscroll $`X`$ having the vertex of the cone $`S`$ as extremal secant line.
###### Theorem 1.
Fix an integer $`n`$, then choose $`n`$ non zero positive integers $`a_1\mathrm{}a_n`$ and a positive integer $`d>_{i=1}^na_i`$. Let us pick also two non zero positive integers $`k_1`$ and $`k_2`$ such that $`k_1+k_2=d_{i=1}^na_i`$ and an injection of $`๐ช_\text{}^1`$-module
$$๐ช_\text{}^1(k_1)๐ช_\text{}^1(k_2)\stackrel{๐ผ}{}๐ช_\text{}^1^2_{i=1}^n๐ช_\text{}^1(a_i).$$
The cokernel map
$$๐ช_\text{}^1^2_{i=1}^n๐ช_\text{}^1(a_i)\stackrel{๐ฝ}{}_{i=1}^n๐ช_\text{}^1(b_i)$$
gives a morphism of rational scrolls from $`\overline{X}=S(b_1,\mathrm{},b_n)`$ to $`S=S(0,0,a_1,\mathrm{},a_n)`$ restriction of a linear projection between their linear spans that induces an isomorphism of rational scrolls between $`\overline{X}`$ and its image $`X`$. The vertex of the cone $`S`$ is an extremal secant line for the $`n`$-fold scroll $`X`$. Moreover any rational $`n`$-fold scroll having an extremal secant line can be realized this way.
###### Proof.
Let us denote by $`\stackrel{~}{S}`$ the projective bundle $`\text{}(๐ช_\text{}^1^2_{i=1}^n๐ช_\text{}^1(a_i))`$ in $`\text{}^1\times \text{}^r`$, where $`r=n+1+_{i=1}^na_i`$. The second projection $`\pi _2`$ from the product $`\text{}^1\times \text{}^r`$ embeds $`\stackrel{~}{S}`$ in $`\text{}^r`$ as a cone $`S`$ of vertex $`l`$ over the smooth rational normal scroll $`X^{}=S(a_1,\mathrm{},a_n)`$. Its restriction to $`\stackrel{~}{S}`$ is a desingularization of $`S`$ of exceptional locus $`E=\text{}^1\times l=\text{}(๐ช_\text{}^1^2)`$. A simple Chern class computation shows that $`b_i=d+n1`$, with $`b_i1`$ for all $`1in`$. Let us denote by $`\overline{X}`$ the smooth rational normal scroll $`S(b_1,\mathrm{},b_n)`$ in $`\text{}^{d+n1}`$. Since $`h^0(\text{}^1,๐ช_\text{}^1(k_1)๐ช_\text{}^1(k_2))=0`$, the map $`\alpha `$ defines a morphism $`f`$ from $`\overline{X}`$ to $`S`$, which image $`X`$ is a non degenerated rational subscroll of $`S`$ in $`\text{}^r`$. Moreover since $`\overline{X}`$ is linearly normal and $`S`$ non degenerated, $`f`$ is the restriction to $`\overline{X}`$ of a linear projection. Since the restriction $`\beta _2`$ of $`\beta `$ to $`_{i=1}^n๐ช_\text{}^1(a_i)`$ has to be an injection of $`๐ช_\text{}^1`$-modules, it defines an elementary transformation between $`S(a_1,\mathrm{},a_n)`$ and $`\overline{X}`$, induced by a linear projection from $`\text{}^{d+n1}`$ to $`\text{}^{r2}`$, which factors through $`f`$ and the projection of $`\text{}^r`$ from the line $`l`$. Therefore $`X`$ is smooth of dimension $`n`$, so that $`f`$ induces an isomorphism of rational scrolls between $`\overline{X}`$ and $`X`$ and $`degX=d`$.
We denote by $`\stackrel{~}{X}`$ the strict transform of $`X`$ in $`\stackrel{~}{S}`$. Let $`\sigma `$ denote the embedding map $`\text{}^1l\text{}^r`$. Notice that the diagonal $`\mathrm{\Delta }=\{(t,p)E:p=\sigma (t)\}`$ in $`E`$ is isomophic to $`l`$ by $`\pi _2`$, so that the schemes $`Z=\stackrel{~}{X}\mathrm{\Delta }`$ and $`Xl`$ are isomorphic by $`\pi _2`$. For each $`i=1,2`$, the injections induced by $`\alpha `$, $`๐ช_\text{}^1(k_1)\stackrel{\alpha _{1,i}}{}๐ช_\text{}^1^2`$, define in $`E`$ over $`\text{}^1`$ a rational curve $`C_i=\text{}(๐ช_\text{}^1(k_i))`$. Let $`\text{}^{n_i}w_i`$ denote the cokernel of
$$๐ช_\text{}^1(k_1)๐ช_\text{}^1(k_2)\stackrel{\alpha _1=\alpha _{1,1}+\alpha _{1,2}}{}๐ช_\text{}^1^2;$$
Remark that $`1n_i2`$. Since for each $`i=1,\mathrm{},s`$, the line $`\pi _1^1(w_i)E`$ meets $`\mathrm{\Delta }`$, the scheme $`Z`$ is supported on $`\{(w_1,\sigma (w_1)),\mathrm{},(w_s,\sigma (w_s))\}`$ in $`\mathrm{\Delta }`$. If $`n_i=2`$, the smoothness of each curve $`C_i`$ at each point of $`C_i\mathrm{\Delta }`$, shows that $`(w_i,\sigma (w_i))`$ is on $`C_i\mathrm{\Delta }`$ for both curve $`C_1`$ and $`C_2`$. The cotangent space of $`\stackrel{~}{X}E`$ at $`(w_i,sigma(w_i))`$ is then the direct sum of the cotangent spaces of $`C_i`$ at this point. Therefore the multiplicity of $`\stackrel{~}{X}\mathrm{\Delta }`$ at $`(w_i,\sigma (w_i))`$ is $`2`$. From this, we deduce that the length of $`Z`$ is $`n_i=dr+n+1`$. โ
## 3. The classification of varieties having an extremal secant line
Let $`X`$ be a $`n`$-dimensional variety in $`\text{}^r`$ having an extremal secant line $`l`$. From Gruson, Lazarsfeld and Peskineโs classification of $`(dr+1)`$-irregular curves , if $`n=1,r3`$, $`X`$ is a *smooth rational curve*. This and Del Pezzo-Bertiniโs theorem , that classifies varieties of minimal degree, are the key ingredients for our classification theorem.
###### Theorem 2.
Let $`X`$ be a non degenerate variety in $`\text{}^r`$ with $`rn2`$ of degree $`d`$ and dimension $`n2`$. Assume that $`X`$ has an extremal secant line $`l`$. Then $`X`$ is either
* a cone over the Veronese surface $`V`$ in $`\text{}^5`$ or
* a cone over a smooth rational scroll $`\mathrm{\Sigma }`$, such that $`l`$ lies is an extremal secant line for $`\mathrm{\Sigma }`$ or
* a cone over the Veronese surface $`V^{}`$ in $`\text{}^4`$.
###### Proof.
Let $`\stackrel{~}{X}\stackrel{\mathit{\varphi }}{}X`$ be a desingularization of $`X`$ of exceptional locus $`E`$. We want to determine the linearly normal variety $`\overline{X}`$ of which $`X`$ is projection. We show by induction on $`n`$ that $`\overline{X}`$ is a variety of minimal degree $`d`$. To do so, we need the existence of an hyperplane section of $`X`$ containing $`lX=\{p_1,\mathrm{},p_s\}`$ that is desingularisezd by $`\varphi `$.
###### Lemma 2.1.
1. The variety $`X`$ is smooth in a neighborhood of $`Xl`$.
2. The variety $`\stackrel{~}{X}`$ satisfies $`h^1(\stackrel{~}{X},๐ช_{\stackrel{~}{X}})=0`$.
###### Proof of (1).
This is true for $`n=1`$ since then $`X`$ is a smooth rational curve . Let us assume it is true for $`k<n`$.
Consider the linear system $``$ of hyperplanes $`H`$ containing $`l`$. The generic element of the restriction to $`X`$ of $``$ satisfies our induction hypothesis so that any $`p_i`$ in $`Xl`$ is a smooth point of $`h=XH`$ for $`H`$ generic. Since any smooth point $`p`$ on a Cartier divisor $`D`$ of a variety $`X`$ is a smooth point of $`X`$, $`p_i`$ is a smooth point of $`X`$. โ
###### Proof of (2).
Since $`h^1(\stackrel{~}{X},๐ช_{\stackrel{~}{X}})`$ is a birational invariant for smooth varieties, we deduce that
$$h^1(\stackrel{~}{X},๐ช_{\stackrel{~}{X}})=h^1(\stackrel{~}{X}^{},๐ช_{\stackrel{~}{X}^{}})$$
for any desingularization $`\stackrel{~}{X}^{}`$ of the variety $`X^{}`$. Moreover since $`X^{}`$ is a variety of minimal degree, hence a cone over a smooth rational variety, we have $`h^1(\stackrel{~}{X}^{},๐ช_{\stackrel{~}{X}^{}})=0`$. โ
Let us now prove that $`X`$ is the image by a regular projection of a variety of minimal degree $`\overline{X}`$.
###### Lemma 2.2.
Let $`H`$ be a generic hyperplane section of $`X`$. Recall that $`\varphi :\stackrel{~}{X}X`$ is a desingularization of $`X`$.
1. A generic element of the linear system $`|\varphi ^{}(๐ช_X(H))|`$ is smooth and the dimension of this system is $`d+n1`$.
2. The rational map $`f:\stackrel{~}{X}\text{}^{d+n1}`$ defined by this system is in fact regular and maps $`\stackrel{~}{X}`$ onto a variety $`\overline{X}`$ of dimension $`n`$ and degree $`d`$.
###### Proof.
For $`n=1`$, , the curve $`X`$ is a smooth rational curve of degree $`d`$, hence is a regular projection of some rational normal curve in $`\text{}^d`$.
For $`1k<n`$ assume that for any k-dimensional varieties $`X`$ having an extremal secant line, the total transform $`|๐ช_{\stackrel{~}{X}}(H)|`$ of the linear system of hyperplane sections of $`X`$, gives a map from $`\stackrel{~}{X}`$ to $`\text{}^{d+k1}`$ which image $`\overline{X}`$ is a $`k`$-dimensional variety of degree $`d`$, that projects onto $`X`$.
Let us consider on $`\stackrel{~}{X}`$ the total transform $``$ of the system cut out on $`X`$ by the system of hyperplanes containing $`l`$. Let $`D`$ be a generic hyperplane section of $`X`$ containing $`Xl`$; a generic element of $`D`$ is irreducible and $`\varphi ^{}D`$ of $``$ is smooth.
Indeed $`\varphi ^{}D`$ is smooth away from its base locus by Bertiniโs theorem on singularities of a generic member of a linear system. The variety $`X`$ is smooth at $`p_1,\mathrm{}p_s`$, hence the base locus of $``$ consists of the $`s`$ points $`\varphi ^1p_1,\mathrm{},\varphi ^1p_s`$. The divisor $`D`$ is an irreducible hypersurface of $`X`$ by Bertiniโs irreducibility theorem ($`r22`$); it has an extremal secant line by construction, hence $`D`$ is smooth in a neighborhood of $`p_1,\mathrm{},p_s`$ by lemma 2.1 (1). The Cartier divisor $`\varphi ^{}D`$ is then smooth at $`\varphi ^1p_1,\mathrm{},\varphi ^1p_s`$. This also implies that a generic element of $`|๐ช_{\stackrel{~}{X}}(\varphi ^{}H)|`$ is smooth.
We can thus find an irreductible and non degenerated hyperplane section of $`X`$, $`H_0`$ such that $`\varphi ^{}H_0`$ is a smooth element of $``$. We have the following exact sequence:
$$0๐ช_{\stackrel{~}{X}}๐ช_{\stackrel{~}{X}}(\varphi ^{}H)๐ช_{\varphi ^{}H_0}((\varphi ^{}H)|_{\varphi ^{}H_0})0.$$
By lemma 2.1 (2), $`h^0(๐ช_{\stackrel{~}{X}}(\varphi ^{}H))=1+h^0(๐ช_{\varphi ^{}H_0}((\varphi ^{}H)|_{\varphi ^{}H_0}))`$. The restriction of $`\varphi `$ to the closure of $`\varphi ^{}H_0E`$ in $`\stackrel{~}{X}`$ is a desingularization of $`H_0`$ so that we can apply the induction hypothesis to a generic hyperplane section $`h`$ of $`H_0`$ to get:
$$h^0(\stackrel{~}{H}_0,๐ช_{\stackrel{~}{H}_O}(\varphi |_{\stackrel{~}{H}_0}^{}h))=d+n1.$$
Since a generic element of $`|๐ช_{\varphi ^{}H_0}(\varphi ^{}H|_{\varphi ^{}H_0})|`$ doesnโt meet $`E`$,
$$h^0(\varphi ^{}H_0,๐ช_{\varphi ^{}H_0}(\varphi ^{}H|_{\varphi ^{}H_0}))=h^0(\stackrel{~}{H}_0,๐ช_{\stackrel{~}{H}_0}(\varphi ^{}H|_{\stackrel{~}{H}_0}))=d+n1.$$
Since $`|๐ช_{\stackrel{~}{X}}(\varphi ^{}H)|`$ is base point free, the degree of $`\overline{X}`$ is $`d`$ and the rational map $`\psi `$ that $`|๐ช_{\stackrel{~}{X}}(\varphi ^{}H)|`$ defines is regular.
The dimension of $`\overline{X}`$ is at least $`n1`$. Since $`X`$, is the union of the points in the pencil formed by $`2`$ independant hyperplane sections $`H_1`$ and $`H_2`$ of $`X`$ containing $`lX`$, $`\overline{X}`$ is cut out by the pencil generated by the images of the strict transforms of $`H_1`$ and $`H_2`$ in $`\stackrel{~}{X}`$ and therefore has dimension $`n`$.
The linear system $`|๐ช_{\stackrel{~}{X}}(\varphi ^{}H)|`$ generically separates points, so that the map $`\psi `$ is birational onto its image. Its inverse $`\psi ^1`$ is then a rational map from $`\overline{X}`$ onto $`X`$ that extends to a linear projection $`\pi `$ from $`\text{}^{d+n1}`$ onto $`\text{}^r`$, since $`\overline{X}`$ is linearly normal. The map $`\psi ^1`$ is regular since $`\overline{X}`$ and $`X`$ have the same dimension and the same degree. โ
We can now use the Del Pezzo-Bertini theorem to conclude. Assume that $`rn=2`$, then $`\overline{X}`$ is a cone over the Veronese surface $`V`$ in $`\text{}^5`$ and $`X`$ is the linear projection of $`\overline{X}`$ by a point. Since the extremal secant line $`l`$ meets $`X`$ at smooth points, it must be the image of a $`3`$-secant $`2`$-plane of $`V`$, hence the center of projection lies in the linear span of $`V`$ and $`X`$ is a cone over the Veronese surface in $`\text{}^4`$. If $`rn+3`$ the variety $`\overline{X}`$ can be neither a cone over the Veronese surface nor the Veronese surface itself, unless $`\overline{X}=X`$. Indeed, if it were so, $`X`$ would be a cone $`<L^k,V^{}>`$ over the generic projection of the Veronese to $`\text{}^4`$ or over the Steiner surface in $`\text{}^3`$, with $`k=n3`$. So clearly, we would have $`rn+2`$. If $`n=2`$, we cannot have any projection of the Veronese surface either.
Hence $`\overline{X}`$ must be a rational scroll unless $`X`$ was already a variety of minimal degree. Since the projection $`\pi `$ is regular, if $`\overline{X}`$ is smooth, $`X`$ is a smooth rational scroll. If $`\overline{X}`$ is a cone $`<L^k,S^{nk1}>`$ over a smooth scroll of minimal degree $`S^{nk1}`$, $`X`$ must be the cone $`<L^k,\pi (S^{nk1})>`$, hence is a cone over a smooth rational scroll. Any extremal secant line moreover has to lie in the linear space generated by $`S^{nk1}`$, for it has to meet $`X`$ at smooth points. โ
## 4. The regularity of smooth scrolls
In this section we prove that varieties having an extremal secant line are $`dr+n+1`$-regular. By the classification theorem, we only need to prove the regularity of smooth scrolls having an extremal secant line.
This will follow from this more general result on the regularity of smooth scrolls over a smooth curve $`C`$.
###### Theorem 3.
Let $`X`$ be a smooth $`n`$-dimensional scroll over a smooth curve $`C`$ of genus $`g`$, embedded in $`\text{}^r`$ as a non degenerate variety of degree $`d`$. The regularity of $`X`$ is bounded by $`dr+n+1`$, as predicted by the regularity conjecture.
The proof is closely related to Gruson, Lazarsfeld and Peskineโs proof of the regularity conjecture for curves. As they do, we first describe $`X`$ as a projection from a product of a variety $`๐ฎ`$ that is scheme theoretically a vanishing locus by a Beilinson type construction ; in our case $`๐ฎ`$ is the the ruled subvariety of $`C\times \text{}^r`$ which projects onto the $`n`$-fold scroll $`X`$. We get a set-theoretical description of $`X`$ as a degeneracy locus, in the same manner as in . We can no longer conclude as in , for the ideal sheaf of $`X`$ and of the degeneracy locus no longer differ along a $`0`$-dimensional scheme, but along $`dr+n`$ fibers of $`X`$. We will see that this degeneracy locus is fibered over $`C`$ and obtained from $`X`$ by โreplacingโ $`dr+n`$ fibers of $`X`$ by multiple fibers and this extra information will be enough to bypass this problem.
###### Proof.
The $`k`$-regularity of $`X`$ is equivalent to the $`k1`$-normality of $`X`$ and the vanishing of $`H^i(๐ช_X(k1i))`$. Note that by degeneration of the Leray spectral sequence
$$H^i(X,๐ช_X(dr+ni))H^i(C,\pi _{}(๐ช_X(dr+ni))),$$
so that we only have to show that
$$H^i(\text{}^r,_{X|\text{}^r}(dr+n+1i))=0\text{for }i=1,2.$$
The embedding $`\text{}(E)\stackrel{๐}{}X\text{}^r=\text{}(V)`$ factors through an embedding $`h`$ of $`\text{}(E)`$ in $`C\times \text{}^r`$ and the second projection $`f`$ onto $`\text{}^r`$, hence corresponds to the data of an exact sequence of $`๐ช_C`$-modules
$$0M\stackrel{i_p}{}V_{\text{}}๐ช_CE0$$
such that $`H^1(C,M)=0.`$ Let us denote by $`\pi `$ the first projection from the product $`C\times \text{}^r`$. From the Euler exact sequence on $`\text{}^r`$, twisted by $`๐ช_\text{}^r(1)`$ and pulled back by $`f`$ to $`C\times \text{}^r`$ and from the pull back by $`\pi `$ of the morphism $`i_p`$ we get a morphism $`\pi ^{}M\stackrel{๐ }{}f^{}(๐ช_\text{}^r(1))`$ of $`๐ช_{C\times \text{}^r}`$-modules which vanishing locus is scheme-theoretically $`h(\text{}(E))`$.
The Koszul complex associated to $`\pi ^{}(M)f^{}(๐ช_\text{}^r(1))\stackrel{sf^{}(๐ช_\text{}^r(1))}{}๐ช_{C\times \text{}^r}`$ gives a locally free resolution of $`h_{}(๐ช_{\text{}(E)})`$:
$$\begin{array}{c}0\pi ^{}(^{rn+1}M)f^{}(๐ช_\text{}^r(nr1))\mathrm{}\pi ^{}(^jM)f^{}(๐ช_\text{}^r(j))\mathrm{}\\ \pi ^{}(^2M)f^{}(๐ช_\text{}^r(2))\pi ^{}(M)f^{}(๐ช_\text{}^r(1))๐ช_\text{}^rh_{}(๐ช_{\text{}(E)})0\end{array}.$$
Indeed this complex is exact since $`sf^{}(๐ช_\text{}^r(1))`$ is generically surjective and its cokernel $`h_{}(๐ช_{\text{}(E)})`$ is of expected codimension ($`rk(M)1=rn`$) in the locally Cohen-Macaulay scheme $`๐ช_{C\times \text{}^r}`$ ( p. 344).
Since the article of Gruson, Lazarsfeld and Peskine, it is now a standard trick , to twist this resolution by the pull back by $`\pi `$ of a suitable line bundle $`A`$ on $`C`$, in order to be able to push down to $`X`$ in $`\text{}^r`$ the pieces of information of this resolution of $`h(\text{}(E))`$.
###### Lemma 3.1.
There is a line bundle $`A`$ on $`C`$ which satisfies
$$h^1(MA)=0,h^1(^2MA)=0,h^1(A)=0.$$
For such a line bundle we have then $`h^0(MA)=(rn)(dr+n)+1`$ and $`h^0(A)=dr+n`$.
###### Proof.
The proof of this is similar to (lemma 1.7). First we have a strictly decreasing filtration by vector bundles $`F_i`$ such that $`\frac{F_i}{F_{i+1}}=L_i.`$ is a line bundle of negative degree
$$M=F_1F_2\mathrm{}F_{r+1n}0=F_{r+2n}$$
In order to get $`H^1(C,MA)=0`$ and $`H^1(C,^2MA)=0`$, it is enough to choose $`A`$ such that $`H^1(C,L_iA)=0`$ and $`H^1(C,L_iL_jA)=0`$.
Since a generic line bundle of degree $`g1`$ is non special, it is enough to take $`A`$ generic, so that $`deg(A)+rn1dg1`$, that is to say $`deg(A)gr+n+d=dcodim(h(๐ช_{\text{}(E)}))+gg1`$. Indeed we have $`deg(L_iL_j)d+rn1`$.
Since $`rk(M)=r+1n`$ the smallest possible degree for $`deg(L_i)`$ is $`rnd`$, so that we also have $`H^1(C,MA)=0`$,. Note that $`h^1(C,A)=0`$, so that by Riemann-Rochโs theorem $`h^0(C,A)=d+nr+1`$. Since $`h^1(C,MA)=0`$ and $`h^1(C,L_iA)=0`$ we have $`h^0(C,MA)=(rn)(d+nr)+1`$. โ
Applying Kรผnnethโs formula to the push forward by $`f`$ of the Koszul resolution of $`h_{}(๐ช_{\text{}(E)})`$ twisted by $`\pi ^{}(A)`$ we get the following complex
$$\begin{array}{c}0H^0(^{rn+1}MA)_{\text{}}๐ช_\text{}^r(nr1)\mathrm{}H^0(^2MA)_{\text{}}๐ช_\text{}^r(2)\hfill \\ \hfill H^0(MA)_{\text{}}๐ช_\text{}^r(1)\stackrel{๐ข}{}H^0(A)_{\text{}}๐ช_\text{}^rp_{}(h^{}๐ช_{\text{}(E)}\pi ^{}(A))0.\end{array}$$
Let $`t`$ denote the $`C`$-projective bundle structure map of $`\text{}(E)`$. For the choice of line bundle $`A`$ as in the previous lemma, by the same argument as in (, (1.5)), this complex is exact. We get $`f_{}h_{}(t^{}A)f_{}(h_{}(๐ช_{\text{}(E)})\pi ^{}A)`$ by the projection formula.
The degeneracy locus of the morphism $`๐ช_\text{}^r^{(rn)(d+nr)+1}(1)\stackrel{๐ข}{}๐ช_\text{}^r^{d+nr+1}`$ that we obtain this way is set-theoretically $`X=p(h(๐ช_{\text{}(E)}))`$. The cokernel of $`u`$ is isomorphic to $`p_{}t^{}A`$ by the projection formula applied to $`p=fh`$ and $`t=\pi h`$.
A generic section $`\sigma `$ of $`A`$ induces an exact sequence
$$0๐ช_C\stackrel{๐}{}AA๐ช_D0$$
whith $`D=\underset{i=1}{\overset{d+nr}{}}p_i`$ and where the $`p_i`$โs are distinct points of $`C`$. The push forward by $`p`$ of this exact sequence is
$$\begin{array}{ccccccccc}0& & p_{}๐ช_{\text{}(E)}& & p_{}t^{}A& & & & R^1p_{}๐ช_{\text{}(E)}=0,\end{array}$$
where $``$ denotes $`p_{}(t^{}(A๐ช_D))`$.
Moreover since $`p`$ is a birational morphism and $`X`$ is smooth, $`p_{}(๐ช_{\text{}(E)})๐ช_X`$. On each fiber $`t^1(p_i)`$, we have $`t^{}(A)_{p_i}๐ช_{\text{}(E),p_i}`$. Therefore we get $`t^{}(A๐ช_D)t^{}๐ช_D`$, so that $`\underset{i=1}{\overset{dr+n}{}}๐ช_{X_i}`$ where $`X_i`$ is the fiber of the scroll $`X`$ over the point $`p_i`$.
As in (proof of theorem 2.1 p. 500) the existence of the commutative diagram
$$\begin{array}{cccccccccc}& & & & & & 0& & 0& \\ & & & & & & & & & & & \\ & & 0& & & & t^{}\sigma ๐ช_\text{}^r& & ๐ช_X& & 0\\ & & & & & & & & p_{}t^{}\sigma & & & \\ 0& & K& & ๐ช_\text{}^r^l(1)& \stackrel{u}{}& H^0(t^{}A)_{\text{}}๐ช_\text{}^r& & p_{}t^{}A& & 0\\ & & & & & & & & & & & \\ 0& & N& & ๐ช_\text{}^r^l(1)& \stackrel{v}{}& ๐ช_\text{}^r^{d+nr}& & & & 0\\ & & & & & & & & & & & \\ & & _{X|\text{}^r}& & & & 0& & 0& & \\ & & & & & & & & & & \\ & & 0& & & & & & \end{array},$$
which allows us to compare the regularity of $`X`$ with the regularity of $`N`$, follows from the minimality of
$$0K=ker(u)๐ช_\text{}^r^l(1)\stackrel{๐ข}{}H^0(t^{}A)_{\text{}}๐ช_\text{}^rp_{}t^{}A.$$
In the morphism corresponding to $`u`$ is constructed from a minimal free resolution; the local minimality we seek here is taken care of by the following lemma.
###### Lemma 3.2.
(A minimality criterion) Let $`L_{}`$ be the Koszul complex associated to some map $`L_1\stackrel{๐ }{}R`$ where $`R`$ is a local ring of maximal ideal n. Let us assume that there is a local morphism $`SR`$ turning $`R`$ into a finite free $`S`$-module of rank $`l`$. Any $`R`$-module $`N`$ has via this morphism an $`S`$-module structure that we denote by $`{}_{S}{}^{}|N`$. Consider the map of $`S`$-modules $`{}_{S}{}^{}|L_1\stackrel{\mathit{\varphi }}{}S`$, obtained by composing $`{}_{S}{}^{}|L_1\stackrel{{}_{S}{}^{}|s}{}R`$ with $`R\stackrel{b}{}S^lR`$, where $`b`$ is the wedge product of the first $`h1`$ elements of a base of the free $`S`$-module $`{}_{S}{}^{}|L_1`$. The Koszul complex $`K_{}`$ of $`S`$-modules associated to $`\varphi `$ surjects onto the complex of free modules $`{}_{S}{}^{}|L_{}`$. In particular this last complex is minimal if $`K_{}`$ is minimal. Moreover if $`{}_{S}{}^{}|s(L_1)\text{m}R`$, where m is the maximal ideal of $`S`$, then the complex $`L_{}`$ is minimal.
###### Proof.
The natural surjection of $`R`$-modules
$$\begin{array}{ccc}R_S{}_{S}{}^{}|L_1& \stackrel{\psi }{}& L_1\\ xl& & xl\end{array}$$
gives a commutative diagram
$$\begin{array}{ccc}L_1& \stackrel{s}{}& R\\ \psi & & & & \\ R_S{}_{S}{}^{}|L_1& \stackrel{R_S\varphi }{}& R\end{array}$$
that induces a surjective map of complexes of free $`R`$-modules between $`K_{}_SR`$ and $`L_{}`$. Indeed by construction the map of $`S`$-modules $`b`$ is surjective hence $`(b)_SR`$ is also surjective. It thus induces an automorphism $`\sigma `$ of $`R`$. It is then clear that $`s\psi =\sigma ^1R_S\varphi `$. The surjection between the complexes of $`R`$-modules induced by $`\psi `$ gives a surjection $`K_{}{}_{S}{}^{}|L_{}`$ as claimed.
If $`{}_{S}{}^{}|s({}_{S}{}^{}|L_1)\text{m}R`$ after wedging by $`b`$, we have $`\varphi ({}_{S}{}^{}|L_1)\text{m}S`$ so that $`{}_{S}{}^{}|L_1\stackrel{\mathit{\varphi }}{}S`$ is minimal when $`{}_{S}{}^{}|L_1\stackrel{{}_{S}{}^{}|s}{}{}_{S}{}^{}|R`$ is minimal. โ
By Kรผnneth formula $`f_{}(\pi ^{}(A))=H^0(A)_{\text{}}๐ช_\text{}^r`$, so that $`f_{}\pi ^{}A`$ is a finite locally free $`๐ช_\text{}^r`$-module of rank $`h^0(A)`$. We are exactly in the situation of the criterion since locally, the complex $`K_{}(s)\pi ^{}A`$ is simply the Koszul complex associated to $`\pi ^{}(M)_x\pi ^{}A_x\pi ^{}A_x`$. Since the map $`H^0(A)_{\text{}}๐ช_\text{}^rp_{}t^{}A`$ induces a surjection on global sections, none of the sections defining $`H^0(A)_{\text{}}๐ช_\text{}^rp_{}t^{}A`$ vanishes. This shows then that $`0K๐ช_\text{}^r^l(1)\stackrel{๐ข}{}H^0(t^{}A)_{\text{}}๐ช_\text{}^rp_{}t^{}A`$ is locally minimal.
###### Lemma 3.3.
We have $`H^2(K(k))=0`$ for all $`k>n`$.
###### Proof.
This is equivalent to show that $`H^1(C\times \text{}^r,_{\text{}(E)|\text{}^r}\pi ^{}Af^{}๐ช_\text{}^r(k))=0`$ for all $`k>n.`$ Indeed since $`f`$ is projective and only has fibers of dimension $`1`$, $`R^jf_{}`$ vanishes on any coherent sheaf for $`j2`$, so that
$$R^1f_{}(\pi ^{}(MA)f^{}(๐ช_\text{}^r(k1)))R^1f_{}(_{\text{}(E)|\text{}^r}\pi ^{}Af^{}๐ช_\text{}^r(k))$$
is surjective. By non speciality of $`A`$ and use of the Kรผnneth formula we get $`R^1f_{}(_{\text{}(E)|\text{}^r}\pi ^{}Af^{}๐ช_\text{}^r(k))=0`$. โ
Consider now the Koszul resolution of $`h_{}(๐ช_{\text{}(E)}`$ twisted by $`f^{}(๐ช_\text{}^r(k))`$
$$\begin{array}{c}\mathrm{}\pi ^{}(^2MA)f^{}(๐ช_\text{}^r(k2))\pi ^{}(MA)f^{}(๐ช_\text{}^r(k1))\hfill \\ \hfill \pi ^{}Af^{}(๐ช_\text{}^r(k))h_{}๐ช_{\text{}(E)}f^{}(๐ช_\text{}^r(k))0.\end{array}$$
Let us denote by $`_j`$ the cokernel of
$$\begin{array}{ccc}\pi ^{}(^{j+1}MA)f^{}(๐ช_\text{}^r(kj1))& & \pi ^{}(^jMA)f^{}(๐ช_\text{}^r(kj)).\end{array}$$
###### Lemma 3.4.
We have $`R^i\pi _{}(_{\text{}(E)|\text{}^r}\pi ^{}Af^{}๐ช_\text{}^r(k))=0`$ for $`i1`$.
###### Proof.
Since the fibers of $`\pi `$ are of dimension $`r`$ and $`\pi `$ is projective we know that $`R^{r+1}\pi _{}`$ vanishes on any coherent sheaf, so that $`R^{r+1}\pi _{}`$ is right exact. Then $`R^r\pi _{}(\pi ^{}(^jMA)f^{}๐ช_\text{}^r(kj))=^jMAH^r(๐ช_\text{}^r,๐ช_\text{}^r(kj))=0`$ for all $`k>n`$, since $`jrk(M)=r+1n`$ and $`kj>r1`$. Therefore $`R^r_j=0`$ for all $`j`$. Repeating this argument, we deduce that $`R^i\pi _{}_j=0`$ for all $`j`$ when $`k>n`$ and $`H^1(C,\pi _{}(\pi ^{}(MA)f^{}(๐ช_\text{}^r(k)))=H^1(C,MA)H^0(๐ช_\text{}^r,๐ช_\text{}^r(k))=0.`$ Moreover $`H^2(C,\pi _{}_1)=0`$, since $`\pi _{}_1`$ is coherent ($`\pi `$ is projective) and $`dimC=1`$. Therefore $`H^1(\pi _{}_0)=H^1(\pi _{}(_{\text{}(E)|\text{}^r}\pi ^{}Af^{}๐ช_\text{}^r(k)))=0`$. โ
To show that $`X`$ is $`dr+n+1`$-regular, it suffices to show that $`H^i(N(k))=0`$ for $`k=dr+n+1i`$ and $`i=1,2`$.
###### Lemma 3.5.
We have $`H^i(N(k))=0`$, for $`k=dr+n+1i`$ and $`i=1,2`$.
We deduce from the local minimality of
$$0K=ker(u)๐ช_\text{}^r^l(1)\stackrel{๐ข}{}H^0(t^{}A)_{\text{}}๐ช_\text{}^rp_{}t^{}A$$
that the following complex extracted from the previous commutative diagram
$$\begin{array}{ccccccccc}0& & N& & ๐ช_\text{}^r^l(1)& \stackrel{v}{}& ๐ช_\text{}^r^{d+nr}& & 0\end{array}()$$
is also locally minimal.
Now the sheafification of a minimal resolution of $`_lH^0((l))`$ is of the form
$$0๐ช_\text{}^r^{n_{r1}}(r1)\mathrm{}๐ช_\text{}^r^{(r+1n)(d+nr)}(1)\stackrel{๐ค}{}๐ช_\text{}^r^{dr+n}0.$$
Since the exact sequence $`()`$ comes from the sheafification of a locally free minimal resolution of $`_{ll_0}H^0((l))`$ for some $`l_00`$, we can construct the following commutative diagram
$$\begin{array}{ccccccccc}& & 0& & 0& & & & \\ & & & & & & & & & & \\ 0& & N& & ๐ช_\text{}^r^l(1)& \stackrel{v}{}& Im(v)& & 0\\ & & & & & & & & & & \\ 0& & P& & ๐ช_\text{}^r^{(r+1n)(dr+n)}(1)& \stackrel{w}{}& Imw& & 0\\ & & \varphi & & & & & & & & \\ & & ๐ช_\text{}^r^{d+nr1}(1)& \stackrel{}{}& ๐ช_\text{}^r^{d+nr1}(1)& & & & \\ & & & & & & & & & & \\ & & 0& & 0& & & & \end{array}$$
Since $`P`$ has a resolution of type
$$\begin{array}{ccccccccccc}0& & ๐ช_\text{}^r^{n_{r+1}}(r1)& & \mathrm{}& & ๐ช_\text{}^r^{n_2}(2)& \stackrel{w_1}{}& P& & 0\end{array},$$
we have $`H^i(\text{}^r,P(dr+n+1i))=0`$ for $`i=1,2`$ ( by lemma 1.6 of ).
Therefore to show that $`H^i(\text{}^r,N(dr+n+1i))=0`$ for $`i=1,2`$, it suffices to show that $`ker(q)`$ is $`dr+n+1`$-regular, where $`ker(q)`$ is defined by the following trianglular diagram
This holds by the now standard trick due to Gruson, Lazarsfeld and Peskine, consisting in applying Lemma 1.6 of to the Eagon-Northcott complex associated to $`q`$ twisted by $`๐ช_\text{}^r(d+nr1)`$. โ
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# NON cOMPLETE AFFINE CONNECTIONS ON FILIFORM LIE ALGEBRAS
## 1. Affine connection on a nilpotent Lie algebra
### 1.1. Affine connection on nilpotent Lie algebras
###### Definition 1
Let $`๐ค`$ be a $`n`$-dimensional Lie algebra over $``$. It is called affine if there is a bilinear mapping
$$:๐ค\times ๐ค๐ค$$
satisfying
$$\{\begin{array}{cc}& 1)\text{ }(X,Y)(Y,X)=[X,Y]\hfill \\ & 2)\text{ }(X,(Y,Z))(Y,(X,Z))=([X,Y],Z)\hfill \end{array}$$
for all $`X,Y,Z๐ค.`$
If $`๐ค`$ is affine, then the corresponding connected Lie group $`G`$ is an affine manifold such that every left translation is an affine isomorphism of $`G`$. In this case, the operator $``$ is nothing that the connection operator of the affine connection on $`G`$.
Let $`๐ค`$ be an affine Lie algebra. Then the mapping
$$f:๐คEnd(๐ค)$$
defined by
$$f(X)(Y)=(X,Y)$$
is a linear representation (non faithful) of $`๐ค`$ satisfying
$$f(X)(Y)f(Y)(X)=[X,Y]()$$
###### Remark
The adjoint representation $`\stackrel{~}{f}`$ of $`๐ค`$ satisfies
$$\stackrel{~}{f}(X)(Y)\stackrel{~}{f}(Y)(X)=2[X,Y]$$
and cannot correspond to an affine connection.
### 1.2. Classical examples of affine connection
i) Let $`๐ค`$ be the $`n`$-dimensional abelian Le algebra. Then the representation
$$f:๐คEnd(๐ค)$$
given by
$$Xf(X)=0$$
defines an affine connection.
ii) Let $`๐ค`$ be an $`2p`$-dimensional Lie algebra endowed with a symplectic form :
$$\theta \mathrm{\Lambda }^2๐ค^{}\text{ such that }d\theta =0$$
with
$$d\theta (X,Y,Z)=\theta (X,[Y,Z])+\theta (Y,[Z,X])+\theta (Z,[X,Y]).$$
For every $`X๐ค`$ we can define an unique endomorphism $`f_X`$ by
$$\theta (adX(Y),Z)=\theta (Y,f_X(Z)).$$
Then $`(X,Y)=`$ $`f_X(Y)`$ is an affine connection.
iii) Following the work of Benoist $`[1],`$ we know that exists nilpotent Lie algebra without affine connection.
### 1.3. Faithful representations associated to an affine connection
Let $``$ be an affine connection on $`n`$-dimensional Lie algebra $`๐ค`$. Let us consider the $`(n+1)`$-dimensional linear representation given by
$$\rho :๐ค๐ค$$
given by
$$\rho (X):(Y,t)(f_X(Y)+tX,0)$$
It is easy to verify that $`\rho `$ is a faithful representation of dimension $`n+1`$ if and only if $`f_X(Y)=(X,Y)`$ is an affine connection.
###### Definition 2
We say that the representation $`\rho `$ is nilpotent if the endomorphism $`\rho (X)`$ is nilpotent for every $`X`$ in $`๐ค.`$
###### Proposition 1
Suppose that $`๐ค`$ is a complex nilpotent Lie algebra and let $`\rho `$ be a faithful representation of $`๐ค.`$ Then there exists a faithful nilpotent representation.
Proof: Let us consider the $`๐ค`$-module $`M`$ associated to $`\rho .`$ Then, as $`๐ค`$ is nilpotent, $`M`$ can be decomposed as
$$M=_{i=1}^kM_{\lambda _i}$$
where $`M_{\lambda _i}`$ is a $`๐ค`$-submodule, and the $`\lambda _i`$ are linear forms on $`๐ค`$. For all $`X๐ค`$, the restriction of $`\rho \left(X\right)`$ to $`M_i`$ as the following form
$$\left(\begin{array}{cccc}\lambda _i(X)& & \mathrm{}& \\ 0& \mathrm{}& \mathrm{}& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \\ 0& \mathrm{}& 0& \lambda _i(X)\end{array}\right)$$
Let $`_{\lambda _i}`$ be the one dimensional $`๐ค`$-module defined by
$$\mu :X๐ค\mu (X)End$$
with
$$\mu (X)(a)=\lambda _i(X)a$$
The tensor product $`M_{\lambda _i}_{\lambda _i}`$ is the $`๐ค`$-module associated to
$$X\left(Ya\right)=\rho \left(X\right)(Y)aY\lambda _i(X)a$$
Then $`\stackrel{~}{M}=\left(M_{\lambda _i}C_{\lambda _i}\right)`$ is a nilpotent $`๐ค`$-module. Let us prove that $`\stackrel{~}{M}`$ is faithful. Recall that a representation $`\rho `$ of $`๐ค`$ is faithful if and only if $`\rho (Z)0`$ for every $`Z0Z(๐ค).`$ Consider $`X0Z(๐ค).`$ If$`\stackrel{~}{\rho }(X)=0`$, the endomorphism $`\rho (X)`$ is diagonal. Suppose that $`๐คZ(๐ค)`$ and let $`๐^{k1}(๐ค)=Z(๐ค)`$ where $`k`$ is the index of nilpotence of $`๐ค.`$ Then
$$(Y,Z)(๐^{k2}(๐ค),๐ค)\mathrm{}[Y,Z]=X$$
The endomorphism $`\rho (Y)\rho (Z)\rho (Z)\rho (Y)`$ is nilpotent and the eigenvalues of $`\rho (X)`$ are $`0`$. Thus $`\rho (X)=0`$ and $`\rho `$ is not faithful. We can conclude that $`\stackrel{~}{\rho }(X)0`$ and $`\stackrel{~}{\rho }`$ is a faithful representation.
## 2. Affine connection on filiform Lie algebra
### 2.1. Definition
###### Definition 3
A $`n`$-dimensional nilpotent Lie algebra $`๐ค`$ is called filiform if the smallest $`k`$ such that $`๐^k๐ค=\left\{0\right\}`$ is equal to $`n1.`$
In this case the descending sequence is
$$๐ค๐^1๐ค\mathrm{}๐^{n2}๐ค\left\{0\right\}=๐^{n1}๐ค$$
and we have
$$\{\begin{array}{cc}& dim๐^1๐ค=n2,\text{ }\hfill \\ & dim๐^i๐ค=ni1,\text{ for }i=1,\mathrm{},n1.\hfill \end{array}$$
###### Example
The $`n`$-dimensional nilpotent Lie algebra $`L_n`$ defined by
$$[X_1,X_i]=X_{i+1}\text{ for }i\{2,\mathrm{},n1\}$$
is filiform.
We can note that any filiform Lie algebra is a linear deformation of $`L_n`$ $`[6]`$.
### 2.2. On the nilpotent affine connection
Let $`๐ค`$ be a filiform affine Lie algebra of dimension $`n`$, and $`\rho `$ be the $`(n+1)`$-dimensional associated faithful representation. Let $`M=๐ค`$ be the corresponding complex $`๐ค`$-module. As $`๐ค`$ is filiform, its decomposition has the following form
$`1)\text{ }M=M_0\text{and }M\text{ is irreducible,}`$
$`2)\text{ }M=M_0M_\lambda .`$
For a general faithful representation, let us call characteristic the ordered sequence of the dimensions of the irreducible submodules. In the filiform case we have $`c(\rho )=(n+1)`$ or $`(n,1)`$. In fact, the filiformity of $`๐ค`$ implies that exists an irreducible submodule of dimension greater than $`n1.`$ More generally, if the characteristic sequence of a nilpotent Lie algebra is equal to $`(c_1,..,c_p,1)`$ (see ) then for every faithful representation $`\rho `$ we have $`c(\rho )=(d_1,..,d_q)`$ with $`d_1c_1.`$
###### Theorem 1
Let $`๐ค`$ be the filiform Lie algebra $`L_n.`$ There are faithful $`๐ค`$-modules which are not nilpotent.
Proof: Consider the following representation given by the matrices $`\rho (X_i)`$ where $`\{X_1,..,X_n\}`$ is a basis of $`๐ค`$
$$\rho (X_1)=\left(\begin{array}{ccccccccc}a& a& 0& \mathrm{}& \mathrm{}& & & 0& 1\\ a& a& 0& & & & & \mathrm{}& 0\\ 0& 0& 0& & & & & 0& 0\\ \mathrm{}& \mathrm{}& \frac{1}{2}& \mathrm{}& & & & \mathrm{}& 0\\ \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}& & & \mathrm{}& 0\\ \mathrm{}& & & \mathrm{}& \frac{i3}{i2}& \mathrm{}& & \mathrm{}& 0\\ 0& 0& & & \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& 0\\ \alpha & \beta & 0& \mathrm{}& \mathrm{}& 0& \frac{n3}{n2}& 0& 0\\ 0& 0& 0& 0& 0& 0& 0& 0& 0\end{array}\right)$$
$$\rho (X_2)=\left(\begin{array}{ccccccccc}a& a& 0& \mathrm{}& \mathrm{}& & \mathrm{}& 0& 0\\ a& a& 0& & & & & \mathrm{}& 1\\ 1& 1& 0& & & & & 0& 0\\ 0& 0& \frac{1}{2}& \mathrm{}& & & & \mathrm{}& 0\\ \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}& & & \mathrm{}& 0\\ \mathrm{}& & & \mathrm{}& \frac{1}{i2}& \mathrm{}& & \mathrm{}& 0\\ 0& 0& & & \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& 0\\ \beta & \alpha & 0& \mathrm{}& \mathrm{}& \mathrm{}& \frac{1}{n2}& 0& 0\\ 0& 0& 0& 0& 0& 0& 0& 0& 0\end{array}\right)$$
and for $`3jn1`$ the endomorphismes $`\rho (X_j)`$ satisfy :
$$\{\begin{array}{cc}& \rho (X_j)(e_1)=\frac{1}{j1}e_{j+1}\hfill \\ & \rho (X_j)(e_2)=\frac{1}{j1}e_{j+1}\hfill \\ & \rho (X_j)(e_3)=\frac{1}{j(j1)}e_{j+2}\hfill \\ & \mathrm{}\hfill \\ & \rho (X_j)(e_{ij+1})=\frac{(j2)!(ij1)!}{(i2)!}e_i,i=j2,\mathrm{},n\hfill \\ & \rho (X_j)(e_{ij+1})=0,i=n+1,..,n+j1\hfill \\ & \rho (X_j)(e_{n+1})=e_j\hfill \end{array}$$
and for $`j=n`$
$$\{\begin{array}{cc}& \rho (X_n)(e_i)=0i=1,\mathrm{},n\hfill \\ & \rho (X_n)(e_{n+1})=e_n\hfill \end{array}$$
where $`\{e_1,\mathrm{},e_n,e_{n+1}\}`$ is the basis given by $`e_i=(X_i,0)`$ and $`e_{n+1}=(0,1).`$ We easily verify that these matrices describe a non nilpotent faithful representation.
### 2.3.Study of an associated connection
The previous representation is associated to an affine connection on the filiform Lie algebra $`L_n`$ given by
$$_{X_i}=\rho (X_i)_๐ค$$
where $`๐ค`$ designates the $`n`$dimensional first factor of the $`(n+1)`$ dimensional faithful module. This connection is complete if and only if the endomorphismes $`R_XEnd(๐ค)`$ define by
$$R_X(Y)=_Y(X)$$
are nilpotent for all $`X๐ค`$ (). But the matrix of $`R_{X_1}`$ has the form :
$$\left(\begin{array}{cccccccc}a& a& 0& \mathrm{}& 0& \mathrm{}& 0& 0\\ a& a& & & \mathrm{}& & \mathrm{}& 0\\ 0& 1& & & \mathrm{}& & \mathrm{}& 0\\ 0& 0& \frac{1}{2}& \mathrm{}& 0& \mathrm{}& 0& 0\\ \mathrm{}& \mathrm{}& 0& \mathrm{}& & \mathrm{}& \mathrm{}& 0\\ 0& 0& \mathrm{}& \mathrm{}& \frac{1}{j1}& & \mathrm{}& 0\\ \alpha & \beta & \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& 0& 0\\ 0& 0& 0& 0& 0& 0& \frac{1}{n2}& 0\end{array}\right)$$
Its trace is $`2a`$ and for $`a0`$ it is not nilpotent. We have proved :
###### Proposition 2
There exist affine connexions on the filiform Lie algebra $`L_n`$ which are non complete.
###### Remark
The most simple example is on $`dim3`$ and concerns the Heisenberg algebra. We find a nonnilpotent faithful representation associated to the noncomplete affine connection given by :
$$_{X_1}=\left(\begin{array}{ccc}a& a& 0\\ a& a& 0\\ \alpha & \beta & 0\end{array}\right),_{X_2}=\left(\begin{array}{ccc}a& a& 0\\ a& a& 0\\ \beta 1& \alpha +1& 0\end{array}\right),_{X_3}=\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right)$$
The affine representation is written
$$\left(\begin{array}{cccc}a(x_1+x_2)& a(x_1+x_2)& 0& x_1\\ a(x_1+x_2)& a(x_1+x_2)& 0& x_2\\ \alpha x_1+(\beta 1)x_2& \beta x_1+(\alpha +1)x_2& 0& x_3\\ 0& 0& 0& 0\end{array}\right)$$
BIBLIOGRAPHY
Universitรฉ de Haute Alsace. Facultรฉ des Sciences et Techniques. 4, rue des Frรจres Lumiรจre. F.68093 MULHOUSE Cedex. France.
Email adress : E.Remmuniv-mulhouse.fr ; M.Gozeuniv-mulhouse.fr
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# Contents
## 1 Introduction
Recently, it has been discovered that the world-volume theory of a D$`p`$-brane with a near-critical electrical NSNS $`B`$-field is a space-time non-commutative open string (NCOS) theory . Subsequently, it was shown that the world-volume theory of the M5-brane with a near-critical electrical three-form $`C`$-field is a non-commutative open membrane (OM) theory <sup>2</sup><sup>2</sup>2For related papers about NCOS theory, OM theory and space-time non-commutativity, see -.. OM theory has been shown to encompasses all the $`p+1`$ dimensional NCOS theories with $`p4`$, along with their strong coupling duals. In this sense, we can see OM theory as a unified framework for all these lower dimensional theories, in much the same way as M-theory can be seen as a unified framework of lower dimensional string theories. Another close analogy to OM theory is the way that the 5+1 dimensional $`(2,0)`$ SCFT encompasses all of the $`p+1`$ dimensional Yang-Mills (YM) theories with $`p4`$.
However, the 5+1 dimensional NCOS theory does not appear to be directly related to OM theory. If we use the analogy to $`(2,0)`$ SCFT and YM theories, we know that the ultraviolet completion of the 5+1 dimensional YM theory is the 5+1 dimensional $`(1,1)`$ Little String Theory (LST) <sup>3</sup><sup>3</sup>3See also and see for a brief review of LST. living on the world-volume of type IIB NS5-branes. The T-dual of the $`(1,1)`$ LST is the $`(2,0)`$ LST living on type IIA NS5-branes, and the low energy limit of this theory is the $`(2,0)`$ SCFT. Thus, the two 5+1 dimensional LSTs provide a relation between 5+1 dimensional YM and $`(2,0)`$ SCFT. This also means that we can consider the LSTs as encompassing both the $`(2,0)`$ SCFT and the YM theories.
In this paper, we find a relation between 5+1 dimensional NCOS and OM theory by defining two new theories which we call $`(1,1)`$ and $`(2,0)`$ Open Brane Little String Theories (OBLSTs). The $`(1,1)`$ OBLST is defined as the world-volume theory of $`N`$ type IIB NS5-branes with a near-critical two-form RR-field, and the $`(2,0)`$ OBLST is defined as the world-volume theory of $`N`$ type IIA NS5-branes with a near-critical three-form RR-field. The $`(1,1)`$ OBLST inherits the closed string from $`(1,1)`$ LST but has in addition the open string of 5+1 dimensional NCOS along with the space-time non-commutativity, since the decoupling limit of $`(1,1)`$ OBLST is in fact identical to that of 5+1 dimensional NCOS, as can be seen from type IIB S-duality. The $`(2,0)`$ OBLST has also the closed string of $`(2,0)`$ LST and in addition the open membrane of OM theory, again with a non-commutative geometry. Thus, the OBLSTs have open branes and are space-time non-commutative. For low energies the $`(2,0)`$ OBLST reduces to OM theory, while the $`(1,1)`$ OBLST reduces to 5+1 dimensional NCOS theory for weak NCOS coupling and low energies. We show that the $`(1,1)`$ and $`(2,0)`$ OBLST are related by T-duality, in the sense that a T-duality in one of the open membrane directions in $`(2,0)`$ OBLST gives the open string of $`(1,1)`$ OBLST. The $`(1,1)`$ and $`(2,0)`$ OBLST therefore provide a relation between 5+1 dimensional NCOS and OM theory, and we can consider them as encompassing OM theory and all the NCOS theories.
In order to explore the OBLSTs we find their supergravity duals. As part of this we also find the supergravity dual of OM theory. We subsequently examine the phase structure and thermodynamics of the supergravity duals. From this, we see that the $`(1,1)`$ OBLST only has an NCOS phase when the NCOS coupling is small. For strong coupling, the closed string from LST dominates. The $`(2,0)`$ OBLST reduces to OM theory at low energies in the supergravity description, as it should. At high energies the closed string inherited from LST dominates in both of the OBLSTs, just as for ordinary LST.
We test the consistency of our decoupling/near-horizon limits of the OBLSTs by connecting five different bound-states and their decoupling/near-horizon limits through S- and T-dualities. The chain of theories we relate is: OM-theory from M2-M5, $`D=4+1`$ NCOS from F1-D4, $`D=5+1`$ NCOS/$`(1,1)`$ OBLST from F1-D5, $`D=5+1`$ NCOS/$`(1,1)`$ OBLST from D1-NS5 and $`(2,0)`$ OBLST from D2-NS5. Since the $`(2,0)`$ OBLST from D2-NS5 is related directly to OM theory, we have a closed chain of bound states and limits. Thus, we can start at any point in the chain and then move on to other points. The S- and T-dualities are also seen to induce corresponding dualities in the world-volume theories.
It is important to note that instead of working in terms of decoupling limits we work mostly with near-horizon limits in this paper. The decoupling limits can easily be read off from the near-horizon limits. Therefore, when considering a particular near-horizon limit we also consider this limit as defining the theory which the corresponding near-horizon supergravity solution is dual to.
## 2 $`(1,1)`$ OBLST and $`D=5+1`$ NCOS theory
### 2.1 Introduction to $`(1,1)`$ OBLST
In a new theory was found from the F1-D5 bound-state in the decoupling limit
$$\overline{g}_b\mathrm{},\overline{g}_b\overline{l}_s^2=\text{fixed},B_{01}B_{01}^{\mathrm{critical}}$$
(1)
where $`\overline{g}_b`$ is the string coupling, $`\overline{l}_s`$ the string length and $`B`$ is the two-form NSNS field. This theory was subsequently shown to be a 5+1 dimensional theory of open strings, known as 5+1 dimensional NCOS theory, living in a space-time geometry with space and time being non-commutative.
In the following, we shall see that this theory also can be seen as a space-time non-commutative version of the $`(1,1)`$ LST. In fact, using type IIB S-duality we can define the same theory from the D1-NS5 bound-state in the decoupling limit
$$g_b0,l_s=\text{fixed},A_{01}A_{01}^{\mathrm{critical}}$$
(2)
where $`g_b=1/\overline{g}_b`$, $`l_s^2=\overline{g}_b\overline{l}_s^2`$ and $`A`$ is the RR two-form field. Thus, just like for ordinary $`(1,1)`$ LST, the low energy gauge theory on D1-NS5, which has gauge coupling $`g_{\mathrm{YM}}^2=(2\pi )^3l_s^2`$, should have a solitonic string of tension $`(2\pi )^2/g_{\mathrm{YM}}^2=1/(2\pi l_s^2)`$. Since $`g_b=0`$ in the decoupling limit the string cannot leave the brane. In order to study the behavior of this LST-string, as we will call it in this paper, at higher energies, we turn to the supergravity dual description of the theory and in particular the thermodynamics computed from this.
As we will explain in the following, for weak NCOS coupling and low energies the $`(1,1)`$ OBLST reduces to what we call $`D=5+1`$ NCOS, being a theory of weakly coupled open strings. Thus, $`D=5+1`$ NCOS can be regarded as a low energy limit of $`(1,1)`$ OBLST<sup>4</sup><sup>4</sup>4This was also discussed in .. On the other hand, when the NCOS coupling is large, the LST tension is small, so we instead have a space-time non-commutative LST governing the dynamics of the theory. $`(1,1)`$ OBLST reduces to Yang-Mills theory when the effective Yang-Mills coupling is small.
### 2.2 The F1-D5 and D1-NS5 bound states
In this section we give the F1-D5 and D1-NS5 bound-states so that we can find the supergravity dual description of $`(1,1)`$ OBLST in the next section.
We introduce here the notation that the S-dual string couplings and string lengths are connected as $`g_b=1/\overline{g}_b`$ and $`l_s^2=\overline{g}_b\overline{l}_s^2`$. Our notation for the string couplings are further clarified in section 5.
The non-extremal F1-D5 bound-state has the string frame metric
$`ds^2`$ $`=`$ $`H^{1/2}\left[D\left(fdt^2+(dx^1)^2\right)+(dx^2)^2+\mathrm{}+(dx^5)^2\right]`$ (3)
$`+H^{1/2}\left[f^1dr^2+r^2d\mathrm{\Omega }_3^2\right]`$
the dilaton
$$e^{2\varphi }=H^1D$$
(4)
and potentials
$`B_{01}`$ $`=`$ $`\mathrm{sin}\widehat{\theta }\mathrm{coth}\widehat{\alpha }DH^1`$ (5)
$`A_{2345}`$ $`=`$ $`\mathrm{tan}\widehat{\theta }H^1`$ (6)
$`A_{012345}`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{cos}\widehat{\theta }}}\mathrm{coth}\widehat{\alpha }(H^11)`$ (7)
with $`B_{\mu \nu }`$ being the NSNS two-form field, $`A_{\mu \nu \rho \sigma }`$ being the RR four-form field and $`A_{\mu \nu \rho \sigma \kappa \lambda }`$ being the RR six-form field. We also define
$`f`$ $`=`$ $`1{\displaystyle \frac{r_0^2}{r^2}}`$ (8)
$`H`$ $`=`$ $`1+{\displaystyle \frac{r_0^2\mathrm{sinh}^2\alpha }{r^2}}`$ (9)
$`D^1`$ $`=`$ $`\mathrm{cosh}^2\theta \mathrm{sinh}^2\theta H^1`$ (10)
We use the two sets of variables $`\theta `$, $`\alpha `$ and $`\widehat{\theta }`$, $`\widehat{\alpha }`$ related by
$$\mathrm{sinh}^2\alpha =\mathrm{cos}^2\widehat{\theta }\mathrm{sinh}^2\widehat{\alpha },\mathrm{cosh}^2\theta =\frac{1}{\mathrm{cos}^2\widehat{\theta }}$$
(11)
Using charge quantization of the $`N`$ D5-branes we get
$$r_0^2\mathrm{sinh}\alpha \sqrt{\mathrm{sinh}^2\alpha +\mathrm{cosh}^2\theta }=\frac{\overline{g}_b\overline{l}_s^2N}{\mathrm{cosh}\theta }=\frac{l_s^2N}{\mathrm{cosh}\theta }$$
(12)
We now use type IIB S-duality on the F1-D5 solution (3)-(5). This gives the D1-NS5 solution
$`ds^2`$ $`=`$ $`D^{1/2}[D(fdt^2+(dx^1)^2)+(dx^2)^2+\mathrm{}+(dx^5)^2`$ (13)
$`+H(f^1dr^2+r^2d\mathrm{\Omega }_3^2)]`$
$$e^{2\varphi }=HD^1$$
(14)
$`A_{01}`$ $`=`$ $`\mathrm{sin}\widehat{\theta }\mathrm{coth}\widehat{\alpha }DH^1`$ (15)
$`A_{2345}`$ $`=`$ $`\mathrm{tan}\widehat{\theta }H^1`$ (16)
### 2.3 Supergravity description of $`(1,1)`$ OBLST
The near-horizon limit of the F1-D5 bound-state is
$$\overline{l}_s0,\overline{g}_b\overline{l}_s^2=\text{fixed},\stackrel{~}{r}=\frac{\sqrt{b}}{\overline{l}_s}r,\stackrel{~}{r}_0=\frac{\sqrt{b}}{\overline{l}_s}r_0,b=\overline{l}_s^2\mathrm{cosh}\theta $$
(17)
$$\stackrel{~}{x}^i=\frac{\overline{l}_s}{\sqrt{b}}x^i,i=0,1,\stackrel{~}{x}^j=\frac{\sqrt{b}}{\overline{l}_s}x^j,j=2,\mathrm{},5$$
(18)
where we use the notation $`x^0=t`$. We have
$$L^2=\stackrel{~}{r}_0^2\mathrm{sinh}^2\alpha =\overline{g}_b\overline{l}_s^2N=l_s^2N$$
(19)
We get the near-horizon solution
$`ds^2`$ $`=`$ $`{\displaystyle \frac{\overline{l}_s^2}{b}}H^{1/2}[H{\displaystyle \frac{\stackrel{~}{r}^2}{L^2}}(fd\stackrel{~}{t}^2+(d\stackrel{~}{x}^1)^2)+(d\stackrel{~}{x}^2)^2+\mathrm{}+(d\stackrel{~}{x}^5)^2`$ (20)
$`+H(f^1d\stackrel{~}{r}^2+\stackrel{~}{r}^2d\mathrm{\Omega }_3^2)]`$
$$\overline{g}_b^2e^{2\varphi }=\frac{l_s^4}{b^2}\frac{\stackrel{~}{r}^2}{L^2}$$
(21)
$$B_{01}=\frac{\overline{l}_s^2}{b}\frac{\stackrel{~}{r}^2}{L^2}$$
(22)
with
$$f=1\frac{\stackrel{~}{r}_0^2}{\stackrel{~}{r}^2},H=1+\frac{L^2}{\stackrel{~}{r}^2}$$
(23)
Using S-duality, the near-horizon limit of D1-NS5 is
$$g_b0,l_s=\text{fixed},\stackrel{~}{r}=\frac{\sqrt{b}}{\sqrt{g_b}l_s}r,\stackrel{~}{r}_0=\frac{\sqrt{b}}{\sqrt{g_b}l_s}r_0,b=g_bl_s^2\mathrm{cosh}\theta $$
(24)
$$\stackrel{~}{x}^i=\frac{\sqrt{g_b}l_s}{\sqrt{b}}x^i,i=0,1,\stackrel{~}{x}^j=\frac{\sqrt{b}}{\sqrt{g_b}l_s}x^j,j=2,\mathrm{},5$$
(25)
The limit (24)-(25) gives the near-horizon solution<sup>5</sup><sup>5</sup>5The string metric does not go to zero in our notation since we define the string metric via $`e^\varphi `$ instead of $`g_be^\varphi `$.
$`ds^2`$ $`=`$ $`H^{1/2}{\displaystyle \frac{L}{\stackrel{~}{r}}}[H{\displaystyle \frac{\stackrel{~}{r}^2}{L^2}}(fd\stackrel{~}{t}^2+(d\stackrel{~}{x}^1)^2)+(d\stackrel{~}{x}^2)^2+\mathrm{}+(d\stackrel{~}{x}^5)^2`$ (26)
$`+H(f^1d\stackrel{~}{r}^2+\stackrel{~}{r}^2d\mathrm{\Omega }_3^2)]`$
$$g_b^2e^{2\varphi }=\frac{b^2}{l_s^4}\frac{L^2}{\stackrel{~}{r}^2}$$
(27)
$$A_{01}=\frac{g_bl_s^2}{b}\frac{\stackrel{~}{r}^2}{L^2}$$
(28)
We now give the mapping from our supergravity parameters to the parameters of $`(1,1)`$ OBLST. The $`(1,1)`$ OBLST lives on a non-commutative space-time with the commutator $`[\stackrel{~}{t},\stackrel{~}{x}^1]=ib`$. The energy coordinate $`u`$ is related to the rescaled radial coordinate $`\stackrel{~}{r}`$ as $`u=\stackrel{~}{r}/b`$. As we discuss in the following, the $`(1,1)`$ OBLST has three different phases: A weakly coupled Yang-Mills phase, a weakly coupled NCOS phase and a phase with LST strings. There are special parameters for each of these phases.
The open string coupling of the 5+1 dimensional NCOS is <sup>6</sup><sup>6</sup>6For convinience we call $`\stackrel{~}{g}=G_o^2`$ the NCOS open string coupling where $`G_o`$ is the NCOS open string coupling of .
$$\stackrel{~}{g}=\frac{\overline{g}_b\overline{l}_s^2}{b}=\frac{l_s^2}{b}$$
(29)
The tension of the open string is $`1/b`$. The Yang-Mills coupling constant of the 5+1 dimensional Yang-Mills theory is $`g_{\mathrm{YM}}^2=(2\pi )^3\stackrel{~}{g}b`$. This gives the effective YM coupling constant $`g_{\mathrm{eff}}^2=(2\pi )^3\stackrel{~}{g}Nbu^2`$. The LST-string has the tension $`1/(2\pi l_s^2)`$.
We now consider the phase structure of $`(1,1)`$ OBLST in terms of phase diagrams with the energy coordinate $`u`$ as variable. The three possible phase diagrams for $`N1`$ are depicted in figure 1-3. For $`N1`$ we have instead only two phase diagrams.
We observe that the supergravity dual of $`(1,1)`$ OBLST reduces to the supergravity dual of $`(1,1)`$ LST given in when $`u\sqrt{N}l_s/b`$.
We consider first $`\stackrel{~}{g}N1`$ which gives the two possible phase diagrams depicted in figure 1 and 2. We have three transition points. At $`g_{\mathrm{eff}}^21`$, which is equivalent to $`u1/(l_s\sqrt{N})`$, we flow from a perturbative YM description to a near-horizon D5-brane description. At $`g_be^\varphi 1`$, which is equivalent to $`u\sqrt{N}/l_s`$, we go either from a D5 to a NS5 description, or from a delocalized F-string to a delocalized D-string description. At $`uL/b=\sqrt{N}l_s/b`$ we flow from the ordinary $`(1,1)`$ LST to $`(1,1)`$ OBLST, and we go either from a D5 to a delocalized F-string description, or from a NS5 to a delocalized D-string description.
The third possible phase diagram, depicted in figure 3, has $`\stackrel{~}{g}N1`$. At energies $`u1/\sqrt{b}`$ we have a weakly coupled 5+1 dimensional NCOS theory description, which reduces to perturbative YM theory at low energies. At $`u1/\sqrt{b}`$ we flow to a delocalized F-string description and at $`u\sqrt{N}/l_s`$ we flow to a delocalized D-string description.
In order to understand these phase diagrams, it is useful first to consider the thermodynamics of the supergravity description. The near-horizon solutions (20)-(22) and (26)-(28) give the leading order thermodynamics
$$T=\frac{1}{2\pi l_s\sqrt{N}},S=\sqrt{N}\frac{\stackrel{~}{V}_5}{(2\pi )^4}\frac{1}{b^2l_s^3}\stackrel{~}{r}_0^2$$
(30)
$$E=\frac{\stackrel{~}{V}_5}{(2\pi )^5}\frac{1}{b^2l_s^4}\stackrel{~}{r}_0^2,F=0$$
(31)
This thermodynamics describes $`(1,1)`$ OBLST for $`uu_{\mathrm{SG}}`$, where $`u_{\mathrm{SG}}=1/(l_s\sqrt{N})`$ for $`\stackrel{~}{g}N1`$ and $`u_{\mathrm{SG}}=1/\sqrt{b}`$ for $`\stackrel{~}{g}N1`$, since the string corrections to the thermodynamics are small in this region. The Hagedorn temperature of ordinary $`(1,1)`$ LST is
$$T_{\mathrm{LST}}=\frac{1}{2\pi l_s\sqrt{N}}$$
(32)
So, we have that $`TT_{\mathrm{LST}}`$ for $`uu_{\mathrm{SG}}`$. This suggest that the LST-strings dominates the dynamics of $`(1,1)`$ OBLST for $`uu_{\mathrm{SG}}`$, since the thermodynamics (30)-(31) has the same leading order Hagedorn behaviour as ordinary $`(1,1)`$ LST . That the LST-strings live on a space-time non-commutative geometry can be seen by the fact that the critical behavior of the entropy at very high energies are different, as shown in . For ordinary $`(1,1)`$ LST we have that $`S(T)(T_{\mathrm{LST}}T)^1`$ while for $`(1,1)`$ OBLST we have $`S(T)(T_{\mathrm{LST}}T)^{2/3}`$.
That the LST-string dominates for $`uu_{\mathrm{SG}}`$ is not in contradiction with the existence of open strings in $`(1,1)`$ OBLST, as we now explain.
Consider first the case $`1/N\stackrel{~}{g}1`$ with phase diagram depicted in figure 1. This case corresponds to strongly coupled open strings, since $`\stackrel{~}{g}N1`$. Though the LST-strings are not lighter in this case, there is the other energy scale $`1/(l_s\sqrt{N})`$ in LST which is connected with LST Hagedorn behavior. As suggested in , this could be a LST-string scale connected with fractional strings. The LST-modes corresponding to this scale are clearly lighter than the open string modes, thus explaining why the LST-string modes dominates for $`u1/(l_s\sqrt{N})`$.
The second case has $`\stackrel{~}{g}1`$ which also corresponds to strongly coupled open strings. The phase diagram is depicted in figure 2. We have that $`1/b1/l_s^2`$ thus the LST-strings are lighter than the open strings and are therefore expected to dominate, which is confirmed the thermodynamics.
The final case has $`\stackrel{~}{g}N1`$ corresponding to the phase diagram in figure 3. Since we have that $`1/b1/(Nl_s^2)`$ the open strings of NCOS theory are much lighter than the LST-modes connected with LST Hagedorn behaviour and we should therefore expect them to dominate the dynamics. For the NCOS Hagedorn temperature $`T_{\mathrm{NCOS}}`$ we know that $`T_{\mathrm{NCOS}}1/\sqrt{b}`$. Thus, we have that $`T_{\mathrm{NCOS}}T_{\mathrm{LST}}`$. Clearly, the NCOS Hagedorn temperature is not limiting, and we should have a Hagedorn phase transition at a certain energy $`u_{\mathrm{NCOS}}`$. Since we have just shown that for $`u1/\sqrt{b}`$ we had $`TT_{\mathrm{LST}}`$, we get that $`u_{\mathrm{NCOS}}1/\sqrt{b}`$. Thus, the reason that the LST-strings can dominate at high energies, even though they are heavier than the open strings, is that the open strings have been subject to a Hagedorn transition at these energies. We note that the lower dimensional NCOS theories exhibit similar behaviour in the sense that, when they are weakly coupled, the supergravity dual describes them only when the temperature are above the NCOS Hagedorn temperature and a Hagedorn phase transition has occured .
In summary, we have learned that at weak NCOS coupling $`\stackrel{~}{g}N1`$ the $`(1,1)`$ OBLST has an NCOS phase for energies $`u1/\sqrt{b}`$, with LST-strings dominating at higher energies, as depicted in figure 3. For strong NCOS coupling $`\stackrel{~}{g}N1`$ we have perturbative YM for low energies and LST-strings at high energies as depicted in figure 1 and 2. Thus, in this sense one can say that strongly coupled 5+1 dimensional NCOS theory gives a space-time non-commutative version of $`(1,1)`$ LST.
### 2.4 Branes in $`(1,1)`$ OBLST
In the ordinary $`(1,1)`$ LST we have besides the LST-string with tension $`1/(2\pi l_s^2)`$ the d0, d2 and d4 branes . These origins from having open D1, D3 and D5 branes stretching between NS5-branes.
In the $`(1,1)`$ OBLST we still have the LST-string, but now the D-string stretching between two D1-NS5 bound-states induces an open string. We note that the zero modes of the open D-string is what gives the Yang-Mills theory at low energies, which fits with the picture that the NCOS theory at low energies reduce to Yang-Mills theory.
Since there is not any electric field on the ends of an open D3-brane stretching between D1-NS5 bound-states we expect that we still have the same d-membrane in $`(1,1)`$ OBLST as in $`(1,1)`$ LST, but presumably now moving in a space-time non-commutative geometry. Also the d4-brane seem to be part of $`(1,1)`$ OBLST.
In other words, only the open D-brane for which the potential goes to its critical value, gives an open brane in the world-volume theory. The rest of the spectrum is unchanged.
## 3 Supergravity dual of OM theory
In this section we find and study the supergravity dual of OM theory. We find the OM supergravity dual by uplifting the 4+1 dimensional NCOS supergravity dual. Apart from being interesting in its own right, it is also important to understand the OM theory near-horizon limit in order to understand the decoupling and near-horizon limit of $`(2,0)`$ OBLST.
The near-horizon and decoupling limits of the M2-M5 bound state have previously been studied in .
### 3.1 The M2-M5 and F1-D4 bound states
In this section we describe the supergravity solutions that we use for OM theory and 4+1 dimensional NCOS theory.
The non-extremal M2-M5 brane bound-state has the metric
$`ds_{11}^2`$ $`=`$ $`(\widehat{H}\widehat{D})^{1/3}[fdt^2+(dx^1)^2+(dx^2)^2+\widehat{D}((dx^3)^2+(dx^4)^2+(dx^5)^2)`$ (33)
$`+\widehat{H}(f^1dr^2+r^2d\mathrm{\Omega }_4^2)]`$
and the three- and six-form potentials
$`C_{012}`$ $`=`$ $`\mathrm{sin}\widehat{\theta }\widehat{H}^1\mathrm{coth}\widehat{\alpha }`$ (34)
$`C_{345}`$ $`=`$ $`\mathrm{tan}\widehat{\theta }\widehat{D}\widehat{H}^1`$ (35)
$`C_{012345}`$ $`=`$ $`\mathrm{cos}\widehat{\theta }\widehat{D}(\widehat{H}^11)\mathrm{coth}\widehat{\alpha }`$ (36)
We have
$$f=1\frac{r_0^3}{r^3},\widehat{H}=1+\frac{r_0^3\mathrm{sinh}^2\widehat{\alpha }}{r^3}$$
(37)
$$\widehat{D}^1=\mathrm{cos}^2\widehat{\theta }+\mathrm{sin}^2\widehat{\theta }\widehat{H}^1$$
(38)
The charge quantization for $`N`$ M5-branes gives
$$r_0^3\mathrm{cosh}\widehat{\alpha }\mathrm{sinh}\widehat{\alpha }=\frac{\pi Nl_p^3}{\mathrm{cos}\widehat{\theta }}$$
(39)
In the new variables
$$\mathrm{sinh}^2\alpha =\mathrm{cos}^2\widehat{\theta }\mathrm{sinh}^2\widehat{\alpha },\mathrm{cosh}^2\theta =\frac{1}{\mathrm{cos}^2\widehat{\theta }}$$
(40)
we have
$`ds_{11}^2`$ $`=`$ $`(HD)^{1/3}[D(fdt^2+(dx^1)^2+(dx^2)^2)+(dx^3)^2+(dx^4)^2+(dx^5)^2`$ (41)
$`+H(f^1dr^2+r^2d\mathrm{\Omega }_4^2)]`$
$`H`$ $`=`$ $`1+{\displaystyle \frac{r_0^3\mathrm{sinh}^2\alpha }{r^3}}`$ (42)
$`D^1`$ $`=`$ $`\mathrm{cosh}^2\theta \mathrm{sinh}^2\theta H^1`$ (43)
We note that $`\widehat{H}=HD^1`$, $`H=\widehat{H}\widehat{D}^1`$ and $`D=\widehat{D}^1`$.
We now dimensionally reduce the M2-M5 on the electric circle with the coordinate $`x^2`$. This gives the F1-D4 bound-state solution. The relation between the eleven dimensional metric $`ds_{11}^2`$ and the ten-dimensional string-frame metric $`ds_{10}^2`$ and dilaton $`e^\varphi `$ is
$$ds_{11}^2=e^{\frac{2}{3}\varphi }ds_{10}^2+e^{\frac{4}{3}\varphi }(dx^2)^2$$
(44)
Thus, we get the metric
$`ds_{10}^2`$ $`=`$ $`H^{1/2}[D(fdt^2+(dx^1)^2)+(dx^3)^2+(dx^4)^2+(dx^5)^2`$ (45)
$`+H(f^1dr^2+r^2d\mathrm{\Omega }_4^2)]`$
the dilaton
$$e^{2\varphi }=H^{1/2}D$$
(46)
and the NSNS two-form potential
$$B_{01}=\mathrm{sin}\widehat{\theta }\mathrm{coth}\widehat{\alpha }DH^1$$
(47)
This solution coincides with the one given in .
### 3.2 Near-horizon limit of OM theory from $`D=4+1`$ NCOS
The near horizon limit of 4+1 dimensional NCOS is
$$\overline{l}_s0,\stackrel{~}{r}=\frac{\sqrt{b}}{\overline{l}_s}r,\stackrel{~}{r}_0=\frac{\sqrt{b}}{\overline{l}_s}r_0,b=\overline{l}_s^2\mathrm{cosh}\theta ,\alpha =\text{fixed}$$
(48)
$$\stackrel{~}{x}^i=\frac{\overline{l}_s}{\sqrt{b}}x^i,i=0,1,\stackrel{~}{x}^j=\frac{\sqrt{b}}{\overline{l}_s}x^j,j=3,4,5$$
(49)
We have the open string coupling squared
$$\stackrel{~}{g}=\frac{\overline{g}_a\overline{l}_s^2}{b}$$
(50)
Using (48)-(49) on (45)-(47) we get
$`ds_{10}^2`$ $`=`$ $`{\displaystyle \frac{\overline{l}_s^2}{b}}H^{1/2}[H{\displaystyle \frac{\stackrel{~}{r}^2}{L^2}}(fd\stackrel{~}{t}^2+(d\stackrel{~}{x}^1)^2)+(d\stackrel{~}{x}^3)^2+(d\stackrel{~}{x}^4)^2+(d\stackrel{~}{x}^5)^2`$ (51)
$`+H(f^1d\stackrel{~}{r}^2+\stackrel{~}{r}^2d\mathrm{\Omega }_4^2)]`$
$$\overline{g}_a^2e^{2\varphi }=\stackrel{~}{g}^2H^{1/2}\left(1+\frac{\stackrel{~}{r}^3}{L^3}\right)$$
(52)
$$B_{01}=\frac{\overline{l}_s^2}{b}\frac{\stackrel{~}{r}^3}{L^3}$$
(53)
with
$$L^3=\stackrel{~}{r}_0^3\mathrm{sinh}^2\alpha =\pi N\stackrel{~}{g}b^{3/2}$$
(54)
$$H=1+\frac{L^3}{\stackrel{~}{r}^3},f=1\frac{\stackrel{~}{r}_0^3}{\stackrel{~}{r}^3}$$
(55)
We now introduce the open membrane length scale $`l_m`$ in OM theory defined by stating that the open membrane has tension $`1/l_m^3`$. As shown in we then have
$$l_m^3=\stackrel{~}{g}b^{3/2}$$
(56)
This can be understod as follows. Since the radius of the electric circle with coordinate $`x^2`$ is $`R_E=\overline{g}_a\overline{l}_s`$ the rescaled radius is
$$\stackrel{~}{R}_E=\frac{\overline{g}_a\overline{l}_s^2}{\sqrt{b}}=\stackrel{~}{g}\sqrt{b}$$
(57)
where the rescaling $`\stackrel{~}{R}_E=R_E\overline{l}_s/\sqrt{b}`$ follows from the fact that the $`x^2`$ coordinate should scale the same way as the $`x^1`$ coordinate in (49). We can then write the relation<sup>7</sup><sup>7</sup>7In these type of relations we ignore factors of $`2\pi `$.
$$\frac{1}{b}=\frac{\stackrel{~}{R}_E}{l_m^3}$$
(58)
where $`1/b`$ is the tension of the open string in NCOS. Thus, the relation (56) is the statement that the open string in NCOS is the open membrane in OM theory wrapped on a circle of radius $`\stackrel{~}{R}_E`$.
We now want to use (56) to write the near-horizon limit (48)-(49) in terms of the eleven dimensional variables $`l_m`$ and $`l_p`$, where $`l_p^3=\overline{g}_a\overline{l}_s^3`$. Using (56) we have
$$\frac{\sqrt{b}}{\overline{l}_s}=\frac{\stackrel{~}{g}b^{3/2}}{\stackrel{~}{g}b\overline{l}_s}=\frac{l_m^3}{l_p^3}$$
(59)
Using this together with (48)-(49) we can write the eleven dimensional near-horizon limit of OM theory as
$$l_p0,\stackrel{~}{r}=\frac{l_m^3}{l_p^3}r,\stackrel{~}{r}_0=\frac{l_m^3}{l_p^3}r_0,l_m^6=l_p^6\mathrm{cosh}\theta $$
(60)
$$\stackrel{~}{x}^i=\frac{l_p^3}{l_m^3}x^i,i=0,1,2,\stackrel{~}{x}^j=\frac{l_m^3}{l_p^3}x^j,j=3,4,5$$
(61)
This is a purely eleven dimensional near-horizon limit of OM theory, meaning that it can describe OM theory with the Lorentz symmetry $`SO(1,2)\times SO(3)`$.
The near-horizon limit (60)-(61) is the same limit of the M2-M5 brane bound state as in . Keeping $`r/l_p^3`$ fixed means that the membrane modes for open M2-branes stretching between M5-branes are kept finite.
Using (60)-(61) on (41) and (34)-(36) we get the supergravity dual
$`ds_{11}^2`$ $`=`$ $`{\displaystyle \frac{l_p^2}{l_m^2}}H^{2/3}{\displaystyle \frac{L}{\stackrel{~}{r}}}[H{\displaystyle \frac{\stackrel{~}{r}^3}{L^3}}(fd\stackrel{~}{t}^2+(d\stackrel{~}{x}^1)^2+(d\stackrel{~}{x}^2)^2)`$ (62)
$`+(d\stackrel{~}{x}^3)^2+(d\stackrel{~}{x}^4)^2+(d\stackrel{~}{x}^5)^2+H(f^1d\stackrel{~}{r}^2+\stackrel{~}{r}^2d\mathrm{\Omega }_4^2)]`$
$$C_{012}=\frac{l_p^3}{l_m^3}\frac{\stackrel{~}{r}^3}{L^3},C_{345}=\frac{l_p^3}{l_m^3}H^1$$
(63)
$$H=1+\frac{L^3}{\stackrel{~}{r}^3},f=1\frac{\stackrel{~}{r}_0^3}{\stackrel{~}{r}^3}$$
(64)
When OM theory is on an electric circle of rescaled radius $`\stackrel{~}{R}_E`$, the energy coordinate $`u`$ is
$$u=\frac{\stackrel{~}{r}}{b}=\frac{\stackrel{~}{R}_E\stackrel{~}{r}}{l_m^3}$$
(65)
### 3.3 Phase structure of OM and $`D=4+1`$ NCOS theory
In this section we examine the phase structure of OM theory and the 4+1 dimensional NCOS theory via their supergravity duals.
The OM theory near-horizon solution (62)-(63) is valid when the curvature in units of $`l_p^2`$
$$๐=\left(\pi N^2+\frac{N\stackrel{~}{r}^3}{l_m^3}\right)^{1/3}$$
(66)
is small. Thus, if $`N1`$ this is clearly satisfied and we can describe OM theory for all energies. If $`N`$ is of order 1, we instead need that $`\stackrel{~}{r}N^{1/3}l_m`$ since we need that $`\stackrel{~}{r}L`$.
From the supergravity dual (62)-(63) we see that for $`\stackrel{~}{r}N^{1/3}l_m`$ the solution reduces to $`\mathrm{AdS}_7\times S^4`$ describing the six-dimensional $`(2,0)`$ SCFT . Thus, for $`\stackrel{~}{r}N^{1/3}l_m`$ OM theory reduces to $`(2,0)`$ SCFT. For $`\stackrel{~}{r}N^{1/3}l_m`$ the open membrane is large enough to have an effect and the underlying non-commutative geometry is detectable. For $`\stackrel{~}{r}N^{1/3}l_m`$ the solution is described by M2-branes delocalized in 3 directions. The phases are depicted in Figure 4.
For 4+1 dimensional NCOS the curvature of the supergravity dual in units of $`\overline{l}_s^2`$ is
$$๐=\frac{b}{\stackrel{~}{r}^2}H^{1/2}$$
(67)
Thus, for $`\stackrel{~}{g}N<1`$ we need $`\stackrel{~}{r}\sqrt{b}/(\stackrel{~}{g}N)`$ while for $`\stackrel{~}{g}N>1`$ we need $`\stackrel{~}{r}\sqrt{b}`$ in order for $`๐1`$.
Consider first $`\stackrel{~}{g}N1`$. When $`\stackrel{~}{r}L`$ we flow from YM to NCOS with the space-time commutator $`[\stackrel{~}{t},\stackrel{~}{x}^1]=ib`$. The 4+1 dimensional NCOS theory flows into OM theory when $`\overline{g}_ae^\varphi 1`$. This gives two possible phase diagrams, which we have depicted in the figures 5 and 6.
The case with $`\stackrel{~}{g}N1`$ is depicted in figure 7. This case corresponds to weakly coupled NCOS theory. The NCOS theory flows to OM theory at $`uN^{1/3}/l_m`$.
The thermodynamics of the 4+1 dimensional NCOS theory from the supergravity dual is
$$T=\frac{3}{4\pi }\frac{\sqrt{\stackrel{~}{r}_0}}{\sqrt{\pi N\stackrel{~}{g}b^{3/2}}},S=\frac{1}{12\pi ^4}\stackrel{~}{V}_4\frac{\sqrt{\pi N\stackrel{~}{g}b^{3/2}}}{\stackrel{~}{g}^2b^4}\stackrel{~}{r}_0^{5/2}$$
(68)
$$E=\frac{5}{96\pi ^5}\frac{\stackrel{~}{V}_4}{\stackrel{~}{g}^2b^4}\stackrel{~}{r}_0^3,F=\frac{1}{96\pi ^5}\frac{\stackrel{~}{V}_4}{\stackrel{~}{g}^2b^4}\stackrel{~}{r}_0^3$$
(69)
$$F=\frac{2^7\pi ^4}{3^7}N^3\stackrel{~}{g}\sqrt{b}\stackrel{~}{V}_4T^6$$
(70)
As noted in this thermodynamics is equivalent to that of ordinary 4+1 dimensional YM for large N and strong โt Hooft coupling.
The thermodynamics of OM theory from its supergravity dual is
$$T=\frac{3}{4\pi }\frac{\sqrt{\stackrel{~}{r}_0}}{\sqrt{\pi Nl_m^3}},S=\frac{1}{24\pi ^5}\stackrel{~}{V}_5\frac{\sqrt{\pi Nl_m^3}}{l_m^9}\stackrel{~}{r}_0^{5/2}$$
(71)
$$E=\frac{5}{192\pi ^6}\frac{\stackrel{~}{V}_5}{l_m^9}\stackrel{~}{r}_0^3,F=\frac{1}{192\pi ^6}\frac{\stackrel{~}{V}_5}{l_m^9}\stackrel{~}{r}_0^3$$
(72)
$$F=\frac{2^6\pi ^3}{3^7}N^3\stackrel{~}{V}_5T^6$$
(73)
We see that the thermodynamics of OM theory is equivalent to that of $`(2,0)`$ SCFT for large $`N`$.
## 4 $`(2,0)`$ OBLST and OM theory
### 4.1 Introduction to $`(2,0)`$ OBLST
The $`(2,0)`$ OBLST is defined as the D2-NS5 bound-state in the decoupling limit
$$g_a0,l_s=\text{fixed},A_{012}A_{012}^{\mathrm{critical}}$$
(74)
We show in the following that this limit follows both from using the near-horizon/decoupling limit of OM theory found in Section 3.2 and from doing a T-duality on the $`(1,1)`$ OBLST. The $`(2,0)`$ OBLST has an LST-string and since $`(2,0)`$ OBLST reduces to OM theory for low energies, it also has an open membrane. The T-duality between the two OBLSTs is shown to relate the open membrane to the open string of $`(1,1)`$ OBLST.
At high energies the LST-string dominates and the thermodynamics has LST Hagedorn behavior. The R-symmetry is $`SO(4)`$ for these energies, but at low energies we get OM theory and the R-symmetry is enhanced to $`SO(5)`$. This we show using the supergravity dual of $`(2,0)`$ OBLST.
The decoupling and near-horizon limits of the D2-NS5 bound state have previously been studied in .
### 4.2 D2-NS5 bound state from M2-M5 on a transverse circle
The D2-NS5 bound-state in type IIA string theory can be considered as an M2-M5 bound-state localized on a transverse circle. Thus, from the M2-M5 bound state in section 3.1 we get the metric<sup>8</sup><sup>8</sup>8We write only the extremal version of this solution so in comparing with the non-extremal M2-M5 solution (41) and (34)-(36) one should use that $`r_0^3\mathrm{sinh}^2\alpha =\pi Nl_p^3`$ for $`r_00`$.
$`ds_{11}^2`$ $`=`$ $`(HD)^{1/3}[D(dt^2+(dx^1)^2+(dx^2)^2)+(dx^3)^2+(dx^4)^2+(dx^5)^2`$ (75)
$`+H(dz^2+dr^2+r^2d\mathrm{\Omega }_3^2)]`$
with
$`H`$ $`=`$ $`1+{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\pi Nl_p^3}{(r^2+(z+2\pi nR_T)^2)^{3/2}}}`$ (76)
$`D^1`$ $`=`$ $`\mathrm{cosh}^2\theta \mathrm{sinh}^2\theta H^1`$ (77)
where $`z`$ is the coordinate of the transverse circle with the asymptotic radius $`R_T`$.
For $`rR_T`$ we have
$$H=1+\frac{1}{\pi R_T}\frac{\pi Nl_p^3}{r^2}$$
(78)
We now consider the $`z`$ coordinate as the eleven dimensional coordinate. Thus by the usual M/IIA correspondence we have $`R_T=g_al_s`$ and $`l_p^3=R_Tl_s^2`$. The D2-NS5 bound-state has the string-frame metric $`ds_{10}^2`$ and the dilaton $`e^\varphi `$ given by the formula
$$ds_{11}^2=e^{\frac{2}{3}\varphi }ds_{10}^2+e^{\frac{4}{3}\varphi }dz^2$$
(79)
This gives the D2-NS5 solution
$`ds_{10}^2`$ $`=`$ $`D^{1/2}[D(dt^2+(dx^1)^2+(dx^2)^2)+(dx^3)^2+(dx^4)^2+(dx^5)^2`$ (80)
$`+H(dr^2+r^2d\mathrm{\Omega }_3^2)]`$
$$e^{2\varphi }=HD^{1/2}$$
(81)
$`A_{012}`$ $`=`$ $`\mathrm{sin}\widehat{\theta }DH^1`$ (82)
$`A_{345}`$ $`=`$ $`\mathrm{tan}\widehat{\theta }H^1`$ (83)
### 4.3 Supergravity dual of $`(2,0)`$ OBLST
The near-horizon limit of the solution (75) is
$$l_p0,\stackrel{~}{r}=\frac{l_m^3}{l_p^3}r,\stackrel{~}{z}=\frac{l_m^3}{l_p^3}z,l_m^6=l_p^6\mathrm{cosh}\theta $$
(84)
$$\stackrel{~}{x}^i=\frac{l_p^3}{l_m^3}x^i,i=0,1,2,\stackrel{~}{x}^j=\frac{l_m^3}{l_p^3}x^j,j=3,4,5$$
(85)
This we obtained from the OM near-horizon limit (60)-(61) since the $`(2,0)`$ OBLST limit should be consistent with the OM theory limit.
The eleven dimensional supergravity dual of $`(2,0)`$ OBLST is therefore given by<sup>9</sup><sup>9</sup>9The construction of the supergravity dual of $`(2,0)`$ OBLST presented here is similar to that of the D2-NS5 near-horizon solution presented in . The D2-NS5 near-horizon solution of describes $`(2,0)`$ OBLST on a magnetic circle. We thank M. Alishahiha for a discussion about this point.
$`ds_{11}^2`$ $`=`$ $`{\displaystyle \frac{l_p^2}{l_m^2}}H^{2/3}J^{1/3}[HJ^1(d\stackrel{~}{t}^2+(d\stackrel{~}{x}^1)^2+(d\stackrel{~}{x}^2)^2)`$ (86)
$`+(d\stackrel{~}{x}^3)^2+(d\stackrel{~}{x}^4)^2+(d\stackrel{~}{x}^5)^2+H(d\stackrel{~}{z}^2+d\stackrel{~}{r}^2+\stackrel{~}{r}^2d\mathrm{\Omega }_3^2)]`$
$$C_{012}=\frac{l_p^3}{l_m^3}J^1,C_{345}=\frac{l_p^3}{l_m^3}H^1$$
(87)
$$J=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{\pi Nl_m^3}{(\stackrel{~}{r}^2+(\stackrel{~}{z}+2\pi n\stackrel{~}{R}_T)^2)^{3/2}},H=1+J$$
(88)
The limit (84)-(85) is precisely consistent with our requirements of a limit of $`(2,0)`$ OBLST. We need that $`r/R_T`$ is finite in the near-horizon limit so since $`l_p^3=g_al_s^3`$ and $`R_T=g_al_s`$ we see that the OBLST limit is $`g_s0`$ and $`l_s`$ kept fixed. But this is the limit of ordinary LST so we should have closed strings of tension $`1/(2\pi l_s^2)`$ in $`(2,0)`$ OBLST. Note that $`\stackrel{~}{R}_T=l_m^3/l_s^2`$.
We observe that the supergravity dual of $`(2,0)`$ OBLST given by (86)-(87) reduces to the supergravity dual of $`(2,0)`$ LST given in when $`\stackrel{~}{r}N^{1/3}l_m`$.
For $`\stackrel{~}{r}\stackrel{~}{R}_T`$ we should consider (86)-(87) as an approximate description of $`(2,0)`$ OBLST which for small $`\stackrel{~}{r}`$ continuously should flow to the OM theory supergravity dual given by (62)-(63).
When $`\stackrel{~}{r}\stackrel{~}{R}_T`$ and $`g_ae^\varphi 1`$ we can use a ten-dimensional description via weakly coupled type IIA string theory. The limit (84)-(85) translates into the limit
$$g_a0,l_s=\text{fixed},\stackrel{~}{r}=\frac{l_m^3}{g_al_s^3}r,l_m^6=g_a^2l_s^6\mathrm{cosh}\theta $$
(89)
$$\stackrel{~}{x}^i=\frac{g_al_s^3}{l_m^3}x^i,i=0,1,2,\stackrel{~}{x}^j=\frac{l_m^3}{g_al_s^3}x^j,j=3,4,5$$
(90)
The type IIA near-horizon solution is then
$`ds_{10}^2`$ $`=`$ $`H^{1/2}{\displaystyle \frac{L}{\stackrel{~}{r}}}[H{\displaystyle \frac{\stackrel{~}{r}^2}{L^2}}(d\stackrel{~}{t}^2+(d\stackrel{~}{x}^1)^2+(d\stackrel{~}{x}^2)^2)`$ (91)
$`+(d\stackrel{~}{x}^3)^2+(d\stackrel{~}{x}^4)^2+(d\stackrel{~}{x}^5)^2+H(d\stackrel{~}{r}^2+\stackrel{~}{r}^2d\mathrm{\Omega }_3^2)]`$
$$g_a^2e^{2\varphi }=\frac{l_m^6}{l_s^6}H^{1/2}\frac{L}{\stackrel{~}{r}}$$
(92)
$$A_{012}=\frac{g_al_s^3}{l_m^3}\frac{\stackrel{~}{r}^2}{L^2},A_{345}=\frac{g_al_s^3}{l_m^3}H^1$$
(93)
$$L^2=l_s^2N,H=1+\frac{L^2}{\stackrel{~}{r}^2}$$
(94)
### 4.4 T-duality on an electric circle: From open membranes to open strings
Since we believe that $`(2,0)`$ OBLST has an open membrane of tension $`1/l_m^3`$ and that $`(1,1)`$ OBLST has an open string of tension $`1/b`$ it is natural to ask whether this is consistent with T-duality. From point of view of the bulk, T-duality on an electric circle in $`(2,0)`$ OBLST would give $`(1,1)`$ OBLST, since it takes D2-NS5 into D1-NS5. In this section we test that this is also consistent with the decoupling limits. In section 5 we develop this further and connect 5 different bound states and their decoupling limits in a duality-chain.
We take $`x^2`$ as the coordinate of the electric circle with radius $`R_E`$. From (84)-(85) and (89)-(90) we get
$$\stackrel{~}{R}_E=\frac{g_al_s^3}{l_m^3}R_E,\stackrel{~}{R}_T=\frac{l_m^3}{g_al_s^3}R_T$$
(95)
Since $`R_T=g_al_s`$ we have
$$\stackrel{~}{R}_T=\frac{l_m^3}{l_s^2}$$
(96)
A T-duality in $`x^2`$ gives
$$g_b=g_a\frac{l_s}{R_E}=\frac{R_T}{R_E}=\frac{g_a^2l_s^4}{l_m^3}\frac{1}{\stackrel{~}{R}_E}$$
(97)
Since $`l_s`$ is fixed in both $`(1,1)`$ and $`(2,0)`$ OBLST this means that $`g_bg_a^2`$. By comparing (24)-(25) with (89)-(90) we see that this is exactly what we need for the decoupling/near-horizon limits of $`(2,0)`$ and $`(1,1)`$ OBLST to be consistent with each other. Moreover, we see that we need
$$\frac{l_m^3}{g_al_s^3}=\frac{\sqrt{b}}{\sqrt{g_b}l_s}$$
(98)
Using (97) and (98) we get that
$$\stackrel{~}{R}_E=\frac{g_a^2}{g_b}\frac{l_s^4}{l_m^3}=\frac{l_m^3}{b}$$
(99)
Thus, the T-duality between the decoupling limits of $`(1,1)`$ and $`(2,0)`$ OBLST requires that
$$\frac{1}{b}=\frac{\stackrel{~}{R}_E}{l_m^3}$$
(100)
This relation means that the open string of $`(1,1)`$ OBLST with tension $`1/b`$ is the open membrane of $`(2,0)`$ OBLST wrapped around the electric circle of radius $`\stackrel{~}{R}_E`$. Thus, the open membrane in $`(2,0)`$ OBLST and the open string in $`(1,1)`$ OBLST are related by T-duality.
We elaborate further on this in Section 5.
### 4.5 Phase structure and thermodynamics
As already mentioned, the $`(2,0)`$ OBLST has both the open membrane with tension $`1/l_m^3`$ as in OM theory, and also the LST-string with tension $`1/(2\pi l_s^2)`$. We now consider the phase structure of $`(2,0)`$ OBLST. We parameterize the phase diagrams with the rescaled radial coordinate $`\stackrel{~}{r}`$. This is not an energy coordinate, but any energy coordinate should be increasing with $`\stackrel{~}{r}`$ and we can therefore use it to find the succession of transition points.
We consider two possible phase diagrams depicted in figure 8 and 9. For both diagrams we have that at $`\stackrel{~}{r}\stackrel{~}{R}_T`$ we have a transition point where for lower energies we have $`SO(5)`$ R-symmetry and for higher energies $`SO(4)`$ R-symmetry. In the supergravity solution this can be understod from the observation that at $`\stackrel{~}{r}\stackrel{~}{R}_T`$ the radius of the $`S^3`$ in the metric (86) is of the same order as the radius $`\stackrel{~}{R}_T`$ of the transverse circle. Thus, at $`\stackrel{~}{r}\stackrel{~}{R}_T`$ the supergravity dual of $`(2,0)`$ OBLST is in fact the supergravity dual of OM theory, given in Section 3.2.
The curvature in units of $`l_s^2`$ of the supergravity dual for $`\stackrel{~}{r}\stackrel{~}{R}_T`$ is
$$๐=\frac{1}{N}\frac{1}{\sqrt{1+\frac{\stackrel{~}{r}^2}{l_s^2N}}}$$
(101)
For $`\stackrel{~}{r}\stackrel{~}{R}_T`$ the curvature is given by (66). In the following we work with $`N1`$.
We first consider the phase diagram of figure 8. For low energies we have $`(2,0)`$ SCFT with $`SO(5)`$ as the R-symmetry group. This is described by the $`\mathrm{AdS}_7\times S^4`$ supergravity dual. From Section 3.3 we know that at $`\stackrel{~}{r}N^{1/3}l_m`$ we have OM theory, described by delocalized M2-branes. At $`\stackrel{~}{r}\stackrel{~}{R}_T`$ the R-symmetry is broken to $`SO(4)`$ and we go into $`(2,0)`$ OBLST. However, we do not enter the weakly coupled type IIA description before the transition point $`g_ae^\varphi 1`$, which is at $`\stackrel{~}{r}\sqrt{N}l_m^6/l_s^5`$. Thus, we have either delocalized M2-branes or delocalized D2-branes describing the $`(2,0)`$ OBLST phase.
In the second phase diagram, depicted in figure 9, we also start at low energies with $`(2,0)`$ SCFT. We then proceed to the ordinary $`(2,0)`$ LST at $`\stackrel{~}{r}\stackrel{~}{R}_T`$. At $`\stackrel{~}{r}\sqrt{N}l_m^3/l_s^2`$ we enter the weakly coupled type IIA description so that the $`(2,0)`$ LST is described by NS5-branes. At $`\stackrel{~}{r}\sqrt{N}l_s`$ we enter the $`(2,0)`$ OBLST phase with a non-commutative space-time.
From a non-extremal version of the metric (86) the thermodynamics of $`(2,0)`$ OBLST for $`\stackrel{~}{r}\stackrel{~}{R}_T`$ is found to be
$$T=\frac{1}{2\pi l_s\sqrt{N}},S=\sqrt{N}\frac{\stackrel{~}{V}_5}{(2\pi )^4}\frac{1}{l_sl_m^6}\stackrel{~}{r}_0^2$$
(102)
$$E=\frac{\stackrel{~}{V}_5}{(2\pi )^5}\frac{1}{l_s^2l_m^6}\stackrel{~}{r}_0^2,F=0$$
(103)
The Hagedorn temperature of $`(2,0)`$ OBLST is
$$T_{\mathrm{LST}}=\frac{1}{2\pi l_s\sqrt{N}}$$
(104)
Thus, we see that for $`\stackrel{~}{r}\stackrel{~}{R}_T`$ we have $`TT_{\mathrm{LST}}`$ so that the LST-strings dominate for $`\stackrel{~}{r}\stackrel{~}{R}_T`$. As discussed in the thermodynamics (102)-(103) exhibits leading order Hagedorn behavior, and one can calculate that since the supergravity dual consist of delocalized D2-branes in the UV-region, the entropy has the critical behavior $`S(T)(T_{\mathrm{LST}}T)^{2/3}`$, just as for $`(1,1)`$ OBLST. Thus, the critical behavior of the entropy for high energies in $`(2,0)`$ OBLST is different from that in $`(2,0)`$ LST.
From comparing the phases and thermodynamics of $`(1,1)`$ OBLST and $`(2,0)`$ we see that there are many similarities, as one would expect from T-dual theories. The LST-strings dominate the thermodynamics for high energies in both cases, and the open string and open membrane only appears as phases in the phase diagrams when they are sufficiently light.
### 4.6 Branes in $`(2,0)`$ OBLST
In the ordinary $`(2,0)`$ LST we have besides the LST-string with tension $`1/(2\pi l_s^2)`$ the d1, d3 and d5 branes. These origins from having open D2, D4 and D6 branes stretching between NS5-branes.
The $`(2,0)`$ OBLST still have the LST-string, but the D-membrane stretching between two D2-NS5 bound-states induces an open membrane which gives OM theory at low energy. At low energies this open membrane reduces to a d1-brane in $`(2,0)`$ LST, or to a tensionless string in $`(2,0)`$ SCFT. Using similar arguments as for $`(1,1)`$ OBLST, we expect that the d3 and d5-branes are part of $`(2,0)`$ OBLST.
Thus, we see that the brane-spectra of $`(1,1)`$ and $`(2,0)`$ OBLST are related by T-duality.
## 5 A duality-chain of theories
In this section<sup>10</sup><sup>10</sup>10The content of this section was developed in collaboration with N. A. Obers. we systematically explore how the T-dualities and S-dualities connects the various bound-states and their decoupling limits that we have been discussing in Section 2-4, in order test the consistency of these limits and also to relate the parameters of the theories. Some of the discussion has already appeared in earlier sections, but we repeat it here for clarity. The duality-chain is depicted in Figure 10.
All of the bound-states in the chain can be seen as the M2-M5 bound-state on an electric circle and a transverse circle. In eleven dimensions the M2-M5 bound-state on a transverse circle is given by (75)-(76). We take $`x^2`$ to be the coordinate for the electric circle of radius $`R_E`$ and $`z`$ to be the coordinate for the transverse circle with radius $`R_T`$.
For all the various decoupling limits we have
$$\mathrm{cosh}\theta \mathrm{},\stackrel{~}{r}=\sqrt{\mathrm{cosh}\theta }r,\stackrel{~}{z}=\sqrt{\mathrm{cosh}\theta }z$$
(105)
$$\stackrel{~}{x}^i=\frac{1}{\sqrt{\mathrm{cosh}\theta }}x^i,i=0,1,2,\stackrel{~}{x}^j=\sqrt{\mathrm{cosh}\theta }x^j,j=3,4,5$$
(106)
which gives
$$\stackrel{~}{R}_E=\frac{1}{\sqrt{\mathrm{cosh}\theta }}R_E,\stackrel{~}{R}_T=\sqrt{\mathrm{cosh}\theta }R_T$$
(107)
Thus, all the decoupling limits are specified by the relation between $`\mathrm{cosh}\theta `$ and the parameters of M/string theory, and the parameters of the world-volume theories.
Thus, starting from the top with the M2-M5 bound-state, we have
$$\mathrm{cosh}\theta =\frac{l_m^6}{l_p^6}$$
(108)
where $`1/l_m^3`$ is the tension of the open membrane in OM theory and $`(2,0)`$ OBLST.
Choosing $`x^2`$ as the eleventh direction we go to the F1-D4 bound-state and we have
$$R_E=\overline{g}_a\overline{l}_s,l_p^3=\overline{g}_a\overline{l}_s^3,\mathrm{cosh}\theta =\frac{b}{\overline{l}_s^2},\stackrel{~}{g}_4=\frac{\overline{g}_a\overline{l}_s^2}{b}$$
(109)
with the NCOS open string coupling $`\stackrel{~}{g}_4`$ and tension $`1/b`$. This gives the relations
$$\stackrel{~}{R}_E=\stackrel{~}{g}_4\sqrt{b},\frac{1}{b}=\frac{\stackrel{~}{R}_E}{l_m^3}$$
(110)
Thus, as already mentioned in Section 3.2, this is interpreted as the fact that the NCOS open string in 4+1 dimensions is an open membrane in 5+1 dimensions wrapped on the electric circle of radius $`\stackrel{~}{R}_E`$, and for strong coupling the electric circle is large and we flow into decompactified OM theory.
Making a T-duality in the transverse direction $`z`$ we go to the F1-D5 bound-state. We have
$$\overline{g}_b=\overline{g}_a\frac{\overline{l}_s}{R_T}=\frac{R_E}{R_T},\mathrm{cosh}\theta =\frac{b}{\overline{l}_s^2},\stackrel{~}{g}_5=\frac{\overline{g}_b\overline{l}_s^2}{b}$$
(111)
where $`\stackrel{~}{g}_5`$ is the 5+1 dimensional NCOS open string coupling. We also define the T-dual radius $`R_T^{}=\overline{l}_s^2/R_T`$ along with its rescaled version $`\stackrel{~}{R}_T^{}`$. This gives
$$\stackrel{~}{g}_5=\stackrel{~}{g}_4\frac{\sqrt{b}}{\stackrel{~}{R}_T},\stackrel{~}{R}_T^{}\stackrel{~}{R}_T=b$$
(112)
We see that this can be interpreted as a NCOS T-duality (similar interpretations for other cases have been done in ). Thus, the bulk T-duality on the F1-D$`p`$ bound states induces a world-volume T-duality in the NCOS theories relating the T-dual string couplings and radii by the NCOS string tension $`1/b`$.
The type IIB S-duality takes us into the D1-NS5 bound-state for which we have
$$g_b=\frac{1}{\overline{g}_b},l_s^2=\overline{g}_b\overline{l}_s^2,\mathrm{cosh}\theta =\frac{b}{g_bl_s^2},\stackrel{~}{g}_5=\frac{l_s^2}{b}$$
(113)
as explained in Section 2.3.
If again start from the top and instead choose $`z`$ as the eleventh direction we go from the M2-M5 to the D2-NS5 bound-state. We have
$$R_T=g_al_s,l_p^3=g_al_s^3,\mathrm{cosh}\theta =\frac{l_m^6}{g_a^2l_s^6}$$
(114)
Here the world-volume theory is $`(2,0)`$ OBLST with the parameters $`l_s`$, $`l_m`$ and $`\stackrel{~}{R}_E`$.
Making a T-duality in the $`x^2`$ direction we obtain the D1-NS5 bound-state. As already explained in Section 4.4, we have
$$g_b=g_a\frac{l_s}{R_E}=\frac{R_T}{R_E},\mathrm{cosh}\theta =\frac{l_m^3}{g_bl_s^2\stackrel{~}{R}_E}$$
(115)
We again note that $`\mathrm{cosh}\theta `$ exactly has the right dependence on the string coupling $`g_b`$ that makes us able to compare this T-dualized limit to the limit obtained in (113) by going the other way in the chain. We now define the T-dual radius $`R_E^{}=l_s^2/R_E`$ of the electric circle. Since $`x^2`$ after the T-duality is a magnetic coordinate, $`R_E^{}`$ scales oppositely to $`R_E`$. Using this and comparing with (113) we therefore get
$$\frac{1}{b}=\frac{\stackrel{~}{R}_E}{l_m^3},\stackrel{~}{R}_E^{}\stackrel{~}{R}_E=l_s^2$$
(116)
Thus, we see that the T-duality in the bulk now induces a little-closed-string-T-duality in the OBLST, since contrary to (112) the T-duality is in terms of the length scale $`l_s`$ of the closed strings in OBLST. One could speculate that this means that open strings of tension $`1/(2\pi l_s^2)`$ can end on the open string/membrane in OBLST. Certainly, this would make sense from the bulk point of view, since the open string/membrane origins from D1 or D2-branes stretching between the D1-NS5 or D2-NS5 bound-states.
## Acknowledgments
We thank N.A. Obers for early participation and useful discussions and M. Alishahiha, D. Berman, E. Cheung, J. Correia, S. Minwalla, J. Nielsen and J. L. Petersen for useful discussions.
Note added:
While writing this paper, we received the paper which also considers a supergravity dual of OM theory using a different approach than the one we have in section 3.
In the final stages of writing this paper we were made aware that N. Seiberg and A. Strominger have presented similar ideas as of this paper in their talks at Strings 2000, july 10-15. We were subsequently informed that these ideas will appear in a revised version of the paper by R. Gopakumar, S. Minwalla, N. Seiberg and A. Strominger.
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